[461] | 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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| 5 | * Copyright (C) 2003-2008 |
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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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| 19 | #include <iostream> |
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| 20 | #include <lemon/soplex.h> |
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| 21 | |
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| 22 | #include <soplex/soplex.h> |
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| 23 | |
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| 24 | |
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| 25 | ///\file |
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| 26 | ///\brief Implementation of the LEMON-SOPLEX lp solver interface. |
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| 27 | namespace lemon { |
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| 28 | |
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| 29 | LpSoplex::LpSoplex() { |
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| 30 | soplex = new soplex::SoPlex; |
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| 31 | } |
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| 32 | |
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| 33 | LpSoplex::~LpSoplex() { |
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| 34 | delete soplex; |
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| 35 | } |
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| 36 | |
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| 37 | LpSoplex::LpSoplex(const LpSoplex& lp) { |
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| 38 | rows = lp.rows; |
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| 39 | cols = lp.cols; |
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| 40 | |
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| 41 | soplex = new soplex::SoPlex; |
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| 42 | (*static_cast<soplex::SPxLP*>(soplex)) = *(lp.soplex); |
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| 43 | |
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| 44 | _col_names = lp._col_names; |
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| 45 | _col_names_ref = lp._col_names_ref; |
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| 46 | |
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| 47 | _row_names = lp._row_names; |
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| 48 | _row_names_ref = lp._row_names_ref; |
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| 49 | |
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| 50 | } |
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| 51 | |
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| 52 | void LpSoplex::_clear_temporals() { |
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| 53 | _primal_values.clear(); |
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| 54 | _dual_values.clear(); |
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| 55 | } |
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| 56 | |
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| 57 | LpSoplex* LpSoplex::_newSolver() const { |
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| 58 | LpSoplex* newlp = new LpSoplex(); |
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| 59 | return newlp; |
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| 60 | } |
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| 61 | |
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| 62 | LpSoplex* LpSoplex::_cloneSolver() const { |
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| 63 | LpSoplex* newlp = new LpSoplex(*this); |
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| 64 | return newlp; |
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| 65 | } |
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| 66 | |
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| 67 | const char* LpSoplex::_solverName() const { return "LpSoplex"; } |
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| 68 | |
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| 69 | int LpSoplex::_addCol() { |
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| 70 | soplex::LPCol c; |
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| 71 | c.setLower(-soplex::infinity); |
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| 72 | c.setUpper(soplex::infinity); |
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| 73 | soplex->addCol(c); |
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| 74 | |
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| 75 | _col_names.push_back(std::string()); |
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| 76 | |
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| 77 | return soplex->nCols() - 1; |
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| 78 | } |
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| 79 | |
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| 80 | int LpSoplex::_addRow() { |
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| 81 | soplex::LPRow r; |
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| 82 | r.setLhs(-soplex::infinity); |
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| 83 | r.setRhs(soplex::infinity); |
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| 84 | soplex->addRow(r); |
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| 85 | |
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| 86 | _row_names.push_back(std::string()); |
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| 87 | |
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| 88 | return soplex->nRows() - 1; |
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| 89 | } |
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| 90 | |
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| 91 | |
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| 92 | void LpSoplex::_eraseCol(int i) { |
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| 93 | soplex->removeCol(i); |
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| 94 | _col_names_ref.erase(_col_names[i]); |
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| 95 | _col_names[i] = _col_names.back(); |
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| 96 | _col_names_ref[_col_names.back()] = i; |
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| 97 | _col_names.pop_back(); |
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| 98 | } |
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| 99 | |
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| 100 | void LpSoplex::_eraseRow(int i) { |
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| 101 | soplex->removeRow(i); |
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| 102 | _row_names_ref.erase(_row_names[i]); |
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| 103 | _row_names[i] = _row_names.back(); |
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| 104 | _row_names_ref[_row_names.back()] = i; |
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| 105 | _row_names.pop_back(); |
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| 106 | } |
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| 107 | |
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| 108 | void LpSoplex::_eraseColId(int i) { |
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| 109 | cols.eraseIndex(i); |
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| 110 | cols.relocateIndex(i, cols.maxIndex()); |
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| 111 | } |
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| 112 | void LpSoplex::_eraseRowId(int i) { |
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| 113 | rows.eraseIndex(i); |
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| 114 | rows.relocateIndex(i, rows.maxIndex()); |
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| 115 | } |
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| 116 | |
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| 117 | void LpSoplex::_getColName(int c, std::string &name) const { |
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| 118 | name = _col_names[c]; |
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| 119 | } |
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| 120 | |
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| 121 | void LpSoplex::_setColName(int c, const std::string &name) { |
