[458] | 1 | /* -*- mode: C++; indent-tabs-mode: nil; -*- |
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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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[540] | 5 | * Copyright (C) 2003-2009 |
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[458] | 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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| 19 | #include <sstream> |
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| 20 | #include <lemon/lp_skeleton.h> |
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| 21 | #include "test_tools.h" |
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| 22 | #include <lemon/tolerance.h> |
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| 23 | |
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| 24 | #include <lemon/config.h> |
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| 25 | |
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[622] | 26 | #ifdef LEMON_HAVE_GLPK |
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[461] | 27 | #include <lemon/glpk.h> |
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[458] | 28 | #endif |
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| 29 | |
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[622] | 30 | #ifdef LEMON_HAVE_CPLEX |
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[461] | 31 | #include <lemon/cplex.h> |
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[458] | 32 | #endif |
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| 33 | |
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[622] | 34 | #ifdef LEMON_HAVE_SOPLEX |
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[461] | 35 | #include <lemon/soplex.h> |
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[458] | 36 | #endif |
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| 37 | |
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[622] | 38 | #ifdef LEMON_HAVE_CLP |
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[461] | 39 | #include <lemon/clp.h> |
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[459] | 40 | #endif |
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| 41 | |
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[458] | 42 | using namespace lemon; |
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| 43 | |
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[785] | 44 | int countCols(LpBase & lp) { |
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| 45 | int count=0; |
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| 46 | for (LpBase::ColIt c(lp); c!=INVALID; ++c) ++count; |
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| 47 | return count; |
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| 48 | } |
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| 49 | |
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| 50 | int countRows(LpBase & lp) { |
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| 51 | int count=0; |
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| 52 | for (LpBase::RowIt r(lp); r!=INVALID; ++r) ++count; |
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| 53 | return count; |
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| 54 | } |
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| 55 | |
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| 56 | |
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[459] | 57 | void lpTest(LpSolver& lp) |
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[458] | 58 | { |
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| 59 | |
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[459] | 60 | typedef LpSolver LP; |
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[458] | 61 | |
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[785] | 62 | // Test LpBase::clear() |
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| 63 | check(countRows(lp)==0, "Wrong number of rows"); |
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| 64 | check(countCols(lp)==0, "Wrong number of cols"); |
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| 65 | lp.addCol(); lp.addRow(); lp.addRow(); |
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| 66 | check(countRows(lp)==2, "Wrong number of rows"); |
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| 67 | check(countCols(lp)==1, "Wrong number of cols"); |
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| 68 | lp.clear(); |
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| 69 | check(countRows(lp)==0, "Wrong number of rows"); |
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| 70 | check(countCols(lp)==0, "Wrong number of cols"); |
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| 71 | lp.addCol(); lp.addCol(); lp.addCol(); lp.addRow(); |
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| 72 | check(countRows(lp)==1, "Wrong number of rows"); |
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| 73 | check(countCols(lp)==3, "Wrong number of cols"); |
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| 74 | lp.clear(); |
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| 75 | |
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[458] | 76 | std::vector<LP::Col> x(10); |
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| 77 | // for(int i=0;i<10;i++) x.push_back(lp.addCol()); |
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| 78 | lp.addColSet(x); |
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| 79 | lp.colLowerBound(x,1); |
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| 80 | lp.colUpperBound(x,1); |
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| 81 | lp.colBounds(x,1,2); |
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| 82 | |
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| 83 | std::vector<LP::Col> y(10); |
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| 84 | lp.addColSet(y); |
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| 85 | |
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| 86 | lp.colLowerBound(y,1); |
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| 87 | lp.colUpperBound(y,1); |
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| 88 | lp.colBounds(y,1,2); |
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| 89 | |
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| 90 | std::map<int,LP::Col> z; |
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| 91 | |
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| 92 | z.insert(std::make_pair(12,INVALID)); |
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| 93 | z.insert(std::make_pair(2,INVALID)); |
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| 94 | z.insert(std::make_pair(7,INVALID)); |
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| 95 | z.insert(std::make_pair(5,INVALID)); |
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| 96 | |
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| 97 | lp.addColSet(z); |
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| 98 | |
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| 99 | lp.colLowerBound(z,1); |
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| 100 | lp.colUpperBound(z,1); |
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| 101 | lp.colBounds(z,1,2); |
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| 102 | |
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| 103 | { |
