COIN-OR::LEMON - Graph Library

source: lemon-1.2/test/lp_test.cc @ 978:af461bae0601

1.2
Last change on this file since 978:af461bae0601 was 976:736436e516d3, checked in by Alpar Juttner <alpar@…>, 6 years ago

Merge fix #470 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;
244
245    e[p1]=2;
246    e[p1]+=2;
247    e[p1]-=2;
248
249    e=p1;
250    e=f;
251
252    e+=p1;
253    e+=f;
254
255    e-=p1;
256    e-=f;
257
258    e*=2;
259    e*=2.2;
260    e/=2;
261    e/=2.2;
262
263    e=((p1+p2)+(p1-p2)+
264       (p1+f)+(f+p1)+(f+g)+
265       (p1-f)+(f-p1)+(f-g)+
266       2.2*f+f*2.2+f/2.2+
267       2*f+f*2+f/2+
268       2.2*p1+p1*2.2+p1/2.2+
269       2*p1+p1*2+p1/2
270       );
271  }
272
273}
274
275void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,
276                   double exp_opt) {
277  using std::string;
278  lp.solve();
279
280  std::ostringstream buf;
281  buf << "PrimalType should be: " << int(stat) << int(lp.primalType());
282
283  check(lp.primalType()==stat, buf.str());
284
285  if (stat ==  LpSolver::OPTIMAL) {
286    std::ostringstream sbuf;
287    sbuf << "Wrong optimal value (" << lp.primal() <<") with "
288         << lp.solverName() <<"\n     the right optimum is " << exp_opt;
289    check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());
290  }
291}
292
293void aTest(LpSolver & lp)
294{
295  typedef LpSolver LP;
296
297 //The following example is very simple
298
299  typedef LpSolver::Row Row;
300  typedef LpSolver::Col Col;
301
302
303  Col x1 = lp.addCol();
304  Col x2 = lp.addCol();
305
306
307  //Constraints
308  Row upright=lp.addRow(x1+2*x2 <=1);
309  lp.addRow(x1+x2 >=-1);
310  lp.addRow(x1-x2 <=1);
311  lp.addRow(x1-x2 >=-1);
312  //Nonnegativity of the variables
313  lp.colLowerBound(x1, 0);
314  lp.colLowerBound(x2, 0);
315  //Objective function
316  lp.obj(x1+x2);
317
318  lp.sense(lp.MAX);
319
320  //Testing the problem retrieving routines
321  check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
322  check(lp.sense() == lp.MAX,"This is a maximization!");
323  check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
324  check(lp.colLowerBound(x1)==0,
325        "The lower bound for variable x1 should be 0.");
326  check(lp.colUpperBound(x1)==LpSolver::INF,
327        "The upper bound for variable x1 should be infty.");
328  check(lp.rowLowerBound(upright) == -LpSolver::INF,
329        "The lower bound for the first row should be -infty.");
330  check(lp.rowUpperBound(upright)==1,
331        "The upper bound for the first row should be 1.");
332  LpSolver::Expr e = lp.row(upright);
333  check(e[x1] == 1, "The first coefficient should 1.");
334  check(e[x2] == 2, "The second coefficient should 1.");
335
336  lp.row(upright, x1+x2 <=1);
337  e = lp.row(upright);
338  check(e[x1] == 1, "The first coefficient should 1.");
339  check(e[x2] == 1, "The second coefficient should 1.");
340
341  LpSolver::DualExpr de = lp.col(x1);
342  check(  de[upright] == 1, "The first coefficient should 1.");
343
344  LpSolver* clp = lp.cloneSolver();
345
346  //Testing the problem retrieving routines
347  check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
348  check(clp->sense() == clp->MAX,"This is a maximization!");
349  check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
350  //  std::cout<<lp.colLowerBound(x1)<<std::endl;
351  check(clp->colLowerBound(x1)==0,
352        "The lower bound for variable x1 should be 0.");
353  check(clp->colUpperBound(x1)==LpSolver::INF,
354        "The upper bound for variable x1 should be infty.");
355
356  check(lp.rowLowerBound(upright)==-LpSolver::INF,
357        "The lower bound for the first row should be -infty.");
358  check(lp.rowUpperBound(upright)==1,
359        "The upper bound for the first row should be 1.");
360  e = clp->row(upright);
361  check(e[x1] == 1, "The first coefficient should 1.");
362  check(e[x2] == 1, "The second coefficient should 1.");
363
364  de = clp->col(x1);
365  check(de[upright] == 1, "The first coefficient should 1.");
366
367  delete clp;
368
369  //Maximization of x1+x2
370  //over the triangle with vertices (0,0) (0,1) (1,0)
371  double expected_opt=1;
372  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
373
374  //Minimization
375  lp.sense(lp.MIN);
376  expected_opt=0;
377  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
378
379  //Vertex (-1,0) instead of (0,0)
380  lp.colLowerBound(x1, -LpSolver::INF);
381  expected_opt=-1;
382  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
383
384  //Erase one constraint and return to maximization
385  lp.erase(upright);
386  lp.sense(lp.MAX);
387  expected_opt=LpSolver::INF;
388  solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);
389
390  //Infeasibilty
391  lp.addRow(x1+x2 <=-2);
392  solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);
393
394}
395
396template<class LP>
397void cloneTest()
398{
399  //Test for clone/new
400
401  LP* lp = new LP();
402  LP* lpnew = lp->newSolver();
403  LP* lpclone = lp->cloneSolver();
404  delete lp;
405  delete lpnew;
406  delete lpclone;
407}
408
409int main()
410{
411  LpSkeleton lp_skel;
412  lpTest(lp_skel);
413
414#ifdef LEMON_HAVE_GLPK
415  {
416    GlpkLp lp_glpk1,lp_glpk2;
417    lpTest(lp_glpk1);
418    aTest(lp_glpk2);
419    cloneTest<GlpkLp>();
420  }
421#endif
422
423#ifdef LEMON_HAVE_CPLEX
424  try {
425    CplexLp lp_cplex1,lp_cplex2;
426    lpTest(lp_cplex1);
427    aTest(lp_cplex2);
428    cloneTest<CplexLp>();
429  } catch (CplexEnv::LicenseError& error) {
430    check(false, error.what());
431  }
432#endif
433
434#ifdef LEMON_HAVE_SOPLEX
435  {
436    SoplexLp lp_soplex1,lp_soplex2;
437    lpTest(lp_soplex1);
438    aTest(lp_soplex2);
439    cloneTest<SoplexLp>();
440  }
441#endif
442
443#ifdef LEMON_HAVE_CLP
444  {
445    ClpLp lp_clp1,lp_clp2;
446    lpTest(lp_clp1);
447    aTest(lp_clp2);
448    cloneTest<ClpLp>();
449  }
450#endif
451
452  return 0;
453}
Note: See TracBrowser for help on using the repository browser.