[481] | 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 | #ifndef LEMON_LP_BASE_H |
---|
| 20 | #define LEMON_LP_BASE_H |
---|
| 21 | |
---|
| 22 | #include<iostream> |
---|
| 23 | #include<vector> |
---|
| 24 | #include<map> |
---|
| 25 | #include<limits> |
---|
| 26 | #include<lemon/math.h> |
---|
| 27 | |
---|
[482] | 28 | #include<lemon/error.h> |
---|
| 29 | #include<lemon/assert.h> |
---|
| 30 | |
---|
[481] | 31 | #include<lemon/core.h> |
---|
[482] | 32 | #include<lemon/bits/solver_bits.h> |
---|
[481] | 33 | |
---|
| 34 | ///\file |
---|
| 35 | ///\brief The interface of the LP solver interface. |
---|
| 36 | ///\ingroup lp_group |
---|
| 37 | namespace lemon { |
---|
| 38 | |
---|
[482] | 39 | ///Common base class for LP and MIP solvers |
---|
[481] | 40 | |
---|
[482] | 41 | ///Usually this class is not used directly, please use one of the concrete |
---|
| 42 | ///implementations of the solver interface. |
---|
[481] | 43 | ///\ingroup lp_group |
---|
[482] | 44 | class LpBase { |
---|
[481] | 45 | |
---|
| 46 | protected: |
---|
| 47 | |
---|
[482] | 48 | _solver_bits::VarIndex rows; |
---|
| 49 | _solver_bits::VarIndex cols; |
---|
[481] | 50 | |
---|
| 51 | public: |
---|
| 52 | |
---|
| 53 | ///Possible outcomes of an LP solving procedure |
---|
| 54 | enum SolveExitStatus { |
---|
| 55 | ///This means that the problem has been successfully solved: either |
---|
| 56 | ///an optimal solution has been found or infeasibility/unboundedness |
---|
| 57 | ///has been proved. |
---|
| 58 | SOLVED = 0, |
---|
| 59 | ///Any other case (including the case when some user specified |
---|
| 60 | ///limit has been exceeded) |
---|
| 61 | UNSOLVED = 1 |
---|
| 62 | }; |
---|
| 63 | |
---|
[482] | 64 | ///Direction of the optimization |
---|
| 65 | enum Sense { |
---|
| 66 | /// Minimization |
---|
| 67 | MIN, |
---|
| 68 | /// Maximization |
---|
| 69 | MAX |
---|
[481] | 70 | }; |
---|
| 71 | |
---|
| 72 | ///The floating point type used by the solver |
---|
| 73 | typedef double Value; |
---|
| 74 | ///The infinity constant |
---|
| 75 | static const Value INF; |
---|
| 76 | ///The not a number constant |
---|
| 77 | static const Value NaN; |
---|
| 78 | |
---|
| 79 | friend class Col; |
---|
| 80 | friend class ColIt; |
---|
| 81 | friend class Row; |
---|
[482] | 82 | friend class RowIt; |
---|
[481] | 83 | |
---|
| 84 | ///Refer to a column of the LP. |
---|
| 85 | |
---|
| 86 | ///This type is used to refer to a column of the LP. |
---|
| 87 | /// |
---|
| 88 | ///Its value remains valid and correct even after the addition or erase of |
---|
| 89 | ///other columns. |
---|
| 90 | /// |
---|
[482] | 91 | ///\note This class is similar to other Item types in LEMON, like |
---|
| 92 | ///Node and Arc types in digraph. |
---|
[481] | 93 | class Col { |
---|
[482] | 94 | friend class LpBase; |
---|
[481] | 95 | protected: |
---|
[482] | 96 | int _id; |
---|
| 97 | explicit Col(int id) : _id(id) {} |
---|
[481] | 98 | public: |
---|
| 99 | typedef Value ExprValue; |
---|
[482] | 100 | typedef True LpCol; |
---|
| 101 | /// Default constructor |
---|
| 102 | |
---|
| 103 | /// \warning The default constructor sets the Col to an |
---|
| 104 | /// undefined value. |
---|
[481] | 105 | Col() {} |
---|
[482] | 106 | /// Invalid constructor \& conversion. |
---|
| 107 | |
---|
| 108 | /// This constructor initializes the Col to be invalid. |
---|
| 109 | /// \sa Invalid for more details. |
---|
| 110 | Col(const Invalid&) : _id(-1) {} |
---|
| 111 | /// Equality operator |
---|
| 112 | |
---|
| 113 | /// Two \ref Col "Col"s are equal if and only if they point to |
---|
| 114 | /// the same LP column or both are invalid. |
---|
| 115 | bool operator==(Col c) const {return _id == c._id;} |
---|
| 116 | /// Inequality operator |
---|
| 117 | |
---|
| 118 | /// \sa operator==(Col c) |
---|
| 119 | /// |
---|
| 120 | bool operator!=(Col c) const {return _id != c._id;} |
---|
| 121 | /// Artificial ordering operator. |
---|
| 122 | |
---|
| 123 | /// To allow the use of this object in std::map or similar |
---|
| 124 | /// associative container we require this. |
---|
| 125 | /// |
---|
| 126 | /// \note This operator only have to define some strict ordering of |
---|
| 127 | /// the items; this order has nothing to do with the iteration |
---|
| 128 | /// ordering of the items. |
---|
| 129 | bool operator<(Col c) const {return _id < c._id;} |
---|
[481] | 130 | }; |
---|
| 131 | |
---|
[482] | 132 | ///Iterator for iterate over the columns of an LP problem |
---|
| 133 | |
---|
| 134 | /// Its usage is quite simple, for example you can count the number |
---|
| 135 | /// of columns in an LP \c lp: |
---|
| 136 | ///\code |
---|
| 137 | /// int count=0; |
---|
| 138 | /// for (LpBase::ColIt c(lp); c!=INVALID; ++c) ++count; |
---|
| 139 | ///\endcode |
---|
[481] | 140 | class ColIt : public Col { |
---|
[482] | 141 | const LpBase *_solver; |
---|
[481] | 142 | public: |
---|
[482] | 143 | /// Default constructor |
---|
| 144 | |
---|
| 145 | /// \warning The default constructor sets the iterator |
---|
| 146 | /// to an undefined value. |
---|
[481] | 147 | ColIt() {} |
---|
[482] | 148 | /// Sets the iterator to the first Col |
---|
| 149 | |
---|
| 150 | /// Sets the iterator to the first Col. |
---|
| 151 | /// |
---|
| 152 | ColIt(const LpBase &solver) : _solver(&solver) |
---|
[481] | 153 | { |
---|
[482] | 154 | _solver->cols.firstItem(_id); |
---|
[481] | 155 | } |
---|
[482] | 156 | /// Invalid constructor \& conversion |
---|
| 157 | |
---|
| 158 | /// Initialize the iterator to be invalid. |
---|
| 159 | /// \sa Invalid for more details. |
---|
[481] | 160 | ColIt(const Invalid&) : Col(INVALID) {} |
---|
[482] | 161 | /// Next column |
---|
| 162 | |
---|
| 163 | /// Assign the iterator to the next column. |
---|
| 164 | /// |
---|
[481] | 165 | ColIt &operator++() |
---|
| 166 | { |
---|
[482] | 167 | _solver->cols.nextItem(_id); |
---|
[481] | 168 | return *this; |
---|
| 169 | } |
---|
| 170 | }; |
---|
| 171 | |
---|
[482] | 172 | /// \brief Returns the ID of the column. |
---|
| 173 | static int id(const Col& col) { return col._id; } |
---|
| 174 | /// \brief Returns the column with the given ID. |
---|
| 175 | /// |
---|
| 176 | /// \pre The argument should be a valid column ID in the LP problem. |
---|
| 177 | static Col colFromId(int id) { return Col(id); } |
---|
[481] | 178 | |
---|
| 179 | ///Refer to a row of the LP. |
---|
| 180 | |
---|
| 181 | ///This type is used to refer to a row of the LP. |
---|
| 182 | /// |
---|
| 183 | ///Its value remains valid and correct even after the addition or erase of |
---|
| 184 | ///other rows. |
---|
| 185 | /// |
---|
[482] | 186 | ///\note This class is similar to other Item types in LEMON, like |
---|
| 187 | ///Node and Arc types in digraph. |
---|
[481] | 188 | class Row { |
---|
[482] | 189 | friend class LpBase; |
---|
[481] | 190 | protected: |
---|
[482] | 191 | int _id; |
---|
| 192 | explicit Row(int id) : _id(id) {} |
---|
[481] | 193 | public: |
---|
| 194 | typedef Value ExprValue; |
---|
[482] | 195 | typedef True LpRow; |
---|
| 196 | /// Default constructor |
---|
| 197 | |
---|