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| 104 | LP::Expr e,f,g; |
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| 105 | LP::Col p1,p2,p3,p4,p5; |
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| 106 | LP::Constr c; |
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| 107 | |
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| 108 | p1=lp.addCol(); |
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| 109 | p2=lp.addCol(); |
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| 110 | p3=lp.addCol(); |
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| 111 | p4=lp.addCol(); |
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| 112 | p5=lp.addCol(); |
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| 113 | |
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| 114 | e[p1]=2; |
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[459] | 115 | *e=12; |
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[458] | 116 | e[p1]+=2; |
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[459] | 117 | *e+=12; |
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[458] | 118 | e[p1]-=2; |
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[459] | 119 | *e-=12; |
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[458] | 120 | |
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| 121 | e=2; |
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| 122 | e=2.2; |
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| 123 | e=p1; |
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| 124 | e=f; |
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| 125 | |
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| 126 | e+=2; |
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| 127 | e+=2.2; |
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| 128 | e+=p1; |
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| 129 | e+=f; |
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| 130 | |
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| 131 | e-=2; |
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| 132 | e-=2.2; |
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| 133 | e-=p1; |
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| 134 | e-=f; |
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| 135 | |
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| 136 | e*=2; |
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| 137 | e*=2.2; |
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| 138 | e/=2; |
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| 139 | e/=2.2; |
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| 140 | |
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| 141 | e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+ |
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| 142 | (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+ |
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| 143 | (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+ |
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| 144 | 2.2*f+f*2.2+f/2.2+ |
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| 145 | 2*f+f*2+f/2+ |
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| 146 | 2.2*p1+p1*2.2+p1/2.2+ |
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| 147 | 2*p1+p1*2+p1/2 |
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| 148 | ); |
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| 149 | |
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| 150 | |
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| 151 | c = (e <= f ); |
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| 152 | c = (e <= 2.2); |
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| 153 | c = (e <= 2 ); |
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| 154 | c = (e <= p1 ); |
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| 155 | c = (2.2<= f ); |
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| 156 | c = (2 <= f ); |
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| 157 | c = (p1 <= f ); |
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| 158 | c = (p1 <= p2 ); |
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| 159 | c = (p1 <= 2.2); |
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| 160 | c = (p1 <= 2 ); |
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| 161 | c = (2.2<= p2 ); |
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| 162 | c = (2 <= p2 ); |
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| 163 | |
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| 164 | c = (e >= f ); |
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| 165 | c = (e >= 2.2); |
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| 166 | c = (e >= 2 ); |
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| 167 | c = (e >= p1 ); |
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| 168 | c = (2.2>= f ); |
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| 169 | c = (2 >= f ); |
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| 170 | c = (p1 >= f ); |
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| 171 | c = (p1 >= p2 ); |
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| 172 | c = (p1 >= 2.2); |
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| 173 | c = (p1 >= 2 ); |
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| 174 | c = (2.2>= p2 ); |
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| 175 | c = (2 >= p2 ); |
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| 176 | |
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| 177 | c = (e == f ); |
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| 178 | c = (e == 2.2); |
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| 179 | c = (e == 2 ); |
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| 180 | c = (e == p1 ); |
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| 181 | c = (2.2== f ); |
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| 182 | c = (2 == f ); |
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| 183 | c = (p1 == f ); |
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| 184 | //c = (p1 == p2 ); |
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| 185 | c = (p1 == 2.2); |
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| 186 | c = (p1 == 2 ); |
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| 187 | c = (2.2== p2 ); |
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| 188 | c = (2 == p2 ); |
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| 189 | |
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[460] | 190 | c = ((2 <= e) <= 3); |
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| 191 | c = ((2 <= p1) <= 3); |
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[458] | 192 | |
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[460] | 193 | c = ((2 >= e) >= 3); |
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| 194 | c = ((2 >= p1) >= 3); |
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[458] | 195 | |
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[766] | 196 | { //Tests for #430 |
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| 197 | LP::Col v=lp.addCol(); |
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| 198 | LP::Constr c = v >= -3; |
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| 199 | c = c <= 4; |
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| 200 | LP::Constr c2; |
