COIN-OR::LEMON - Graph Library

source: lemon-1.2/test/lp_test.cc @ 956:4764031c082c

1.2
Last change on this file since 956:4764031c082c was 956:4764031c082c, checked in by Alpar Juttner <alpar@…>, 8 years ago

Merge bugfix #441 to branch 1.2

File size: 9.9 KB
Line 
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) 2003-2011
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
26#ifdef LEMON_HAVE_GLPK
27#include <lemon/glpk.h>
28#endif
29
30#ifdef LEMON_HAVE_CPLEX
31#include <lemon/cplex.h>
32#endif
33
34#ifdef LEMON_HAVE_SOPLEX
35#include <lemon/soplex.h>
36#endif
37
38#ifdef LEMON_HAVE_CLP
39#include <lemon/clp.h>
40#endif
41
42using namespace lemon;
43
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
57void lpTest(LpSolver& lp)
58{
59
60  typedef LpSolver LP;
61
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
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;
115    *e=12;
116    e[p1]+=2;
117    *e+=12;
118    e[p1]-=2;
119    *e-=12;
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
190    c = ((2 <= e) <= 3);
191    c = ((2 <= p1) <= 3);
192
193    c = ((2 >= e) >= 3);
194    c = ((2 >= p1) >= 3);
195
196    { //Tests for #430
197      LP::Col v=lp.addCol();
198      LP::Constr c = v >= -3;
199      c = c <= 4;
200      LP::Constr c2;
201      c2 = -3 <= v <= 4;
202    }
203
204    e[x[3]]=2;
205    e[x[3]]=4;
206    e[x[3]]=1;
207    *e=12;
208
209    lp.addRow(-LP::INF,e,23);
210    lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
211    lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
212
213    lp.addRow(x[1]+x[3]<=x[5]-3);
214    lp.addRow((-7<=x[1]+x[3]-12)<=3);
215    lp.addRow(x[1]<=x[5]);
216
217    std::ostringstream buf;
218
219
220    e=((p1+p2)+(p1-0.99*p2));
221    //e.prettyPrint(std::cout);
222    //(e<=2).prettyPrint(std::cout);
223    double tolerance=0.001;
224    e.simplify(tolerance);
225    buf << "Coeff. of p2 should be 0.01";
226    check(e[p2]>0, buf.str());
227
228    tolerance=0.02;
229    e.simplify(tolerance);
230    buf << "Coeff. of p2 should be 0";
231    check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str());
232
233    //Test for clone/new
234    LP* lpnew = lp.newSolver();
235    LP* lpclone = lp.cloneSolver();
236    delete lpnew;
237    delete lpclone;
238
239  }
240
241  {
242    LP::DualExpr e,f,g;
243    LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID,
244      p4 = INVALID, p5 = INVALID;
245
246    e[p1]=2;
247    e[p1]+=2;
248    e[p1]-=2;
249
250    e=p1;
251    e=f;
252
253    e+=p1;
254    e+=f;
255
256    e-=p1;
257    e-=f;
258
259    e*=2;
260    e*=2.2;
261    e/=2;
262    e/=2.2;
263
264    e=((p1+p2)+(p1-p2)+
265       (p1+f)+(f+p1)+(f+g)+
266       (p1-f)+(f-p1)+(f-g)+
267       2.2*f+f*2.2+f/2.2+
268       2*f+f*2+f/2+
269       2.2*p1+p1*2.2+p1/2.2+
270       2*p1+p1*2+p1/2
271       );
272  }
273
274}
275
276void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,
277                   double exp_opt) {
278  using std::string;
279  lp.solve();
280
281  std::ostringstream buf;
282  buf << "PrimalType should be: " << int(stat) << int(lp.primalType());
283
284  check(lp.primalType()==stat, buf.str());
285
286  if (stat ==  LpSolver::OPTIMAL) {
287    std::ostringstream sbuf;
288    sbuf << "Wrong optimal value (" << lp.primal() <<") with "
289         << lp.solverName() <<"\n     the right optimum is " << exp_opt;
290    check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());
291  }
292}
293
294void aTest(LpSolver & lp)
295{
296  typedef LpSolver LP;
297
298 //The following example is very simple
299
300  typedef LpSolver::Row Row;
301  typedef LpSolver::Col Col;
302
303
304  Col x1 = lp.addCol();
305  Col x2 = lp.addCol();
306
307
308  //Constraints
309  Row upright=lp.addRow(x1+2*x2 <=1);
310  lp.addRow(x1+x2 >=-1);
311  lp.addRow(x1-x2 <=1);
312  lp.addRow(x1-x2 >=-1);
313  //Nonnegativity of the variables
314  lp.colLowerBound(x1, 0);
315  lp.colLowerBound(x2, 0);
316  //Objective function
317  lp.obj(x1+x2);
318
319  lp.sense(lp.MAX);
320
321  //Testing the problem retrieving routines
