COIN-OR::LEMON - Graph Library

source: lemon-1.2/test/lp_test.cc @ 981:2c2e8df67ddc

1.2
Last change on this file since 981:2c2e8df67ddc was 981:2c2e8df67ddc, checked in by Alpar Juttner <alpar@…>, 6 years ago

Merge further fixes #470 to branch 1.2

File size: 10.0 KB
RevLine 
[458]1/* -*- mode: C++; indent-tabs-mode: nil; -*-
2 *
3 * This file is a part of LEMON, a generic C++ optimization library.
4 *
[935]5 * Copyright (C) 2003-2011
[458]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 <sstream>
20#include <lemon/lp_skeleton.h>
21#include "test_tools.h"
22#include <lemon/tolerance.h>
23
24#include <lemon/config.h>
25
[627]26#ifdef LEMON_HAVE_GLPK
[461]27#include <lemon/glpk.h>
[458]28#endif
29
[627]30#ifdef LEMON_HAVE_CPLEX
[461]31#include <lemon/cplex.h>
[458]32#endif
33
[627]34#ifdef LEMON_HAVE_SOPLEX
[461]35#include <lemon/soplex.h>
[458]36#endif
37
[627]38#ifdef LEMON_HAVE_CLP
[461]39#include <lemon/clp.h>
[459]40#endif
41
[458]42using namespace lemon;
43
[955]44int countCols(LpBase & lp) {
45  int count=0;
46  for (LpBase::ColIt c(lp); c!=INVALID; ++c) ++count;
47  return count;
48}
49
50int countRows(LpBase & lp) {
51  int count=0;
52  for (LpBase::RowIt r(lp); r!=INVALID; ++r) ++count;
53  return count;
54}
55
56
[459]57void lpTest(LpSolver& lp)
[458]58{
59
[459]60  typedef LpSolver LP;
[458]61
[955]62  // Test LpBase::clear()
63  check(countRows(lp)==0, "Wrong number of rows");
64  check(countCols(lp)==0, "Wrong number of cols");
65  lp.addCol(); lp.addRow(); lp.addRow();
66  check(countRows(lp)==2, "Wrong number of rows");
67  check(countCols(lp)==1, "Wrong number of cols");
68  lp.clear();
69  check(countRows(lp)==0, "Wrong number of rows");
70  check(countCols(lp)==0, "Wrong number of cols");
71  lp.addCol(); lp.addCol(); lp.addCol(); lp.addRow();
72  check(countRows(lp)==1, "Wrong number of rows");
73  check(countCols(lp)==3, "Wrong number of cols");
74  lp.clear();
75
[458]76  std::vector<LP::Col> x(10);
77  //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
78  lp.addColSet(x);
79  lp.colLowerBound(x,1);
80  lp.colUpperBound(x,1);
81  lp.colBounds(x,1,2);
82
83  std::vector<LP::Col> y(10);
84  lp.addColSet(y);
85
86  lp.colLowerBound(y,1);
87  lp.colUpperBound(y,1);
88  lp.colBounds(y,1,2);
89
90  std::map<int,LP::Col> z;
91
92  z.insert(std::make_pair(12,INVALID));
93  z.insert(std::make_pair(2,INVALID));
94  z.insert(std::make_pair(7,INVALID));
95  z.insert(std::make_pair(5,INVALID));
96
97  lp.addColSet(z);
98
99  lp.colLowerBound(z,1);
100  lp.colUpperBound(z,1);
101  lp.colBounds(z,1,2);
102
103  {
104    LP::Expr e,f,g;
105    LP::Col p1,p2,p3,p4,p5;
106    LP::Constr c;
107
108    p1=lp.addCol();
109    p2=lp.addCol();
110    p3=lp.addCol();
111    p4=lp.addCol();
112    p5=lp.addCol();
113
114    e[p1]=2;
[459]115    *e=12;
[458]116    e[p1]+=2;
[459]117    *e+=12;
[458]118    e[p1]-=2;
[459]119    *e-=12;
[458]120
121    e=2;
122    e=2.2;
123    e=p1;
124    e=f;
125
126    e+=2;
127    e+=2.2;
128    e+=p1;
129    e+=f;
130
131    e-=2;
132    e-=2.2;
133    e-=p1;
134    e-=f;
135
136    e*=2;
137    e*=2.2;
138    e/=2;
139    e/=2.2;
140
141    e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
142       (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
143       (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
144       2.2*f+f*2.2+f/2.2+
145       2*f+f*2+f/2+
146       2.2*p1+p1*2.2+p1/2.2+
147       2*p1+p1*2+p1/2
148       );
149
150
151    c = (e  <= f  );
152    c = (e  <= 2.2);
153    c = (e  <= 2  );
154    c = (e  <= p1 );
155    c = (2.2<= f  );
156    c = (2  <= f  );
157    c = (p1 <= f  );
158    c = (p1 <= p2 );
159    c = (p1 <= 2.2);
160    c = (p1 <= 2  );
161    c = (2.2<= p2 );
162    c = (2  <= p2 );
163
164    c = (e  >= f  );
165    c = (e  >= 2.2);
166    c = (e  >= 2  );
167    c = (e  >= p1 );
168    c = (2.2>= f  );
169    c = (2  >= f  );
170    c = (p1 >= f  );
171    c = (p1 >= p2 );
172    c = (p1 >= 2.2);
173    c = (p1 >= 2  );
174    c = (2.2>= p2 );