| 198 | /// \warning The default constructor sets the Row to an |
---|
| 199 | /// undefined value. |
---|
[481] | 200 | Row() {} |
---|
[482] | 201 | /// Invalid constructor \& conversion. |
---|
| 202 | |
---|
| 203 | /// This constructor initializes the Row to be invalid. |
---|
| 204 | /// \sa Invalid for more details. |
---|
| 205 | Row(const Invalid&) : _id(-1) {} |
---|
| 206 | /// Equality operator |
---|
[481] | 207 | |
---|
[482] | 208 | /// Two \ref Row "Row"s are equal if and only if they point to |
---|
| 209 | /// the same LP row or both are invalid. |
---|
| 210 | bool operator==(Row r) const {return _id == r._id;} |
---|
| 211 | /// Inequality operator |
---|
| 212 | |
---|
| 213 | /// \sa operator==(Row r) |
---|
| 214 | /// |
---|
| 215 | bool operator!=(Row r) const {return _id != r._id;} |
---|
| 216 | /// Artificial ordering operator. |
---|
| 217 | |
---|
| 218 | /// To allow the use of this object in std::map or similar |
---|
| 219 | /// associative container we require this. |
---|
| 220 | /// |
---|
| 221 | /// \note This operator only have to define some strict ordering of |
---|
| 222 | /// the items; this order has nothing to do with the iteration |
---|
| 223 | /// ordering of the items. |
---|
| 224 | bool operator<(Row r) const {return _id < r._id;} |
---|
[481] | 225 | }; |
---|
| 226 | |
---|
[482] | 227 | ///Iterator for iterate over the rows of an LP problem |
---|
| 228 | |
---|
| 229 | /// Its usage is quite simple, for example you can count the number |
---|
| 230 | /// of rows in an LP \c lp: |
---|
| 231 | ///\code |
---|
| 232 | /// int count=0; |
---|
| 233 | /// for (LpBase::RowIt c(lp); c!=INVALID; ++c) ++count; |
---|
| 234 | ///\endcode |
---|
[481] | 235 | class RowIt : public Row { |
---|
[482] | 236 | const LpBase *_solver; |
---|
[481] | 237 | public: |
---|
[482] | 238 | /// Default constructor |
---|
| 239 | |
---|
| 240 | /// \warning The default constructor sets the iterator |
---|
| 241 | /// to an undefined value. |
---|
[481] | 242 | RowIt() {} |
---|
[482] | 243 | /// Sets the iterator to the first Row |
---|
| 244 | |
---|
| 245 | /// Sets the iterator to the first Row. |
---|
| 246 | /// |
---|
| 247 | RowIt(const LpBase &solver) : _solver(&solver) |
---|
[481] | 248 | { |
---|
[482] | 249 | _solver->rows.firstItem(_id); |
---|
[481] | 250 | } |
---|
[482] | 251 | /// Invalid constructor \& conversion |
---|
| 252 | |
---|
| 253 | /// Initialize the iterator to be invalid. |
---|
| 254 | /// \sa Invalid for more details. |
---|
[481] | 255 | RowIt(const Invalid&) : Row(INVALID) {} |
---|
[482] | 256 | /// Next row |
---|
| 257 | |
---|
| 258 | /// Assign the iterator to the next row. |
---|
| 259 | /// |
---|
[481] | 260 | RowIt &operator++() |
---|
| 261 | { |
---|
[482] | 262 | _solver->rows.nextItem(_id); |
---|
[481] | 263 | return *this; |
---|
| 264 | } |
---|
| 265 | }; |
---|
| 266 | |
---|
[482] | 267 | /// \brief Returns the ID of the row. |
---|
| 268 | static int id(const Row& row) { return row._id; } |
---|
| 269 | /// \brief Returns the row with the given ID. |
---|
| 270 | /// |
---|
| 271 | /// \pre The argument should be a valid row ID in the LP problem. |
---|
| 272 | static Row rowFromId(int id) { return Row(id); } |
---|
[481] | 273 | |
---|
| 274 | public: |
---|
| 275 | |
---|
| 276 | ///Linear expression of variables and a constant component |
---|
| 277 | |
---|
| 278 | ///This data structure stores a linear expression of the variables |
---|
| 279 | ///(\ref Col "Col"s) and also has a constant component. |
---|
| 280 | /// |
---|
| 281 | ///There are several ways to access and modify the contents of this |
---|
| 282 | ///container. |
---|
| 283 | ///\code |
---|
| 284 | ///e[v]=5; |
---|
| 285 | ///e[v]+=12; |
---|
| 286 | ///e.erase(v); |
---|
| 287 | ///\endcode |
---|
| 288 | ///or you can also iterate through its elements. |
---|
| 289 | ///\code |
---|
| 290 | ///double s=0; |
---|
[482] | 291 | ///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i) |
---|
| 292 | /// s+=*i * primal(i); |
---|
[481] | 293 | ///\endcode |
---|
[482] | 294 | ///(This code computes the primal value of the expression). |
---|
[481] | 295 | ///- Numbers (<tt>double</tt>'s) |
---|
| 296 | ///and variables (\ref Col "Col"s) directly convert to an |
---|
| 297 | ///\ref Expr and the usual linear operations are defined, so |
---|
| 298 | ///\code |
---|
| 299 | ///v+w |
---|
| 300 | ///2*v-3.12*(v-w/2)+2 |
---|
| 301 | ///v*2.1+(3*v+(v*12+w+6)*3)/2 |
---|
| 302 | ///\endcode |
---|
[482] | 303 | ///are valid expressions. |
---|
[481] | 304 | ///The usual assignment operations are also defined. |
---|
| 305 | ///\code |
---|
| 306 | ///e=v+w; |
---|
| 307 | ///e+=2*v-3.12*(v-w/2)+2; |
---|
| 308 | ///e*=3.4; |
---|
| 309 | ///e/=5; |
---|
| 310 | ///\endcode |
---|
[482] | 311 | ///- The constant member can be set and read by dereference |
---|
| 312 | /// operator (unary *) |
---|
| 313 | /// |
---|
[481] | 314 | ///\code |
---|
[482] | 315 | ///*e=12; |
---|
| 316 | ///double c=*e; |
---|
[481] | 317 | ///\endcode |
---|
| 318 | /// |
---|
| 319 | ///\sa Constr |
---|
[482] | 320 | class Expr { |
---|
| 321 | friend class LpBase; |
---|
[481] | 322 | public: |
---|
[482] | 323 | /// The key type of the expression |
---|
| 324 | typedef LpBase::Col Key; |
---|
| 325 | /// The value type of the expression |
---|
| 326 | typedef LpBase::Value Value; |
---|
[481] | 327 | |
---|
| 328 | protected: |
---|
[482] | 329 | Value const_comp; |
---|
| 330 | std::map<int, Value> comps; |
---|
[481] | 331 | |
---|
| 332 | public: |
---|
[482] | 333 | typedef True SolverExpr; |
---|
| 334 | /// Default constructor |
---|
| 335 | |
---|
| 336 | /// Construct an empty expression, the coefficients and |
---|
| 337 | /// the constant component are initialized to zero. |
---|
| 338 | Expr() : const_comp(0) {} |
---|
| 339 | /// Construct an expression from a column |
---|
| 340 | |
---|
| 341 | /// Construct an expression, which has a term with \c c variable |
---|
| 342 | /// and 1.0 coefficient. |
---|
| 343 | Expr(const Col &c) : const_comp(0) { |
---|
| 344 | typedef std::map<int, Value>::value_type pair_type; |
---|
| 345 | comps.insert(pair_type(id(c), 1)); |
---|
[481] | 346 | } |
---|
[482] | 347 | /// Construct an expression from a constant |
---|
| 348 | |
---|
| 349 | /// Construct an expression, which's constant component is \c v. |
---|
| 350 | /// |
---|
[481] | 351 | Expr(const Value &v) : const_comp(v) {} |
---|
[482] | 352 | /// Returns the coefficient of the column |
---|
| 353 | Value operator[](const Col& c) const { |
---|
| 354 | std::map<int, Value>::const_iterator it=comps.find(id(c)); |
---|
| 355 | if (it != comps.end()) { |
---|
| 356 | return it->second; |
---|
| 357 | } else { |
---|
| 358 | return 0; |
---|
[481] | 359 | } |
---|
| 360 | } |
---|
[482] | 361 | /// Returns the coefficient of the column |
---|
| 362 | Value& operator[](const Col& c) { |
---|
| 363 | return comps[id(c)]; |
---|
| 364 | } |
---|
| 365 | /// Sets the coefficient of the column |
---|
| 366 | void set(const Col &c, const Value &v) { |
---|
| 367 | if (v != 0.0) { |
---|
| 368 | typedef std::map<int, Value>::value_type pair_type; |
---|
