| 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 | #ifndef LEMON_CPLEX_H |
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| 20 | #define LEMON_CPLEX_H |
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| 21 | |
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| 22 | ///\file |
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| 23 | ///\brief Header of the LEMON-CPLEX lp solver interface. |
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| 24 | |
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| 25 | #include <lemon/lp_base.h> |
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| 26 | |
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| 27 | struct cpxenv; |
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| 28 | struct cpxlp; |
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| 29 | |
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| 30 | namespace lemon { |
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| 31 | |
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| 32 | /// \brief Reference counted wrapper around cpxenv pointer |
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| 33 | /// |
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| 34 | /// The cplex uses environment object which is responsible for |
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| 35 | /// checking the proper license usage. This class provides a simple |
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| 36 | /// interface for share the environment object between different |
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| 37 | /// problems. |
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| 38 | class CplexEnv { |
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| 39 | friend class CplexBase; |
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| 40 | private: |
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| 41 | cpxenv* _env; |
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| 42 | mutable int* _cnt; |
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| 43 | |
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| 44 | public: |
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| 45 | |
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| 46 | /// \brief This exception is thrown when the license check is not |
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| 47 | /// sufficient |
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| 48 | class LicenseError : public Exception { |
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| 49 | friend class CplexEnv; |
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| 50 | private: |
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| 51 | |
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| 52 | LicenseError(int status); |
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| 53 | char _message[510]; |
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| 54 | |
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| 55 | public: |
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| 56 | |
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| 57 | /// The short error message |
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| 58 | virtual const char* what() const throw() { |
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| 59 | return _message; |
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| 60 | } |
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| 61 | }; |
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| 62 | |
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| 63 | /// Constructor |
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| 64 | CplexEnv(); |
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| 65 | /// Shallow copy constructor |
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| 66 | CplexEnv(const CplexEnv&); |
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| 67 | /// Shallow assignement |
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| 68 | CplexEnv& operator=(const CplexEnv&); |
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| 69 | /// Destructor |
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| 70 | virtual ~CplexEnv(); |
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| 71 | |
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| 72 | protected: |
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| 73 | |
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| 74 | cpxenv* cplexEnv() { return _env; } |
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| 75 | const cpxenv* cplexEnv() const { return _env; } |
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| 76 | }; |
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| 77 | |
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| 78 | /// \brief Base interface for the CPLEX LP and MIP solver |
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| 79 | /// |
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| 80 | /// This class implements the common interface of the CPLEX LP and |
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| 81 | /// MIP solvers. |
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| 82 | /// \ingroup lp_group |
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| 83 | class CplexBase : virtual public LpBase { |
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| 84 | protected: |
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| 85 | |
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| 86 | CplexEnv _env; |
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| 87 | cpxlp* _prob; |
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| 88 | |
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| 89 | CplexBase(); |
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| 90 | CplexBase(const CplexEnv&); |
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| 91 | CplexBase(const CplexBase &); |
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| 92 | virtual ~CplexBase(); |
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| 93 | |
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| 94 | virtual int _addCol(); |
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| 95 | virtual int _addRow(); |
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| 96 | |
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| 97 | virtual void _eraseCol(int i); |
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| 98 | virtual void _eraseRow(int i); |
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| 99 | |
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| 100 | virtual void _eraseColId(int i); |
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| 101 | virtual void _eraseRowId(int i); |
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| 102 | |
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| 103 | virtual void _getColName(int col, std::string& name) const; |
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| 104 | virtual void _setColName(int col, const std::string& name); |
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| 105 | virtual int _colByName(const std::string& name) const; |
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| 106 | |
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| 107 | virtual void _getRowName(int row, std::string& name) const; |
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| 108 | virtual void _setRowName(int row, const std::string& name); |
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| 109 | virtual int _rowByName(const std::string& name) const; |
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| 110 | |
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| 111 | virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
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| 112 | virtual void _getRowCoeffs(int i, InsertIterator b) const; |
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| 113 | |
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| 114 | virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
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| 115 | virtual void _getColCoeffs(int i, InsertIterator b) const; |
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| 116 | |
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| 117 | virtual void _setCoeff(int row, int col, Value value); |
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| 118 | virtual Value _getCoeff(int row, int col) const; |
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| 119 | |
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| 120 | virtual void _setColLowerBound(int i, Value value); |
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| 121 | virtual Value _getColLowerBound(int i) const; |
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| 122 | |
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| 123 | virtual void _setColUpperBound(int i, Value value); |
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| 124 | virtual Value _getColUpperBound(int i) const; |
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| 125 | |
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| 126 | private: |
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| 127 | void _set_row_bounds(int i, Value lb, Value ub); |
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| 128 | protected: |
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| 129 | |
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| 130 | virtual void _setRowLowerBound(int i, Value value); |
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| 131 | virtual Value _getRowLowerBound(int i) const; |
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| 132 | |
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| 133 | virtual void _setRowUpperBound(int i, Value value); |
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| 134 | virtual Value _getRowUpperBound(int i) const; |
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| 135 | |
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| 136 | virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
