COIN-OR::LEMON - Graph Library

source: lemon-1.2/test/lp_test.cc @ 540:9db62975c32b

Last change on this file since 540:9db62975c32b was 540:9db62975c32b, checked in by Alpar Juttner <alpar@…>, 11 years ago

Fix newSolver()/cloneSolver() API in LP tools + doc improvements (#230)

  • More logical structure for newSolver()/cloneSolver()
  • Fix compilation problem with gcc-3.3
  • Doc improvements
File size: 9.1 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) 2003-2008
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 <sstream>
20#include <lemon/lp_skeleton.h>
21#include "test_tools.h"
22#include <lemon/tolerance.h>
23
24#ifdef HAVE_CONFIG_H
25#include <lemon/config.h>
26#endif
27
28#ifdef HAVE_GLPK
29#include <lemon/glpk.h>
30#endif
31
32#ifdef HAVE_CPLEX
33#include <lemon/cplex.h>
34#endif
35
36#ifdef HAVE_SOPLEX
37#include <lemon/soplex.h>
38#endif
39
40#ifdef HAVE_CLP
41#include <lemon/clp.h>
42#endif
43
44using namespace lemon;
45
46void lpTest(LpSolver& lp)
47{
48
49  typedef LpSolver LP;
50
51  std::vector<LP::Col> x(10);
52  //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
53  lp.addColSet(x);
54  lp.colLowerBound(x,1);
55  lp.colUpperBound(x,1);
56  lp.colBounds(x,1,2);
57
58  std::vector<LP::Col> y(10);
59  lp.addColSet(y);
60
61  lp.colLowerBound(y,1);
62  lp.colUpperBound(y,1);
63  lp.colBounds(y,1,2);
64
65  std::map<int,LP::Col> z;
66
67  z.insert(std::make_pair(12,INVALID));
68  z.insert(std::make_pair(2,INVALID));
69  z.insert(std::make_pair(7,INVALID));
70  z.insert(std::make_pair(5,INVALID));
71
72  lp.addColSet(z);
73
74  lp.colLowerBound(z,1);
75  lp.colUpperBound(z,1);
76  lp.colBounds(z,1,2);
77
78  {
79    LP::Expr e,f,g;
80    LP::Col p1,p2,p3,p4,p5;
81    LP::Constr c;
82
83    p1=lp.addCol();
84    p2=lp.addCol();
85    p3=lp.addCol();
86    p4=lp.addCol();
87    p5=lp.addCol();
88
89    e[p1]=2;
90    *e=12;
91    e[p1]+=2;
92    *e+=12;
93    e[p1]-=2;
94    *e-=12;
95
96    e=2;
97    e=2.2;
98    e=p1;
99    e=f;
100
101    e+=2;
102    e+=2.2;
103    e+=p1;
104    e+=f;
105
106    e-=2;
107    e-=2.2;
108    e-=p1;
109    e-=f;
110
111    e*=2;
112    e*=2.2;
113    e/=2;
114    e/=2.2;
115
116    e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
117       (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
118       (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
119       2.2*f+f*2.2+f/2.2+
120       2*f+f*2+f/2+
121       2.2*p1+p1*2.2+p1/2.2+
122       2*p1+p1*2+p1/2
123       );
124
125
126    c = (e  <= f  );
127    c = (e  <= 2.2);
128    c = (e  <= 2  );
129    c = (e  <= p1 );
130    c = (2.2<= f  );
131    c = (2  <= f  );
132    c = (p1 <= f  );
133    c = (p1 <= p2 );
134    c = (p1 <= 2.2);
135    c = (p1 <= 2  );
136    c = (2.2<= p2 );
137    c = (2  <= p2 );
138
139    c = (e  >= f  );
140    c = (e  >= 2.2);
141    c = (e  >= 2  );
142    c = (e  >= p1 );
143    c = (2.2>= f  );
144    c = (2  >= f  );
145    c = (p1 >= f  );
146    c = (p1 >= p2 );
147    c = (p1 >= 2.2);
148    c = (p1 >= 2  );
149    c = (2.2>= p2 );
150    c = (2  >= p2 );
151
152    c = (e  == f  );
153    c = (e  == 2.2);
154    c = (e  == 2  );
155    c = (e  == p1 );
156    c = (2.2== f  );
157    c = (2  == f  );
158    c = (p1 == f  );
159    //c = (p1 == p2 );
160    c = (p1 == 2.2);
161    c = (p1 == 2  );
162    c = (2.2== p2 );
163    c = (2  == p2 );
164
165    c = ((2 <= e) <= 3);
166    c = ((2 <= p1) <= 3);
167
168    c = ((2 >= e) >= 3);
169    c = ((2 >= p1) >= 3);
