[461] | 1 | /* -*- mode: C++; indent-tabs-mode: nil; -*- |
---|
| 2 | * |
---|
| 3 | * This file is a part of LEMON, a generic C++ optimization library. |
---|
| 4 | * |
---|
| 5 | * Copyright (C) 2003-2008 |
---|
| 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 | #include <iostream> |
---|
| 20 | #include <lemon/soplex.h> |
---|
| 21 | |
---|
| 22 | #include <soplex/soplex.h> |
---|
| 23 | |
---|
| 24 | |
---|
| 25 | ///\file |
---|
| 26 | ///\brief Implementation of the LEMON-SOPLEX lp solver interface. |
---|
| 27 | namespace lemon { |
---|
| 28 | |
---|
[462] | 29 | SoplexLp::SoplexLp() { |
---|
[461] | 30 | soplex = new soplex::SoPlex; |
---|
| 31 | } |
---|
| 32 | |
---|
[462] | 33 | SoplexLp::~SoplexLp() { |
---|
[461] | 34 | delete soplex; |
---|
| 35 | } |
---|
| 36 | |
---|
[462] | 37 | SoplexLp::SoplexLp(const SoplexLp& lp) { |
---|
[461] | 38 | rows = lp.rows; |
---|
| 39 | cols = lp.cols; |
---|
| 40 | |
---|
| 41 | soplex = new soplex::SoPlex; |
---|
| 42 | (*static_cast<soplex::SPxLP*>(soplex)) = *(lp.soplex); |
---|
| 43 | |
---|
| 44 | _col_names = lp._col_names; |
---|
| 45 | _col_names_ref = lp._col_names_ref; |
---|
| 46 | |
---|
| 47 | _row_names = lp._row_names; |
---|
| 48 | _row_names_ref = lp._row_names_ref; |
---|
| 49 | |
---|
| 50 | } |
---|
| 51 | |
---|
[462] | 52 | void SoplexLp::_clear_temporals() { |
---|
[461] | 53 | _primal_values.clear(); |
---|
| 54 | _dual_values.clear(); |
---|
| 55 | } |
---|
| 56 | |
---|
[462] | 57 | SoplexLp* SoplexLp::_newSolver() const { |
---|
| 58 | SoplexLp* newlp = new SoplexLp(); |
---|
[461] | 59 | return newlp; |
---|
| 60 | } |
---|
| 61 | |
---|
[462] | 62 | SoplexLp* SoplexLp::_cloneSolver() const { |
---|
| 63 | SoplexLp* newlp = new SoplexLp(*this); |
---|
[461] | 64 | return newlp; |
---|
| 65 | } |
---|
| 66 | |
---|
[462] | 67 | const char* SoplexLp::_solverName() const { return "SoplexLp"; } |
---|
[461] | 68 | |
---|
[462] | 69 | int SoplexLp::_addCol() { |
---|
[461] | 70 | soplex::LPCol c; |
---|
| 71 | c.setLower(-soplex::infinity); |
---|
| 72 | c.setUpper(soplex::infinity); |
---|
| 73 | soplex->addCol(c); |
---|
| 74 | |
---|
| 75 | _col_names.push_back(std::string()); |
---|
| 76 | |
---|
| 77 | return soplex->nCols() - 1; |
---|
| 78 | } |
---|
| 79 | |
---|
[462] | 80 | int SoplexLp::_addRow() { |
---|
[461] | 81 | soplex::LPRow r; |
---|
| 82 | r.setLhs(-soplex::infinity); |
---|
| 83 | r.setRhs(soplex::infinity); |
---|
| 84 | soplex->addRow(r); |
---|
| 85 | |
---|
| 86 | _row_names.push_back(std::string()); |
---|
| 87 | |
---|
| 88 | return soplex->nRows() - 1; |
---|
| 89 | } |
---|
| 90 | |
---|
| 91 | |
---|
[462] | 92 | void SoplexLp::_eraseCol(int i) { |
---|
[461] | 93 | soplex->removeCol(i); |
---|
| 94 | _col_names_ref.erase(_col_names[i]); |
---|
| 95 | _col_names[i] = _col_names.back(); |
---|
| 96 | _col_names_ref[_col_names.back()] = i; |
---|
| 97 | _col_names.pop_back(); |
---|
| 98 | } |
---|
| 99 | |
---|
[462] | 100 | void SoplexLp::_eraseRow(int i) { |
---|
[461] | 101 | soplex->removeRow(i); |
---|
| 102 | _row_names_ref.erase(_row_names[i]); |
---|
| 103 | _row_names[i] = _row_names.back(); |
---|
