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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