1 | /* -*- C++ -*- |
---|
2 | * |
---|
3 | * This file is a part of LEMON, a generic C++ optimization library |
---|
4 | * |
---|
5 | * Copyright (C) 2003-2006 |
---|
6 | * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
---|
7 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
---|
8 | * |
---|
9 | * Permission to use, modify and distribute this software is granted |
---|
10 | * provided that this copyright notice appears in all copies. For |
---|
11 | * precise terms see the accompanying LICENSE file. |
---|
12 | * |
---|
13 | * This software is provided "AS IS" with no warranty of any kind, |
---|
14 | * express or implied, and with no claim as to its suitability for any |
---|
15 | * purpose. |
---|
16 | * |
---|
17 | */ |
---|
18 | |
---|
19 | #ifndef LEMON_LP_BASE_H |
---|
20 | #define LEMON_LP_BASE_H |
---|
21 | |
---|
22 | #include<vector> |
---|
23 | #include<map> |
---|
24 | #include<limits> |
---|
25 | #include<cmath> |
---|
26 | |
---|
27 | #include<lemon/bits/utility.h> |
---|
28 | #include<lemon/error.h> |
---|
29 | #include<lemon/bits/invalid.h> |
---|
30 | |
---|
31 | ///\file |
---|
32 | ///\brief The interface of the LP solver interface. |
---|
33 | ///\ingroup gen_opt_group |
---|
34 | namespace lemon { |
---|
35 | |
---|
36 | ///Internal data structure to convert floating id's to fix one's |
---|
37 | |
---|
38 | ///\todo This might be implemented to be also usable in other places. |
---|
39 | class _FixId |
---|
40 | { |
---|
41 | protected: |
---|
42 | std::vector<int> index; |
---|
43 | std::vector<int> cross; |
---|
44 | int first_free; |
---|
45 | public: |
---|
46 | _FixId() : first_free(-1) {}; |
---|
47 | ///Convert a floating id to a fix one |
---|
48 | |
---|
49 | ///\param n is a floating id |
---|
50 | ///\return the corresponding fix id |
---|
51 | int fixId(int n) const {return cross[n];} |
---|
52 | ///Convert a fix id to a floating one |
---|
53 | |
---|
54 | ///\param n is a fix id |
---|
55 | ///\return the corresponding floating id |
---|
56 | int floatingId(int n) const { return index[n];} |
---|
57 | ///Add a new floating id. |
---|
58 | |
---|
59 | ///\param n is a floating id |
---|
60 | ///\return the fix id of the new value |
---|
61 | ///\todo Multiple additions should also be handled. |
---|
62 | int insert(int n) |
---|
63 | { |
---|
64 | if(n>=int(cross.size())) { |
---|
65 | cross.resize(n+1); |
---|
66 | if(first_free==-1) { |
---|
67 | cross[n]=index.size(); |
---|
68 | index.push_back(n); |
---|
69 | } |
---|
70 | else { |
---|
71 | cross[n]=first_free; |
---|
72 | int next=index[first_free]; |
---|
73 | index[first_free]=n; |
---|
74 | first_free=next; |
---|
75 | } |
---|
76 | return cross[n]; |
---|
77 | } |
---|
78 | else { |
---|
79 | ///\todo Create an own exception type. |
---|
80 | throw LogicError(); //floatingId-s must form a continuous range; |
---|
81 | } |
---|
82 | } |
---|
83 | ///Remove a fix id. |
---|
84 | |
---|
85 | ///\param n is a fix id |
---|
86 | /// |
---|
87 | void erase(int n) |
---|
88 | { |
---|
89 | int fl=index[n]; |
---|
90 | index[n]=first_free; |
---|
91 | first_free=n; |
---|
92 | for(int i=fl+1;i<int(cross.size());++i) { |
---|
93 | cross[i-1]=cross[i]; |
---|
94 | index[cross[i]]--; |
---|
95 | } |
---|
96 | cross.pop_back(); |
---|
97 | } |
---|
98 | ///An upper bound on the largest fix id. |
---|
99 | |
---|
100 | ///\todo Do we need this? |
---|
101 | /// |
---|
102 | std::size_t maxFixId() { return cross.size()-1; } |
---|
103 | |
---|
104 | }; |
---|
105 | |
---|
106 | ///Common base class for LP solvers |
---|
107 | |
---|
108 | ///\todo Much more docs |
---|
109 | ///\ingroup gen_opt_group |
---|
110 | class LpSolverBase { |
---|
111 | |
---|
112 | public: |
---|
113 | |
---|
114 | ///Possible outcomes of an LP solving procedure |
---|
115 | enum SolveExitStatus { |
---|
116 | ///This means that the problem has been successfully solved: either |
---|
117 | ///an optimal solution has been found or infeasibility/unboundedness |
---|
118 | ///has been proved. |
---|
119 | SOLVED = 0, |
---|
120 | ///Any other case (including the case when some user specified limit has been exceeded) |
---|
121 | UNSOLVED = 1 |
---|
122 | }; |
---|
123 | |
---|
124 | ///\e |
---|
125 | enum SolutionStatus { |
---|
126 | ///Feasible solution hasn't been found (but may exist). |
---|
127 | |
---|
128 | ///\todo NOTFOUND might be a better name. |
---|
129 | /// |
---|
130 | UNDEFINED = 0, |
---|
131 | ///The problem has no feasible solution |
---|
132 | INFEASIBLE = 1, |
---|
133 | ///Feasible solution found |
---|
134 | FEASIBLE = 2, |
---|
135 | ///Optimal solution exists and found |
---|
136 | OPTIMAL = 3, |
---|
137 | ///The cost function is unbounded |
---|
138 | |
---|
139 | ///\todo Give a feasible solution and an infinite ray (and the |
---|
140 | ///corresponding bases) |
---|
141 | INFINITE = 4 |
---|
142 | }; |
---|
143 | |
---|
144 | ///\e The type of the investigated LP problem |
---|
145 | enum ProblemTypes { |
---|
146 | ///Primal-dual feasible |
---|
147 | PRIMAL_DUAL_FEASIBLE = 0, |
---|
148 | ///Primal feasible dual infeasible |
---|
149 | PRIMAL_FEASIBLE_DUAL_INFEASIBLE = 1, |
---|
150 | ///Primal infeasible dual feasible |
---|
151 | PRIMAL_INFEASIBLE_DUAL_FEASIBLE = 2, |
---|
152 | ///Primal-dual infeasible |
---|
153 | PRIMAL_DUAL_INFEASIBLE = 3, |
---|
154 | ///Could not determine so far |
---|
155 | UNKNOWN = 4 |
---|
156 | }; |
---|
157 | |
---|
158 | ///The floating point type used by the solver |
---|
159 | typedef double Value; |
---|
160 | ///The infinity constant |
---|
161 | static const Value INF; |
---|
162 | ///The not a number constant |
---|
163 | static const Value NaN; |
---|
164 | |
---|
165 | static inline bool isNaN(const Value& v) { return v!=v; } |
---|
166 | |
---|
167 | ///Refer to a column of the LP. |
---|
168 | |
---|
169 | ///This type is used to refer to a column of the LP. |
---|
170 | /// |
---|
171 | ///Its value remains valid and correct even after the addition or erase of |
---|
172 | ///other columns. |
---|
173 | /// |
---|
174 | ///\todo Document what can one do with a Col (INVALID, comparing, |
---|
175 | ///it is similar to Node/Edge) |
---|
176 | class Col { |
---|
177 | protected: |
---|
178 | int id; |
---|
179 | friend class LpSolverBase; |
---|
180 | friend class MipSolverBase; |
---|
181 | public: |
---|
182 | typedef Value ExprValue; |
---|
183 | typedef True LpSolverCol; |
---|
184 | Col() {} |
---|
185 | Col(const Invalid&) : id(-1) {} |
---|
186 | bool operator< (Col c) const {return id< c.id;} |
---|
187 | bool operator> (Col c) const {return id> c.id;} |
---|
188 | bool operator==(Col c) const {return id==c.id;} |
---|
189 | bool operator!=(Col c) const {return id!=c.id;} |
---|
190 | }; |
---|
191 | |
---|
192 | ///Refer to a row of the LP. |
---|
193 | |
---|
194 | ///This type is used to refer to a row of the LP. |
