[2391] | 1 | /* -*- C++ -*- |
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| 2 | * |
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| 3 | * This file is a part of LEMON, a generic C++ optimization library |
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| 4 | * |
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| 5 | * Copyright (C) 2003-2007 |
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| 6 | * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
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| 7 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
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| 8 | * |
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| 9 | * Permission to use, modify and distribute this software is granted |
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| 10 | * provided that this copyright notice appears in all copies. For |
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| 11 | * precise terms see the accompanying LICENSE file. |
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| 12 | * |
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| 13 | * This software is provided "AS IS" with no warranty of any kind, |
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| 14 | * express or implied, and with no claim as to its suitability for any |
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| 15 | * purpose. |
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| 16 | * |
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| 17 | */ |
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| 18 | |
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[2149] | 19 | #include "test_tools.h" |
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[2146] | 20 | |
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[2218] | 21 | |
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[2221] | 22 | #ifdef HAVE_CONFIG_H |
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| 23 | #include <config.h> |
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| 24 | #endif |
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| 25 | |
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[2227] | 26 | #ifdef HAVE_CPLEX |
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| 27 | #include <lemon/mip_cplex.h> |
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| 28 | #endif |
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| 29 | |
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| 30 | #ifdef HAVE_GLPK |
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| 31 | #include <lemon/mip_glpk.h> |
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| 32 | #endif |
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[2221] | 33 | |
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[2218] | 34 | |
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[2146] | 35 | using namespace lemon; |
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| 36 | |
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[2218] | 37 | void solveAndCheck(MipSolverBase& lp, MipSolverBase::SolutionStatus stat, |
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[2149] | 38 | double exp_opt) { |
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| 39 | using std::string; |
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[2218] | 40 | |
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[2149] | 41 | lp.solve(); |
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| 42 | //int decimal,sign; |
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| 43 | std::ostringstream buf; |
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[2441] | 44 | buf << "Primalstatus should be: " << int(stat)<<" and it is "<<int(lp.mipStatus()); |
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[2146] | 45 | |
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[2218] | 46 | |
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[2149] | 47 | // itoa(stat,buf1, 10); |
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[2213] | 48 | check(lp.mipStatus()==stat, buf.str()); |
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[2149] | 49 | |
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[2218] | 50 | if (stat == MipSolverBase::OPTIMAL) { |
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[2386] | 51 | std::ostringstream sbuf; |
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[2149] | 52 | buf << "Wrong optimal value: the right optimum is " << exp_opt; |
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[2386] | 53 | check(std::abs(lp.primalValue()-exp_opt) < 1e-3, sbuf.str()); |
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[2149] | 54 | //+ecvt(exp_opt,2) |
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| 55 | } |
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| 56 | } |
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| 57 | |
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[2218] | 58 | void aTest(MipSolverBase& mip) |
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[2149] | 59 | { |
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| 60 | //The following example is very simple |
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| 61 | |
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[2218] | 62 | |
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| 63 | typedef MipSolverBase::Row Row; |
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| 64 | typedef MipSolverBase::Col Col; |
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| 65 | |
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[2149] | 66 | |
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| 67 | |
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| 68 | Col x1 = mip.addCol(); |
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| 69 | Col x2 = mip.addCol(); |
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| 70 | |
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| 71 | |
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[2213] | 72 | //Objective function |
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[2369] | 73 | mip.obj(x1); |
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[2213] | 74 | |
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| 75 | mip.max(); |
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| 76 | |
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| 77 | |
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| 78 | //Unconstrained optimization |
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| 79 | mip.solve(); |
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| 80 | //Check it out! |
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| 81 | |
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[2149] | 82 | //Constraints |
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| 83 | mip.addRow(2*x1+x2 <=2); |
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[2441] | 84 | mip.addRow(x1-2*x2 <=0); |
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[2149] | 85 | |
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| 86 | //Nonnegativity of the variable x1 |
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| 87 | mip.colLowerBound(x1, 0); |
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| 88 | |
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| 89 | //Maximization of x1 |
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[2221] | 90 | //over the triangle with vertices (0,0),(4/5,2/5),(0,2) |
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[2149] | 91 | double expected_opt=4.0/5.0; |
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[2218] | 92 | solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt); |
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[2149] | 93 | |
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| 94 | //Restrict x2 to integer |
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[2267] | 95 | mip.colType(x2,MipSolverBase::INT); |
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[2149] | 96 | expected_opt=1.0/2.0; |
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[2218] | 97 | solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt); |
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[2149] | 98 | |
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| 99 | |
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| 100 | //Restrict both to integer |
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[2267] | 101 | mip.colType(x1,MipSolverBase::INT); |
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[2149] | 102 | expected_opt=0; |
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[2218] | 103 | solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt); |
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[2149] | 104 | |
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| 105 | |
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| 106 | |
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| 107 | } |
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| 108 | |
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| 109 | |
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| 110 | int main() |
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| 111 | { |
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[2146] | 112 | |
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[2147] | 113 | #ifdef HAVE_GLPK |
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[2149] | 114 | MipGlpk mip1; |
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| 115 | aTest(mip1); |
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[2147] | 116 | #endif |
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[2146] | 117 | |
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[2218] | 118 | #ifdef HAVE_CPLEX |
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| 119 | MipCplex mip2; |
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| 120 | aTest(mip2); |
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| 121 | #endif |
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| 122 | |
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[2147] | 123 | return 0; |
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[2146] | 124 | |
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| 125 | } |
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