| 104 | _row_names_ref[_row_names.back()] = i; |
---|
| 105 | _row_names.pop_back(); |
---|
| 106 | } |
---|
| 107 | |
---|
[462] | 108 | void SoplexLp::_eraseColId(int i) { |
---|
[461] | 109 | cols.eraseIndex(i); |
---|
| 110 | cols.relocateIndex(i, cols.maxIndex()); |
---|
| 111 | } |
---|
[462] | 112 | void SoplexLp::_eraseRowId(int i) { |
---|
[461] | 113 | rows.eraseIndex(i); |
---|
| 114 | rows.relocateIndex(i, rows.maxIndex()); |
---|
| 115 | } |
---|
| 116 | |
---|
[462] | 117 | void SoplexLp::_getColName(int c, std::string &name) const { |
---|
[461] | 118 | name = _col_names[c]; |
---|
| 119 | } |
---|
| 120 | |
---|
[462] | 121 | void SoplexLp::_setColName(int c, const std::string &name) { |
---|
[461] | 122 | _col_names_ref.erase(_col_names[c]); |
---|
| 123 | _col_names[c] = name; |
---|
| 124 | if (!name.empty()) { |
---|
| 125 | _col_names_ref.insert(std::make_pair(name, c)); |
---|
| 126 | } |
---|
| 127 | } |
---|
| 128 | |
---|
[462] | 129 | int SoplexLp::_colByName(const std::string& name) const { |
---|
[461] | 130 | std::map<std::string, int>::const_iterator it = |
---|
| 131 | _col_names_ref.find(name); |
---|
| 132 | if (it != _col_names_ref.end()) { |
---|
| 133 | return it->second; |
---|
| 134 | } else { |
---|
| 135 | return -1; |
---|
| 136 | } |
---|
| 137 | } |
---|
| 138 | |
---|
[462] | 139 | void SoplexLp::_getRowName(int r, std::string &name) const { |
---|
[461] | 140 | name = _row_names[r]; |
---|
| 141 | } |
---|
| 142 | |
---|
[462] | 143 | void SoplexLp::_setRowName(int r, const std::string &name) { |
---|
[461] | 144 | _row_names_ref.erase(_row_names[r]); |
---|
| 145 | _row_names[r] = name; |
---|
| 146 | if (!name.empty()) { |
---|
| 147 | _row_names_ref.insert(std::make_pair(name, r)); |
---|
| 148 | } |
---|
| 149 | } |
---|
| 150 | |
---|
[462] | 151 | int SoplexLp::_rowByName(const std::string& name) const { |
---|
[461] | 152 | std::map<std::string, int>::const_iterator it = |
---|
| 153 | _row_names_ref.find(name); |
---|
| 154 | if (it != _row_names_ref.end()) { |
---|
| 155 | return it->second; |
---|
| 156 | } else { |
---|
| 157 | return -1; |
---|
| 158 | } |
---|
| 159 | } |
---|
| 160 | |
---|
| 161 | |
---|
[462] | 162 | void SoplexLp::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
---|
[461] | 163 | for (int j = 0; j < soplex->nCols(); ++j) { |
---|
| 164 | soplex->changeElement(i, j, 0.0); |
---|
| 165 | } |
---|
| 166 | for(ExprIterator it = b; it != e; ++it) { |
---|
| 167 | soplex->changeElement(i, it->first, it->second); |
---|
| 168 | } |
---|
| 169 | } |
---|
| 170 | |
---|
[462] | 171 | void SoplexLp::_getRowCoeffs(int i, InsertIterator b) const { |
---|
[461] | 172 | const soplex::SVector& vec = soplex->rowVector(i); |
---|
| 173 | for (int k = 0; k < vec.size(); ++k) { |
---|
| 174 | *b = std::make_pair(vec.index(k), vec.value(k)); |
---|
| 175 | ++b; |
---|
| 176 | } |
---|
| 177 | } |
---|
| 178 | |
---|
[462] | 179 | void SoplexLp::_setColCoeffs(int j, ExprIterator b, ExprIterator e) { |
---|
[461] | 180 | for (int i = 0; i < soplex->nRows(); ++i) { |
---|
| 181 | soplex->changeElement(i, j, 0.0); |
---|
| 182 | } |
---|