| 369 | comps.insert(pair_type(id(c), v)); |
---|
| 370 | } else { |
---|
| 371 | comps.erase(id(c)); |
---|
| 372 | } |
---|
| 373 | } |
---|
| 374 | /// Returns the constant component of the expression |
---|
| 375 | Value& operator*() { return const_comp; } |
---|
| 376 | /// Returns the constant component of the expression |
---|
| 377 | const Value& operator*() const { return const_comp; } |
---|
| 378 | /// \brief Removes the coefficients which's absolute value does |
---|
| 379 | /// not exceed \c epsilon. It also sets to zero the constant |
---|
| 380 | /// component, if it does not exceed epsilon in absolute value. |
---|
| 381 | void simplify(Value epsilon = 0.0) { |
---|
| 382 | std::map<int, Value>::iterator it=comps.begin(); |
---|
| 383 | while (it != comps.end()) { |
---|
| 384 | std::map<int, Value>::iterator jt=it; |
---|
| 385 | ++jt; |
---|
| 386 | if (std::fabs((*it).second) <= epsilon) comps.erase(it); |
---|
| 387 | it=jt; |
---|
| 388 | } |
---|
| 389 | if (std::fabs(const_comp) <= epsilon) const_comp = 0; |
---|
[481] | 390 | } |
---|
| 391 | |
---|
[482] | 392 | void simplify(Value epsilon = 0.0) const { |
---|
| 393 | const_cast<Expr*>(this)->simplify(epsilon); |
---|
[481] | 394 | } |
---|
| 395 | |
---|
| 396 | ///Sets all coefficients and the constant component to 0. |
---|
| 397 | void clear() { |
---|
[482] | 398 | comps.clear(); |
---|
[481] | 399 | const_comp=0; |
---|
| 400 | } |
---|
| 401 | |
---|
[482] | 402 | ///Compound assignment |
---|
[481] | 403 | Expr &operator+=(const Expr &e) { |
---|
[482] | 404 | for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
---|
| 405 | it!=e.comps.end(); ++it) |
---|
| 406 | comps[it->first]+=it->second; |
---|
[481] | 407 | const_comp+=e.const_comp; |
---|
| 408 | return *this; |
---|
| 409 | } |
---|
[482] | 410 | ///Compound assignment |
---|
[481] | 411 | Expr &operator-=(const Expr &e) { |
---|
[482] | 412 | for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
---|
| 413 | it!=e.comps.end(); ++it) |
---|
| 414 | comps[it->first]-=it->second; |
---|
[481] | 415 | const_comp-=e.const_comp; |
---|
| 416 | return *this; |
---|
| 417 | } |
---|
[482] | 418 | ///Multiply with a constant |
---|
| 419 | Expr &operator*=(const Value &v) { |
---|
| 420 | for (std::map<int, Value>::iterator it=comps.begin(); |
---|
| 421 | it!=comps.end(); ++it) |
---|
| 422 | it->second*=v; |
---|
| 423 | const_comp*=v; |
---|
[481] | 424 | return *this; |
---|
| 425 | } |
---|
[482] | 426 | ///Division with a constant |
---|
[481] | 427 | Expr &operator/=(const Value &c) { |
---|
[482] | 428 | for (std::map<int, Value>::iterator it=comps.begin(); |
---|
| 429 | it!=comps.end(); ++it) |
---|
| 430 | it->second/=c; |
---|
[481] | 431 | const_comp/=c; |
---|
| 432 | return *this; |
---|
| 433 | } |
---|
| 434 | |
---|
[482] | 435 | ///Iterator over the expression |
---|
| 436 | |
---|
| 437 | ///The iterator iterates over the terms of the expression. |
---|
| 438 | /// |
---|
| 439 | ///\code |
---|
| 440 | ///double s=0; |
---|
| 441 | ///for(LpBase::Expr::CoeffIt i(e);i!=INVALID;++i) |
---|
| 442 | /// s+= *i * primal(i); |
---|
| 443 | ///\endcode |
---|
| 444 | class CoeffIt { |
---|
| 445 | private: |
---|
| 446 | |
---|
| 447 | std::map<int, Value>::iterator _it, _end; |
---|
| 448 | |
---|
| 449 | public: |
---|
| 450 | |
---|
| 451 | /// Sets the iterator to the first term |
---|
| 452 | |
---|
| 453 | /// Sets the iterator to the first term of the expression. |
---|
| 454 | /// |
---|
| 455 | CoeffIt(Expr& e) |
---|
| 456 | : _it(e.comps.begin()), _end(e.comps.end()){} |
---|
| 457 | |
---|
| 458 | /// Convert the iterator to the column of the term |
---|
| 459 | operator Col() const { |
---|
| 460 | return colFromId(_it->first); |
---|
| 461 | } |
---|
| 462 | |
---|
| 463 | /// Returns the coefficient of the term |
---|
| 464 | Value& operator*() { return _it->second; } |
---|
| 465 | |
---|
| 466 | /// Returns the coefficient of the term |
---|
| 467 | const Value& operator*() const { return _it->second; } |
---|
| 468 | /// Next term |
---|
| 469 | |
---|
| 470 | /// Assign the iterator to the next term. |
---|
| 471 | /// |
---|
| 472 | CoeffIt& operator++() { ++_it; return *this; } |
---|
| 473 | |
---|
| 474 | /// Equality operator |
---|
| 475 | bool operator==(Invalid) const { return _it == _end; } |
---|
| 476 | /// Inequality operator |
---|
| 477 | bool operator!=(Invalid) const { return _it != _end; } |
---|
| 478 | }; |
---|
| 479 | |
---|
| 480 | /// Const iterator over the expression |
---|
| 481 | |
---|
| 482 | ///The iterator iterates over the terms of the expression. |
---|
| 483 | /// |
---|
| 484 | ///\code |
---|
| 485 | ///double s=0; |
---|
| 486 | ///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i) |
---|
| 487 | /// s+=*i * primal(i); |
---|
| 488 | ///\endcode |
---|
| 489 | class ConstCoeffIt { |
---|
| 490 | private: |
---|
| 491 | |
---|
| 492 | std::map<int, Value>::const_iterator _it, _end; |
---|
| 493 | |
---|
| 494 | public: |
---|
| 495 | |
---|
| 496 | /// Sets the iterator to the first term |
---|
| 497 | |
---|
| 498 | /// Sets the iterator to the first term of the expression. |
---|
| 499 | /// |
---|
| 500 | ConstCoeffIt(const Expr& e) |
---|
| 501 | : _it(e.comps.begin()), _end(e.comps.end()){} |
---|
| 502 | |
---|
| 503 | /// Convert the iterator to the column of the term |
---|
| 504 | operator Col() const { |
---|
| 505 | return colFromId(_it->first); |
---|
| 506 | } |
---|
| 507 | |
---|
| 508 | /// Returns the coefficient of the term |
---|
| 509 | const Value& operator*() const { return _it->second; } |
---|
| 510 | |
---|
| 511 | /// Next term |
---|
| 512 | |
---|
| 513 | /// Assign the iterator to the next term. |
---|
| 514 | /// |
---|
| 515 | ConstCoeffIt& operator++() { ++_it; return *this; } |
---|
| 516 | |
---|
| 517 | /// Equality operator |
---|
| 518 | bool operator==(Invalid) const { return _it == _end; } |
---|
| 519 | /// Inequality operator |
---|
| 520 | bool operator!=(Invalid) const { return _it != _end; } |
---|
| 521 | }; |
---|
| 522 | |
---|
[481] | 523 | }; |
---|
| 524 | |
---|
| 525 | ///Linear constraint |
---|
| 526 | |
---|
| 527 | ///This data stucture represents a linear constraint in the LP. |
---|
| 528 | ///Basically it is a linear expression with a lower or an upper bound |
---|
| 529 | ///(or both). These parts of the constraint can be obtained by the member |
---|
| 530 | ///functions \ref expr(), \ref lowerBound() and \ref upperBound(), |
---|
| 531 | ///respectively. |
---|
| 532 | ///There are two ways to construct a constraint. |
---|
| 533 | ///- You can set the linear expression and the bounds directly |
---|
| 534 | /// by the functions above. |
---|
| 535 | ///- The operators <tt>\<=</tt>, <tt>==</tt> and <tt>\>=</tt> |
---|
| 536 | /// are defined between expressions, or even between constraints whenever |
---|
| 537 | /// it makes sense. Therefore if \c e and \c f are linear expressions and |
---|
| 538 | /// \c s and \c t are numbers, then the followings are valid expressions |
---|
| 539 | /// and thus they can be used directly e.g. in \ref addRow() whenever |
---|
| 540 | /// it makes sense. |
---|
