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