| 183 | for(ExprIterator it = b; it != e; ++it) { |
---|
| 184 | soplex->changeElement(it->first, j, it->second); |
---|
| 185 | } |
---|
| 186 | } |
---|
| 187 | |
---|
[462] | 188 | void SoplexLp::_getColCoeffs(int i, InsertIterator b) const { |
---|
[461] | 189 | const soplex::SVector& vec = soplex->colVector(i); |
---|
| 190 | for (int k = 0; k < vec.size(); ++k) { |
---|
| 191 | *b = std::make_pair(vec.index(k), vec.value(k)); |
---|
| 192 | ++b; |
---|
| 193 | } |
---|
| 194 | } |
---|
| 195 | |
---|
[462] | 196 | void SoplexLp::_setCoeff(int i, int j, Value value) { |
---|
[461] | 197 | soplex->changeElement(i, j, value); |
---|
| 198 | } |
---|
| 199 | |
---|
[462] | 200 | SoplexLp::Value SoplexLp::_getCoeff(int i, int j) const { |
---|
[461] | 201 | return soplex->rowVector(i)[j]; |
---|
| 202 | } |
---|
| 203 | |
---|
[462] | 204 | void SoplexLp::_setColLowerBound(int i, Value value) { |
---|
[461] | 205 | LEMON_ASSERT(value != INF, "Invalid bound"); |
---|
| 206 | soplex->changeLower(i, value != -INF ? value : -soplex::infinity); |
---|
| 207 | } |
---|
| 208 | |
---|
[462] | 209 | SoplexLp::Value SoplexLp::_getColLowerBound(int i) const { |
---|
[461] | 210 | double value = soplex->lower(i); |
---|
| 211 | return value != -soplex::infinity ? value : -INF; |
---|
| 212 | } |
---|
| 213 | |
---|
[462] | 214 | void SoplexLp::_setColUpperBound(int i, Value value) { |
---|
[461] | 215 | LEMON_ASSERT(value != -INF, "Invalid bound"); |
---|
| 216 | soplex->changeUpper(i, value != INF ? value : soplex::infinity); |
---|
| 217 | } |
---|
| 218 | |
---|
[462] | 219 | SoplexLp::Value SoplexLp::_getColUpperBound(int i) const { |
---|
[461] | 220 | double value = soplex->upper(i); |
---|
| 221 | return value != soplex::infinity ? value : INF; |
---|
| 222 | } |
---|
| 223 | |
---|
[462] | 224 | void SoplexLp::_setRowLowerBound(int i, Value lb) { |
---|
[461] | 225 | LEMON_ASSERT(lb != INF, "Invalid bound"); |
---|
| 226 | soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, soplex->rhs(i)); |
---|
| 227 | } |
---|
| 228 | |
---|
[462] | 229 | SoplexLp::Value SoplexLp::_getRowLowerBound(int i) const { |
---|
[461] | 230 | double res = soplex->lhs(i); |
---|
| 231 | return res == -soplex::infinity ? -INF : res; |
---|
| 232 | } |
---|
| 233 | |
---|
[462] | 234 | void SoplexLp::_setRowUpperBound(int i, Value ub) { |
---|
[461] | 235 | LEMON_ASSERT(ub != -INF, "Invalid bound"); |
---|
| 236 | soplex->changeRange(i, soplex->lhs(i), ub != INF ? ub : soplex::infinity); |
---|
| 237 | } |
---|
| 238 | |
---|
[462] | 239 | SoplexLp::Value SoplexLp::_getRowUpperBound(int i) const { |
---|
[461] | 240 | double res = soplex->rhs(i); |
---|
| 241 | return res == soplex::infinity ? INF : res; |
---|
| 242 | } |
---|
| 243 | |
---|
[462] | 244 | void SoplexLp::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
---|
[461] | 245 | for (int j = 0; j < soplex->nCols(); ++j) { |
---|
| 246 | soplex->changeObj(j, 0.0); |
---|
| 247 | } |
---|
| 248 | for (ExprIterator it = b; it != e; ++it) { |
---|
| 249 | soplex->changeObj(it->first, it->second); |
---|
| 250 | } |
---|
| 251 | } |
---|
| 252 | |
---|
[462] | 253 | void SoplexLp::_getObjCoeffs(InsertIterator b) const { |
