COIN-OR::LEMON - Graph Library

source: lemon-0.x/test/lp_test.cc @ 1838:b61682f0ee96

Last change on this file since 1838:b61682f0ee96 was 1797:91b8b9cea2f7, checked in by Mihaly Barasz, 19 years ago

lp_test.cc:

  • bugfix in cplex part: check compiling and running on two different instances
File size: 5.5 KB
Line 
1#include <sstream>
2#include <lemon/lp_skeleton.h>
3#include "test_tools.h"
4
5
6#ifdef HAVE_CONFIG_H
7#include <config.h>
8#endif
9
10#ifdef HAVE_GLPK
11#include <lemon/lp_glpk.h>
12#endif
13
14#ifdef HAVE_CPLEX
15#include <lemon/lp_cplex.h>
16#endif
17
18using namespace lemon;
19
20void lpTest(LpSolverBase & lp)
21{
22
23
24
25  typedef LpSolverBase LP;
26
27  std::vector<LP::Col> x(10);
28  //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
29  lp.addColSet(x);
30
31#ifndef GYORSITAS
32
33  std::vector<LP::Col> y(10);
34  lp.addColSet(y);
35
36  std::map<int,LP::Col> z;
37 
38  z.insert(std::make_pair(12,INVALID));
39  z.insert(std::make_pair(2,INVALID));
40  z.insert(std::make_pair(7,INVALID));
41  z.insert(std::make_pair(5,INVALID));
42 
43  lp.addColSet(z);
44
45  {
46    LP::Expr e,f,g;
47    LP::Col p1,p2,p3,p4,p5;
48    LP::Constr c;
49   
50    p1=lp.addCol();
51    p2=lp.addCol();
52    p3=lp.addCol();
53    p4=lp.addCol();
54    p5=lp.addCol();
55   
56    e[p1]=2;
57    e.constComp()=12;
58    e[p1]+=2;
59    e.constComp()+=12;
60    e[p1]-=2;
61    e.constComp()-=12;
62   
63    e=2;
64    e=2.2;
65    e=p1;
66    e=f;
67   
68    e+=2;
69    e+=2.2;
70    e+=p1;
71    e+=f;
72   
73    e-=2;
74    e-=2.2;
75    e-=p1;
76    e-=f;
77   
78    e*=2;
79    e*=2.2;
80    e/=2;
81    e/=2.2;
82   
83    e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
84       (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
85       (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
86       2.2*f+f*2.2+f/2.2+
87       2*f+f*2+f/2+
88       2.2*p1+p1*2.2+p1/2.2+
89       2*p1+p1*2+p1/2
90       );
91
92
93    c = (e  <= f  );
94    c = (e  <= 2.2);
95    c = (e  <= 2  );
96    c = (e  <= p1 );
97    c = (2.2<= f  );
98    c = (2  <= f  );
99    c = (p1 <= f  );
100    c = (p1 <= p2 );
101    c = (p1 <= 2.2);
102    c = (p1 <= 2  );
103    c = (2.2<= p2 );
104    c = (2  <= p2 );
105   
106    c = (e  >= f  );
107    c = (e  >= 2.2);
108    c = (e  >= 2  );
109    c = (e  >= p1 );
110    c = (2.2>= f  );
111    c = (2  >= f  );
112    c = (p1 >= f  );
113    c = (p1 >= p2 );
114    c = (p1 >= 2.2);
115    c = (p1 >= 2  );
116    c = (2.2>= p2 );
117    c = (2  >= p2 );
118   
119    c = (e  == f  );
120    c = (e  == 2.2);
121    c = (e  == 2  );
122    c = (e  == p1 );
123    c = (2.2== f  );
124    c = (2  == f  );
125    c = (p1 == f  );
126    //c = (p1 == p2 );
127    c = (p1 == 2.2);
128    c = (p1 == 2  );
129    c = (2.2== p2 );
130    c = (2  == p2 );
131   
132    c = (2 <= e <= 3);
133    c = (2 <= p1<= 3);
134   
135    c = (2 >= e >= 3);
136    c = (2 >= p1>= 3);
137   
138    e[x[3]]=2;
139    e[x[3]]=4;
140    e[x[3]]=1;
141    e.constComp()=12;
142   
143    lp.addRow(LP::INF,e,23);
144    lp.addRow(LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
145    lp.addRow(LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
146   
147    lp.addRow(x[1]+x[3]<=x[5]-3);
148    lp.addRow(-7<=x[1]+x[3]-12<=3);
149    lp.addRow(x[1]<=x[5]);
150  }
151 
152  {
153    LP::DualExpr e,f,g;
154    LP::Row p1,p2,p3,p4,p5;
155   