| 541 | ///\code |
---|
| 542 | /// e<=s |
---|
| 543 | /// e<=f |
---|
| 544 | /// e==f |
---|
| 545 | /// s<=e<=t |
---|
| 546 | /// e>=t |
---|
| 547 | ///\endcode |
---|
[482] | 548 | ///\warning The validity of a constraint is checked only at run |
---|
| 549 | ///time, so e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will |
---|
| 550 | ///compile, but will fail an assertion. |
---|
[481] | 551 | class Constr |
---|
| 552 | { |
---|
| 553 | public: |
---|
[482] | 554 | typedef LpBase::Expr Expr; |
---|
[481] | 555 | typedef Expr::Key Key; |
---|
| 556 | typedef Expr::Value Value; |
---|
| 557 | |
---|
| 558 | protected: |
---|
| 559 | Expr _expr; |
---|
| 560 | Value _lb,_ub; |
---|
| 561 | public: |
---|
| 562 | ///\e |
---|
| 563 | Constr() : _expr(), _lb(NaN), _ub(NaN) {} |
---|
| 564 | ///\e |
---|
[482] | 565 | Constr(Value lb, const Expr &e, Value ub) : |
---|
[481] | 566 | _expr(e), _lb(lb), _ub(ub) {} |
---|
| 567 | Constr(const Expr &e) : |
---|
| 568 | _expr(e), _lb(NaN), _ub(NaN) {} |
---|
| 569 | ///\e |
---|
| 570 | void clear() |
---|
| 571 | { |
---|
| 572 | _expr.clear(); |
---|
| 573 | _lb=_ub=NaN; |
---|
| 574 | } |
---|
| 575 | |
---|
| 576 | ///Reference to the linear expression |
---|
| 577 | Expr &expr() { return _expr; } |
---|
| 578 | ///Cont reference to the linear expression |
---|
| 579 | const Expr &expr() const { return _expr; } |
---|
| 580 | ///Reference to the lower bound. |
---|
| 581 | |
---|
| 582 | ///\return |
---|
| 583 | ///- \ref INF "INF": the constraint is lower unbounded. |
---|
| 584 | ///- \ref NaN "NaN": lower bound has not been set. |
---|
| 585 | ///- finite number: the lower bound |
---|
| 586 | Value &lowerBound() { return _lb; } |
---|
| 587 | ///The const version of \ref lowerBound() |
---|
| 588 | const Value &lowerBound() const { return _lb; } |
---|
| 589 | ///Reference to the upper bound. |
---|
| 590 | |
---|
| 591 | ///\return |
---|
| 592 | ///- \ref INF "INF": the constraint is upper unbounded. |
---|
| 593 | ///- \ref NaN "NaN": upper bound has not been set. |
---|
| 594 | ///- finite number: the upper bound |
---|
| 595 | Value &upperBound() { return _ub; } |
---|
| 596 | ///The const version of \ref upperBound() |
---|
| 597 | const Value &upperBound() const { return _ub; } |
---|
| 598 | ///Is the constraint lower bounded? |
---|
| 599 | bool lowerBounded() const { |
---|
[482] | 600 | return _lb != -INF && !std::isnan(_lb); |
---|
[481] | 601 | } |
---|
| 602 | ///Is the constraint upper bounded? |
---|
| 603 | bool upperBounded() const { |
---|
[482] | 604 | return _ub != INF && !std::isnan(_ub); |
---|
[481] | 605 | } |
---|
| 606 | |
---|
| 607 | }; |
---|
| 608 | |
---|
| 609 | ///Linear expression of rows |
---|
| 610 | |
---|
| 611 | ///This data structure represents a column of the matrix, |
---|
| 612 | ///thas is it strores a linear expression of the dual variables |
---|
| 613 | ///(\ref Row "Row"s). |
---|
| 614 | /// |
---|
| 615 | ///There are several ways to access and modify the contents of this |
---|
| 616 | ///container. |
---|
| 617 | ///\code |
---|
| 618 | ///e[v]=5; |
---|
| 619 | ///e[v]+=12; |
---|
| 620 | ///e.erase(v); |
---|
| 621 | ///\endcode |
---|
| 622 | ///or you can also iterate through its elements. |
---|
| 623 | ///\code |
---|
| 624 | ///double s=0; |
---|
[482] | 625 | ///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i) |
---|
| 626 | /// s+=*i; |
---|
[481] | 627 | ///\endcode |
---|
| 628 | ///(This code computes the sum of all coefficients). |
---|
| 629 | ///- Numbers (<tt>double</tt>'s) |
---|
| 630 | ///and variables (\ref Row "Row"s) directly convert to an |
---|
| 631 | ///\ref DualExpr and the usual linear operations are defined, so |
---|
| 632 | ///\code |
---|
| 633 | ///v+w |
---|
| 634 | ///2*v-3.12*(v-w/2) |
---|
| 635 | ///v*2.1+(3*v+(v*12+w)*3)/2 |
---|
| 636 | ///\endcode |
---|
[482] | 637 | ///are valid \ref DualExpr dual expressions. |
---|
[481] | 638 | ///The usual assignment operations are also defined. |
---|
| 639 | ///\code |
---|
| 640 | ///e=v+w; |
---|
| 641 | ///e+=2*v-3.12*(v-w/2); |
---|
| 642 | ///e*=3.4; |
---|
| 643 | ///e/=5; |
---|
| 644 | ///\endcode |
---|
| 645 | /// |
---|
| 646 | ///\sa Expr |
---|
[482] | 647 | class DualExpr { |
---|
| 648 | friend class LpBase; |
---|
[481] | 649 | public: |
---|
[482] | 650 | /// The key type of the expression |
---|
| 651 | typedef LpBase::Row Key; |
---|
| 652 | /// The value type of the expression |
---|
| 653 | typedef LpBase::Value Value; |
---|
[481] | 654 | |
---|
| 655 | protected: |
---|
[482] | 656 | std::map<int, Value> comps; |
---|
[481] | 657 | |
---|
| 658 | public: |
---|
[482] | 659 | typedef True SolverExpr; |
---|
| 660 | /// Default constructor |
---|
| 661 | |
---|
| 662 | /// Construct an empty expression, the coefficients are |
---|
| 663 | /// initialized to zero. |
---|
| 664 | DualExpr() {} |
---|
| 665 | /// Construct an expression from a row |
---|
| 666 | |
---|
| 667 | /// Construct an expression, which has a term with \c r dual |
---|
| 668 | /// variable and 1.0 coefficient. |
---|
| 669 | DualExpr(const Row &r) { |
---|
| 670 | typedef std::map<int, Value>::value_type pair_type; |
---|
| 671 | comps.insert(pair_type(id(r), 1)); |
---|
[481] | 672 | } |
---|
[482] | 673 | /// Returns the coefficient of the row |
---|
| 674 | Value operator[](const Row& r) const { |
---|
| 675 | std::map<int, Value>::const_iterator it = comps.find(id(r)); |
---|
| 676 | if (it != comps.end()) { |
---|
| 677 | return it->second; |
---|
| 678 | } else { |
---|
| 679 | return 0; |
---|
| 680 | } |
---|
[481] | 681 | } |
---|
[482] | 682 | /// Returns the coefficient of the row |
---|
| 683 | Value& operator[](const Row& r) { |
---|
| 684 | return comps[id(r)]; |
---|
| 685 | } |
---|
| 686 | /// Sets the coefficient of the row |
---|
| 687 | void set(const Row &r, const Value &v) { |
---|
| 688 | if (v != 0.0) { |
---|
| 689 | typedef std::map<int, Value>::value_type pair_type; |
---|
| 690 | comps.insert(pair_type(id(r), v)); |
---|
| 691 | } else { |
---|
| 692 | comps.erase(id(r)); |
---|
| 693 | } |
---|
| 694 | } |
---|
| 695 | /// \brief Removes the coefficients which's absolute value does |
---|
| 696 | /// not exceed \c epsilon. |
---|
| 697 | void simplify(Value epsilon = 0.0) { |
---|
| 698 | std::map<int, Value>::iterator it=comps.begin(); |
---|
| 699 | while (it != comps.end()) { |
---|
| 700 | std::map<int, Value>::iterator jt=it; |
---|
| 701 | ++jt; |
---|
| 702 | if (std::fabs((*it).second) <= epsilon) comps.erase(it); |
---|
| 703 | it=jt; |
---|
[481] | 704 | } |
---|
| 705 | } |
---|
| 706 | |
---|
[482] | 707 | void simplify(Value epsilon = 0.0) const { |
---|
| 708 | const_cast<DualExpr*>(this)->simplify(epsilon); |
---|
[481] | 709 | } |
---|
| 710 | |
---|
| 711 | ///Sets all coefficients to 0. |
---|
| 712 | void clear() { |
---|
[482] | 713 | comps.clear(); |
---|
| 714 | } |
---|
| 715 | ///Compound assignment |
---|
| 716 | DualExpr &operator+=(const DualExpr &e) { |
---|
| 717 | for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
---|
| 718 | it!=e.comps.end(); ++it) |
---|
| 719 | comps[it->first]+=it->second; |
---|
