[458] | 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 "test_tools.h" |
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| 20 | |
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| 21 | |
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| 22 | #ifdef HAVE_CONFIG_H |
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| 23 | #include <lemon/config.h> |
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| 24 | #endif |
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| 25 | |
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| 26 | #ifdef HAVE_CPLEX |
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| 27 | #include <lemon/mip_cplex.h> |
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| 28 | #endif |
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| 29 | |
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| 30 | #ifdef HAVE_GLPK |
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| 31 | #include <lemon/mip_glpk.h> |
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| 32 | #endif |
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| 33 | |
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| 34 | |
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| 35 | using namespace lemon; |
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| 36 | |
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| 37 | void solveAndCheck(MipSolverBase& lp, MipSolverBase::SolutionStatus stat, |
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| 38 | double exp_opt) { |
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| 39 | using std::string; |
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| 40 | |
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| 41 | lp.solve(); |
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| 42 | //int decimal,sign; |
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| 43 | std::ostringstream buf; |
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| 44 | buf << "Primalstatus should be: " << int(stat) |
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| 45 | <<" and it is "<<int(lp.mipStatus()); |
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| 46 | |
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| 47 | |
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| 48 | // itoa(stat,buf1, 10); |
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| 49 | check(lp.mipStatus()==stat, buf.str()); |
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| 50 | |
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| 51 | if (stat == MipSolverBase::OPTIMAL) { |
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| 52 | std::ostringstream sbuf; |
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| 53 | buf << "Wrong optimal value: the right optimum is " << exp_opt; |
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| 54 | check(std::abs(lp.primalValue()-exp_opt) < 1e-3, sbuf.str()); |
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| 55 | //+ecvt(exp_opt,2) |
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| 56 | } |
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| 57 | } |
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| 58 | |
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| 59 | void aTest(MipSolverBase& mip) |
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| 60 | { |
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| 61 | //The following example is very simple |
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| 62 | |
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| 63 | |
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| 64 | typedef MipSolverBase::Row Row; |
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| 65 | typedef MipSolverBase::Col Col; |
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| 66 | |
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| 67 | |
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| 68 | |
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| 69 | Col x1 = mip.addCol(); |
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| 70 | Col x2 = mip.addCol(); |
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| 71 | |
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| 72 | |
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| 73 | //Objective function |
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| 74 | mip.obj(x1); |
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| 75 | |
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| 76 | mip.max(); |
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| 77 | |
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| 78 | |
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| 79 | //Unconstrained optimization |
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| 80 | mip.solve(); |
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| 81 | //Check it out! |
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| 82 | |
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| 83 | //Constraints |
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| 84 | mip.addRow(2*x1+x2 <=2); |
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| 85 | mip.addRow(x1-2*x2 <=0); |
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| 86 | |
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| 87 | //Nonnegativity of the variable x1 |
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| 88 | mip.colLowerBound(x1, 0); |
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| 89 | |
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| 90 | //Maximization of x1 |
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| 91 | //over the triangle with vertices (0,0),(4/5,2/5),(0,2) |
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| 92 | double expected_opt=4.0/5.0; |
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| 93 | solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt); |
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| 94 | |
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| 95 | //Restrict x2 to integer |
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| 96 | mip.colType(x2,MipSolverBase::INT); |
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| 97 | expected_opt=1.0/2.0; |
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| 98 | solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt); |
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| 99 | |
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| 100 | |
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| 101 | //Restrict both to integer |
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| 102 | mip.colType(x1,MipSolverBase::INT); |
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| 103 | expected_opt=0; |
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| 104 | solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt); |
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| 105 | |
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| 106 | |
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| 107 | |
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| 108 | } |
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| 109 | |
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| 110 | |
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| 111 | int main() |
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| 112 | { |
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| 113 | |
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| 114 | #ifdef HAVE_GLPK |
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| 115 | MipGlpk mip1; |
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| 116 | aTest(mip1); |
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| 117 | #endif |
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| 118 | |
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| 119 | #ifdef HAVE_CPLEX |
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| 120 | MipCplex mip2; |
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| 121 | aTest(mip2); |
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| 122 | #endif |
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| 123 | |
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| 124 | return 0; |
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| 125 | |
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| 126 | } |
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