175    c = (2  >= p2 );
176
177    c = (e  == f  );
178    c = (e  == 2.2);
179    c = (e  == 2  );
180    c = (e  == p1 );
181    c = (2.2== f  );
182    c = (2  == f  );
183    c = (p1 == f  );
184    //c = (p1 == p2 );
185    c = (p1 == 2.2);
186    c = (p1 == 2  );
187    c = (2.2== p2 );
188    c = (2  == p2 );
189
[460]190    c = ((2 <= e) <= 3);
191    c = ((2 <= p1) <= 3);
[458]192
[460]193    c = ((2 >= e) >= 3);
194    c = ((2 >= p1) >= 3);
[458]195
[932]196    { //Tests for #430
197      LP::Col v=lp.addCol();
198      LP::Constr c = v >= -3;
199      c = c <= 4;
200      LP::Constr c2;
[980]201#if ( __GNUC__ == 4 ) && ( __GNUC_MINOR__ == 3 )
202      c2 = ( -3 <= v ) <= 4;
203#else
[932]204      c2 = -3 <= v <= 4;
[980]205#endif
206
[932]207    }
208
[458]209    e[x[3]]=2;
210    e[x[3]]=4;
211    e[x[3]]=1;
[459]212    *e=12;
[458]213
[459]214    lp.addRow(-LP::INF,e,23);
215    lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
216    lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
[458]217
218    lp.addRow(x[1]+x[3]<=x[5]-3);
[460]219    lp.addRow((-7<=x[1]+x[3]-12)<=3);
[458]220    lp.addRow(x[1]<=x[5]);
221
222    std::ostringstream buf;
223
224
225    e=((p1+p2)+(p1-0.99*p2));
226    //e.prettyPrint(std::cout);
227    //(e<=2).prettyPrint(std::cout);
228    double tolerance=0.001;
229    e.simplify(tolerance);
230    buf << "Coeff. of p2 should be 0.01";
231    check(e[p2]>0, buf.str());
232
233    tolerance=0.02;
234    e.simplify(tolerance);
235    buf << "Coeff. of p2 should be 0";
[459]236    check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str());
[458]237
[540]238    //Test for clone/new
239    LP* lpnew = lp.newSolver();
240    LP* lpclone = lp.cloneSolver();
241    delete lpnew;
242    delete lpclone;
[458]243
244  }
245
246  {
247    LP::DualExpr e,f,g;
[975]248    LP::Row p1 = INVALID, p2 = INVALID;
[458]249
250    e[p1]=2;
251    e[p1]+=2;
252    e[p1]-=2;
253
254    e=p1;
255    e=f;
256
257    e+=p1;
258    e+=f;
259
260    e-=p1;
261    e-=f;
262
263    e*=2;
264    e*=2.2;
265    e/=2;
266    e/=2.2;
267
268    e=((p1+p2)+(p1-p2)+
269       (p1+f)+(f+p1)+(f+g)+
270       (p1-f)+(f-p1)+(f-g)+
271       2.2*f+f*2.2+f/2.2+
272       2*f+f*2+f/2+
273       2.2*p1+p1*2.2+p1/2.2+
274       2*p1+p1*2+p1/2
275       );
276  }
277
278}
279
[459]280void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,
[458]281                   double exp_opt) {
282  using std::string;
283  lp.solve();
[459]284
[458]285  std::ostringstream buf;
[459]286  buf << "PrimalType should be: " << int(stat) << int(lp.primalType());
[458]287
[459]288  check(lp.primalType()==stat, buf.str());
[458]289
[459]290  if (stat ==  LpSolver::OPTIMAL) {
[458]291    std::ostringstream sbuf;
[540]292    sbuf << "Wrong optimal value (" << lp.primal() <<") with "
293         << lp.solverName() <<"\n     the right optimum is " << exp_opt;
[459]294    check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());
[458]295  }
296}
297
[459]298void aTest(LpSolver & lp)
[458]299{
[459]300  typedef LpSolver LP;
[458]301
302 //The following example is very simple
303
[459]304  typedef LpSolver::Row Row;
305  typedef LpSolver::Col Col;
[458]306
307
308  Col x1 = lp.addCol();
309  Col x2 = lp.addCol();
310
311
312  //Constraints
[459]313  Row upright=lp.addRow(x1+2*x2 <=1);
[458]314  lp.addRow(x1+x2 >=-1);
315  lp.addRow(x1-x2 <=1);
316  lp.addRow(x1-x2 >=-1);
317  //Nonnegativity of the variables
318  lp.colLowerBound(x1, 0);
319  lp.colLowerBound(x2, 0);
320  //Objective function
321  lp.obj(x1+x2);
322
[459]323  lp.sense(lp.MAX);
[458]324
325  //Testing the problem retrieving routines
326  check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
[459]327  check(lp.sense() == lp.MAX,"This is a maximization!");
[458]328  check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
[459]329  check(lp.colLowerBound(x1)==0,
330        "The lower bound for variable x1 should be 0.");
331  check(lp.colUpperBound(x1)==LpSolver::INF,
