/* -*- mode: C++; indent-tabs-mode: nil; -*- * * This file is a part of LEMON, a generic C++ optimization library. * * Copyright (C) 2003-2009 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport * (Egervary Research Group on Combinatorial Optimization, EGRES). * * Permission to use, modify and distribute this software is granted * provided that this copyright notice appears in all copies. For * precise terms see the accompanying LICENSE file. * * This software is provided "AS IS" with no warranty of any kind, * express or implied, and with no claim as to its suitability for any * purpose. * */ #include #include #include "test_tools.h" #include #include #ifdef LEMON_HAVE_GLPK #include #endif #ifdef LEMON_HAVE_CPLEX #include #endif #ifdef LEMON_HAVE_SOPLEX #include #endif #ifdef LEMON_HAVE_CLP #include #endif using namespace lemon; void lpTest(LpSolver& lp) { typedef LpSolver LP; std::vector x(10); // for(int i=0;i<10;i++) x.push_back(lp.addCol()); lp.addColSet(x); lp.colLowerBound(x,1); lp.colUpperBound(x,1); lp.colBounds(x,1,2); std::vector y(10); lp.addColSet(y); lp.colLowerBound(y,1); lp.colUpperBound(y,1); lp.colBounds(y,1,2); std::map z; z.insert(std::make_pair(12,INVALID)); z.insert(std::make_pair(2,INVALID)); z.insert(std::make_pair(7,INVALID)); z.insert(std::make_pair(5,INVALID)); lp.addColSet(z); lp.colLowerBound(z,1); lp.colUpperBound(z,1); lp.colBounds(z,1,2); { LP::Expr e,f,g; LP::Col p1,p2,p3,p4,p5; LP::Constr c; p1=lp.addCol(); p2=lp.addCol(); p3=lp.addCol(); p4=lp.addCol(); p5=lp.addCol(); e[p1]=2; *e=12; e[p1]+=2; *e+=12; e[p1]-=2; *e-=12; e=2; e=2.2; e=p1; e=f; e+=2; e+=2.2; e+=p1; e+=f; e-=2; e-=2.2; e-=p1; e-=f; e*=2; e*=2.2; e/=2; e/=2.2; e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+ (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+ (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+ 2.2*f+f*2.2+f/2.2+ 2*f+f*2+f/2+ 2.2*p1+p1*2.2+p1/2.2+ 2*p1+p1*2+p1/2 ); c = (e <= f ); c = (e <= 2.2); c = (e <= 2 ); c = (e <= p1 ); c = (2.2<= f ); c = (2 <= f ); c = (p1 <= f ); c = (p1 <= p2 ); c = (p1 <= 2.2); c = (p1 <= 2 ); c = (2.2<= p2 ); c = (2 <= p2 ); c = (e >= f ); c = (e >= 2.2); c = (e >= 2 ); c = (e >= p1 ); c = (2.2>= f ); c = (2 >= f ); c = (p1 >= f ); c = (p1 >= p2 ); c = (p1 >= 2.2); c = (p1 >= 2 ); c = (2.2>= p2 ); c = (2 >= p2 ); c = (e == f ); c = (e == 2.2); c = (e == 2 ); c = (e == p1 ); c = (2.2== f ); c = (2 == f ); c = (p1 == f ); //c = (p1 == p2 ); c = (p1 == 2.2); c = (p1 == 2 ); c = (2.2== p2 ); c = (2 == p2 ); c = ((2 <= e) <= 3); c = ((2 <= p1) <= 3); c = ((2 >= e) >= 3); c = ((2 >= p1) >= 3); e[x[3]]=2; e[x[3]]=4; e[x[3]]=1; *e=12; lp.addRow(-LP::INF,e,23); lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23); lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23); lp.addRow(x[1]+x[3]<=x[5]-3); lp.addRow((-7<=x[1]+x[3]-12)<=3); lp.addRow(x[1]<=x[5]); std::ostringstream buf; e=((p1+p2)+(p1-0.99*p2)); //e.prettyPrint(std::cout); //(e<=2).prettyPrint(std::cout); double tolerance=0.001; e.simplify(tolerance); buf << "Coeff. of p2 should be 0.01"; check(e[p2]>0, buf.str()); tolerance=0.02; e.simplify(tolerance); buf << "Coeff. of p2 should be 0"; check(const_cast(e)[p2]==0, buf.str()); //Test for clone/new LP* lpnew = lp.newSolver(); LP* lpclone = lp.cloneSolver(); delete lpnew; delete lpclone; } { LP::DualExpr e,f,g; LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID, p4 = INVALID, p5 = INVALID; e[p1]=2; e[p1]+=2; e[p1]-=2; e=p1; e=f; e+=p1; e+=f; e-=p1; e-=f; e*=2; e*=2.2; e/=2; e/=2.2; e=((p1+p2)+(p1-p2)+ (p1+f)+(f+p1)+(f+g)+ (p1-f)+(f-p1)+(f-g)+ 2.2*f+f*2.2+f/2.2+ 2*f+f*2+f/2+ 2.2*p1+p1*2.2+p1/2.2+ 2*p1+p1*2+p1/2 ); } } void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat, double exp_opt) { using std::string; lp.solve(); std::ostringstream buf; buf << "PrimalType should be: " << int(stat) << int(lp.primalType()); check(lp.primalType()==stat, buf.str()); if (stat == LpSolver::OPTIMAL) { std::ostringstream