---|
195 | /// |
---|
196 | ///Its value remains valid and correct even after the addition or erase of |
---|
197 | ///other rows. |
---|
198 | /// |
---|
199 | ///\todo Document what can one do with a Row (INVALID, comparing, |
---|
200 | ///it is similar to Node/Edge) |
---|
201 | class Row { |
---|
202 | protected: |
---|
203 | int id; |
---|
204 | friend class LpSolverBase; |
---|
205 | public: |
---|
206 | typedef Value ExprValue; |
---|
207 | typedef True LpSolverRow; |
---|
208 | Row() {} |
---|
209 | Row(const Invalid&) : id(-1) {} |
---|
210 | |
---|
211 | bool operator< (Row c) const {return id< c.id;} |
---|
212 | bool operator> (Row c) const {return id> c.id;} |
---|
213 | bool operator==(Row c) const {return id==c.id;} |
---|
214 | bool operator!=(Row c) const {return id!=c.id;} |
---|
215 | }; |
---|
216 | |
---|
217 | ///Linear expression of variables and a constant component |
---|
218 | |
---|
219 | ///This data structure strores a linear expression of the variables |
---|
220 | ///(\ref Col "Col"s) and also has a constant component. |
---|
221 | /// |
---|
222 | ///There are several ways to access and modify the contents of this |
---|
223 | ///container. |
---|
224 | ///- Its it fully compatible with \c std::map<Col,double>, so for expamle |
---|
225 | ///if \c e is an Expr and \c v and \c w are of type \ref Col, then you can |
---|
226 | ///read and modify the coefficients like |
---|
227 | ///these. |
---|
228 | ///\code |
---|
229 | ///e[v]=5; |
---|
230 | ///e[v]+=12; |
---|
231 | ///e.erase(v); |
---|
232 | ///\endcode |
---|
233 | ///or you can also iterate through its elements. |
---|
234 | ///\code |
---|
235 | ///double s=0; |
---|
236 | ///for(LpSolverBase::Expr::iterator i=e.begin();i!=e.end();++i) |
---|
237 | /// s+=i->second; |
---|
238 | ///\endcode |
---|
239 | ///(This code computes the sum of all coefficients). |
---|
240 | ///- Numbers (<tt>double</tt>'s) |
---|
241 | ///and variables (\ref Col "Col"s) directly convert to an |
---|
242 | ///\ref Expr and the usual linear operations are defined, so |
---|
243 | ///\code |
---|
244 | ///v+w |
---|
245 | ///2*v-3.12*(v-w/2)+2 |
---|
246 | ///v*2.1+(3*v+(v*12+w+6)*3)/2 |
---|
247 | ///\endcode |
---|
248 | ///are valid \ref Expr "Expr"essions. |
---|
249 | ///The usual assignment operations are also defined. |
---|
250 | ///\code |
---|
251 | ///e=v+w; |
---|
252 | ///e+=2*v-3.12*(v-w/2)+2; |
---|
253 | ///e*=3.4; |
---|
254 | ///e/=5; |
---|
255 | ///\endcode |
---|
256 | ///- The constant member can be set and read by \ref constComp() |
---|
257 | ///\code |
---|
258 | ///e.constComp()=12; |
---|
259 | ///double c=e.constComp(); |
---|
260 | ///\endcode |
---|
261 | /// |
---|
262 | ///\note \ref clear() not only sets all coefficients to 0 but also |
---|
263 | ///clears the constant components. |
---|
264 | /// |
---|
265 | ///\sa Constr |
---|
266 | /// |
---|
267 | class Expr : public std::map<Col,Value> |
---|
268 | { |
---|
269 | public: |
---|
270 | typedef LpSolverBase::Col Key; |
---|
271 | typedef LpSolverBase::Value Value; |
---|
272 | |
---|
273 | protected: |
---|
274 | typedef std::map<Col,Value> Base; |
---|
275 | |
---|
276 | Value const_comp; |
---|
277 | public: |
---|
278 | typedef True IsLinExpression; |
---|
279 | ///\e |
---|
280 | Expr() : Base(), const_comp(0) { } |
---|
281 | ///\e |
---|
282 | Expr(const Key &v) : const_comp(0) { |
---|
283 | Base::insert(std::make_pair(v, 1)); |
---|
284 | } |
---|
285 | ///\e |
---|
286 | Expr(const Value &v) : const_comp(v) {} |
---|
287 | ///\e |
---|
288 | void set(const Key &v,const Value &c) { |
---|
289 | Base::insert(std::make_pair(v, c)); |
---|
290 | } |
---|
291 | ///\e |
---|
292 | Value &constComp() { return const_comp; } |
---|
293 | ///\e |
---|
294 | const Value &constComp() const { return const_comp; } |
---|
295 | |
---|
296 | ///Removes the components with zero coefficient. |
---|
297 | void simplify() { |
---|
298 | for (Base::iterator i=Base::begin(); i!=Base::end();) { |
---|
299 | Base::iterator j=i; |
---|
300 | ++j; |
---|
301 | if ((*i).second==0) Base::erase(i); |
---|
302 | i=j; |
---|
303 | } |
---|
304 | } |
---|
305 | |
---|
306 | ///Removes the coefficients closer to zero than \c tolerance. |
---|
307 | void simplify(double &tolerance) { |
---|
308 | for (Base::iterator i=Base::begin(); i!=Base::end();) { |
---|
309 | Base::iterator j=i; |
---|
310 | ++j; |
---|
311 | if (std::fabs((*i).second)<tolerance) Base::erase(i); |
---|
312 | i=j; |
---|
313 | } |
---|
314 | } |
---|
315 | |
---|
316 | ///Sets all coefficients and the constant component to 0. |
---|
317 | void clear() { |
---|
318 | Base::clear(); |
---|
319 | const_comp=0; |
---|
320 | } |
---|
321 | |
---|
322 | ///\e |
---|
323 | Expr &operator+=(const Expr &e) { |
---|
324 | for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
---|
325 | (*this)[j->first]+=j->second; |
---|
326 | const_comp+=e.const_comp; |
---|
327 | return *this; |
---|
328 | } |
---|
329 | ///\e |
---|
330 | Expr &operator-=(const Expr &e) { |
---|
331 | for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
---|
332 | (*this)[j->first]-=j->second; |
---|
333 | const_comp-=e.const_comp; |
---|
334 | return *this; |
---|
335 | } |
---|
336 | ///\e |
---|
337 | Expr &operator*=(const Value &c) { |
---|
338 | for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
---|
339 | j->second*=c; |
---|
340 | const_comp*=c; |
---|
341 | return *this; |
---|
342 | } |
---|
343 | ///\e |
---|
344 | Expr &operator/=(const Value &c) { |
---|
345 | for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
---|
346 | j->second/=c; |
---|
347 | const_comp/=c; |
---|
348 | return *this; |
---|
349 | } |
---|
350 | }; |
---|
351 | |
---|
352 | ///Linear constraint |
---|
353 | |
---|
354 | ///This data stucture represents a linear constraint in the LP. |
---|
355 | ///Basically it is a linear expression with a lower or an upper bound |
---|
356 | ///(or both). These parts of the constraint can be obtained by the member |
---|
357 | ///functions \ref expr(), \ref lowerBound() and \ref upperBound(), |
---|
358 | ///respectively. |
---|
359 | ///There are two ways to construct a constraint. |
---|
360 | ///- You can set the linear expression and the bounds directly |
---|
361 | /// by the functions above. |
---|
362 | ///- The operators <tt>\<=</tt>, <tt>==</tt> and <tt>\>=</tt> |
---|
363 | /// are defined between expressions, or even between constraints whenever |
---|
364 | /// it makes sense. Therefore if \c e and \c f are linear expressions and |
---|
365 | /// \c s and \c t are numbers, then the followings are valid expressions |
---|
366 | /// and thus they can be used directly e.g. in \ref addRow() whenever |
---|
367 | /// it makes sense. |
---|
368 | ///\code |
---|
369 | /// e<=s |
---|
370 | /// e<=f |
---|
371 | /// e==f |
---|
372 | /// s<=e<=t |
---|