---|
[461] | 254 | for (int j = 0; j < soplex->nCols(); ++j) { |
---|
| 255 | Value coef = soplex->obj(j); |
---|
| 256 | if (coef != 0.0) { |
---|
| 257 | *b = std::make_pair(j, coef); |
---|
| 258 | ++b; |
---|
| 259 | } |
---|
| 260 | } |
---|
| 261 | } |
---|
| 262 | |
---|
[462] | 263 | void SoplexLp::_setObjCoeff(int i, Value obj_coef) { |
---|
[461] | 264 | soplex->changeObj(i, obj_coef); |
---|
| 265 | } |
---|
| 266 | |
---|
[462] | 267 | SoplexLp::Value SoplexLp::_getObjCoeff(int i) const { |
---|
[461] | 268 | return soplex->obj(i); |
---|
| 269 | } |
---|
| 270 | |
---|
[462] | 271 | SoplexLp::SolveExitStatus SoplexLp::_solve() { |
---|
[461] | 272 | |
---|
| 273 | _clear_temporals(); |
---|
| 274 | |
---|
| 275 | soplex::SPxSolver::Status status = soplex->solve(); |
---|
| 276 | |
---|
| 277 | switch (status) { |
---|
| 278 | case soplex::SPxSolver::OPTIMAL: |
---|
| 279 | case soplex::SPxSolver::INFEASIBLE: |
---|
| 280 | case soplex::SPxSolver::UNBOUNDED: |
---|
| 281 | return SOLVED; |
---|
| 282 | default: |
---|
| 283 | return UNSOLVED; |
---|
| 284 | } |
---|
| 285 | } |
---|
| 286 | |
---|
[462] | 287 | SoplexLp::Value SoplexLp::_getPrimal(int i) const { |
---|
[461] | 288 | if (_primal_values.empty()) { |
---|
| 289 | _primal_values.resize(soplex->nCols()); |
---|
| 290 | soplex::Vector pv(_primal_values.size(), &_primal_values.front()); |
---|
| 291 | soplex->getPrimal(pv); |
---|
| 292 | } |
---|
| 293 | return _primal_values[i]; |
---|
| 294 | } |
---|
| 295 | |
---|
[462] | 296 | SoplexLp::Value SoplexLp::_getDual(int i) const { |
---|
[461] | 297 | if (_dual_values.empty()) { |
---|
| 298 | _dual_values.resize(soplex->nRows()); |
---|
| 299 | soplex::Vector dv(_dual_values.size(), &_dual_values.front()); |
---|
| 300 | soplex->getDual(dv); |
---|
| 301 | } |
---|
| 302 | return _dual_values[i]; |
---|
| 303 | } |
---|
| 304 | |
---|
[462] | 305 | SoplexLp::Value SoplexLp::_getPrimalValue() const { |
---|
[461] | 306 | return soplex->objValue(); |
---|
| 307 | } |
---|
| 308 | |
---|
[462] | 309 | SoplexLp::VarStatus SoplexLp::_getColStatus(int i) const { |
---|
[461] | 310 | switch (soplex->getBasisColStatus(i)) { |
---|
| 311 | case soplex::SPxSolver::BASIC: |
---|
| 312 | return BASIC; |
---|
| 313 | case soplex::SPxSolver::ON_UPPER: |
---|
| 314 | return UPPER; |
---|
| 315 | case soplex::SPxSolver::ON_LOWER: |
---|
| 316 | return LOWER; |
---|
| 317 | case soplex::SPxSolver::FIXED: |
---|
| 318 | return FIXED; |
---|
| 319 | case soplex::SPxSolver::ZERO: |
---|
| 320 | return FREE; |
---|
| 321 | default: |
---|
| 322 | LEMON_ASSERT(false, "Wrong column status"); |
---|
| 323 | return VarStatus(); |
---|
| 324 | } |
---|
| 325 | } |
---|
| 326 | |
---|
[462] | 327 | SoplexLp::VarStatus SoplexLp::_getRowStatus(int i) const { |
---|
[461] | 328 | switch (soplex->getBasisRowStatus(i)) { |
---|
| 329 | case soplex::SPxSolver::BASIC: |
---|
| 330 | return BASIC; |
---|
| 331 | case soplex::SPxSolver::ON_UPPER: |
---|
| 332 | return UPPER; |
---|
| 333 | case soplex::SPxSolver::ON_LOWER: |
---|
| 334 | return LOWER; |
---|
| 335 | case soplex::SPxSolver::FIXED: |
---|