| 720 | return *this; |
---|
| 721 | } |
---|
| 722 | ///Compound assignment |
---|
| 723 | DualExpr &operator-=(const DualExpr &e) { |
---|
| 724 | for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
---|
| 725 | it!=e.comps.end(); ++it) |
---|
| 726 | comps[it->first]-=it->second; |
---|
| 727 | return *this; |
---|
| 728 | } |
---|
| 729 | ///Multiply with a constant |
---|
| 730 | DualExpr &operator*=(const Value &v) { |
---|
| 731 | for (std::map<int, Value>::iterator it=comps.begin(); |
---|
| 732 | it!=comps.end(); ++it) |
---|
| 733 | it->second*=v; |
---|
| 734 | return *this; |
---|
| 735 | } |
---|
| 736 | ///Division with a constant |
---|
| 737 | DualExpr &operator/=(const Value &v) { |
---|
| 738 | for (std::map<int, Value>::iterator it=comps.begin(); |
---|
| 739 | it!=comps.end(); ++it) |
---|
| 740 | it->second/=v; |
---|
| 741 | return *this; |
---|
[481] | 742 | } |
---|
| 743 | |
---|
[482] | 744 | ///Iterator over the expression |
---|
| 745 | |
---|
| 746 | ///The iterator iterates over the terms of the expression. |
---|
| 747 | /// |
---|
| 748 | ///\code |
---|
| 749 | ///double s=0; |
---|
| 750 | ///for(LpBase::DualExpr::CoeffIt i(e);i!=INVALID;++i) |
---|
| 751 | /// s+= *i * dual(i); |
---|
| 752 | ///\endcode |
---|
| 753 | class CoeffIt { |
---|
| 754 | private: |
---|
| 755 | |
---|
| 756 | std::map<int, Value>::iterator _it, _end; |
---|
| 757 | |
---|
| 758 | public: |
---|
| 759 | |
---|
| 760 | /// Sets the iterator to the first term |
---|
| 761 | |
---|
| 762 | /// Sets the iterator to the first term of the expression. |
---|
| 763 | /// |
---|
| 764 | CoeffIt(DualExpr& e) |
---|
| 765 | : _it(e.comps.begin()), _end(e.comps.end()){} |
---|
| 766 | |
---|
| 767 | /// Convert the iterator to the row of the term |
---|
| 768 | operator Row() const { |
---|
| 769 | return rowFromId(_it->first); |
---|
| 770 | } |
---|
| 771 | |
---|
| 772 | /// Returns the coefficient of the term |
---|
| 773 | Value& operator*() { return _it->second; } |
---|
| 774 | |
---|
| 775 | /// Returns the coefficient of the term |
---|
| 776 | const Value& operator*() const { return _it->second; } |
---|
| 777 | |
---|
| 778 | /// Next term |
---|
| 779 | |
---|
| 780 | /// Assign the iterator to the next term. |
---|
| 781 | /// |
---|
| 782 | CoeffIt& operator++() { ++_it; return *this; } |
---|
| 783 | |
---|
| 784 | /// Equality operator |
---|
| 785 | bool operator==(Invalid) const { return _it == _end; } |
---|
| 786 | /// Inequality operator |
---|
| 787 | bool operator!=(Invalid) const { return _it != _end; } |
---|
| 788 | }; |
---|
| 789 | |
---|
| 790 | ///Iterator over the expression |
---|
| 791 | |
---|
| 792 | ///The iterator iterates over the terms of the expression. |
---|
| 793 | /// |
---|
| 794 | ///\code |
---|
| 795 | ///double s=0; |
---|
| 796 | ///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i) |
---|
| 797 | /// s+= *i * dual(i); |
---|
| 798 | ///\endcode |
---|
| 799 | class ConstCoeffIt { |
---|
| 800 | private: |
---|
| 801 | |
---|
| 802 | std::map<int, Value>::const_iterator _it, _end; |
---|
| 803 | |
---|
| 804 | public: |
---|
| 805 | |
---|
| 806 | /// Sets the iterator to the first term |
---|
| 807 | |
---|
| 808 | /// Sets the iterator to the first term of the expression. |
---|
| 809 | /// |
---|
| 810 | ConstCoeffIt(const DualExpr& e) |
---|
| 811 | : _it(e.comps.begin()), _end(e.comps.end()){} |
---|
| 812 | |
---|
| 813 | /// Convert the iterator to the row of the term |
---|
| 814 | operator Row() const { |
---|
| 815 | return rowFromId(_it->first); |
---|
| 816 | } |
---|
| 817 | |
---|
| 818 | /// Returns the coefficient of the term |
---|
| 819 | const Value& operator*() const { return _it->second; } |
---|
| 820 | |
---|
| 821 | /// Next term |
---|
| 822 | |
---|
| 823 | /// Assign the iterator to the next term. |
---|
| 824 | /// |
---|
| 825 | ConstCoeffIt& operator++() { ++_it; return *this; } |
---|
| 826 | |
---|
| 827 | /// Equality operator |
---|
| 828 | bool operator==(Invalid) const { return _it == _end; } |
---|
| 829 | /// Inequality operator |
---|
| 830 | bool operator!=(Invalid) const { return _it != _end; } |
---|
| 831 | }; |
---|
[481] | 832 | }; |
---|
| 833 | |
---|
| 834 | |
---|
[482] | 835 | protected: |
---|
[481] | 836 | |
---|
[482] | 837 | class InsertIterator { |
---|
| 838 | private: |
---|
| 839 | |
---|
| 840 | std::map<int, Value>& _host; |
---|
| 841 | const _solver_bits::VarIndex& _index; |
---|
| 842 | |
---|
[481] | 843 | public: |
---|
| 844 | |
---|
| 845 | typedef std::output_iterator_tag iterator_category; |
---|
| 846 | typedef void difference_type; |
---|
| 847 | typedef void value_type; |
---|
| 848 | typedef void reference; |
---|
| 849 | typedef void pointer; |
---|
| 850 | |
---|
[482] | 851 | InsertIterator(std::map<int, Value>& host, |
---|
| 852 | const _solver_bits::VarIndex& index) |
---|
| 853 | : _host(host), _index(index) {} |
---|
[481] | 854 | |
---|
[482] | 855 | InsertIterator& operator=(const std::pair<int, Value>& value) { |
---|
| 856 | typedef std::map<int, Value>::value_type pair_type; |
---|
| 857 | _host.insert(pair_type(_index[value.first], value.second)); |
---|
[481] | 858 | return *this; |
---|
| 859 | } |
---|
| 860 | |
---|
[482] | 861 | InsertIterator& operator*() { return *this; } |
---|
| 862 | InsertIterator& operator++() { return *this; } |
---|
| 863 | InsertIterator operator++(int) { return *this; } |
---|
[481] | 864 | |
---|
| 865 | }; |
---|
| 866 | |
---|
[482] | 867 | class ExprIterator { |
---|
| 868 | private: |
---|
| 869 | std::map<int, Value>::const_iterator _host_it; |
---|
| 870 | const _solver_bits::VarIndex& _index; |
---|
[481] | 871 | public: |
---|
| 872 | |
---|
[482] | 873 | typedef std::bidirectional_iterator_tag iterator_category; |
---|
| 874 | typedef std::ptrdiff_t difference_type; |
---|
[481] | 875 | typedef const std::pair<int, Value> value_type; |
---|
| 876 | typedef value_type reference; |
---|
[482] | 877 | |
---|
[481] | 878 | class pointer { |
---|
| 879 | public: |
---|
| 880 | pointer(value_type& _value) : value(_value) {} |
---|
| 881 | value_type* operator->() { return &value; } |
---|
| 882 | private: |
---|
| 883 | value_type value; |
---|
| 884 | }; |
---|
| 885 | |
---|
[482] | 886 | ExprIterator(const std::map<int, Value>::const_iterator& host_it, |
---|
| 887 | const _solver_bits::VarIndex& index) |
---|
| 888 | : _host_it(host_it), _index(index) {} |
---|
[481] | 889 | |
---|
| 890 | reference operator*() { |
---|
[482] | 891 | return std::make_pair(_index(_host_it->first), _host_it->second); |
---|
[481] | 892 | } |
---|
| 893 | |
---|
| 894 | pointer operator->() { |
---|
| 895 | return pointer(operator*()); |
---|
| 896 | } |
---|
| 897 | |
---|
[482] | 898 | ExprIterator& operator++() { ++_host_it; return *this; } |
---|
| 899 | ExprIterator operator++(int) { |
---|
| 900 | ExprIterator tmp(*this); ++_host_it; return tmp; |
---|
[481] | 901 | } |
---|
| 902 | |
---|
[482] | 903 | ExprIterator& operator--() { --_host_it; return *this; } |
---|
| 904 | ExprIterator operator--(int) { |
---|
| 905 | ExprIterator tmp(*this); --_host_it; return tmp; |
---|
[481] | 906 | } |
---|
| 907 | |