373 | /// e>=t |
---|
374 | ///\endcode |
---|
375 | ///\warning The validity of a constraint is checked only at run time, so |
---|
376 | ///e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will compile, but will throw a |
---|
377 | ///\ref LogicError exception. |
---|
378 | class Constr |
---|
379 | { |
---|
380 | public: |
---|
381 | typedef LpSolverBase::Expr Expr; |
---|
382 | typedef Expr::Key Key; |
---|
383 | typedef Expr::Value Value; |
---|
384 | |
---|
385 | // static const Value INF; |
---|
386 | // static const Value NaN; |
---|
387 | |
---|
388 | protected: |
---|
389 | Expr _expr; |
---|
390 | Value _lb,_ub; |
---|
391 | public: |
---|
392 | ///\e |
---|
393 | Constr() : _expr(), _lb(NaN), _ub(NaN) {} |
---|
394 | ///\e |
---|
395 | Constr(Value lb,const Expr &e,Value ub) : |
---|
396 | _expr(e), _lb(lb), _ub(ub) {} |
---|
397 | ///\e |
---|
398 | Constr(const Expr &e,Value ub) : |
---|
399 | _expr(e), _lb(NaN), _ub(ub) {} |
---|
400 | ///\e |
---|
401 | Constr(Value lb,const Expr &e) : |
---|
402 | _expr(e), _lb(lb), _ub(NaN) {} |
---|
403 | ///\e |
---|
404 | Constr(const Expr &e) : |
---|
405 | _expr(e), _lb(NaN), _ub(NaN) {} |
---|
406 | ///\e |
---|
407 | void clear() |
---|
408 | { |
---|
409 | _expr.clear(); |
---|
410 | _lb=_ub=NaN; |
---|
411 | } |
---|
412 | |
---|
413 | ///Reference to the linear expression |
---|
414 | Expr &expr() { return _expr; } |
---|
415 | ///Cont reference to the linear expression |
---|
416 | const Expr &expr() const { return _expr; } |
---|
417 | ///Reference to the lower bound. |
---|
418 | |
---|
419 | ///\return |
---|
420 | ///- \ref INF "INF": the constraint is lower unbounded. |
---|
421 | ///- \ref NaN "NaN": lower bound has not been set. |
---|
422 | ///- finite number: the lower bound |
---|
423 | Value &lowerBound() { return _lb; } |
---|
424 | ///The const version of \ref lowerBound() |
---|
425 | const Value &lowerBound() const { return _lb; } |
---|
426 | ///Reference to the upper bound. |
---|
427 | |
---|
428 | ///\return |
---|
429 | ///- \ref INF "INF": the constraint is upper unbounded. |
---|
430 | ///- \ref NaN "NaN": upper bound has not been set. |
---|
431 | ///- finite number: the upper bound |
---|
432 | Value &upperBound() { return _ub; } |
---|
433 | ///The const version of \ref upperBound() |
---|
434 | const Value &upperBound() const { return _ub; } |
---|
435 | ///Is the constraint lower bounded? |
---|
436 | bool lowerBounded() const { |
---|
437 | using namespace std; |
---|
438 | return finite(_lb); |
---|
439 | } |
---|
440 | ///Is the constraint upper bounded? |
---|
441 | bool upperBounded() const { |
---|
442 | using namespace std; |
---|
443 | return finite(_ub); |
---|
444 | } |
---|
445 | }; |
---|
446 | |
---|
447 | ///Linear expression of rows |
---|
448 | |
---|
449 | ///This data structure represents a column of the matrix, |
---|
450 | ///thas is it strores a linear expression of the dual variables |
---|
451 | ///(\ref Row "Row"s). |
---|
452 | /// |
---|
453 | ///There are several ways to access and modify the contents of this |
---|
454 | ///container. |
---|
455 | ///- Its it fully compatible with \c std::map<Row,double>, so for expamle |
---|
456 | ///if \c e is an DualExpr and \c v |
---|
457 | ///and \c w are of type \ref Row, then you can |
---|
458 | ///read and modify the coefficients like |
---|
459 | ///these. |
---|
460 | ///\code |
---|
461 | ///e[v]=5; |
---|
462 | ///e[v]+=12; |
---|
463 | ///e.erase(v); |
---|
464 | ///\endcode |
---|
465 | ///or you can also iterate through its elements. |
---|
466 | ///\code |
---|
467 | ///double s=0; |
---|
468 | ///for(LpSolverBase::DualExpr::iterator i=e.begin();i!=e.end();++i) |
---|
469 | /// s+=i->second; |
---|
470 | ///\endcode |
---|
471 | ///(This code computes the sum of all coefficients). |
---|
472 | ///- Numbers (<tt>double</tt>'s) |
---|
473 | ///and variables (\ref Row "Row"s) directly convert to an |
---|
474 | ///\ref DualExpr and the usual linear operations are defined, so |
---|
475 | ///\code |
---|
476 | ///v+w |
---|
477 | ///2*v-3.12*(v-w/2) |
---|
478 | ///v*2.1+(3*v+(v*12+w)*3)/2 |
---|
479 | ///\endcode |
---|
480 | ///are valid \ref DualExpr "DualExpr"essions. |
---|
481 | ///The usual assignment operations are also defined. |
---|
482 | ///\code |
---|
483 | ///e=v+w; |
---|
484 | ///e+=2*v-3.12*(v-w/2); |
---|
485 | ///e*=3.4; |
---|
486 | ///e/=5; |
---|
487 | ///\endcode |
---|
488 | /// |
---|
489 | ///\sa Expr |
---|
490 | /// |
---|
491 | class DualExpr : public std::map<Row,Value> |
---|
492 | { |
---|
493 | public: |
---|
494 | typedef LpSolverBase::Row Key; |
---|
495 | typedef LpSolverBase::Value Value; |
---|
496 | |
---|
497 | protected: |
---|
498 | typedef std::map<Row,Value> Base; |
---|
499 | |
---|
500 | public: |
---|
501 | typedef True IsLinExpression; |
---|
502 | ///\e |
---|
503 | DualExpr() : Base() { } |
---|
504 | ///\e |
---|
505 | DualExpr(const Key &v) { |
---|
506 | Base::insert(std::make_pair(v, 1)); |
---|
507 | } |
---|
508 | ///\e |
---|
509 | void set(const Key &v,const Value &c) { |
---|
510 | Base::insert(std::make_pair(v, c)); |
---|
511 | } |
---|
512 | |
---|
513 | ///Removes the components with zero coefficient. |
---|
514 | void simplify() { |
---|
515 | for (Base::iterator i=Base::begin(); i!=Base::end();) { |
---|
516 | Base::iterator j=i; |
---|
517 | ++j; |
---|
518 | if ((*i).second==0) Base::erase(i); |
---|
519 | i=j; |
---|
520 | } |
---|
521 | } |
---|
522 | |
---|
523 | ///Removes the coefficients closer to zero than \c tolerance. |
---|
524 | void simplify(double &tolerance) { |
---|
525 | for (Base::iterator i=Base::begin(); i!=Base::end();) { |
---|
526 | Base::iterator j=i; |
---|
527 | ++j; |
---|
528 | if (std::fabs((*i).second)<tolerance) Base::erase(i); |
---|
529 | i=j; |
---|
530 | } |
---|
531 | } |
---|
532 | |
---|
533 | |
---|
534 | ///Sets all coefficients to 0. |
---|
535 | void clear() { |
---|
536 | Base::clear(); |
---|
537 | } |
---|
538 | |
---|
539 | ///\e |
---|
540 | DualExpr &operator+=(const DualExpr &e) { |
---|
541 | for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
---|
542 | (*this)[j->first]+=j->second; |
---|
543 | return *this; |
---|
544 | } |
---|
545 | ///\e |
---|
546 | DualExpr &operator-=(const DualExpr &e) { |
---|
547 | for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
---|
548 | (*this)[j->first]-=j->second; |
---|
549 | return *this; |
---|
550 | } |
---|
551 | ///\e |
---|
552 | DualExpr &operator*=(const Value &c) { |
---|
553 | for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
---|
554 | j->second*=c; |
---|
555 | return *this; |
---|
556 | } |
---|
557 | ///\e |
---|
558 | DualExpr &operator/=(const Value &c) { |
---|
559 | for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
---|
560 | j->second/=c; |
---|
561 | return *this; |
---|
562 | } |
---|
563 | }; |
---|
