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) 2003-2013 |
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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 <lemon/clp.h> |
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20 | #include <coin/ClpSimplex.hpp> |
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21 | |
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22 | namespace lemon { |
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23 | |
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24 | ClpLp::ClpLp() { |
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25 | _prob = new ClpSimplex(); |
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26 | _init_temporals(); |
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27 | messageLevel(MESSAGE_NOTHING); |
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28 | } |
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29 | |
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30 | ClpLp::ClpLp(const ClpLp& other) { |
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31 | _prob = new ClpSimplex(*other._prob); |
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32 | _rows = other._rows; |
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33 | _cols = other._cols; |
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34 | _init_temporals(); |
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35 | messageLevel(MESSAGE_NOTHING); |
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36 | } |
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37 | |
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38 | ClpLp::~ClpLp() { |
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39 | delete _prob; |
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40 | _clear_temporals(); |
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41 | } |
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42 | |
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43 | void ClpLp::_init_temporals() { |
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44 | _primal_ray = 0; |
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45 | _dual_ray = 0; |
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46 | } |
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47 | |
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48 | void ClpLp::_clear_temporals() { |
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49 | if (_primal_ray) { |
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50 | delete[] _primal_ray; |
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51 | _primal_ray = 0; |
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52 | } |
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53 | if (_dual_ray) { |
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54 | delete[] _dual_ray; |
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55 | _dual_ray = 0; |
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56 | } |
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57 | } |
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58 | |
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59 | ClpLp* ClpLp::newSolver() const { |
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60 | ClpLp* newlp = new ClpLp; |
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61 | return newlp; |
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62 | } |
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63 | |
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64 | ClpLp* ClpLp::cloneSolver() const { |
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65 | ClpLp* copylp = new ClpLp(*this); |
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66 | return copylp; |
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67 | } |
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68 | |
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69 | const char* ClpLp::_solverName() const { return "ClpLp"; } |
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70 | |
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71 | int ClpLp::_addCol() { |
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72 | _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0); |
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73 | return _prob->numberColumns() - 1; |
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74 | } |
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75 | |
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76 | int ClpLp::_addRow() { |
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77 | _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX); |
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78 | return _prob->numberRows() - 1; |
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79 | } |
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80 | |
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81 | int ClpLp::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) { |
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82 | std::vector<int> indexes; |
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83 | std::vector<Value> values; |
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84 | |
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85 | for(ExprIterator it = b; it != e; ++it) { |
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86 | indexes.push_back(it->first); |
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87 | values.push_back(it->second); |
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88 | } |
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89 | |
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90 | _prob->addRow(values.size(), &indexes.front(), &values.front(), l, u); |
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91 | return _prob->numberRows() - 1; |
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92 | } |
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93 | |
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94 | |
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95 | void ClpLp::_eraseCol(int c) { |
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96 | _col_names_ref.erase(_prob->getColumnName(c)); |
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97 | _prob->deleteColumns(1, &c); |
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98 | } |
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99 | |
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100 | void ClpLp::_eraseRow(int r) { |
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101 | _row_names_ref.erase(_prob->getRowName(r)); |
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102 | _prob->deleteRows(1, &r); |
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103 | } |
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104 | |
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105 | void ClpLp::_eraseColId(int i) { |
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106 | _cols.eraseIndex(i); |
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107 | _cols.shiftIndices(i); |
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108 | } |
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109 | |
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110 | void ClpLp::_eraseRowId(int i) { |
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111 | _rows.eraseIndex(i); |
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112 | _rows.shiftIndices(i); |
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113 | } |
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114 | |
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115 | void ClpLp::_getColName(int c, std::string& name) const { |
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116 | name = _prob->getColumnName(c); |
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117 | } |
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118 | |
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119 | void ClpLp::_setColName(int c, const std::string& name) { |
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120 | _prob->setColumnName(c, const_cast<std::string&>(name)); |
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121 | _col_names_ref[name] = c; |
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122 | } |
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123 | |
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124 | int ClpLp::_colByName(const std::string& name) const { |
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125 | std::map<std::string, int>::const_iterator it = _col_names_ref.find(name); |
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126 | return it != _col_names_ref.end() ? it->second : -1; |
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127 | } |
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128 | |
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129 | void ClpLp::_getRowName(int r, std::string& name) const { |
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130 | name = _prob->getRowName(r); |
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131 | } |
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132 | |
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133 | void ClpLp::_setRowName(int r, const std::string& name) { |
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134 | _prob->setRowName(r, const_cast<std::string&>(name)); |
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135 | _row_names_ref[name] = r; |