322  check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
323  check(lp.sense() == lp.MAX,"This is a maximization!");
324  check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
325  check(lp.colLowerBound(x1)==0,
326        "The lower bound for variable x1 should be 0.");
327  check(lp.colUpperBound(x1)==LpSolver::INF,
328        "The upper bound for variable x1 should be infty.");
329  check(lp.rowLowerBound(upright) == -LpSolver::INF,
330        "The lower bound for the first row should be -infty.");
331  check(lp.rowUpperBound(upright)==1,
332        "The upper bound for the first row should be 1.");
333  LpSolver::Expr e = lp.row(upright);
334  check(e[x1] == 1, "The first coefficient should 1.");
335  check(e[x2] == 2, "The second coefficient should 1.");
336
337  lp.row(upright, x1+x2 <=1);
338  e = lp.row(upright);
339  check(e[x1] == 1, "The first coefficient should 1.");
340  check(e[x2] == 1, "The second coefficient should 1.");
341
342  LpSolver::DualExpr de = lp.col(x1);
343  check(  de[upright] == 1, "The first coefficient should 1.");
344
345  LpSolver* clp = lp.cloneSolver();
346
347  //Testing the problem retrieving routines
348  check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
349  check(clp->sense() == clp->MAX,"This is a maximization!");
350  check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
351  //  std::cout<<lp.colLowerBound(x1)<<std::endl;
352  check(clp->colLowerBound(x1)==0,
353        "The lower bound for variable x1 should be 0.");
354  check(clp->colUpperBound(x1)==LpSolver::INF,
355        "The upper bound for variable x1 should be infty.");
356
357  check(lp.rowLowerBound(upright)==-LpSolver::INF,
358        "The lower bound for the first row should be -infty.");
359  check(lp.rowUpperBound(upright)==1,
360        "The upper bound for the first row should be 1.");
361  e = clp->row(upright);
362  check(e[x1] == 1, "The first coefficient should 1.");
363  check(e[x2] == 1, "The second coefficient should 1.");
364
365  de = clp->col(x1);
366  check(de[upright] == 1, "The first coefficient should 1.");
367
368  delete clp;
369
370  //Maximization of x1+x2
371  //over the triangle with vertices (0,0) (0,1) (1,0)
372  double expected_opt=1;
373  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
374
375  //Minimization
376  lp.sense(lp.MIN);
377  expected_opt=0;
378  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
379
380  //Vertex (-1,0) instead of (0,0)
381  lp.colLowerBound(x1, -LpSolver::INF);
382  expected_opt=-1;
383  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
384
385  //Erase one constraint and return to maximization
386  lp.erase(upright);
387  lp.sense(lp.MAX);
388  expected_opt=LpSolver::INF;
389  solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);
390
391  //Infeasibilty
392  lp.addRow(x1+x2 <=-2);
393  solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);
394
395}
396
397template<class LP>
398void cloneTest()
399{
400  //Test for clone/new
401
402  LP* lp = new LP();
403  LP* lpnew = lp->newSolver();
404  LP* lpclone = lp->cloneSolver();
405  delete lp;
406  delete lpnew;
407  delete lpclone;
408}
409
410int main()
411{
412  LpSkeleton lp_skel;
413  lpTest(lp_skel);
414
415#ifdef LEMON_HAVE_GLPK
416  {
417    GlpkLp lp_glpk1,lp_glpk2;
418    lpTest(lp_glpk1);
419    aTest(lp_glpk2);
420    cloneTest<GlpkLp>();
421  }
422#endif
423
424#ifdef LEMON_HAVE_CPLEX
425  try {
426    CplexLp lp_cplex1,lp_cplex2;
427    lpTest(lp_cplex1);
428    aTest(lp_cplex2);
429    cloneTest<CplexLp>();
430  } catch (CplexEnv::LicenseError& error) {
431    check(false, error.what());
432  }
433#endif
434
435#ifdef LEMON_HAVE_SOPLEX
436  {
437    SoplexLp lp_soplex1,lp_soplex2;
438    lpTest(lp_soplex1);
439    aTest(lp_soplex2);
440    cloneTest<SoplexLp>();
441  }
442#endif
443
444#ifdef LEMON_HAVE_CLP
445  {
446    ClpLp lp_clp1,lp_clp2;
447    lpTest(lp_clp1);
448    aTest(lp_clp2);
449    cloneTest<ClpLp>();
450  }
451#endif
452
453  return 0;
454}
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