sbuf; sbuf << "Wrong optimal value (" << lp.primal() <<") with " << lp.solverName() <<"\n the right optimum is " << exp_opt; check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str()); } } void aTest(LpSolver & lp) { typedef LpSolver LP; //The following example is very simple typedef LpSolver::Row Row; typedef LpSolver::Col Col; Col x1 = lp.addCol(); Col x2 = lp.addCol(); //Constraints Row upright=lp.addRow(x1+2*x2 <=1); lp.addRow(x1+x2 >=-1); lp.addRow(x1-x2 <=1); lp.addRow(x1-x2 >=-1); //Nonnegativity of the variables lp.colLowerBound(x1, 0); lp.colLowerBound(x2, 0); //Objective function lp.obj(x1+x2); lp.sense(lp.MAX); //Testing the problem retrieving routines check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!"); check(lp.sense() == lp.MAX,"This is a maximization!"); check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!"); check(lp.colLowerBound(x1)==0, "The lower bound for variable x1 should be 0."); check(lp.colUpperBound(x1)==LpSolver::INF, "The upper bound for variable x1 should be infty."); check(lp.rowLowerBound(upright) == -LpSolver::INF, "The lower bound for the first row should be -infty."); check(lp.rowUpperBound(upright)==1, "The upper bound for the first row should be 1."); LpSolver::Expr e = lp.row(upright); check(e[x1] == 1, "The first coefficient should 1."); check(e[x2] == 2, "The second coefficient should 1."); lp.row(upright, x1+x2 <=1); e = lp.row(upright); check(e[x1] == 1, "The first coefficient should 1."); check(e[x2] == 1, "The second coefficient should 1."); LpSolver::DualExpr de = lp.col(x1); check( de[upright] == 1, "The first coefficient should 1."); LpSolver* clp = lp.cloneSolver(); //Testing the problem retrieving routines check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!"); check(clp->sense() == clp->MAX,"This is a maximization!"); check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!"); // std::cout<colLowerBound(x1)==0, "The lower bound for variable x1 should be 0."); check(clp->colUpperBound(x1)==LpSolver::INF, "The upper bound for variable x1 should be infty."); check(lp.rowLowerBound(upright)==-LpSolver::INF, "The lower bound for the first row should be -infty."); check(lp.rowUpperBound(upright)==1, "The upper bound for the first row should be 1."); e = clp->row(upright); check(e[x1] == 1, "The first coefficient should 1."); check(e[x2] == 1, "The second coefficient should 1."); de = clp->col(x1); check(de[upright] == 1, "The first coefficient should 1."); delete clp; //Maximization of x1+x2 //over the triangle with vertices (0,0) (0,1) (1,0) double expected_opt=1; solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); //Minimization lp.sense(lp.MIN); expected_opt=0; solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); //Vertex (-1,0) instead of (0,0) lp.colLowerBound(x1, -LpSolver::INF); expected_opt=-1; solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); //Erase one constraint and return to maximization lp.erase(upright); lp.sense(lp.MAX); expected_opt=LpSolver::INF; solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt); //Infeasibilty lp.addRow(x1+x2 <=-2); solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt); } template void cloneTest() { //Test for clone/new LP* lp = new LP(); LP* lpnew = lp->newSolver(); LP* lpclone = lp->cloneSolver(); delete lp; delete lpnew; delete lpclone; } int main() { LpSkeleton lp_skel; lpTest(lp_skel); #ifdef LEMON_HAVE_GLPK { GlpkLp lp_glpk1,lp_glpk2; lpTest(lp_glpk1); aTest(lp_glpk2); cloneTest(); } #endif #ifdef LEMON_HAVE_CPLEX try { CplexLp lp_cplex1,lp_cplex2; lpTest(lp_cplex1); aTest(lp_cplex2); cloneTest(); } catch (CplexEnv::LicenseError& error) { check(false, error.what()); } #endif #ifdef LEMON_HAVE_SOPLEX { SoplexLp lp_soplex1,lp_soplex2; lpTest(lp_soplex1); aTest(lp_soplex2); cloneTest(); } #endif #ifdef LEMON_HAVE_CLP { ClpLp lp_clp1,lp_clp2; lpTest(lp_clp1); aTest(lp_clp2); cloneTest(); } #endif return 0; }