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136 | } |
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137 | |
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138 | int ClpLp::_rowByName(const std::string& name) const { |
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139 | std::map<std::string, int>::const_iterator it = _row_names_ref.find(name); |
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140 | return it != _row_names_ref.end() ? it->second : -1; |
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141 | } |
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142 | |
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143 | |
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144 | void ClpLp::_setRowCoeffs(int ix, ExprIterator b, ExprIterator e) { |
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145 | std::map<int, Value> coeffs; |
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146 | |
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147 | int n = _prob->clpMatrix()->getNumCols(); |
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148 | |
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149 | const int* indices = _prob->clpMatrix()->getIndices(); |
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150 | const double* elements = _prob->clpMatrix()->getElements(); |
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151 | |
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152 | for (int i = 0; i < n; ++i) { |
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153 | CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i]; |
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154 | CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i]; |
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155 | |
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156 | const int* it = std::lower_bound(indices + begin, indices + end, ix); |
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157 | if (it != indices + end && *it == ix && elements[it - indices] != 0.0) { |
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158 | coeffs[i] = 0.0; |
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159 | } |
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160 | } |
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161 | |
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162 | for (ExprIterator it = b; it != e; ++it) { |
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163 | coeffs[it->first] = it->second; |
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164 | } |
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165 | |
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166 | for (std::map<int, Value>::iterator it = coeffs.begin(); |
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167 | it != coeffs.end(); ++it) { |
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168 | _prob->modifyCoefficient(ix, it->first, it->second); |
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169 | } |
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170 | } |
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171 | |
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172 | void ClpLp::_getRowCoeffs(int ix, InsertIterator b) const { |
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173 | int n = _prob->clpMatrix()->getNumCols(); |
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174 | |
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175 | const int* indices = _prob->clpMatrix()->getIndices(); |
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176 | const double* elements = _prob->clpMatrix()->getElements(); |
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177 | |
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178 | for (int i = 0; i < n; ++i) { |
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179 | CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i]; |
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180 | CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i]; |
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181 | |
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182 | const int* it = std::lower_bound(indices + begin, indices + end, ix); |
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183 | if (it != indices + end && *it == ix) { |
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184 | *b = std::make_pair(i, elements[it - indices]); |
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185 | } |
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186 | } |
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187 | } |
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188 | |
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189 | void ClpLp::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) { |
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190 | std::map<int, Value> coeffs; |
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191 | |
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192 | CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
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193 | CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
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194 | |
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195 | const int* indices = _prob->clpMatrix()->getIndices(); |
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196 | const double* elements = _prob->clpMatrix()->getElements(); |
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197 | |
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198 | for (CoinBigIndex i = begin; i != end; ++i) { |
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199 | if (elements[i] != 0.0) { |
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200 | coeffs[indices[i]] = 0.0; |
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201 | } |
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202 | } |
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203 | for (ExprIterator it = b; it != e; ++it) { |
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204 | coeffs[it->first] = it->second; |
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205 | } |
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206 | for (std::map<int, Value>::iterator it = coeffs.begin(); |
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207 | it != coeffs.end(); ++it) { |
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208 | _prob->modifyCoefficient(it->first, ix, it->second); |
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209 | } |
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210 | } |
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211 | |
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212 | void ClpLp::_getColCoeffs(int ix, InsertIterator b) const { |
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213 | CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
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214 | CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
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215 | |
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216 | const int* indices = _prob->clpMatrix()->getIndices(); |
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217 | const double* elements = _prob->clpMatrix()->getElements(); |
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218 | |
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219 | for (CoinBigIndex i = begin; i != end; ++i) { |
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220 | *b = std::make_pair(indices[i], elements[i]); |
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221 | ++b; |
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222 | } |
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223 | } |
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224 | |
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225 | void ClpLp::_setCoeff(int ix, int jx, Value value) { |
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226 | _prob->modifyCoefficient(ix, jx, value); |
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227 | } |
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228 | |
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229 | ClpLp::Value ClpLp::_getCoeff(int ix, int jx) const { |
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230 | CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[jx]; |
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231 | CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[jx]; |
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232 | |
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233 | const int* indices = _prob->clpMatrix()->getIndices(); |
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234 | const double* elements = _prob->clpMatrix()->getElements(); |
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235 | |
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236 | const int* it = std::lower_bound(indices + begin, indices + end, ix); |
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237 | if (it != indices + end && *it == ix) { |
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238 | return elements[it - indices]; |
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239 | } else { |
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240 | return 0.0; |
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241 | } |
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242 | } |