170
171    e[x[3]]=2;
172    e[x[3]]=4;
173    e[x[3]]=1;
174    *e=12;
175
176    lp.addRow(-LP::INF,e,23);
177    lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
178    lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
179
180    lp.addRow(x[1]+x[3]<=x[5]-3);
181    lp.addRow((-7<=x[1]+x[3]-12)<=3);
182    lp.addRow(x[1]<=x[5]);
183
184    std::ostringstream buf;
185
186
187    e=((p1+p2)+(p1-0.99*p2));
188    //e.prettyPrint(std::cout);
189    //(e<=2).prettyPrint(std::cout);
190    double tolerance=0.001;
191    e.simplify(tolerance);
192    buf << "Coeff. of p2 should be 0.01";
193    check(e[p2]>0, buf.str());
194
195    tolerance=0.02;
196    e.simplify(tolerance);
197    buf << "Coeff. of p2 should be 0";
198    check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str());
199
200    //Test for clone/new
201    LP* lpnew = lp.newSolver();
202    LP* lpclone = lp.cloneSolver();
203    delete lpnew;
204    delete lpclone;
205
206  }
207
208  {
209    LP::DualExpr e,f,g;
210    LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID,
211      p4 = INVALID, p5 = INVALID;
212
213    e[p1]=2;
214    e[p1]+=2;
215    e[p1]-=2;
216
217    e=p1;
218    e=f;
219
220    e+=p1;
221    e+=f;
222
223    e-=p1;
224    e-=f;
225
226    e*=2;
227    e*=2.2;
228    e/=2;
229    e/=2.2;
230
231    e=((p1+p2)+(p1-p2)+
232       (p1+f)+(f+p1)+(f+g)+
233       (p1-f)+(f-p1)+(f-g)+
234       2.2*f+f*2.2+f/2.2+
235       2*f+f*2+f/2+
236       2.2*p1+p1*2.2+p1/2.2+
237       2*p1+p1*2+p1/2
238       );
239  }
240
241}
242
243void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,
244                   double exp_opt) {
245  using std::string;
246  lp.solve();
247
248  std::ostringstream buf;
249  buf << "PrimalType should be: " << int(stat) << int(lp.primalType());
250
251  check(lp.primalType()==stat, buf.str());
252
253  if (stat ==  LpSolver::OPTIMAL) {
254    std::ostringstream sbuf;
255    sbuf << "Wrong optimal value (" << lp.primal() <<") with "
256         << lp.solverName() <<"\n     the right optimum is " << exp_opt;
257    check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());
258  }
259}
260
261void aTest(LpSolver & lp)
262{
263  typedef LpSolver LP;
264
265 //The following example is very simple
266
267  typedef LpSolver::Row Row;
268  typedef LpSolver::Col Col;
269
270
271  Col x1 = lp.addCol();
272  Col x2 = lp.addCol();
273
274
275  //Constraints
276  Row upright=lp.addRow(x1+2*x2 <=1);
277  lp.addRow(x1+x2 >=-1);
278  lp.addRow(x1-x2 <=1);
279  lp.addRow(x1-x2 >=-1);
280  //Nonnegativity of the variables
281  lp.colLowerBound(x1, 0);
282  lp.colLowerBound(x2, 0);
283  //Objective function
284  lp.obj(x1+x2);
285
286  lp.sense(lp.MAX);
287
288  //Testing the problem retrieving routines
289  check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
290  check(lp.sense() == lp.MAX,"This is a maximization!");
291  check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
292  check(lp.colLowerBound(x1)==0,
293        "The lower bound for variable x1 should be 0.");
294  check(lp.colUpperBound(x1)==LpSolver::INF,
295        "The upper bound for variable x1 should be infty.");
296  check(lp.rowLowerBound(upright) == -LpSolver::INF,
297        "The lower bound for the first row should be -infty.");
298  check(lp.rowUpperBound(upright)==1,
299        "The upper bound for the first row should be 1.");
300  LpSolver::Expr e = lp.row(upright);
301  check(e[x1] == 1, "The first coefficient should 1.");