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| 122 | _col_names_ref.erase(_col_names[c]); |
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| 123 | _col_names[c] = name; |
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| 124 | if (!name.empty()) { |
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| 125 | _col_names_ref.insert(std::make_pair(name, c)); |
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| 126 | } |
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| 127 | } |
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| 128 | |
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| 129 | int LpSoplex::_colByName(const std::string& name) const { |
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| 130 | std::map<std::string, int>::const_iterator it = |
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| 131 | _col_names_ref.find(name); |
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| 132 | if (it != _col_names_ref.end()) { |
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| 133 | return it->second; |
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| 134 | } else { |
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| 135 | return -1; |
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| 136 | } |
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| 137 | } |
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| 138 | |
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| 139 | void LpSoplex::_getRowName(int r, std::string &name) const { |
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| 140 | name = _row_names[r]; |
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| 141 | } |
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| 142 | |
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| 143 | void LpSoplex::_setRowName(int r, const std::string &name) { |
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| 144 | _row_names_ref.erase(_row_names[r]); |
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| 145 | _row_names[r] = name; |
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| 146 | if (!name.empty()) { |
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| 147 | _row_names_ref.insert(std::make_pair(name, r)); |
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| 148 | } |
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| 149 | } |
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| 150 | |
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| 151 | int LpSoplex::_rowByName(const std::string& name) const { |
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| 152 | std::map<std::string, int>::const_iterator it = |
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| 153 | _row_names_ref.find(name); |
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| 154 | if (it != _row_names_ref.end()) { |
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| 155 | return it->second; |
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| 156 | } else { |
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| 157 | return -1; |
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| 158 | } |
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| 159 | } |
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| 160 | |
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| 161 | |
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| 162 | void LpSoplex::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
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| 163 | for (int j = 0; j < soplex->nCols(); ++j) { |
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| 164 | soplex->changeElement(i, j, 0.0); |
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| 165 | } |
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| 166 | for(ExprIterator it = b; it != e; ++it) { |
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| 167 | soplex->changeElement(i, it->first, it->second); |
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| 168 | } |
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| 169 | } |
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| 170 | |
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| 171 | void LpSoplex::_getRowCoeffs(int i, InsertIterator b) const { |
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| 172 | const soplex::SVector& vec = soplex->rowVector(i); |
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| 173 | for (int k = 0; k < vec.size(); ++k) { |
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| 174 | *b = std::make_pair(vec.index(k), vec.value(k)); |
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| 175 | ++b; |
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| 176 | } |
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| 177 | } |
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| 178 | |
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| 179 | void LpSoplex::_setColCoeffs(int j, ExprIterator b, ExprIterator e) { |
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| 180 | for (int i = 0; i < soplex->nRows(); ++i) { |
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| 181 | soplex->changeElement(i, j, 0.0); |
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| 182 | } |
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| 183 | for(ExprIterator it = b; it != e; ++it) { |
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| 184 | soplex->changeElement(it->first, j, it->second); |
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| 185 | } |
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| 186 | } |
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| 187 | |
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| 188 | void LpSoplex::_getColCoeffs(int i, InsertIterator b) const { |
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| 189 | const soplex::SVector& vec = soplex->colVector(i); |
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| 190 | for (int k = 0; k < vec.size(); ++k) { |
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| 191 | *b = std::make_pair(vec.index(k), vec.value(k)); |
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| 192 | ++b; |
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| 193 | } |
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| 194 | } |
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| 195 | |
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| 196 | void LpSoplex::_setCoeff(int i, int j, Value value) { |
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| 197 | soplex->changeElement(i, j, value); |
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| 198 | } |
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| 199 | |
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| 200 | LpSoplex::Value LpSoplex::_getCoeff(int i, int j) const { |
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| 201 | return soplex->rowVector(i)[j]; |
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| 202 | } |
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| 203 | |
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| 204 | void LpSoplex::_setColLowerBound(int i, Value value) { |
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| 205 | LEMON_ASSERT(value != INF, "Invalid bound"); |
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| 206 | soplex->changeLower(i, value != -INF ? value : -soplex::infinity); |
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| 207 | } |
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| 208 | |
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| 209 | LpSoplex::Value LpSoplex::_getColLowerBound(int i) const { |
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| 210 | double value = soplex->lower(i); |
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| 211 | return value != -soplex::infinity ? value : -INF; |
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| 212 | } |
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| 213 | |
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| 214 | void LpSoplex::_setColUpperBound(int i, Value value) { |
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| 215 | LEMON_ASSERT(value != -INF, "Invalid bound"); |
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| 216 | soplex->changeUpper(i, value != INF ? value : soplex::infinity); |
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| 217 | } |
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| 218 | |
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| 219 | LpSoplex::Value LpSoplex::_getColUpperBound(int i) const { |
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| 220 | double value = soplex->upper(i); |