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| 137 | virtual void _getObjCoeffs(InsertIterator b) const; |
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| 138 | |
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| 139 | virtual void _setObjCoeff(int i, Value obj_coef); |
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| 140 | virtual Value _getObjCoeff(int i) const; |
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| 141 | |
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| 142 | virtual void _setSense(Sense sense); |
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| 143 | virtual Sense _getSense() const; |
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| 144 | |
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| 145 | virtual void _clear(); |
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| 146 | |
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| 147 | public: |
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| 148 | |
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| 149 | /// Returns the used \c CplexEnv instance |
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| 150 | const CplexEnv& env() const { return _env; } |
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| 151 | /// |
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| 152 | const cpxenv* cplexEnv() const { return _env.cplexEnv(); } |
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| 153 | |
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| 154 | cpxlp* cplexLp() { return _prob; } |
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| 155 | const cpxlp* cplexLp() const { return _prob; } |
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| 156 | |
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| 157 | }; |
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| 158 | |
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| 159 | /// \brief Interface for the CPLEX LP solver |
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| 160 | /// |
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| 161 | /// This class implements an interface for the CPLEX LP solver. |
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| 162 | ///\ingroup lp_group |
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| 163 | class CplexLp : public LpSolver, public CplexBase { |
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| 164 | public: |
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| 165 | /// \e |
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| 166 | CplexLp(); |
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| 167 | /// \e |
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| 168 | CplexLp(const CplexEnv&); |
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| 169 | /// \e |
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| 170 | CplexLp(const CplexLp&); |
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| 171 | /// \e |
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| 172 | virtual ~CplexLp(); |
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| 173 | |
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| 174 | /// \e |
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| 175 | virtual CplexLp* cloneSolver() const; |
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| 176 | /// \e |
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| 177 | virtual CplexLp* newSolver() const; |
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| 178 | |
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| 179 | private: |
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| 180 | |
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| 181 | // these values cannot retrieved element by element |
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| 182 | mutable std::vector<int> _col_status; |
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| 183 | mutable std::vector<int> _row_status; |
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| 184 | |
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| 185 | mutable std::vector<Value> _primal_ray; |
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| 186 | mutable std::vector<Value> _dual_ray; |
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| 187 | |
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| 188 | void _clear_temporals(); |
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| 189 | |
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| 190 | SolveExitStatus convertStatus(int status); |
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| 191 | |
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| 192 | protected: |
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| 193 | |
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| 194 | virtual const char* _solverName() const; |
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| 195 | |
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| 196 | virtual SolveExitStatus _solve(); |
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| 197 | virtual Value _getPrimal(int i) const; |
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| 198 | virtual Value _getDual(int i) const; |
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| 199 | virtual Value _getPrimalValue() const; |
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| 200 | |
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| 201 | virtual VarStatus _getColStatus(int i) const; |
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| 202 | virtual VarStatus _getRowStatus(int i) const; |
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| 203 | |
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| 204 | virtual Value _getPrimalRay(int i) const; |
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| 205 | virtual Value _getDualRay(int i) const; |
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| 206 | |
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| 207 | virtual ProblemType _getPrimalType() const; |
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| 208 | virtual ProblemType _getDualType() const; |
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| 209 | |
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| 210 | public: |
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| 211 | |
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| 212 | /// Solve with primal simplex method |
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| 213 | SolveExitStatus solvePrimal(); |
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| 214 | |
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| 215 | /// Solve with dual simplex method |
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| 216 | SolveExitStatus solveDual(); |
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| 217 | |
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| 218 | /// Solve with barrier method |
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| 219 | SolveExitStatus solveBarrier(); |
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| 220 | |
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| 221 | }; |
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| 222 | |
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| 223 | /// \brief Interface for the CPLEX MIP solver |
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| 224 | /// |
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| 225 | /// This class implements an interface for the CPLEX MIP solver. |
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| 226 | ///\ingroup lp_group |
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| 227 | class CplexMip : public MipSolver, public CplexBase { |
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| 228 | public: |
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| 229 | /// \e |
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| 230 | CplexMip(); |
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| 231 | /// \e |
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| 232 | CplexMip(const CplexEnv&); |
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| 233 | /// \e |
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| 234 | CplexMip(const CplexMip&); |
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| 235 | /// \e |
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| 236 | virtual ~CplexMip(); |
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| 237 | |
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| 238 | protected: |
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| 239 | |
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| 240 | virtual CplexMip* _cloneSolver() const; |
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| 241 | virtual CplexMip* _newSolver() const; |
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| 242 | |
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| 243 | virtual const char* _solverName() const; |
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| 244 | |
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| 245 | virtual ColTypes _getColType(int col) const; |
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| 246 | virtual void _setColType(int col, ColTypes col_type); |
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| 247 | |
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| 248 | virtual SolveExitStatus _solve(); |
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| 249 | virtual ProblemType _getType() const; |
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| 250 | virtual Value _getSol(int i) const; |
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| 251 | virtual Value _getSolValue() const; |
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| 252 | |
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| 253 | }; |
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| 254 | |
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| 255 | } //END OF NAMESPACE LEMON |
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| 256 | |
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| 257 | #endif //LEMON_CPLEX_H |
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| 258 | |
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