| 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 "test_tools.h" | 
|---|
| 20 |  | 
|---|
| 21 |  | 
|---|
| 22 | #ifdef HAVE_CONFIG_H | 
|---|
| 23 | #include <lemon/config.h> | 
|---|
| 24 | #endif | 
|---|
| 25 |  | 
|---|
| 26 | #ifdef HAVE_CPLEX | 
|---|
| 27 | #include <lemon/cplex.h> | 
|---|
| 28 | #endif | 
|---|
| 29 |  | 
|---|
| 30 | #ifdef HAVE_GLPK | 
|---|
| 31 | #include <lemon/glpk.h> | 
|---|
| 32 | #endif | 
|---|
| 33 |  | 
|---|
| 34 |  | 
|---|
| 35 | using namespace lemon; | 
|---|
| 36 |  | 
|---|
| 37 | void solveAndCheck(MipSolver& mip, MipSolver::ProblemType stat, | 
|---|
| 38 |                    double exp_opt) { | 
|---|
| 39 |   using std::string; | 
|---|
| 40 |  | 
|---|
| 41 |   mip.solve(); | 
|---|
| 42 |   //int decimal,sign; | 
|---|
| 43 |   std::ostringstream buf; | 
|---|
| 44 |   buf << "Type should be: " << int(stat)<<" and it is "<<int(mip.type()); | 
|---|
| 45 |  | 
|---|
| 46 |  | 
|---|
| 47 |   //  itoa(stat,buf1, 10); | 
|---|
| 48 |   check(mip.type()==stat, buf.str()); | 
|---|
| 49 |  | 
|---|
| 50 |   if (stat ==  MipSolver::OPTIMAL) { | 
|---|
| 51 |     std::ostringstream sbuf; | 
|---|
| 52 |     buf << "Wrong optimal value: the right optimum is " << exp_opt; | 
|---|
| 53 |     check(std::abs(mip.solValue()-exp_opt) < 1e-3, sbuf.str()); | 
|---|
| 54 |     //+ecvt(exp_opt,2) | 
|---|
| 55 |   } | 
|---|
| 56 | } | 
|---|
| 57 |  | 
|---|
| 58 | void aTest(MipSolver& mip) | 
|---|
| 59 | { | 
|---|
| 60 |  //The following example is very simple | 
|---|
| 61 |  | 
|---|
| 62 |  | 
|---|
| 63 |   typedef MipSolver::Row Row; | 
|---|
| 64 |   typedef MipSolver::Col Col; | 
|---|
| 65 |  | 
|---|
| 66 |  | 
|---|
| 67 |  | 
|---|
| 68 |   Col x1 = mip.addCol(); | 
|---|
| 69 |   Col x2 = mip.addCol(); | 
|---|
| 70 |  | 
|---|
| 71 |  | 
|---|
| 72 |   //Objective function | 
|---|
| 73 |   mip.obj(x1); | 
|---|
| 74 |  | 
|---|
| 75 |   mip.max(); | 
|---|
| 76 |  | 
|---|
| 77 |  | 
|---|
| 78 |   //Unconstrained optimization | 
|---|
| 79 |   mip.solve(); | 
|---|
| 80 |   //Check it out! | 
|---|
| 81 |  | 
|---|
| 82 |   //Constraints | 
|---|
| 83 |   mip.addRow(2*x1+x2 <=2); | 
|---|
| 84 |   mip.addRow(x1-2*x2 <=0); | 
|---|
| 85 |  | 
|---|
| 86 |   //Nonnegativity of the variable x1 | 
|---|
| 87 |   mip.colLowerBound(x1, 0); | 
|---|
| 88 |  | 
|---|
| 89 |   //Maximization of x1 | 
|---|
| 90 |   //over the triangle with vertices (0,0),(4/5,2/5),(0,2) | 
|---|
| 91 |   double expected_opt=4.0/5.0; | 
|---|
| 92 |   solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); | 
|---|
| 93 |  | 
|---|
| 94 |   //Restrict x2 to integer | 
|---|
| 95 |   mip.colType(x2,MipSolver::INTEGER); | 
|---|
| 96 |   expected_opt=1.0/2.0; | 
|---|
| 97 |   solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); | 
|---|
| 98 |  | 
|---|
| 99 |  | 
|---|
| 100 |   //Restrict both to integer | 
|---|
| 101 |   mip.colType(x1,MipSolver::INTEGER); | 
|---|
| 102 |   expected_opt=0; | 
|---|
| 103 |   solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); | 
|---|
| 104 |  | 
|---|
| 105 |  | 
|---|
| 106 |  | 
|---|
| 107 | } | 
|---|
| 108 |  | 
|---|
| 109 |  | 
|---|
| 110 | int main() | 
|---|
| 111 | { | 
|---|
| 112 |  | 
|---|
| 113 | #ifdef HAVE_GLPK | 
|---|
| 114 |   { | 
|---|
| 115 |     GlpkMip mip1; | 
|---|
| 116 |     aTest(mip1); | 
|---|
| 117 |   } | 
|---|
| 118 | #endif | 
|---|
| 119 |  | 
|---|
| 120 | #ifdef HAVE_CPLEX | 
|---|
| 121 |   try { | 
|---|
| 122 |     CplexMip mip2; | 
|---|
| 123 |     aTest(mip2); | 
|---|
| 124 |   } catch (CplexEnv::LicenseError& error) { | 
|---|
| 125 | #ifdef LEMON_FORCE_CPLEX_CHECK | 
|---|
| 126 |     check(false, error.what()); | 
|---|
| 127 | #else | 
|---|
| 128 |     std::cerr << error.what() << std::endl; | 
|---|
| 129 |     std::cerr << "Cplex license check failed, lp check skipped" << std::endl; | 
|---|
| 130 | #endif | 
|---|
| 131 |   } | 
|---|
| 132 | #endif | 
|---|
| 133 |  | 
|---|
| 134 |   return 0; | 
|---|
| 135 |  | 
|---|
| 136 | } | 
|---|