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243 | |
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244 | void ClpLp::_setColLowerBound(int i, Value lo) { |
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245 | _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
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246 | } |
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247 | |
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248 | ClpLp::Value ClpLp::_getColLowerBound(int i) const { |
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249 | double val = _prob->getColLower()[i]; |
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250 | return val == - COIN_DBL_MAX ? - INF : val; |
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251 | } |
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252 | |
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253 | void ClpLp::_setColUpperBound(int i, Value up) { |
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254 | _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up); |
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255 | } |
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256 | |
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257 | ClpLp::Value ClpLp::_getColUpperBound(int i) const { |
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258 | double val = _prob->getColUpper()[i]; |
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259 | return val == COIN_DBL_MAX ? INF : val; |
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260 | } |
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261 | |
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262 | void ClpLp::_setRowLowerBound(int i, Value lo) { |
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263 | _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
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264 | } |
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265 | |
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266 | ClpLp::Value ClpLp::_getRowLowerBound(int i) const { |
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267 | double val = _prob->getRowLower()[i]; |
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268 | return val == - COIN_DBL_MAX ? - INF : val; |
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269 | } |
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270 | |
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271 | void ClpLp::_setRowUpperBound(int i, Value up) { |
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272 | _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up); |
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273 | } |
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274 | |
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275 | ClpLp::Value ClpLp::_getRowUpperBound(int i) const { |
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276 | double val = _prob->getRowUpper()[i]; |
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277 | return val == COIN_DBL_MAX ? INF : val; |
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278 | } |
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279 | |
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280 | void ClpLp::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
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281 | int num = _prob->clpMatrix()->getNumCols(); |
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282 | for (int i = 0; i < num; ++i) { |
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283 | _prob->setObjectiveCoefficient(i, 0.0); |
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284 | } |
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285 | for (ExprIterator it = b; it != e; ++it) { |
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286 | _prob->setObjectiveCoefficient(it->first, it->second); |
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287 | } |
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288 | } |
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289 | |
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290 | void ClpLp::_getObjCoeffs(InsertIterator b) const { |
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291 | int num = _prob->clpMatrix()->getNumCols(); |
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292 | for (int i = 0; i < num; ++i) { |
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293 | Value coef = _prob->getObjCoefficients()[i]; |
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294 | if (coef != 0.0) { |
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295 | *b = std::make_pair(i, coef); |
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296 | ++b; |
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297 | } |
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298 | } |
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299 | } |
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300 | |
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301 | void ClpLp::_setObjCoeff(int i, Value obj_coef) { |
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302 | _prob->setObjectiveCoefficient(i, obj_coef); |
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303 | } |
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304 | |
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305 | ClpLp::Value ClpLp::_getObjCoeff(int i) const { |
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306 | return _prob->getObjCoefficients()[i]; |
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307 | } |
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308 | |
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309 | ClpLp::SolveExitStatus ClpLp::_solve() { |
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310 | return _prob->primal() >= 0 ? SOLVED : UNSOLVED; |
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311 | } |
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312 | |
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313 | ClpLp::SolveExitStatus ClpLp::solvePrimal() { |
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314 | return _prob->primal() >= 0 ? SOLVED : UNSOLVED; |
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315 | } |
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316 | |
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317 | ClpLp::SolveExitStatus ClpLp::solveDual() { |
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318 | return _prob->dual() >= 0 ? SOLVED : UNSOLVED; |
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319 | } |
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320 | |
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321 | ClpLp::SolveExitStatus ClpLp::solveBarrier() { |
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322 | return _prob->barrier() >= 0 ? SOLVED : UNSOLVED; |
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323 | } |
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324 | |
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325 | ClpLp::Value ClpLp::_getPrimal(int i) const { |
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326 | return _prob->primalColumnSolution()[i]; |
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327 | } |
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328 | ClpLp::Value ClpLp::_getPrimalValue() const { |
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329 | return _prob->objectiveValue(); |
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330 | } |
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331 | |
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332 | ClpLp::Value ClpLp::_getDual(int i) const { |
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333 | return _prob->dualRowSolution()[i]; |
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334 | } |
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335 | |
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336 | ClpLp::Value ClpLp::_getPrimalRay(int i) const { |
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337 | if (!_primal_ray) { |
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338 | _primal_ray = _prob->unboundedRay(); |
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339 | LEMON_ASSERT(_primal_ray != 0, "Primal ray is not provided"); |
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340 | } |
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341 | return _primal_ray[i]; |
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342 | } |
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343 | |
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344 | ClpLp::Value ClpLp::_getDualRay(int i) const { |
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345 | if (!_dual_ray) { |
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346 | _dual_ray = _prob->infeasibilityRay(); |
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347 | LEMON_ASSERT(_dual_ray != 0, "Dual ray is not provided"); |
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348 | } |
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349 | return _dual_ray[i]; |
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350 | } |
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351 | |
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352 | ClpLp::VarStatus ClpLp::_getColStatus(int i) const { |
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353 | switch (_prob->getColumnStatus(i)) { |
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354 | case ClpSimplex::basic: |