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| 221 | return value != soplex::infinity ? value : INF; |
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| 222 | } |
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| 223 | |
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| 224 | void LpSoplex::_setRowLowerBound(int i, Value lb) { |
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| 225 | LEMON_ASSERT(lb != INF, "Invalid bound"); |
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| 226 | soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, soplex->rhs(i)); |
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| 227 | } |
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| 228 | |
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| 229 | LpSoplex::Value LpSoplex::_getRowLowerBound(int i) const { |
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| 230 | double res = soplex->lhs(i); |
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| 231 | return res == -soplex::infinity ? -INF : res; |
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| 232 | } |
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| 233 | |
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| 234 | void LpSoplex::_setRowUpperBound(int i, Value ub) { |
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| 235 | LEMON_ASSERT(ub != -INF, "Invalid bound"); |
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| 236 | soplex->changeRange(i, soplex->lhs(i), ub != INF ? ub : soplex::infinity); |
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| 237 | } |
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| 238 | |
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| 239 | LpSoplex::Value LpSoplex::_getRowUpperBound(int i) const { |
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| 240 | double res = soplex->rhs(i); |
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| 241 | return res == soplex::infinity ? INF : res; |
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| 242 | } |
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| 243 | |
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| 244 | void LpSoplex::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
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| 245 | for (int j = 0; j < soplex->nCols(); ++j) { |
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| 246 | soplex->changeObj(j, 0.0); |
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| 247 | } |
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| 248 | for (ExprIterator it = b; it != e; ++it) { |
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| 249 | soplex->changeObj(it->first, it->second); |
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| 250 | } |
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| 251 | } |
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| 252 | |
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| 253 | void LpSoplex::_getObjCoeffs(InsertIterator b) const { |
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| 254 | for (int j = 0; j < soplex->nCols(); ++j) { |
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| 255 | Value coef = soplex->obj(j); |
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| 256 | if (coef != 0.0) { |
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| 257 | *b = std::make_pair(j, coef); |
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| 258 | ++b; |
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| 259 | } |
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| 260 | } |
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| 261 | } |
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| 262 | |
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| 263 | void LpSoplex::_setObjCoeff(int i, Value obj_coef) { |
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| 264 | soplex->changeObj(i, obj_coef); |
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| 265 | } |
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| 266 | |
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| 267 | LpSoplex::Value LpSoplex::_getObjCoeff(int i) const { |
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| 268 | return soplex->obj(i); |
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| 269 | } |
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| 270 | |
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| 271 | LpSoplex::SolveExitStatus LpSoplex::_solve() { |
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| 272 | |
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| 273 | _clear_temporals(); |
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| 274 | |
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| 275 | soplex::SPxSolver::Status status = soplex->solve(); |
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| 276 | |
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| 277 | switch (status) { |
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| 278 | case soplex::SPxSolver::OPTIMAL: |
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| 279 | case soplex::SPxSolver::INFEASIBLE: |
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| 280 | case soplex::SPxSolver::UNBOUNDED: |
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| 281 | return SOLVED; |
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| 282 | default: |
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| 283 | return UNSOLVED; |
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| 284 | } |
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| 285 | } |
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| 286 | |
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| 287 | LpSoplex::Value LpSoplex::_getPrimal(int i) const { |
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| 288 | if (_primal_values.empty()) { |
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| 289 | _primal_values.resize(soplex->nCols()); |
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| 290 | soplex::Vector pv(_primal_values.size(), &_primal_values.front()); |
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| 291 | soplex->getPrimal(pv); |
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| 292 | } |
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| 293 | return _primal_values[i]; |
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| 294 | } |
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| 295 | |
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| 296 | LpSoplex::Value LpSoplex::_getDual(int i) const { |
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| 297 | if (_dual_values.empty()) { |
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| 298 | _dual_values.resize(soplex->nRows()); |
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| 299 | soplex::Vector dv(_dual_values.size(), &_dual_values.front()); |
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| 300 | soplex->getDual(dv); |
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| 301 | } |
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| 302 | return _dual_values[i]; |
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| 303 | } |
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| 304 | |
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| 305 | LpSoplex::Value LpSoplex::_getPrimalValue() const { |
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| 306 | return soplex->objValue(); |
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| 307 | } |
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| 308 | |
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| 309 | LpSoplex::VarStatus LpSoplex::_getColStatus(int i) const { |
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| 310 | switch (soplex->getBasisColStatus(i)) { |
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| 311 | case soplex::SPxSolver::BASIC: |
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| 312 | return BASIC; |
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| 313 | case soplex::SPxSolver::ON_UPPER: |
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| 314 | return UPPER; |
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| 315 | case soplex::SPxSolver::ON_LOWER: |
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| 316 | return LOWER; |
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| 317 | case soplex::SPxSolver::FIXED: |
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| 318 | return FIXED; |
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| 319 | case soplex::SPxSolver::ZERO: |
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| 320 | return FREE; |