---|
[482] | 908 | bool operator==(const ExprIterator& it) const { |
---|
| 909 | return _host_it == it._host_it; |
---|
[481] | 910 | } |
---|
| 911 | |
---|
[482] | 912 | bool operator!=(const ExprIterator& it) const { |
---|
| 913 | return _host_it != it._host_it; |
---|
[481] | 914 | } |
---|
| 915 | |
---|
| 916 | }; |
---|
| 917 | |
---|
| 918 | protected: |
---|
| 919 | |
---|
[482] | 920 | //Abstract virtual functions |
---|
| 921 | virtual LpBase* _newSolver() const = 0; |
---|
| 922 | virtual LpBase* _cloneSolver() const = 0; |
---|
[481] | 923 | |
---|
[482] | 924 | virtual int _addColId(int col) { return cols.addIndex(col); } |
---|
| 925 | virtual int _addRowId(int row) { return rows.addIndex(row); } |
---|
[481] | 926 | |
---|
[482] | 927 | virtual void _eraseColId(int col) { cols.eraseIndex(col); } |
---|
| 928 | virtual void _eraseRowId(int row) { rows.eraseIndex(row); } |
---|
[481] | 929 | |
---|
| 930 | virtual int _addCol() = 0; |
---|
| 931 | virtual int _addRow() = 0; |
---|
| 932 | |
---|
| 933 | virtual void _eraseCol(int col) = 0; |
---|
| 934 | virtual void _eraseRow(int row) = 0; |
---|
| 935 | |
---|
[482] | 936 | virtual void _getColName(int col, std::string& name) const = 0; |
---|
| 937 | virtual void _setColName(int col, const std::string& name) = 0; |
---|
[481] | 938 | virtual int _colByName(const std::string& name) const = 0; |
---|
| 939 | |
---|
[482] | 940 | virtual void _getRowName(int row, std::string& name) const = 0; |
---|
| 941 | virtual void _setRowName(int row, const std::string& name) = 0; |
---|
| 942 | virtual int _rowByName(const std::string& name) const = 0; |
---|
| 943 | |
---|
| 944 | virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e) = 0; |
---|
| 945 | virtual void _getRowCoeffs(int i, InsertIterator b) const = 0; |
---|
| 946 | |
---|
| 947 | virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e) = 0; |
---|
| 948 | virtual void _getColCoeffs(int i, InsertIterator b) const = 0; |
---|
| 949 | |
---|
[481] | 950 | virtual void _setCoeff(int row, int col, Value value) = 0; |
---|
| 951 | virtual Value _getCoeff(int row, int col) const = 0; |
---|
[482] | 952 | |
---|
[481] | 953 | virtual void _setColLowerBound(int i, Value value) = 0; |
---|
| 954 | virtual Value _getColLowerBound(int i) const = 0; |
---|
[482] | 955 | |
---|
[481] | 956 | virtual void _setColUpperBound(int i, Value value) = 0; |
---|
| 957 | virtual Value _getColUpperBound(int i) const = 0; |
---|
[482] | 958 | |
---|
| 959 | virtual void _setRowLowerBound(int i, Value value) = 0; |
---|
| 960 | virtual Value _getRowLowerBound(int i) const = 0; |
---|
| 961 | |
---|
| 962 | virtual void _setRowUpperBound(int i, Value value) = 0; |
---|
| 963 | virtual Value _getRowUpperBound(int i) const = 0; |
---|
| 964 | |
---|
| 965 | virtual void _setObjCoeffs(ExprIterator b, ExprIterator e) = 0; |
---|
| 966 | virtual void _getObjCoeffs(InsertIterator b) const = 0; |
---|
[481] | 967 | |
---|
| 968 | virtual void _setObjCoeff(int i, Value obj_coef) = 0; |
---|
| 969 | virtual Value _getObjCoeff(int i) const = 0; |
---|
| 970 | |
---|
[482] | 971 | virtual void _setSense(Sense) = 0; |
---|
| 972 | virtual Sense _getSense() const = 0; |
---|
[481] | 973 | |
---|
[482] | 974 | virtual void _clear() = 0; |
---|
[481] | 975 | |
---|
[482] | 976 | virtual const char* _solverName() const = 0; |
---|
[481] | 977 | |
---|
| 978 | //Own protected stuff |
---|
| 979 | |
---|
| 980 | //Constant component of the objective function |
---|
| 981 | Value obj_const_comp; |
---|
| 982 | |
---|
[482] | 983 | LpBase() : rows(), cols(), obj_const_comp(0) {} |
---|
| 984 | |
---|
[481] | 985 | public: |
---|
| 986 | |
---|
[482] | 987 | /// Virtual destructor |
---|
| 988 | virtual ~LpBase() {} |
---|
[481] | 989 | |
---|
| 990 | ///Creates a new LP problem |
---|
[482] | 991 | LpBase* newSolver() {return _newSolver();} |
---|
[481] | 992 | ///Makes a copy of the LP problem |
---|
[482] | 993 | LpBase* cloneSolver() {return _cloneSolver();} |
---|
| 994 | |
---|
| 995 | ///Gives back the name of the solver. |
---|
| 996 | const char* solverName() const {return _solverName();} |
---|
[481] | 997 | |
---|
| 998 | ///\name Build up and modify the LP |
---|
| 999 | |
---|
| 1000 | ///@{ |
---|
| 1001 | |
---|
| 1002 | ///Add a new empty column (i.e a new variable) to the LP |
---|
[482] | 1003 | Col addCol() { Col c; c._id = _addColId(_addCol()); return c;} |
---|
[481] | 1004 | |
---|
[482] | 1005 | ///\brief Adds several new columns (i.e variables) at once |
---|
[481] | 1006 | /// |
---|
[482] | 1007 | ///This magic function takes a container as its argument and fills |
---|
| 1008 | ///its elements with new columns (i.e. variables) |
---|
[481] | 1009 | ///\param t can be |
---|
| 1010 | ///- a standard STL compatible iterable container with |
---|
[482] | 1011 | ///\ref Col as its \c values_type like |
---|
[481] | 1012 | ///\code |
---|
[482] | 1013 | ///std::vector<LpBase::Col> |
---|
| 1014 | ///std::list<LpBase::Col> |
---|
[481] | 1015 | ///\endcode |
---|
| 1016 | ///- a standard STL compatible iterable container with |
---|
[482] | 1017 | ///\ref Col as its \c mapped_type like |
---|
[481] | 1018 | ///\code |
---|
[482] | 1019 | ///std::map<AnyType,LpBase::Col> |
---|
[481] | 1020 | ///\endcode |
---|
| 1021 | ///- an iterable lemon \ref concepts::WriteMap "write map" like |
---|
| 1022 | ///\code |
---|
[482] | 1023 | ///ListGraph::NodeMap<LpBase::Col> |
---|
| 1024 | ///ListGraph::ArcMap<LpBase::Col> |
---|
[481] | 1025 | ///\endcode |
---|
| 1026 | ///\return The number of the created column. |
---|
| 1027 | #ifdef DOXYGEN |
---|
| 1028 | template<class T> |
---|
| 1029 | int addColSet(T &t) { return 0;} |
---|
| 1030 | #else |
---|
| 1031 | template<class T> |
---|
[482] | 1032 | typename enable_if<typename T::value_type::LpCol,int>::type |
---|
[481] | 1033 | addColSet(T &t,dummy<0> = 0) { |
---|
| 1034 | int s=0; |
---|
| 1035 | for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;} |
---|
| 1036 | return s; |
---|
| 1037 | } |
---|
| 1038 | template<class T> |
---|
[482] | 1039 | typename enable_if<typename T::value_type::second_type::LpCol, |
---|
[481] | 1040 | int>::type |
---|
| 1041 | addColSet(T &t,dummy<1> = 1) { |
---|
| 1042 | int s=0; |
---|
| 1043 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
| 1044 | i->second=addCol(); |
---|
| 1045 | s++; |
---|
| 1046 | } |
---|
| 1047 | return s; |
---|
| 1048 | } |
---|
| 1049 | template<class T> |
---|
[482] | 1050 | typename enable_if<typename T::MapIt::Value::LpCol, |
---|
[481] | 1051 | int>::type |
---|
| 1052 | addColSet(T &t,dummy<2> = 2) { |
---|
| 1053 | int s=0; |
---|
| 1054 | for(typename T::MapIt i(t); i!=INVALID; ++i) |
---|
| 1055 | { |
---|
| 1056 | i.set(addCol()); |
---|
| 1057 | s++; |
---|
| 1058 | } |
---|
| 1059 | return s; |
---|
| 1060 | } |
---|
| 1061 | #endif |
---|
| 1062 | |
---|
| 1063 | ///Set a column (i.e a dual constraint) of the LP |
---|
| 1064 | |
---|
| 1065 | ///\param c is the column to be modified |
---|
| 1066 | ///\param e is a dual linear expression (see \ref DualExpr) |
---|
| 1067 | ///a better one. |
---|
[482] | 1068 | void col(Col c, const DualExpr &e) { |