564 | |
---|
565 | |
---|
566 | protected: |
---|
567 | _FixId rows; |
---|
568 | _FixId cols; |
---|
569 | |
---|
570 | //Abstract virtual functions |
---|
571 | virtual LpSolverBase &_newLp() = 0; |
---|
572 | virtual LpSolverBase &_copyLp(){ |
---|
573 | ///\todo This should be implemented here, too, when we have problem retrieving routines. It can be overriden. |
---|
574 | |
---|
575 | //Starting: |
---|
576 | LpSolverBase & newlp(_newLp()); |
---|
577 | return newlp; |
---|
578 | //return *(LpSolverBase*)0; |
---|
579 | }; |
---|
580 | |
---|
581 | virtual int _addCol() = 0; |
---|
582 | virtual int _addRow() = 0; |
---|
583 | virtual void _eraseCol(int col) = 0; |
---|
584 | virtual void _eraseRow(int row) = 0; |
---|
585 | virtual void _getColName(int col, std::string & name) = 0; |
---|
586 | virtual void _setColName(int col, const std::string & name) = 0; |
---|
587 | virtual void _setRowCoeffs(int i, |
---|
588 | int length, |
---|
589 | int const * indices, |
---|
590 | Value const * values ) = 0; |
---|
591 | virtual void _setColCoeffs(int i, |
---|
592 | int length, |
---|
593 | int const * indices, |
---|
594 | Value const * values ) = 0; |
---|
595 | virtual void _setCoeff(int row, int col, Value value) = 0; |
---|
596 | virtual void _setColLowerBound(int i, Value value) = 0; |
---|
597 | virtual void _setColUpperBound(int i, Value value) = 0; |
---|
598 | // virtual void _setRowLowerBound(int i, Value value) = 0; |
---|
599 | // virtual void _setRowUpperBound(int i, Value value) = 0; |
---|
600 | virtual void _setRowBounds(int i, Value lower, Value upper) = 0; |
---|
601 | virtual void _setObjCoeff(int i, Value obj_coef) = 0; |
---|
602 | virtual void _clearObj()=0; |
---|
603 | // virtual void _setObj(int length, |
---|
604 | // int const * indices, |
---|
605 | // Value const * values ) = 0; |
---|
606 | virtual SolveExitStatus _solve() = 0; |
---|
607 | virtual Value _getPrimal(int i) = 0; |
---|
608 | virtual Value _getDual(int i) = 0; |
---|
609 | virtual Value _getPrimalValue() = 0; |
---|
610 | virtual bool _isBasicCol(int i) = 0; |
---|
611 | virtual SolutionStatus _getPrimalStatus() = 0; |
---|
612 | virtual SolutionStatus _getDualStatus() = 0; |
---|
613 | ///\todo This could be implemented here, too, using _getPrimalStatus() and |
---|
614 | ///_getDualStatus() |
---|
615 | virtual ProblemTypes _getProblemType() = 0; |
---|
616 | |
---|
617 | virtual void _setMax() = 0; |
---|
618 | virtual void _setMin() = 0; |
---|
619 | |
---|
620 | //Own protected stuff |
---|
621 | |
---|
622 | //Constant component of the objective function |
---|
623 | Value obj_const_comp; |
---|
624 | |
---|
625 | |
---|
626 | |
---|
627 | |
---|
628 | public: |
---|
629 | |
---|
630 | ///\e |
---|
631 | LpSolverBase() : obj_const_comp(0) {} |
---|
632 | |
---|
633 | ///\e |
---|
634 | virtual ~LpSolverBase() {} |
---|
635 | |
---|
636 | ///Creates a new LP problem |
---|
637 | LpSolverBase &newLp() {return _newLp();} |
---|
638 | ///Makes a copy of the LP problem |
---|
639 | LpSolverBase ©Lp() {return _copyLp();} |
---|
640 | |
---|
641 | ///\name Build up and modify the LP |
---|
642 | |
---|
643 | ///@{ |
---|
644 | |
---|
645 | ///Add a new empty column (i.e a new variable) to the LP |
---|
646 | Col addCol() { Col c; c.id=cols.insert(_addCol()); return c;} |
---|
647 | |
---|
648 | ///\brief Adds several new columns |
---|
649 | ///(i.e a variables) at once |
---|
650 | /// |
---|
651 | ///This magic function takes a container as its argument |
---|
652 | ///and fills its elements |
---|
653 | ///with new columns (i.e. variables) |
---|
654 | ///\param t can be |
---|
655 | ///- a standard STL compatible iterable container with |
---|
656 | ///\ref Col as its \c values_type |
---|
657 | ///like |
---|
658 | ///\code |
---|
659 | ///std::vector<LpSolverBase::Col> |
---|
660 | ///std::list<LpSolverBase::Col> |
---|
661 | ///\endcode |
---|
662 | ///- a standard STL compatible iterable container with |
---|
663 | ///\ref Col as its \c mapped_type |
---|
664 | ///like |
---|
665 | ///\code |
---|
666 | ///std::map<AnyType,LpSolverBase::Col> |
---|
667 | ///\endcode |
---|
668 | ///- an iterable lemon \ref concepts::WriteMap "write map" like |
---|
669 | ///\code |
---|
670 | ///ListGraph::NodeMap<LpSolverBase::Col> |
---|
671 | ///ListGraph::EdgeMap<LpSolverBase::Col> |
---|
672 | ///\endcode |
---|
673 | ///\return The number of the created column. |
---|
674 | #ifdef DOXYGEN |
---|
675 | template<class T> |
---|
676 | int addColSet(T &t) { return 0;} |
---|
677 | #else |
---|
678 | template<class T> |
---|
679 | typename enable_if<typename T::value_type::LpSolverCol,int>::type |
---|
680 | addColSet(T &t,dummy<0> = 0) { |
---|
681 | int s=0; |
---|
682 | for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;} |
---|
683 | return s; |
---|
684 | } |
---|
685 | template<class T> |
---|
686 | typename enable_if<typename T::value_type::second_type::LpSolverCol, |
---|
687 | int>::type |
---|
688 | addColSet(T &t,dummy<1> = 1) { |
---|
689 | int s=0; |
---|
690 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
691 | i->second=addCol(); |
---|
692 | s++; |
---|
693 | } |
---|
694 | return s; |
---|
695 | } |
---|
696 | template<class T> |
---|
697 | typename enable_if<typename T::MapIt::Value::LpSolverCol, |
---|
698 | int>::type |
---|
699 | addColSet(T &t,dummy<2> = 2) { |
---|
700 | int s=0; |
---|
701 | for(typename T::MapIt i(t); i!=INVALID; ++i) |
---|
702 | { |
---|
703 | i.set(addCol()); |
---|
704 | s++; |
---|
705 | } |
---|
706 | return s; |
---|
707 | } |
---|
708 | #endif |
---|
709 | |
---|
710 | ///Set a column (i.e a dual constraint) of the LP |
---|
711 | |
---|
712 | ///\param c is the column to be modified |
---|
713 | ///\param e is a dual linear expression (see \ref DualExpr) |
---|
714 | ///a better one. |
---|
715 | void col(Col c,const DualExpr &e) { |
---|
716 | std::vector<int> indices; |
---|
717 | std::vector<Value> values; |
---|
718 | indices.push_back(0); |
---|
719 | values.push_back(0); |
---|
720 | for(DualExpr::const_iterator i=e.begin(); i!=e.end(); ++i) |
---|
721 | if((*i).second!=0) { |
---|
722 | indices.push_back(rows.floatingId((*i).first.id)); |
---|
723 | values.push_back((*i).second); |
---|
724 | } |
---|
725 | _setColCoeffs(cols.floatingId(c.id),indices.size()-1, |
---|
726 | &indices[0],&values[0]); |
---|
727 | } |
---|
728 | |
---|
729 | ///Add a new column to the LP |
---|
730 | |
---|
731 | ///\param e is a dual linear expression (see \ref DualExpr) |
---|
732 | ///\param obj is the corresponding component of the objective |
---|
733 | ///function. It is 0 by default. |
---|
734 | ///\return The created column. |
---|
735 | Col addCol(const DualExpr &e, Value obj=0) { |
---|
736 | Col c=addCol(); |
---|
737 | col(c,e); |
---|
738 | objCoeff(c,obj); |
---|
739 | return c; |
---|
740 | } |
---|
741 | |
---|
