COIN-OR::LEMON - Graph Library

source: lemon-1.2/test/lp_test.cc @ 935:9e587caed953

1.2 r1.2.3
Last change on this file since 935:9e587caed953 was 935:9e587caed953, checked in by Alpar Juttner <alpar@…>, 8 years ago

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