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[805] | 201 | #if ( __GNUC__ == 4 ) && ( __GNUC_MINOR__ == 3 ) |
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| 202 | c2 = ( -3 <= v ) <= 4; |
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| 203 | #else |
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[766] | 204 | c2 = -3 <= v <= 4; |
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[805] | 205 | #endif |
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| 206 | |
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[766] | 207 | } |
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| 208 | |
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[458] | 209 | e[x[3]]=2; |
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| 210 | e[x[3]]=4; |
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| 211 | e[x[3]]=1; |
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[459] | 212 | *e=12; |
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[458] | 213 | |
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[459] | 214 | lp.addRow(-LP::INF,e,23); |
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| 215 | lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23); |
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| 216 | lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23); |
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[458] | 217 | |
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| 218 | lp.addRow(x[1]+x[3]<=x[5]-3); |
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[460] | 219 | lp.addRow((-7<=x[1]+x[3]-12)<=3); |
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[458] | 220 | lp.addRow(x[1]<=x[5]); |
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| 221 | |
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| 222 | std::ostringstream buf; |
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| 223 | |
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| 224 | |
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| 225 | e=((p1+p2)+(p1-0.99*p2)); |
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| 226 | //e.prettyPrint(std::cout); |
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| 227 | //(e<=2).prettyPrint(std::cout); |
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| 228 | double tolerance=0.001; |
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| 229 | e.simplify(tolerance); |
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| 230 | buf << "Coeff. of p2 should be 0.01"; |
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| 231 | check(e[p2]>0, buf.str()); |
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| 232 | |
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| 233 | tolerance=0.02; |
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| 234 | e.simplify(tolerance); |
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| 235 | buf << "Coeff. of p2 should be 0"; |
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[459] | 236 | check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str()); |
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[458] | 237 | |
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[528] | 238 | //Test for clone/new |
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| 239 | LP* lpnew = lp.newSolver(); |
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| 240 | LP* lpclone = lp.cloneSolver(); |
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| 241 | delete lpnew; |
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| 242 | delete lpclone; |
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[458] | 243 | |
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| 244 | } |
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| 245 | |
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| 246 | { |
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| 247 | LP::DualExpr e,f,g; |
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[800] | 248 | LP::Row p1 = INVALID, p2 = INVALID; |
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[458] | 249 | |
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| 250 | e[p1]=2; |
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| 251 | e[p1]+=2; |
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| 252 | e[p1]-=2; |
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| 253 | |
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| 254 | e=p1; |
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| 255 | e=f; |
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| 256 | |
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| 257 | e+=p1; |
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| 258 | e+=f; |
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| 259 | |
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| 260 | e-=p1; |
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| 261 | e-=f; |
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| 262 | |
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| 263 | e*=2; |
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| 264 | e*=2.2; |
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| 265 | e/=2; |
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| 266 | e/=2.2; |
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| 267 | |
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| 268 | e=((p1+p2)+(p1-p2)+ |
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| 269 | (p1+f)+(f+p1)+(f+g)+ |
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| 270 | (p1-f)+(f-p1)+(f-g)+ |
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| 271 | 2.2*f+f*2.2+f/2.2+ |
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| 272 | 2*f+f*2+f/2+ |
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| 273 | 2.2*p1+p1*2.2+p1/2.2+ |
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| 274 | 2*p1+p1*2+p1/2 |
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| 275 | ); |
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| 276 | } |
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| 277 | |
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| 278 | } |
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| 279 | |
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[459] | 280 | void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat, |
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[458] | 281 | double exp_opt) { |
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| 282 | using std::string; |
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| 283 | lp.solve(); |
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[459] | 284 | |
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[458] | 285 | std::ostringstream buf; |
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[459] | 286 | buf << "PrimalType should be: " << int(stat) << int(lp.primalType()); |
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[458] | 287 | |
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[459] | 288 | check(lp.primalType()==stat, buf.str()); |
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[458] | 289 | |
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[459] | 290 | if (stat == LpSolver::OPTIMAL) { |
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[458] | 291 | std::ostringstream sbuf; |
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[528] | 292 | sbuf << "Wrong optimal value (" << lp.primal() <<") with " |