302  check(e[x2] == 2, "The second coefficient should 1.");
303
304  lp.row(upright, x1+x2 <=1);
305  e = lp.row(upright);
306  check(e[x1] == 1, "The first coefficient should 1.");
307  check(e[x2] == 1, "The second coefficient should 1.");
308
309  LpSolver::DualExpr de = lp.col(x1);
310  check(  de[upright] == 1, "The first coefficient should 1.");
311
312  LpSolver* clp = lp.cloneSolver();
313
314  //Testing the problem retrieving routines
315  check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
316  check(clp->sense() == clp->MAX,"This is a maximization!");
317  check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
318  //  std::cout<<lp.colLowerBound(x1)<<std::endl;
319  check(clp->colLowerBound(x1)==0,
320        "The lower bound for variable x1 should be 0.");
321  check(clp->colUpperBound(x1)==LpSolver::INF,
322        "The upper bound for variable x1 should be infty.");
323
324  check(lp.rowLowerBound(upright)==-LpSolver::INF,
325        "The lower bound for the first row should be -infty.");
326  check(lp.rowUpperBound(upright)==1,
327        "The upper bound for the first row should be 1.");
328  e = clp->row(upright);
329  check(e[x1] == 1, "The first coefficient should 1.");
330  check(e[x2] == 1, "The second coefficient should 1.");
331
332  de = clp->col(x1);
333  check(de[upright] == 1, "The first coefficient should 1.");
334
335  delete clp;
336
337  //Maximization of x1+x2
338  //over the triangle with vertices (0,0) (0,1) (1,0)
339  double expected_opt=1;
340  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
341
342  //Minimization
343  lp.sense(lp.MIN);
344  expected_opt=0;
345  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
346
347  //Vertex (-1,0) instead of (0,0)
348  lp.colLowerBound(x1, -LpSolver::INF);
349  expected_opt=-1;
350  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
351
352  //Erase one constraint and return to maximization
353  lp.erase(upright);
354  lp.sense(lp.MAX);
355  expected_opt=LpSolver::INF;
356  solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);
357
358  //Infeasibilty
359  lp.addRow(x1+x2 <=-2);
360  solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);
361
362}
363
364template<class LP>
365void cloneTest()
366{
367  //Test for clone/new
368 
369  LP* lp = new LP();
370  LP* lpnew = lp->newSolver();
371  LP* lpclone = lp->cloneSolver();
372  delete lp;
373  delete lpnew;
374  delete lpclone;
375}
376
377int main()
378{
379  LpSkeleton lp_skel;
380  lpTest(lp_skel);
381
382#ifdef HAVE_GLPK
383  {
384    GlpkLp lp_glpk1,lp_glpk2;
385    lpTest(lp_glpk1);
386    aTest(lp_glpk2);
387    cloneTest<GlpkLp>();
388  }
389#endif
390
391#ifdef HAVE_CPLEX
392  try {
393    CplexLp lp_cplex1,lp_cplex2;
394    lpTest(lp_cplex1);
395    aTest(lp_cplex2);
396  } catch (CplexEnv::LicenseError& error) {
397#ifdef LEMON_FORCE_CPLEX_CHECK
398    check(false, error.what());
399#else
400    std::cerr << error.what() << std::endl;
401    std::cerr << "Cplex license check failed, lp check skipped" << std::endl;
402#endif
403  }
404    cloneTest<CplexLp>();
405#endif
406
407#ifdef HAVE_SOPLEX
408  {
409    SoplexLp lp_soplex1,lp_soplex2;
410    lpTest(lp_soplex1);
411    aTest(lp_soplex2);
412    cloneTest<SoplexLp>();
413  }
414#endif
415
416#ifdef HAVE_CLP
417  {
418    ClpLp lp_clp1,lp_clp2;
419    lpTest(lp_clp1);
420    aTest(lp_clp2);
421    cloneTest<ClpLp>();
422  }
423#endif
424
425  return 0;
426}
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