---|
[481] | 1069 | e.simplify(); |
---|
[482] | 1070 | _setColCoeffs(cols(id(c)), ExprIterator(e.comps.begin(), cols), |
---|
| 1071 | ExprIterator(e.comps.end(), cols)); |
---|
[481] | 1072 | } |
---|
| 1073 | |
---|
| 1074 | ///Get a column (i.e a dual constraint) of the LP |
---|
| 1075 | |
---|
[482] | 1076 | ///\param c is the column to get |
---|
[481] | 1077 | ///\return the dual expression associated to the column |
---|
| 1078 | DualExpr col(Col c) const { |
---|
| 1079 | DualExpr e; |
---|
[482] | 1080 | _getColCoeffs(cols(id(c)), InsertIterator(e.comps, rows)); |
---|
[481] | 1081 | return e; |
---|
| 1082 | } |
---|
| 1083 | |
---|
| 1084 | ///Add a new column to the LP |
---|
| 1085 | |
---|
| 1086 | ///\param e is a dual linear expression (see \ref DualExpr) |
---|
[482] | 1087 | ///\param o is the corresponding component of the objective |
---|
[481] | 1088 | ///function. It is 0 by default. |
---|
| 1089 | ///\return The created column. |
---|
| 1090 | Col addCol(const DualExpr &e, Value o = 0) { |
---|
| 1091 | Col c=addCol(); |
---|
| 1092 | col(c,e); |
---|
| 1093 | objCoeff(c,o); |
---|
| 1094 | return c; |
---|
| 1095 | } |
---|
| 1096 | |
---|
| 1097 | ///Add a new empty row (i.e a new constraint) to the LP |
---|
| 1098 | |
---|
| 1099 | ///This function adds a new empty row (i.e a new constraint) to the LP. |
---|
| 1100 | ///\return The created row |
---|
[482] | 1101 | Row addRow() { Row r; r._id = _addRowId(_addRow()); return r;} |
---|
[481] | 1102 | |
---|
[482] | 1103 | ///\brief Add several new rows (i.e constraints) at once |
---|
[481] | 1104 | /// |
---|
[482] | 1105 | ///This magic function takes a container as its argument and fills |
---|
| 1106 | ///its elements with new row (i.e. variables) |
---|
[481] | 1107 | ///\param t can be |
---|
| 1108 | ///- a standard STL compatible iterable container with |
---|
[482] | 1109 | ///\ref Row as its \c values_type like |
---|
[481] | 1110 | ///\code |
---|
[482] | 1111 | ///std::vector<LpBase::Row> |
---|
| 1112 | ///std::list<LpBase::Row> |
---|
[481] | 1113 | ///\endcode |
---|
| 1114 | ///- a standard STL compatible iterable container with |
---|
[482] | 1115 | ///\ref Row as its \c mapped_type like |
---|
[481] | 1116 | ///\code |
---|
[482] | 1117 | ///std::map<AnyType,LpBase::Row> |
---|
[481] | 1118 | ///\endcode |
---|
| 1119 | ///- an iterable lemon \ref concepts::WriteMap "write map" like |
---|
| 1120 | ///\code |
---|
[482] | 1121 | ///ListGraph::NodeMap<LpBase::Row> |
---|
| 1122 | ///ListGraph::ArcMap<LpBase::Row> |
---|
[481] | 1123 | ///\endcode |
---|
| 1124 | ///\return The number of rows created. |
---|
| 1125 | #ifdef DOXYGEN |
---|
| 1126 | template<class T> |
---|
| 1127 | int addRowSet(T &t) { return 0;} |
---|
| 1128 | #else |
---|
| 1129 | template<class T> |
---|
[482] | 1130 | typename enable_if<typename T::value_type::LpRow,int>::type |
---|
| 1131 | addRowSet(T &t, dummy<0> = 0) { |
---|
[481] | 1132 | int s=0; |
---|
| 1133 | for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;} |
---|
| 1134 | return s; |
---|
| 1135 | } |
---|
| 1136 | template<class T> |
---|
[482] | 1137 | typename enable_if<typename T::value_type::second_type::LpRow, int>::type |
---|
| 1138 | addRowSet(T &t, dummy<1> = 1) { |
---|
[481] | 1139 | int s=0; |
---|
| 1140 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
| 1141 | i->second=addRow(); |
---|
| 1142 | s++; |
---|
| 1143 | } |
---|
| 1144 | return s; |
---|
| 1145 | } |
---|
| 1146 | template<class T> |
---|
[482] | 1147 | typename enable_if<typename T::MapIt::Value::LpRow, int>::type |
---|
| 1148 | addRowSet(T &t, dummy<2> = 2) { |
---|
[481] | 1149 | int s=0; |
---|
| 1150 | for(typename T::MapIt i(t); i!=INVALID; ++i) |
---|
| 1151 | { |
---|
| 1152 | i.set(addRow()); |
---|
| 1153 | s++; |
---|
| 1154 | } |
---|
| 1155 | return s; |
---|
| 1156 | } |
---|
| 1157 | #endif |
---|
| 1158 | |
---|
| 1159 | ///Set a row (i.e a constraint) of the LP |
---|
| 1160 | |
---|
| 1161 | ///\param r is the row to be modified |
---|
| 1162 | ///\param l is lower bound (-\ref INF means no bound) |
---|
| 1163 | ///\param e is a linear expression (see \ref Expr) |
---|
| 1164 | ///\param u is the upper bound (\ref INF means no bound) |
---|
| 1165 | void row(Row r, Value l, const Expr &e, Value u) { |
---|
| 1166 | e.simplify(); |
---|
[482] | 1167 | _setRowCoeffs(rows(id(r)), ExprIterator(e.comps.begin(), cols), |
---|
| 1168 | ExprIterator(e.comps.end(), cols)); |
---|
| 1169 | _setRowLowerBound(rows(id(r)),l - *e); |
---|
| 1170 | _setRowUpperBound(rows(id(r)),u - *e); |
---|
[481] | 1171 | } |
---|
| 1172 | |
---|
| 1173 | ///Set a row (i.e a constraint) of the LP |
---|
| 1174 | |
---|
| 1175 | ///\param r is the row to be modified |
---|
| 1176 | ///\param c is a linear expression (see \ref Constr) |
---|
| 1177 | void row(Row r, const Constr &c) { |
---|
| 1178 | row(r, c.lowerBounded()?c.lowerBound():-INF, |
---|
| 1179 | c.expr(), c.upperBounded()?c.upperBound():INF); |
---|
| 1180 | } |
---|
| 1181 | |
---|
| 1182 | |
---|
| 1183 | ///Get a row (i.e a constraint) of the LP |
---|
| 1184 | |
---|
| 1185 | ///\param r is the row to get |
---|
| 1186 | ///\return the expression associated to the row |
---|
| 1187 | Expr row(Row r) const { |
---|
| 1188 | Expr e; |
---|
[482] | 1189 | _getRowCoeffs(rows(id(r)), InsertIterator(e.comps, cols)); |
---|
[481] | 1190 | return e; |
---|
| 1191 | } |
---|
| 1192 | |
---|
| 1193 | ///Add a new row (i.e a new constraint) to the LP |
---|
| 1194 | |
---|
| 1195 | ///\param l is the lower bound (-\ref INF means no bound) |
---|
| 1196 | ///\param e is a linear expression (see \ref Expr) |
---|
| 1197 | ///\param u is the upper bound (\ref INF means no bound) |
---|
| 1198 | ///\return The created row. |
---|
| 1199 | Row addRow(Value l,const Expr &e, Value u) { |
---|
| 1200 | Row r=addRow(); |
---|
| 1201 | row(r,l,e,u); |
---|
| 1202 | return r; |
---|
| 1203 | } |
---|
| 1204 | |
---|
| 1205 | ///Add a new row (i.e a new constraint) to the LP |
---|
| 1206 | |
---|
| 1207 | ///\param c is a linear expression (see \ref Constr) |
---|
| 1208 | ///\return The created row. |
---|
| 1209 | Row addRow(const Constr &c) { |
---|
| 1210 | Row r=addRow(); |
---|
| 1211 | row(r,c); |
---|
| 1212 | return r; |
---|
| 1213 | } |
---|
[482] | 1214 | ///Erase a column (i.e a variable) from the LP |
---|
[481] | 1215 | |
---|
[482] | 1216 | ///\param c is the column to be deleted |
---|
| 1217 | void erase(Col c) { |
---|
| 1218 | _eraseCol(cols(id(c))); |
---|
| 1219 | _eraseColId(cols(id(c))); |
---|
[481] | 1220 | } |
---|
[482] | 1221 | ///Erase a row (i.e a constraint) from the LP |
---|
[481] | 1222 | |
---|
| 1223 | ///\param r is the row to be deleted |
---|
[482] | 1224 | void erase(Row r) { |
---|
| 1225 | _eraseRow(rows(id(r))); |
---|
| 1226 | _eraseRowId(rows(id(r))); |
---|
[481] | 1227 | } |
---|
| 1228 | |
---|
| 1229 | /// Get the name of a column |
---|
| 1230 | |
---|
[482] | 1231 | ///\param c is the coresponding column |
---|
[481] | 1232 | ///\return The name of the colunm |
---|
| 1233 | std::string colName(Col c) const { |
---|
| 1234 | std::string name; |
---|