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| 293 | << lp.solverName() <<"\n the right optimum is " << exp_opt; |
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[459] | 294 | check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str()); |
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[458] | 295 | } |
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| 296 | } |
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| 297 | |
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[459] | 298 | void aTest(LpSolver & lp) |
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[458] | 299 | { |
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[459] | 300 | typedef LpSolver LP; |
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[458] | 301 | |
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| 302 | //The following example is very simple |
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| 303 | |
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[459] | 304 | typedef LpSolver::Row Row; |
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| 305 | typedef LpSolver::Col Col; |
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[458] | 306 | |
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| 307 | |
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| 308 | Col x1 = lp.addCol(); |
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| 309 | Col x2 = lp.addCol(); |
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| 310 | |
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| 311 | |
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| 312 | //Constraints |
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[459] | 313 | Row upright=lp.addRow(x1+2*x2 <=1); |
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[458] | 314 | lp.addRow(x1+x2 >=-1); |
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| 315 | lp.addRow(x1-x2 <=1); |
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| 316 | lp.addRow(x1-x2 >=-1); |
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| 317 | //Nonnegativity of the variables |
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| 318 | lp.colLowerBound(x1, 0); |
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| 319 | lp.colLowerBound(x2, 0); |
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| 320 | //Objective function |
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| 321 | lp.obj(x1+x2); |
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| 322 | |
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[459] | 323 | lp.sense(lp.MAX); |
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[458] | 324 | |
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| 325 | //Testing the problem retrieving routines |
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| 326 | check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!"); |
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[459] | 327 | check(lp.sense() == lp.MAX,"This is a maximization!"); |
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[458] | 328 | check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!"); |
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[459] | 329 | check(lp.colLowerBound(x1)==0, |
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| 330 | "The lower bound for variable x1 should be 0."); |
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| 331 | check(lp.colUpperBound(x1)==LpSolver::INF, |
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| 332 | "The upper bound for variable x1 should be infty."); |
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| 333 | check(lp.rowLowerBound(upright) == -LpSolver::INF, |
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| 334 | "The lower bound for the first row should be -infty."); |
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| 335 | check(lp.rowUpperBound(upright)==1, |
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| 336 | "The upper bound for the first row should be 1."); |
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| 337 | LpSolver::Expr e = lp.row(upright); |
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| 338 | check(e[x1] == 1, "The first coefficient should 1."); |
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| 339 | check(e[x2] == 2, "The second coefficient should 1."); |
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[458] | 340 | |
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[459] | 341 | lp.row(upright, x1+x2 <=1); |
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| 342 | e = lp.row(upright); |
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| 343 | check(e[x1] == 1, "The first coefficient should 1."); |
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| 344 | check(e[x2] == 1, "The second coefficient should 1."); |
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| 345 | |
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| 346 | LpSolver::DualExpr de = lp.col(x1); |
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[458] | 347 | check( de[upright] == 1, "The first coefficient should 1."); |
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| 348 | |
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[459] | 349 | LpSolver* clp = lp.cloneSolver(); |
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[458] | 350 | |
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| 351 | //Testing the problem retrieving routines |
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| 352 | check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!"); |
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[459] | 353 | check(clp->sense() == clp->MAX,"This is a maximization!"); |
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[458] | 354 | check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!"); |
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| 355 | // std::cout<<lp.colLowerBound(x1)<<std::endl; |
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[459] | 356 | check(clp->colLowerBound(x1)==0, |
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| 357 | "The lower bound for variable x1 should be 0."); |
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| 358 | check(clp->colUpperBound(x1)==LpSolver::INF, |
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| 359 | "The upper bound for variable x1 should be infty."); |
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[458] | 360 | |
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[459] | 361 | check(lp.rowLowerBound(upright)==-LpSolver::INF, |
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| 362 | "The lower bound for the first row should be -infty."); |
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| 363 | check(lp.rowUpperBound(upright)==1, |
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| 364 | "The upper bound for the first row should be 1."); |
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[458] | 365 | e = clp->row(upright); |
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[459] | 366 | check(e[x1] == 1, "The first coefficient should 1."); |
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| 367 | check(e[x2] == 1, "The second coefficient should 1."); |
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[458] | 368 | |
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| 369 | de = clp->col(x1); |