742 | ///Add a new empty row (i.e a new constraint) to the LP |
---|
743 | |
---|
744 | ///This function adds a new empty row (i.e a new constraint) to the LP. |
---|
745 | ///\return The created row |
---|
746 | Row addRow() { Row r; r.id=rows.insert(_addRow()); return r;} |
---|
747 | |
---|
748 | ///\brief Add several new rows |
---|
749 | ///(i.e a constraints) at once |
---|
750 | /// |
---|
751 | ///This magic function takes a container as its argument |
---|
752 | ///and fills its elements |
---|
753 | ///with new row (i.e. variables) |
---|
754 | ///\param t can be |
---|
755 | ///- a standard STL compatible iterable container with |
---|
756 | ///\ref Row as its \c values_type |
---|
757 | ///like |
---|
758 | ///\code |
---|
759 | ///std::vector<LpSolverBase::Row> |
---|
760 | ///std::list<LpSolverBase::Row> |
---|
761 | ///\endcode |
---|
762 | ///- a standard STL compatible iterable container with |
---|
763 | ///\ref Row as its \c mapped_type |
---|
764 | ///like |
---|
765 | ///\code |
---|
766 | ///std::map<AnyType,LpSolverBase::Row> |
---|
767 | ///\endcode |
---|
768 | ///- an iterable lemon \ref concepts::WriteMap "write map" like |
---|
769 | ///\code |
---|
770 | ///ListGraph::NodeMap<LpSolverBase::Row> |
---|
771 | ///ListGraph::EdgeMap<LpSolverBase::Row> |
---|
772 | ///\endcode |
---|
773 | ///\return The number of rows created. |
---|
774 | #ifdef DOXYGEN |
---|
775 | template<class T> |
---|
776 | int addRowSet(T &t) { return 0;} |
---|
777 | #else |
---|
778 | template<class T> |
---|
779 | typename enable_if<typename T::value_type::LpSolverRow,int>::type |
---|
780 | addRowSet(T &t,dummy<0> = 0) { |
---|
781 | int s=0; |
---|
782 | for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;} |
---|
783 | return s; |
---|
784 | } |
---|
785 | template<class T> |
---|
786 | typename enable_if<typename T::value_type::second_type::LpSolverRow, |
---|
787 | int>::type |
---|
788 | addRowSet(T &t,dummy<1> = 1) { |
---|
789 | int s=0; |
---|
790 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
791 | i->second=addRow(); |
---|
792 | s++; |
---|
793 | } |
---|
794 | return s; |
---|
795 | } |
---|
796 | template<class T> |
---|
797 | typename enable_if<typename T::MapIt::Value::LpSolverRow, |
---|
798 | int>::type |
---|
799 | addRowSet(T &t,dummy<2> = 2) { |
---|
800 | int s=0; |
---|
801 | for(typename T::MapIt i(t); i!=INVALID; ++i) |
---|
802 | { |
---|
803 | i.set(addRow()); |
---|
804 | s++; |
---|
805 | } |
---|
806 | return s; |
---|
807 | } |
---|
808 | #endif |
---|
809 | |
---|
810 | ///Set a row (i.e a constraint) of the LP |
---|
811 | |
---|
812 | ///\param r is the row to be modified |
---|
813 | ///\param l is lower bound (-\ref INF means no bound) |
---|
814 | ///\param e is a linear expression (see \ref Expr) |
---|
815 | ///\param u is the upper bound (\ref INF means no bound) |
---|
816 | ///\bug This is a temportary function. The interface will change to |
---|
817 | ///a better one. |
---|
818 | ///\todo Option to control whether a constraint with a single variable is |
---|
819 | ///added or not. |
---|
820 | void row(Row r, Value l,const Expr &e, Value u) { |
---|
821 | std::vector<int> indices; |
---|
822 | std::vector<Value> values; |
---|
823 | indices.push_back(0); |
---|
824 | values.push_back(0); |
---|
825 | for(Expr::const_iterator i=e.begin(); i!=e.end(); ++i) |
---|
826 | if((*i).second!=0) { ///\bug EPSILON would be necessary here!!! |
---|
827 | indices.push_back(cols.floatingId((*i).first.id)); |
---|
828 | values.push_back((*i).second); |
---|
829 | } |
---|
830 | _setRowCoeffs(rows.floatingId(r.id),indices.size()-1, |
---|
831 | &indices[0],&values[0]); |
---|
832 | // _setRowLowerBound(rows.floatingId(r.id),l-e.constComp()); |
---|
833 | // _setRowUpperBound(rows.floatingId(r.id),u-e.constComp()); |
---|
834 | _setRowBounds(rows.floatingId(r.id),l-e.constComp(),u-e.constComp()); |
---|
835 | } |
---|
836 | |
---|
837 | ///Set a row (i.e a constraint) of the LP |
---|
838 | |
---|
839 | ///\param r is the row to be modified |
---|
840 | ///\param c is a linear expression (see \ref Constr) |
---|
841 | void row(Row r, const Constr &c) { |
---|
842 | row(r, |
---|
843 | c.lowerBounded()?c.lowerBound():-INF, |
---|
844 | c.expr(), |
---|
845 | c.upperBounded()?c.upperBound():INF); |
---|
846 | } |
---|
847 | |
---|
848 | ///Add a new row (i.e a new constraint) to the LP |
---|
849 | |
---|
850 | ///\param l is the lower bound (-\ref INF means no bound) |
---|
851 | ///\param e is a linear expression (see \ref Expr) |
---|
852 | ///\param u is the upper bound (\ref INF means no bound) |
---|
853 | ///\return The created row. |
---|
854 | ///\bug This is a temportary function. The interface will change to |
---|
855 | ///a better one. |
---|
856 | Row addRow(Value l,const Expr &e, Value u) { |
---|
857 | Row r=addRow(); |
---|
858 | row(r,l,e,u); |
---|
859 | return r; |
---|
860 | } |
---|
861 | |
---|
862 | ///Add a new row (i.e a new constraint) to the LP |
---|
863 | |
---|
864 | ///\param c is a linear expression (see \ref Constr) |
---|
865 | ///\return The created row. |
---|
866 | Row addRow(const Constr &c) { |
---|
867 | Row r=addRow(); |
---|
868 | row(r,c); |
---|
869 | return r; |
---|
870 | } |
---|
871 | ///Erase a coloumn (i.e a variable) from the LP |
---|
872 | |
---|
873 | ///\param c is the coloumn to be deleted |
---|
874 | ///\todo Please check this |
---|
875 | void eraseCol(Col c) { |
---|
876 | _eraseCol(cols.floatingId(c.id)); |
---|
877 | cols.erase(c.id); |
---|
878 | } |
---|
879 | ///Erase a row (i.e a constraint) from the LP |
---|
880 | |
---|
881 | ///\param r is the row to be deleted |
---|
882 | ///\todo Please check this |
---|
883 | void eraseRow(Row r) { |
---|
884 | _eraseRow(rows.floatingId(r.id)); |
---|
885 | rows.erase(r.id); |
---|
886 | } |
---|
887 | |
---|
888 | /// Get the name of a column |
---|
889 | |
---|
890 | ///\param c is the coresponding coloumn |
---|
891 | ///\return The name of the colunm |
---|
892 | std::string ColName(Col c){ |
---|
893 | std::string name; |
---|
894 | _getColName(cols.floatingId(c.id), name); |
---|
895 | return name; |
---|
896 | } |
---|
897 | |
---|
898 | /// Set the name of a column |
---|
899 | |
---|
900 | ///\param c is the coresponding coloumn |
---|
901 | ///\param name The name to be given |
---|
902 | void ColName(Col c, const std::string & name){ |
---|
903 | _setColName(cols.floatingId(c.id), name); |
---|
904 | } |
---|
905 | |
---|
906 | /// Set an element of the coefficient matrix of the LP |
---|
907 | |
---|
908 | ///\param r is the row of the element to be modified |
---|
909 | ///\param c is the coloumn of the element to be modified |
---|
910 | ///\param val is the new value of the coefficient |
---|
911 | |
---|
912 | void Coeff(Row r, Col c, Value val){ |
---|
913 | _setCoeff(rows.floatingId(r.id),cols.floatingId(c.id), val); |