| 336 | return FIXED; |
---|
| 337 | case soplex::SPxSolver::ZERO: |
---|
| 338 | return FREE; |
---|
| 339 | default: |
---|
| 340 | LEMON_ASSERT(false, "Wrong row status"); |
---|
| 341 | return VarStatus(); |
---|
| 342 | } |
---|
| 343 | } |
---|
| 344 | |
---|
[462] | 345 | SoplexLp::Value SoplexLp::_getPrimalRay(int i) const { |
---|
[461] | 346 | if (_primal_ray.empty()) { |
---|
| 347 | _primal_ray.resize(soplex->nCols()); |
---|
| 348 | soplex::Vector pv(_primal_ray.size(), &_primal_ray.front()); |
---|
| 349 | soplex->getDualfarkas(pv); |
---|
| 350 | } |
---|
| 351 | return _primal_ray[i]; |
---|
| 352 | } |
---|
| 353 | |
---|
[462] | 354 | SoplexLp::Value SoplexLp::_getDualRay(int i) const { |
---|
[461] | 355 | if (_dual_ray.empty()) { |
---|
| 356 | _dual_ray.resize(soplex->nRows()); |
---|
| 357 | soplex::Vector dv(_dual_ray.size(), &_dual_ray.front()); |
---|
| 358 | soplex->getDualfarkas(dv); |
---|
| 359 | } |
---|
| 360 | return _dual_ray[i]; |
---|
| 361 | } |
---|
| 362 | |
---|
[462] | 363 | SoplexLp::ProblemType SoplexLp::_getPrimalType() const { |
---|
[461] | 364 | switch (soplex->status()) { |
---|
| 365 | case soplex::SPxSolver::OPTIMAL: |
---|
| 366 | return OPTIMAL; |
---|
| 367 | case soplex::SPxSolver::UNBOUNDED: |
---|
| 368 | return UNBOUNDED; |
---|
| 369 | case soplex::SPxSolver::INFEASIBLE: |
---|
| 370 | return INFEASIBLE; |
---|
| 371 | default: |
---|
| 372 | return UNDEFINED; |
---|
| 373 | } |
---|
| 374 | } |
---|
| 375 | |
---|
[462] | 376 | SoplexLp::ProblemType SoplexLp::_getDualType() const { |
---|
[461] | 377 | switch (soplex->status()) { |
---|
| 378 | case soplex::SPxSolver::OPTIMAL: |
---|
| 379 | return OPTIMAL; |
---|
| 380 | case soplex::SPxSolver::UNBOUNDED: |
---|
| 381 | return UNBOUNDED; |
---|
| 382 | case soplex::SPxSolver::INFEASIBLE: |
---|
| 383 | return INFEASIBLE; |
---|
| 384 | default: |
---|
| 385 | return UNDEFINED; |
---|
| 386 | } |
---|
| 387 | } |
---|
| 388 | |
---|
[462] | 389 | void SoplexLp::_setSense(Sense sense) { |
---|
[461] | 390 | switch (sense) { |
---|
| 391 | case MIN: |
---|
| 392 | soplex->changeSense(soplex::SPxSolver::MINIMIZE); |
---|
| 393 | break; |
---|
| 394 | case MAX: |
---|
| 395 | soplex->changeSense(soplex::SPxSolver::MAXIMIZE); |
---|
| 396 | } |
---|
| 397 | } |
---|
| 398 | |
---|
[462] | 399 | SoplexLp::Sense SoplexLp::_getSense() const { |
---|
[461] | 400 | switch (soplex->spxSense()) { |
---|
| 401 | case soplex::SPxSolver::MAXIMIZE: |
---|
| 402 | return MAX; |
---|
| 403 | case soplex::SPxSolver::MINIMIZE: |
---|
| 404 | return MIN; |
---|
| 405 | default: |
---|
| 406 | LEMON_ASSERT(false, "Wrong sense."); |
---|
[462] | 407 | return SoplexLp::Sense(); |
---|
[461] | 408 | } |
---|
| 409 | } |
---|
| 410 | |
---|
[462] | 411 | void SoplexLp::_clear() { |
---|
[461] | 412 | soplex->clear(); |
---|
| 413 | _col_names.clear(); |
---|
| 414 | _col_names_ref.clear(); |
---|
| 415 | _row_names.clear(); |
---|
| 416 | _row_names_ref.clear(); |
---|
| 417 | cols.clear(); |
---|
| 418 | rows.clear(); |
---|
| 419 | _clear_temporals(); |
---|
| 420 | } |
---|
| 421 | |
---|
| 422 | } //namespace lemon |
---|
| 423 | |
---|