156    e[p1]=2;
157    e[p1]+=2;
158    e[p1]-=2;
159   
160    e=p1;
161    e=f;
162   
163    e+=p1;
164    e+=f;
165   
166    e-=p1;
167    e-=f;
168   
169    e*=2;
170    e*=2.2;
171    e/=2;
172    e/=2.2;
173   
174    e=((p1+p2)+(p1-p2)+
175       (p1+f)+(f+p1)+(f+g)+
176       (p1-f)+(f-p1)+(f-g)+
177       2.2*f+f*2.2+f/2.2+
178       2*f+f*2+f/2+
179       2.2*p1+p1*2.2+p1/2.2+
180       2*p1+p1*2+p1/2
181       );
182  }
183 
184#endif
185}
186
187void solveAndCheck(LpSolverBase& lp, LpSolverBase::SolutionStatus stat,
188                   double exp_opt) {
189  using std::string;
190  lp.solve();
191  //int decimal,sign;
192  std::ostringstream buf;
193  buf << "Primalstatus should be: " << int(stat);
194
195  //  itoa(stat,buf1, 10);
196  check(lp.primalStatus()==stat, buf.str());
197
198  if (stat ==  LpSolverBase::OPTIMAL) {
199    std::ostringstream buf;
200    buf << "Wrong optimal value: the right optimum is " << exp_opt;
201    check(std::abs(lp.primalValue()-exp_opt) < 1e-3, buf.str());
202    //+ecvt(exp_opt,2)
203  }
204}
205 
206void aTest(LpSolverBase & lp)
207{
208  typedef LpSolverBase LP;
209
210 //The following example is very simple
211
212  typedef LpSolverBase::Row Row;
213  typedef LpSolverBase::Col Col;
214
215
216  Col x1 = lp.addCol();
217  Col x2 = lp.addCol();
218
219
220  //Constraints
221  Row upright=lp.addRow(x1+x2 <=1); 
222  lp.addRow(x1+x2 >=-1); 
223  lp.addRow(x1-x2 <=1); 
224  lp.addRow(x1-x2 >=-1); 
225  //Nonnegativity of the variables
226  lp.colLowerBound(x1, 0);
227  lp.colLowerBound(x2, 0);
228  //Objective function
229  lp.setObj(x1+x2);
230
231  lp.max();
232
233  //Maximization of x1+x2
234  //over the triangle with vertices (0,0) (0,1) (1,0)
235  double expected_opt=1;
236  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
237 
238  //Minimization
239  lp.min();
240  expected_opt=0;
241  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
242 
243  //Vertex (-1,0) instead of (0,0)
244  lp.colLowerBound(x1, -LpSolverBase::INF);
245  expected_opt=-1;
246  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
247
248  //Erase one constraint and return to maximization
249  lp.eraseRow(upright);
250  lp.max();
251  expected_opt=LpSolverBase::INF;
252  solveAndCheck(lp, LpSolverBase::INFINITE, expected_opt);
253
254  //Infeasibilty
255  lp.addRow(x1+x2 <=-2); 
256  solveAndCheck(lp, LpSolverBase::INFEASIBLE, expected_opt);
257
258  //Change problem and forget to solve
259  lp.min();
260  check(lp.primalStatus()==LpSolverBase::UNDEFINED,"Primalstatus should be UNDEFINED");
261
262//   lp.solve();
263//   if (lp.primalStatus()==LpSolverBase::OPTIMAL){
264//     std::cout<< "Z = "<<lp.primalValue()
265//           << " (error = " << lp.primalValue()-expected_opt
266//           << "); x1 = "<<lp.primal(x1)
267//           << "; x2 = "<<lp.primal(x2)
268//           <<std::endl;
269   
270//   }
271//   else{
272//     std::cout<<lp.primalStatus()<<std::endl;
273//     std::cout<<"Optimal solution not found!"<<std::endl;
274//   }
275
276 
277
278}
279
280
281int main()
282{
283  LpSkeleton lp_skel;
284  lpTest(lp_skel);
285
286#ifdef HAVE_GLPK
287  LpGlpk lp_glpk1,lp_glpk2;
288  lpTest(lp_glpk1);
289  aTest(lp_glpk2);
290#endif
291
292#ifdef HAVE_CPLEX
293  LpCplex lp_cplex1,lp_cplex2;
294  lpTest(lp_cplex1);
295  aTest(lp_cplex2);
296#endif
297
298  return 0;
299}
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