---|
914 | } |
---|
915 | |
---|
916 | /// Set the lower bound of a column (i.e a variable) |
---|
917 | |
---|
918 | /// The lower bound of a variable (column) has to be given by an |
---|
919 | /// extended number of type Value, i.e. a finite number of type |
---|
920 | /// Value or -\ref INF. |
---|
921 | void colLowerBound(Col c, Value value) { |
---|
922 | _setColLowerBound(cols.floatingId(c.id),value); |
---|
923 | } |
---|
924 | |
---|
925 | ///\brief Set the lower bound of several columns |
---|
926 | ///(i.e a variables) at once |
---|
927 | /// |
---|
928 | ///This magic function takes a container as its argument |
---|
929 | ///and applies the function on all of its elements. |
---|
930 | /// The lower bound of a variable (column) has to be given by an |
---|
931 | /// extended number of type Value, i.e. a finite number of type |
---|
932 | /// Value or -\ref INF. |
---|
933 | #ifdef DOXYGEN |
---|
934 | template<class T> |
---|
935 | void colLowerBound(T &t, Value value) { return 0;} |
---|
936 | #else |
---|
937 | template<class T> |
---|
938 | typename enable_if<typename T::value_type::LpSolverCol,void>::type |
---|
939 | colLowerBound(T &t, Value value,dummy<0> = 0) { |
---|
940 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
941 | colLowerBound(*i, value); |
---|
942 | } |
---|
943 | } |
---|
944 | template<class T> |
---|
945 | typename enable_if<typename T::value_type::second_type::LpSolverCol, |
---|
946 | void>::type |
---|
947 | colLowerBound(T &t, Value value,dummy<1> = 1) { |
---|
948 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
949 | colLowerBound(i->second, value); |
---|
950 | } |
---|
951 | } |
---|
952 | template<class T> |
---|
953 | typename enable_if<typename T::MapIt::Value::LpSolverCol, |
---|
954 | void>::type |
---|
955 | colLowerBound(T &t, Value value,dummy<2> = 2) { |
---|
956 | for(typename T::MapIt i(t); i!=INVALID; ++i){ |
---|
957 | colLowerBound(*i, value); |
---|
958 | } |
---|
959 | } |
---|
960 | #endif |
---|
961 | |
---|
962 | /// Set the upper bound of a column (i.e a variable) |
---|
963 | |
---|
964 | /// The upper bound of a variable (column) has to be given by an |
---|
965 | /// extended number of type Value, i.e. a finite number of type |
---|
966 | /// Value or \ref INF. |
---|
967 | void colUpperBound(Col c, Value value) { |
---|
968 | _setColUpperBound(cols.floatingId(c.id),value); |
---|
969 | }; |
---|
970 | |
---|
971 | ///\brief Set the lower bound of several columns |
---|
972 | ///(i.e a variables) at once |
---|
973 | /// |
---|
974 | ///This magic function takes a container as its argument |
---|
975 | ///and applies the function on all of its elements. |
---|
976 | /// The upper bound of a variable (column) has to be given by an |
---|
977 | /// extended number of type Value, i.e. a finite number of type |
---|
978 | /// Value or \ref INF. |
---|
979 | #ifdef DOXYGEN |
---|
980 | template<class T> |
---|
981 | void colUpperBound(T &t, Value value) { return 0;} |
---|
982 | #else |
---|
983 | template<class T> |
---|
984 | typename enable_if<typename T::value_type::LpSolverCol,void>::type |
---|
985 | colUpperBound(T &t, Value value,dummy<0> = 0) { |
---|
986 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
987 | colUpperBound(*i, value); |
---|
988 | } |
---|
989 | } |
---|
990 | template<class T> |
---|
991 | typename enable_if<typename T::value_type::second_type::LpSolverCol, |
---|
992 | void>::type |
---|
993 | colUpperBound(T &t, Value value,dummy<1> = 1) { |
---|
994 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
995 | colUpperBound(i->second, value); |
---|
996 | } |
---|
997 | } |
---|
998 | template<class T> |
---|
999 | typename enable_if<typename T::MapIt::Value::LpSolverCol, |
---|
1000 | void>::type |
---|
1001 | colUpperBound(T &t, Value value,dummy<2> = 2) { |
---|
1002 | for(typename T::MapIt i(t); i!=INVALID; ++i){ |
---|
1003 | colUpperBound(*i, value); |
---|
1004 | } |
---|
1005 | } |
---|
1006 | #endif |
---|
1007 | |
---|
1008 | /// Set the lower and the upper bounds of a column (i.e a variable) |
---|
1009 | |
---|
1010 | /// The lower and the upper bounds of |
---|
1011 | /// a variable (column) have to be given by an |
---|
1012 | /// extended number of type Value, i.e. a finite number of type |
---|
1013 | /// Value, -\ref INF or \ref INF. |
---|
1014 | void colBounds(Col c, Value lower, Value upper) { |
---|
1015 | _setColLowerBound(cols.floatingId(c.id),lower); |
---|
1016 | _setColUpperBound(cols.floatingId(c.id),upper); |
---|
1017 | } |
---|
1018 | |
---|
1019 | ///\brief Set the lower and the upper bound of several columns |
---|
1020 | ///(i.e a variables) at once |
---|
1021 | /// |
---|
1022 | ///This magic function takes a container as its argument |
---|
1023 | ///and applies the function on all of its elements. |
---|
1024 | /// The lower and the upper bounds of |
---|
1025 | /// a variable (column) have to be given by an |
---|
1026 | /// extended number of type Value, i.e. a finite number of type |
---|
1027 | /// Value, -\ref INF or \ref INF. |
---|
1028 | #ifdef DOXYGEN |
---|
1029 | template<class T> |
---|
1030 | void colBounds(T &t, Value lower, Value upper) { return 0;} |
---|
1031 | #else |
---|
1032 | template<class T> |
---|
1033 | typename enable_if<typename T::value_type::LpSolverCol,void>::type |
---|
1034 | colBounds(T &t, Value lower, Value upper,dummy<0> = 0) { |
---|
1035 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
1036 | colBounds(*i, lower, upper); |
---|
1037 | } |
---|
1038 | } |
---|
1039 | template<class T> |
---|
1040 | typename enable_if<typename T::value_type::second_type::LpSolverCol, |
---|
1041 | void>::type |
---|
1042 | colBounds(T &t, Value lower, Value upper,dummy<1> = 1) { |
---|
1043 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
1044 | colBounds(i->second, lower, upper); |
---|
1045 | } |
---|
1046 | } |
---|
1047 | template<class T> |
---|
1048 | typename enable_if<typename T::MapIt::Value::LpSolverCol, |
---|
1049 | void>::type |
---|
1050 | colBounds(T &t, Value lower, Value upper,dummy<2> = 2) { |
---|
1051 | for(typename T::MapIt i(t); i!=INVALID; ++i){ |
---|
1052 | colBounds(*i, lower, upper); |
---|
1053 | } |
---|
1054 | } |
---|
1055 | #endif |
---|
1056 | |
---|
1057 | // /// Set the lower bound of a row (i.e a constraint) |
---|
1058 | |
---|
1059 | // /// The lower bound of a linear expression (row) has to be given by an |
---|
1060 | // /// extended number of type Value, i.e. a finite number of type |
---|
1061 | // /// Value or -\ref INF. |
---|
1062 | // void rowLowerBound(Row r, Value value) { |
---|
1063 | // _setRowLowerBound(rows.floatingId(r.id),value); |
---|
1064 | // }; |
---|
1065 | // /// Set the upper bound of a row (i.e a constraint) |
---|
1066 | |
---|
1067 | // /// The upper bound of a linear expression (row) has to be given by an |