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355 | return BASIC; |
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356 | case ClpSimplex::isFree: |
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357 | return FREE; |
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358 | case ClpSimplex::atUpperBound: |
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359 | return UPPER; |
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360 | case ClpSimplex::atLowerBound: |
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361 | return LOWER; |
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362 | case ClpSimplex::isFixed: |
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363 | return FIXED; |
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364 | case ClpSimplex::superBasic: |
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365 | return FREE; |
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366 | default: |
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367 | LEMON_ASSERT(false, "Wrong column status"); |
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368 | return VarStatus(); |
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369 | } |
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370 | } |
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371 | |
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372 | ClpLp::VarStatus ClpLp::_getRowStatus(int i) const { |
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373 | switch (_prob->getColumnStatus(i)) { |
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374 | case ClpSimplex::basic: |
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375 | return BASIC; |
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376 | case ClpSimplex::isFree: |
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377 | return FREE; |
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378 | case ClpSimplex::atUpperBound: |
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379 | return UPPER; |
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380 | case ClpSimplex::atLowerBound: |
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381 | return LOWER; |
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382 | case ClpSimplex::isFixed: |
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383 | return FIXED; |
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384 | case ClpSimplex::superBasic: |
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385 | return FREE; |
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386 | default: |
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387 | LEMON_ASSERT(false, "Wrong row status"); |
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388 | return VarStatus(); |
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389 | } |
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390 | } |
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391 | |
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392 | |
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393 | ClpLp::ProblemType ClpLp::_getPrimalType() const { |
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394 | if (_prob->isProvenOptimal()) { |
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395 | return OPTIMAL; |
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396 | } else if (_prob->isProvenPrimalInfeasible()) { |
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397 | return INFEASIBLE; |
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398 | } else if (_prob->isProvenDualInfeasible()) { |
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399 | return UNBOUNDED; |
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400 | } else { |
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401 | return UNDEFINED; |
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402 | } |
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403 | } |
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404 | |
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405 | ClpLp::ProblemType ClpLp::_getDualType() const { |
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406 | if (_prob->isProvenOptimal()) { |
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407 | return OPTIMAL; |
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408 | } else if (_prob->isProvenDualInfeasible()) { |
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409 | return INFEASIBLE; |
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410 | } else if (_prob->isProvenPrimalInfeasible()) { |
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411 | return INFEASIBLE; |
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412 | } else { |
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413 | return UNDEFINED; |
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414 | } |
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415 | } |
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416 | |
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417 | void ClpLp::_setSense(ClpLp::Sense sense) { |
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418 | switch (sense) { |
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419 | case MIN: |
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420 | _prob->setOptimizationDirection(1); |
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421 | break; |
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422 | case MAX: |
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423 | _prob->setOptimizationDirection(-1); |
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424 | break; |
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425 | } |
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426 | } |
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427 | |
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428 | ClpLp::Sense ClpLp::_getSense() const { |
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429 | double dir = _prob->optimizationDirection(); |
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430 | if (dir > 0.0) { |
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431 | return MIN; |
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432 | } else { |
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433 | return MAX; |
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434 | } |
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435 | } |
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436 | |
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437 | void ClpLp::_clear() { |
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438 | delete _prob; |
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439 | _prob = new ClpSimplex(); |
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440 | _col_names_ref.clear(); |
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441 | _clear_temporals(); |
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442 | } |
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443 | |
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444 | void ClpLp::_messageLevel(MessageLevel level) { |
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445 | switch (level) { |
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446 | case MESSAGE_NOTHING: |
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447 | _prob->setLogLevel(0); |
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448 | break; |
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449 | case MESSAGE_ERROR: |
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450 | _prob->setLogLevel(1); |
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451 | break; |
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452 | case MESSAGE_WARNING: |
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453 | _prob->setLogLevel(2); |
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454 | break; |
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455 | case MESSAGE_NORMAL: |
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456 | _prob->setLogLevel(3); |
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457 | break; |
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458 | case MESSAGE_VERBOSE: |
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459 | _prob->setLogLevel(4); |
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460 | break; |
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461 | } |
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462 | } |
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463 | |
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464 | void ClpLp::_write(std::string file, std::string format) const |
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465 | { |
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466 | if(format == "LP") |
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467 | _prob->writeLp(file.c_str(), "", 1e-5, 10, 5, |
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468 | sense()==ClpLp::MIN?1:-1, |
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469 | true |
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470 | ); |
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471 | else throw UnsupportedFormatError(format); |
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472 | } |
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473 | |
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474 | } //END OF NAMESPACE LEMON |
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