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[459] | 370 | check(de[upright] == 1, "The first coefficient should 1."); |
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[458] | 371 | |
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| 372 | delete clp; |
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| 373 | |
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| 374 | //Maximization of x1+x2 |
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| 375 | //over the triangle with vertices (0,0) (0,1) (1,0) |
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| 376 | double expected_opt=1; |
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[459] | 377 | solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
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[458] | 378 | |
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| 379 | //Minimization |
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[459] | 380 | lp.sense(lp.MIN); |
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[458] | 381 | expected_opt=0; |
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[459] | 382 | solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
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[458] | 383 | |
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| 384 | //Vertex (-1,0) instead of (0,0) |
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[459] | 385 | lp.colLowerBound(x1, -LpSolver::INF); |
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[458] | 386 | expected_opt=-1; |
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[459] | 387 | solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
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[458] | 388 | |
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| 389 | //Erase one constraint and return to maximization |
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[459] | 390 | lp.erase(upright); |
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| 391 | lp.sense(lp.MAX); |
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| 392 | expected_opt=LpSolver::INF; |
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| 393 | solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt); |
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[458] | 394 | |
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| 395 | //Infeasibilty |
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| 396 | lp.addRow(x1+x2 <=-2); |
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[459] | 397 | solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt); |
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[458] | 398 | |
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| 399 | } |
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| 400 | |
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[528] | 401 | template<class LP> |
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| 402 | void cloneTest() |
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| 403 | { |
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| 404 | //Test for clone/new |
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[540] | 405 | |
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[528] | 406 | LP* lp = new LP(); |
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| 407 | LP* lpnew = lp->newSolver(); |
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| 408 | LP* lpclone = lp->cloneSolver(); |
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| 409 | delete lp; |
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| 410 | delete lpnew; |
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| 411 | delete lpclone; |
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| 412 | } |
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| 413 | |
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[458] | 414 | int main() |
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| 415 | { |
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| 416 | LpSkeleton lp_skel; |
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| 417 | lpTest(lp_skel); |
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| 418 | |
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[622] | 419 | #ifdef LEMON_HAVE_GLPK |
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[459] | 420 | { |
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[462] | 421 | GlpkLp lp_glpk1,lp_glpk2; |
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[459] | 422 | lpTest(lp_glpk1); |
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| 423 | aTest(lp_glpk2); |
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[528] | 424 | cloneTest<GlpkLp>(); |
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[459] | 425 | } |
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[458] | 426 | #endif |
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| 427 | |
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[622] | 428 | #ifdef LEMON_HAVE_CPLEX |
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[459] | 429 | try { |
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[462] | 430 | CplexLp lp_cplex1,lp_cplex2; |
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[459] | 431 | lpTest(lp_cplex1); |
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| 432 | aTest(lp_cplex2); |
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[540] | 433 | cloneTest<CplexLp>(); |
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[459] | 434 | } catch (CplexEnv::LicenseError& error) { |
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| 435 | check(false, error.what()); |
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| 436 | } |
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[458] | 437 | #endif |
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| 438 | |
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[622] | 439 | #ifdef LEMON_HAVE_SOPLEX |
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[459] | 440 | { |
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[462] | 441 | SoplexLp lp_soplex1,lp_soplex2; |
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[459] | 442 | lpTest(lp_soplex1); |
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| 443 | aTest(lp_soplex2); |
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[528] | 444 | cloneTest<SoplexLp>(); |
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[459] | 445 | } |
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| 446 | #endif |
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| 447 | |
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[622] | 448 | #ifdef LEMON_HAVE_CLP |
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[459] | 449 | { |
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[462] | 450 | ClpLp lp_clp1,lp_clp2; |
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[459] | 451 | lpTest(lp_clp1); |
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| 452 | aTest(lp_clp2); |
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[528] | 453 | cloneTest<ClpLp>(); |
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[459] | 454 | } |
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[458] | 455 | #endif |
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| 456 | |
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| 457 | return 0; |
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| 458 | } |
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