---|
1068 | // /// extended number of type Value, i.e. a finite number of type |
---|
1069 | // /// Value or \ref INF. |
---|
1070 | // void rowUpperBound(Row r, Value value) { |
---|
1071 | // _setRowUpperBound(rows.floatingId(r.id),value); |
---|
1072 | // }; |
---|
1073 | |
---|
1074 | /// Set the lower and the upper bounds of a row (i.e a constraint) |
---|
1075 | |
---|
1076 | /// The lower and the upper bounds of |
---|
1077 | /// a constraint (row) have to be given by an |
---|
1078 | /// extended number of type Value, i.e. a finite number of type |
---|
1079 | /// Value, -\ref INF or \ref INF. |
---|
1080 | void rowBounds(Row c, Value lower, Value upper) { |
---|
1081 | _setRowBounds(rows.floatingId(c.id),lower, upper); |
---|
1082 | // _setRowUpperBound(rows.floatingId(c.id),upper); |
---|
1083 | } |
---|
1084 | |
---|
1085 | ///Set an element of the objective function |
---|
1086 | void objCoeff(Col c, Value v) {_setObjCoeff(cols.floatingId(c.id),v); }; |
---|
1087 | ///Set the objective function |
---|
1088 | |
---|
1089 | ///\param e is a linear expression of type \ref Expr. |
---|
1090 | ///\bug Is should be called obj() |
---|
1091 | void setObj(Expr e) { |
---|
1092 | _clearObj(); |
---|
1093 | for (Expr::iterator i=e.begin(); i!=e.end(); ++i) |
---|
1094 | objCoeff((*i).first,(*i).second); |
---|
1095 | obj_const_comp=e.constComp(); |
---|
1096 | } |
---|
1097 | |
---|
1098 | ///Maximize |
---|
1099 | void max() { _setMax(); } |
---|
1100 | ///Minimize |
---|
1101 | void min() { _setMin(); } |
---|
1102 | |
---|
1103 | |
---|
1104 | ///@} |
---|
1105 | |
---|
1106 | |
---|
1107 | ///\name Solve the LP |
---|
1108 | |
---|
1109 | ///@{ |
---|
1110 | |
---|
1111 | ///\e Solve the LP problem at hand |
---|
1112 | /// |
---|
1113 | ///\return The result of the optimization procedure. Possible |
---|
1114 | ///values and their meanings can be found in the documentation of |
---|
1115 | ///\ref SolveExitStatus. |
---|
1116 | /// |
---|
1117 | ///\todo Which method is used to solve the problem |
---|
1118 | SolveExitStatus solve() { return _solve(); } |
---|
1119 | |
---|
1120 | ///@} |
---|
1121 | |
---|
1122 | ///\name Obtain the solution |
---|
1123 | |
---|
1124 | ///@{ |
---|
1125 | |
---|
1126 | /// The status of the primal problem (the original LP problem) |
---|
1127 | SolutionStatus primalStatus() { |
---|
1128 | return _getPrimalStatus(); |
---|
1129 | } |
---|
1130 | |
---|
1131 | /// The status of the dual (of the original LP) problem |
---|
1132 | SolutionStatus dualStatus() { |
---|
1133 | return _getDualStatus(); |
---|
1134 | } |
---|
1135 | |
---|
1136 | ///The type of the original LP problem |
---|
1137 | ProblemTypes problemType() { |
---|
1138 | return _getProblemType(); |
---|
1139 | } |
---|
1140 | |
---|
1141 | ///\e |
---|
1142 | Value primal(Col c) { return _getPrimal(cols.floatingId(c.id)); } |
---|
1143 | |
---|
1144 | ///\e |
---|
1145 | Value dual(Row r) { return _getDual(rows.floatingId(r.id)); } |
---|
1146 | |
---|
1147 | ///\e |
---|
1148 | bool isBasicCol(Col c) { return _isBasicCol(cols.floatingId(c.id)); } |
---|
1149 | |
---|
1150 | ///\e |
---|
1151 | |
---|
1152 | ///\return |
---|
1153 | ///- \ref INF or -\ref INF means either infeasibility or unboundedness |
---|
1154 | /// of the primal problem, depending on whether we minimize or maximize. |
---|
1155 | ///- \ref NaN if no primal solution is found. |
---|
1156 | ///- The (finite) objective value if an optimal solution is found. |
---|
1157 | Value primalValue() { return _getPrimalValue()+obj_const_comp;} |
---|
1158 | ///@} |
---|
1159 | |
---|
1160 | }; |
---|
1161 | |
---|
1162 | |
---|
1163 | ///Common base class for MIP solvers |
---|
1164 | ///\todo Much more docs |
---|
1165 | ///\ingroup gen_opt_group |
---|
1166 | class MipSolverBase : virtual public LpSolverBase{ |
---|
1167 | public: |
---|
1168 | |
---|
1169 | ///Possible variable (coloumn) types (e.g. real, integer, binary etc.) |
---|
1170 | enum ColTypes { |
---|
1171 | ///Continuous variable |
---|
1172 | REAL = 0, |
---|
1173 | ///Integer variable |
---|
1174 | |
---|
1175 | ///Unfortunately, cplex 7.5 somewhere writes something like |
---|
1176 | ///#define INTEGER 'I' |
---|
1177 | INT = 1 |
---|
1178 | ///\todo No support for other types yet. |
---|
1179 | }; |
---|
1180 | |
---|
1181 | ///Sets the type of the given coloumn to the given type |
---|
1182 | /// |
---|
1183 | ///Sets the type of the given coloumn to the given type. |
---|
1184 | void colType(Col c, ColTypes col_type) { |
---|
1185 | _colType(cols.floatingId(c.id),col_type); |
---|
1186 | } |
---|
1187 | |
---|
1188 | ///Gives back the type of the column. |
---|
1189 | /// |
---|
1190 | ///Gives back the type of the column. |
---|
1191 | ColTypes colType(Col c){ |
---|
1192 | return _colType(cols.floatingId(c.id)); |
---|
1193 | } |
---|
1194 | |
---|
1195 | ///Sets the type of the given Col to integer or remove that property. |
---|
1196 | /// |
---|
1197 | ///Sets the type of the given Col to integer or remove that property. |
---|
1198 | void integer(Col c, bool enable) { |
---|
1199 | if (enable) |
---|
1200 | colType(c,INT); |
---|
1201 | else |
---|
1202 | colType(c,REAL); |
---|
1203 | } |
---|
1204 | |
---|
1205 | ///Gives back whether the type of the column is integer or not. |
---|
1206 | /// |
---|
1207 | ///Gives back the type of the column. |
---|
1208 | ///\return true if the column has integer type and false if not. |
---|
1209 | bool integer(Col c){ |
---|
1210 | return (colType(c)==INT); |
---|
1211 | } |
---|
1212 | |
---|
1213 | /// The status of the MIP problem |
---|
1214 | SolutionStatus mipStatus() { |
---|
1215 | return _getMipStatus(); |
---|
1216 | } |
---|
1217 | |
---|
1218 | protected: |
---|
1219 | |
---|
1220 | virtual ColTypes _colType(int col) = 0; |
---|
1221 | virtual void _colType(int col, ColTypes col_type) = 0; |
---|
1222 | virtual SolutionStatus _getMipStatus()=0; |
---|
1223 | |
---|
1224 | }; |
---|
1225 | |
---|
1226 | ///\relates LpSolverBase::Expr |
---|
1227 | /// |
---|
1228 | inline LpSolverBase::Expr operator+(const LpSolverBase::Expr &a, |
---|
1229 | const LpSolverBase::Expr &b) |
---|
1230 | { |
---|
1231 | LpSolverBase::Expr tmp(a); |
---|
1232 | tmp+=b; |
---|
1233 | return tmp; |
---|
1234 | } |
---|
1235 | ///\e |
---|
1236 | |
---|
1237 | ///\relates LpSolverBase::Expr |
---|
1238 | /// |
---|
1239 | inline LpSolverBase::Expr operator-(const LpSolverBase::Expr &a, |
---|
1240 | const LpSolverBase::Expr &b) |
---|
1241 | { |
---|
1242 | LpSolverBase::Expr tmp(a); |
---|
1243 | tmp-=b; |
---|
1244 | return tmp; |
---|
1245 | } |
---|
1246 | ///\e |
---|
1247 | |
---|
1248 | ///\relates LpSolverBase::Expr |
---|
1249 | /// |
---|
1250 | inline LpSolverBase::Expr operator*(const LpSolverBase::Expr &a, |
---|
1251 | const LpSolverBase::Value &b) |
---|
1252 | { |
---|