332        "The upper bound for variable x1 should be infty.");
333  check(lp.rowLowerBound(upright) == -LpSolver::INF,
334        "The lower bound for the first row should be -infty.");
335  check(lp.rowUpperBound(upright)==1,
336        "The upper bound for the first row should be 1.");
337  LpSolver::Expr e = lp.row(upright);
338  check(e[x1] == 1, "The first coefficient should 1.");
339  check(e[x2] == 2, "The second coefficient should 1.");
[458]340
[459]341  lp.row(upright, x1+x2 <=1);
342  e = lp.row(upright);
343  check(e[x1] == 1, "The first coefficient should 1.");
344  check(e[x2] == 1, "The second coefficient should 1.");
345
346  LpSolver::DualExpr de = lp.col(x1);
[458]347  check(  de[upright] == 1, "The first coefficient should 1.");
348
[459]349  LpSolver* clp = lp.cloneSolver();
[458]350
351  //Testing the problem retrieving routines
352  check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
[459]353  check(clp->sense() == clp->MAX,"This is a maximization!");
[458]354  check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
355  //  std::cout<<lp.colLowerBound(x1)<<std::endl;
[459]356  check(clp->colLowerBound(x1)==0,
357        "The lower bound for variable x1 should be 0.");
358  check(clp->colUpperBound(x1)==LpSolver::INF,
359        "The upper bound for variable x1 should be infty.");
[458]360
[459]361  check(lp.rowLowerBound(upright)==-LpSolver::INF,
362        "The lower bound for the first row should be -infty.");
363  check(lp.rowUpperBound(upright)==1,
364        "The upper bound for the first row should be 1.");
[458]365  e = clp->row(upright);
[459]366  check(e[x1] == 1, "The first coefficient should 1.");
367  check(e[x2] == 1, "The second coefficient should 1.");
[458]368
369  de = clp->col(x1);
[459]370  check(de[upright] == 1, "The first coefficient should 1.");
[458]371
372  delete clp;
373
374  //Maximization of x1+x2
375  //over the triangle with vertices (0,0) (0,1) (1,0)
376  double expected_opt=1;
[459]377  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
[458]378
379  //Minimization
[459]380  lp.sense(lp.MIN);
[458]381  expected_opt=0;
[459]382  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
[458]383
384  //Vertex (-1,0) instead of (0,0)
[459]385  lp.colLowerBound(x1, -LpSolver::INF);
[458]386  expected_opt=-1;
[459]387  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
[458]388
389  //Erase one constraint and return to maximization
[459]390  lp.erase(upright);
391  lp.sense(lp.MAX);
392  expected_opt=LpSolver::INF;
393  solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);
[458]394
395  //Infeasibilty
396  lp.addRow(x1+x2 <=-2);
[459]397  solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);
[458]398
399}
400
[540]401template<class LP>
402void cloneTest()
403{
404  //Test for clone/new
[551]405
[540]406  LP* lp = new LP();
407  LP* lpnew = lp->newSolver();
408  LP* lpclone = lp->cloneSolver();
409  delete lp;
410  delete lpnew;
411  delete lpclone;
412}
413
[458]414int main()
415{
416  LpSkeleton lp_skel;
417  lpTest(lp_skel);
418
[627]419#ifdef LEMON_HAVE_GLPK
[459]420  {
[462]421    GlpkLp lp_glpk1,lp_glpk2;
[459]422    lpTest(lp_glpk1);
423    aTest(lp_glpk2);
[540]424    cloneTest<GlpkLp>();
[459]425  }
[458]426#endif
427
[627]428#ifdef LEMON_HAVE_CPLEX
[459]429  try {
[462]430    CplexLp lp_cplex1,lp_cplex2;
[459]431    lpTest(lp_cplex1);
432    aTest(lp_cplex2);
[551]433    cloneTest<CplexLp>();
[459]434  } catch (CplexEnv::LicenseError& error) {
435    check(false, error.what());
436  }
[458]437#endif
438
[627]439#ifdef LEMON_HAVE_SOPLEX
[459]440  {
[462]441    SoplexLp lp_soplex1,lp_soplex2;
[459]442    lpTest(lp_soplex1);
443    aTest(lp_soplex2);
[540]444    cloneTest<SoplexLp>();
[459]445  }
446#endif
447
[627]448#ifdef LEMON_HAVE_CLP
[459]449  {
[462]450    ClpLp lp_clp1,lp_clp2;
[459]451    lpTest(lp_clp1);
452    aTest(lp_clp2);
[540]453    cloneTest<ClpLp>();
[459]454  }
[458]455#endif
456
457  return 0;
458}
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