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| 321 | default: |
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| 322 | LEMON_ASSERT(false, "Wrong column status"); |
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| 323 | return VarStatus(); |
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| 324 | } |
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| 325 | } |
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| 326 | |
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| 327 | LpSoplex::VarStatus LpSoplex::_getRowStatus(int i) const { |
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| 328 | switch (soplex->getBasisRowStatus(i)) { |
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| 329 | case soplex::SPxSolver::BASIC: |
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| 330 | return BASIC; |
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| 331 | case soplex::SPxSolver::ON_UPPER: |
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| 332 | return UPPER; |
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| 333 | case soplex::SPxSolver::ON_LOWER: |
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| 334 | return LOWER; |
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| 335 | case soplex::SPxSolver::FIXED: |
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| 336 | return FIXED; |
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| 337 | case soplex::SPxSolver::ZERO: |
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| 338 | return FREE; |
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| 339 | default: |
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| 340 | LEMON_ASSERT(false, "Wrong row status"); |
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| 341 | return VarStatus(); |
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| 342 | } |
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| 343 | } |
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| 344 | |
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| 345 | LpSoplex::Value LpSoplex::_getPrimalRay(int i) const { |
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| 346 | if (_primal_ray.empty()) { |
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| 347 | _primal_ray.resize(soplex->nCols()); |
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| 348 | soplex::Vector pv(_primal_ray.size(), &_primal_ray.front()); |
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| 349 | soplex->getDualfarkas(pv); |
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| 350 | } |
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| 351 | return _primal_ray[i]; |
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| 352 | } |
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| 353 | |
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| 354 | LpSoplex::Value LpSoplex::_getDualRay(int i) const { |
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| 355 | if (_dual_ray.empty()) { |
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| 356 | _dual_ray.resize(soplex->nRows()); |
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| 357 | soplex::Vector dv(_dual_ray.size(), &_dual_ray.front()); |
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| 358 | soplex->getDualfarkas(dv); |
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| 359 | } |
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| 360 | return _dual_ray[i]; |
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| 361 | } |
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| 362 | |
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| 363 | LpSoplex::ProblemType LpSoplex::_getPrimalType() const { |
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| 364 | switch (soplex->status()) { |
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| 365 | case soplex::SPxSolver::OPTIMAL: |
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| 366 | return OPTIMAL; |
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| 367 | case soplex::SPxSolver::UNBOUNDED: |
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| 368 | return UNBOUNDED; |
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| 369 | case soplex::SPxSolver::INFEASIBLE: |
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| 370 | return INFEASIBLE; |
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| 371 | default: |
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| 372 | return UNDEFINED; |
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| 373 | } |
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| 374 | } |
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| 375 | |
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| 376 | LpSoplex::ProblemType LpSoplex::_getDualType() const { |
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| 377 | switch (soplex->status()) { |
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| 378 | case soplex::SPxSolver::OPTIMAL: |
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| 379 | return OPTIMAL; |
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| 380 | case soplex::SPxSolver::UNBOUNDED: |
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| 381 | return UNBOUNDED; |
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| 382 | case soplex::SPxSolver::INFEASIBLE: |
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| 383 | return INFEASIBLE; |
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| 384 | default: |
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| 385 | return UNDEFINED; |
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| 386 | } |
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| 387 | } |
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| 388 | |
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| 389 | void LpSoplex::_setSense(Sense sense) { |
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| 390 | switch (sense) { |
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| 391 | case MIN: |
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| 392 | soplex->changeSense(soplex::SPxSolver::MINIMIZE); |
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| 393 | break; |
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| 394 | case MAX: |
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| 395 | soplex->changeSense(soplex::SPxSolver::MAXIMIZE); |
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| 396 | } |
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| 397 | } |
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| 398 | |
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| 399 | LpSoplex::Sense LpSoplex::_getSense() const { |
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| 400 | switch (soplex->spxSense()) { |
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| 401 | case soplex::SPxSolver::MAXIMIZE: |
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| 402 | return MAX; |
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| 403 | case soplex::SPxSolver::MINIMIZE: |
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| 404 | return MIN; |
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| 405 | default: |
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| 406 | LEMON_ASSERT(false, "Wrong sense."); |
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| 407 | return LpSoplex::Sense(); |
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| 408 | } |
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| 409 | } |
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| 410 | |
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| 411 | void LpSoplex::_clear() { |
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| 412 | soplex->clear(); |
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| 413 | _col_names.clear(); |
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| 414 | _col_names_ref.clear(); |
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| 415 | _row_names.clear(); |
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| 416 | _row_names_ref.clear(); |
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| 417 | cols.clear(); |
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| 418 | rows.clear(); |
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| 419 | _clear_temporals(); |
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| 420 | } |
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| 421 | |
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| 422 | } //namespace lemon |
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| 423 | |
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