1253 | LpSolverBase::Expr tmp(a); |
---|
1254 | tmp*=b; |
---|
1255 | return tmp; |
---|
1256 | } |
---|
1257 | |
---|
1258 | ///\e |
---|
1259 | |
---|
1260 | ///\relates LpSolverBase::Expr |
---|
1261 | /// |
---|
1262 | inline LpSolverBase::Expr operator*(const LpSolverBase::Value &a, |
---|
1263 | const LpSolverBase::Expr &b) |
---|
1264 | { |
---|
1265 | LpSolverBase::Expr tmp(b); |
---|
1266 | tmp*=a; |
---|
1267 | return tmp; |
---|
1268 | } |
---|
1269 | ///\e |
---|
1270 | |
---|
1271 | ///\relates LpSolverBase::Expr |
---|
1272 | /// |
---|
1273 | inline LpSolverBase::Expr operator/(const LpSolverBase::Expr &a, |
---|
1274 | const LpSolverBase::Value &b) |
---|
1275 | { |
---|
1276 | LpSolverBase::Expr tmp(a); |
---|
1277 | tmp/=b; |
---|
1278 | return tmp; |
---|
1279 | } |
---|
1280 | |
---|
1281 | ///\e |
---|
1282 | |
---|
1283 | ///\relates LpSolverBase::Constr |
---|
1284 | /// |
---|
1285 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, |
---|
1286 | const LpSolverBase::Expr &f) |
---|
1287 | { |
---|
1288 | return LpSolverBase::Constr(-LpSolverBase::INF,e-f,0); |
---|
1289 | } |
---|
1290 | |
---|
1291 | ///\e |
---|
1292 | |
---|
1293 | ///\relates LpSolverBase::Constr |
---|
1294 | /// |
---|
1295 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &e, |
---|
1296 | const LpSolverBase::Expr &f) |
---|
1297 | { |
---|
1298 | return LpSolverBase::Constr(e,f); |
---|
1299 | } |
---|
1300 | |
---|
1301 | ///\e |
---|
1302 | |
---|
1303 | ///\relates LpSolverBase::Constr |
---|
1304 | /// |
---|
1305 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, |
---|
1306 | const LpSolverBase::Value &f) |
---|
1307 | { |
---|
1308 | return LpSolverBase::Constr(e,f); |
---|
1309 | } |
---|
1310 | |
---|
1311 | ///\e |
---|
1312 | |
---|
1313 | ///\relates LpSolverBase::Constr |
---|
1314 | /// |
---|
1315 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, |
---|
1316 | const LpSolverBase::Expr &f) |
---|
1317 | { |
---|
1318 | return LpSolverBase::Constr(-LpSolverBase::INF,f-e,0); |
---|
1319 | } |
---|
1320 | |
---|
1321 | |
---|
1322 | ///\e |
---|
1323 | |
---|
1324 | ///\relates LpSolverBase::Constr |
---|
1325 | /// |
---|
1326 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &e, |
---|
1327 | const LpSolverBase::Expr &f) |
---|
1328 | { |
---|
1329 | return LpSolverBase::Constr(f,e); |
---|
1330 | } |
---|
1331 | |
---|
1332 | |
---|
1333 | ///\e |
---|
1334 | |
---|
1335 | ///\relates LpSolverBase::Constr |
---|
1336 | /// |
---|
1337 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, |
---|
1338 | const LpSolverBase::Value &f) |
---|
1339 | { |
---|
1340 | return LpSolverBase::Constr(f,e); |
---|
1341 | } |
---|
1342 | |
---|
1343 | ///\e |
---|
1344 | |
---|
1345 | ///\relates LpSolverBase::Constr |
---|
1346 | /// |
---|
1347 | inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e, |
---|
1348 | const LpSolverBase::Expr &f) |
---|
1349 | { |
---|
1350 | return LpSolverBase::Constr(0,e-f,0); |
---|
1351 | } |
---|
1352 | |
---|
1353 | ///\e |
---|
1354 | |
---|
1355 | ///\relates LpSolverBase::Constr |
---|
1356 | /// |
---|
1357 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &n, |
---|
1358 | const LpSolverBase::Constr&c) |
---|
1359 | { |
---|
1360 | LpSolverBase::Constr tmp(c); |
---|
1361 | ///\todo Create an own exception type. |
---|
1362 | if(!LpSolverBase::isNaN(tmp.lowerBound())) throw LogicError(); |
---|
1363 | else tmp.lowerBound()=n; |
---|
1364 | return tmp; |
---|
1365 | } |
---|
1366 | ///\e |
---|
1367 | |
---|
1368 | ///\relates LpSolverBase::Constr |
---|
1369 | /// |
---|
1370 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Constr& c, |
---|
1371 | const LpSolverBase::Value &n) |
---|
1372 | { |
---|
1373 | LpSolverBase::Constr tmp(c); |
---|
1374 | ///\todo Create an own exception type. |
---|
1375 | if(!LpSolverBase::isNaN(tmp.upperBound())) throw LogicError(); |
---|
1376 | else tmp.upperBound()=n; |
---|
1377 | return tmp; |
---|
1378 | } |
---|
1379 | |
---|
1380 | ///\e |
---|
1381 | |
---|
1382 | ///\relates LpSolverBase::Constr |
---|
1383 | /// |
---|
1384 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &n, |
---|
1385 | const LpSolverBase::Constr&c) |
---|
1386 | { |
---|
1387 | LpSolverBase::Constr tmp(c); |
---|
1388 | ///\todo Create an own exception type. |
---|
1389 | if(!LpSolverBase::isNaN(tmp.upperBound())) throw LogicError(); |
---|
1390 | else tmp.upperBound()=n; |
---|
1391 | return tmp; |
---|
1392 | } |
---|
1393 | ///\e |
---|
1394 | |
---|
1395 | ///\relates LpSolverBase::Constr |
---|
1396 | /// |
---|
1397 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Constr& c, |
---|
1398 | const LpSolverBase::Value &n) |
---|
1399 | { |
---|
1400 | LpSolverBase::Constr tmp(c); |
---|
1401 | ///\todo Create an own exception type. |
---|
1402 | if(!LpSolverBase::isNaN(tmp.lowerBound())) throw LogicError(); |
---|
1403 | else tmp.lowerBound()=n; |
---|
1404 | return tmp; |
---|
1405 | } |
---|
1406 | |
---|
1407 | ///\e |
---|
1408 | |
---|
1409 | ///\relates LpSolverBase::DualExpr |
---|
1410 | /// |
---|
1411 | inline LpSolverBase::DualExpr operator+(const LpSolverBase::DualExpr &a, |
---|
1412 | const LpSolverBase::DualExpr &b) |
---|
1413 | { |
---|
1414 | LpSolverBase::DualExpr tmp(a); |
---|
1415 | tmp+=b; |
---|
1416 | return tmp; |
---|
1417 | } |
---|
1418 | ///\e |
---|
1419 | |
---|
1420 | ///\relates LpSolverBase::DualExpr |
---|
1421 | /// |
---|
1422 | inline LpSolverBase::DualExpr operator-(const LpSolverBase::DualExpr &a, |
---|
1423 | const LpSolverBase::DualExpr &b) |
---|
1424 | { |
---|
1425 | LpSolverBase::DualExpr tmp(a); |
---|
1426 | tmp-=b; |
---|
1427 | return tmp; |
---|
1428 | } |
---|
1429 | ///\e |
---|
1430 | |
---|
1431 | ///\relates LpSolverBase::DualExpr |
---|
1432 | /// |
---|
1433 | inline LpSolverBase::DualExpr operator*(const LpSolverBase::DualExpr &a, |
---|
1434 | const LpSolverBase::Value &b) |
---|
1435 | { |
---|
1436 | LpSolverBase::DualExpr tmp(a); |
---|
1437 | tmp*=b; |
---|
1438 | return tmp; |
---|
1439 | } |
---|
1440 | |
---|
1441 | ///\e |
---|
1442 | |
---|
1443 | ///\relates LpSolverBase::DualExpr |
---|
1444 | /// |
---|
1445 | inline LpSolverBase::DualExpr operator*(const LpSolverBase::Value &a, |
---|
1446 | const LpSolverBase::DualExpr &b) |
---|
1447 | { |
---|
1448 | LpSolverBase::DualExpr tmp(b); |
---|
1449 | tmp*=a; |
---|
1450 | return tmp; |
---|
1451 | } |
---|
1452 | ///\e |
---|
1453 | |
---|
1454 | ///\relates LpSolverBase::DualExpr |
---|
1455 | /// |
---|
1456 | inline LpSolverBase::DualExpr operator/(const LpSolverBase::DualExpr &a, |
---|
1457 | const LpSolverBase::Value &b) |
---|
1458 | { |
---|
1459 | LpSolverBase::DualExpr tmp(a); |
---|
1460 | tmp/=b; |
---|
1461 | return tmp; |
---|
1462 | } |
---|
1463 | |
---|
1464 | |
---|
1465 | } //namespace lemon |
---|
1466 | |
---|
1467 | #endif //LEMON_LP_BASE_H |
---|