[482] | 1235 | _getColName(cols(id(c)), name); |
---|
[481] | 1236 | return name; |
---|
| 1237 | } |
---|
| 1238 | |
---|
| 1239 | /// Set the name of a column |
---|
| 1240 | |
---|
[482] | 1241 | ///\param c is the coresponding column |
---|
[481] | 1242 | ///\param name The name to be given |
---|
| 1243 | void colName(Col c, const std::string& name) { |
---|
[482] | 1244 | _setColName(cols(id(c)), name); |
---|
[481] | 1245 | } |
---|
| 1246 | |
---|
| 1247 | /// Get the column by its name |
---|
| 1248 | |
---|
| 1249 | ///\param name The name of the column |
---|
| 1250 | ///\return the proper column or \c INVALID |
---|
| 1251 | Col colByName(const std::string& name) const { |
---|
| 1252 | int k = _colByName(name); |
---|
[482] | 1253 | return k != -1 ? Col(cols[k]) : Col(INVALID); |
---|
| 1254 | } |
---|
| 1255 | |
---|
| 1256 | /// Get the name of a row |
---|
| 1257 | |
---|
| 1258 | ///\param r is the coresponding row |
---|
| 1259 | ///\return The name of the row |
---|
| 1260 | std::string rowName(Row r) const { |
---|
| 1261 | std::string name; |
---|
| 1262 | _getRowName(rows(id(r)), name); |
---|
| 1263 | return name; |
---|
| 1264 | } |
---|
| 1265 | |
---|
| 1266 | /// Set the name of a row |
---|
| 1267 | |
---|
| 1268 | ///\param r is the coresponding row |
---|
| 1269 | ///\param name The name to be given |
---|
| 1270 | void rowName(Row r, const std::string& name) { |
---|
| 1271 | _setRowName(rows(id(r)), name); |
---|
| 1272 | } |
---|
| 1273 | |
---|
| 1274 | /// Get the row by its name |
---|
| 1275 | |
---|
| 1276 | ///\param name The name of the row |
---|
| 1277 | ///\return the proper row or \c INVALID |
---|
| 1278 | Row rowByName(const std::string& name) const { |
---|
| 1279 | int k = _rowByName(name); |
---|
| 1280 | return k != -1 ? Row(rows[k]) : Row(INVALID); |
---|
[481] | 1281 | } |
---|
| 1282 | |
---|
| 1283 | /// Set an element of the coefficient matrix of the LP |
---|
| 1284 | |
---|
| 1285 | ///\param r is the row of the element to be modified |
---|
[482] | 1286 | ///\param c is the column of the element to be modified |
---|
[481] | 1287 | ///\param val is the new value of the coefficient |
---|
| 1288 | void coeff(Row r, Col c, Value val) { |
---|
[482] | 1289 | _setCoeff(rows(id(r)),cols(id(c)), val); |
---|
[481] | 1290 | } |
---|
| 1291 | |
---|
| 1292 | /// Get an element of the coefficient matrix of the LP |
---|
| 1293 | |
---|
[482] | 1294 | ///\param r is the row of the element |
---|
| 1295 | ///\param c is the column of the element |
---|
[481] | 1296 | ///\return the corresponding coefficient |
---|
| 1297 | Value coeff(Row r, Col c) const { |
---|
[482] | 1298 | return _getCoeff(rows(id(r)),cols(id(c))); |
---|
[481] | 1299 | } |
---|
| 1300 | |
---|
| 1301 | /// Set the lower bound of a column (i.e a variable) |
---|
| 1302 | |
---|
| 1303 | /// The lower bound of a variable (column) has to be given by an |
---|
| 1304 | /// extended number of type Value, i.e. a finite number of type |
---|
| 1305 | /// Value or -\ref INF. |
---|
| 1306 | void colLowerBound(Col c, Value value) { |
---|
[482] | 1307 | _setColLowerBound(cols(id(c)),value); |
---|
[481] | 1308 | } |
---|
| 1309 | |
---|
| 1310 | /// Get the lower bound of a column (i.e a variable) |
---|
| 1311 | |
---|
[482] | 1312 | /// This function returns the lower bound for column (variable) \c c |
---|
[481] | 1313 | /// (this might be -\ref INF as well). |
---|
[482] | 1314 | ///\return The lower bound for column \c c |
---|
[481] | 1315 | Value colLowerBound(Col c) const { |
---|
[482] | 1316 | return _getColLowerBound(cols(id(c))); |
---|
[481] | 1317 | } |
---|
| 1318 | |
---|
| 1319 | ///\brief Set the lower bound of several columns |
---|
[482] | 1320 | ///(i.e variables) at once |
---|
[481] | 1321 | /// |
---|
| 1322 | ///This magic function takes a container as its argument |
---|
| 1323 | ///and applies the function on all of its elements. |
---|
[482] | 1324 | ///The lower bound of a variable (column) has to be given by an |
---|
| 1325 | ///extended number of type Value, i.e. a finite number of type |
---|
| 1326 | ///Value or -\ref INF. |
---|
[481] | 1327 | #ifdef DOXYGEN |
---|
| 1328 | template<class T> |
---|
| 1329 | void colLowerBound(T &t, Value value) { return 0;} |
---|
| 1330 | #else |
---|
| 1331 | template<class T> |
---|
[482] | 1332 | typename enable_if<typename T::value_type::LpCol,void>::type |
---|
[481] | 1333 | colLowerBound(T &t, Value value,dummy<0> = 0) { |
---|
| 1334 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
| 1335 | colLowerBound(*i, value); |
---|
| 1336 | } |
---|
| 1337 | } |
---|
| 1338 | template<class T> |
---|
[482] | 1339 | typename enable_if<typename T::value_type::second_type::LpCol, |
---|
[481] | 1340 | void>::type |
---|
| 1341 | colLowerBound(T &t, Value value,dummy<1> = 1) { |
---|
| 1342 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
| 1343 | colLowerBound(i->second, value); |
---|
| 1344 | } |
---|
| 1345 | } |
---|
| 1346 | template<class T> |
---|
[482] | 1347 | typename enable_if<typename T::MapIt::Value::LpCol, |
---|
[481] | 1348 | void>::type |
---|
| 1349 | colLowerBound(T &t, Value value,dummy<2> = 2) { |
---|
| 1350 | for(typename T::MapIt i(t); i!=INVALID; ++i){ |
---|
| 1351 | colLowerBound(*i, value); |
---|
| 1352 | } |
---|
| 1353 | } |
---|
| 1354 | #endif |
---|
| 1355 | |
---|
| 1356 | /// Set the upper bound of a column (i.e a variable) |
---|
| 1357 | |
---|
| 1358 | /// The upper bound of a variable (column) has to be given by an |
---|
| 1359 | /// extended number of type Value, i.e. a finite number of type |
---|
| 1360 | /// Value or \ref INF. |
---|
| 1361 | void colUpperBound(Col c, Value value) { |
---|
[482] | 1362 | _setColUpperBound(cols(id(c)),value); |
---|
[481] | 1363 | }; |
---|
| 1364 | |
---|
| 1365 | /// Get the upper bound of a column (i.e a variable) |
---|
| 1366 | |
---|
[482] | 1367 | /// This function returns the upper bound for column (variable) \c c |
---|
[481] | 1368 | /// (this might be \ref INF as well). |
---|
[482] | 1369 | /// \return The upper bound for column \c c |
---|
[481] | 1370 | Value colUpperBound(Col c) const { |
---|
[482] | 1371 | return _getColUpperBound(cols(id(c))); |
---|
[481] | 1372 | } |
---|
| 1373 | |
---|
| 1374 | ///\brief Set the upper bound of several columns |
---|
[482] | 1375 | ///(i.e variables) at once |
---|
[481] | 1376 | /// |
---|
| 1377 | ///This magic function takes a container as its argument |
---|
| 1378 | ///and applies the function on all of its elements. |
---|
[482] | 1379 | ///The upper bound of a variable (column) has to be given by an |
---|
| 1380 | ///extended number of type Value, i.e. a finite number of type |
---|
| 1381 | ///Value or \ref INF. |
---|
[481] | 1382 | #ifdef DOXYGEN |
---|
| 1383 | template<class T> |
---|
| 1384 | void colUpperBound(T &t, Value value) { return 0;} |
---|
| 1385 | #else |
---|
| 1386 | template<class T> |
---|
[482] | 1387 | typename enable_if<typename T::value_type::LpCol,void>::type |
---|
[481] | 1388 | colUpperBound(T &t, Value value,dummy<0> = 0) { |
---|
| 1389 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
| 1390 | colUpperBound(*i, value); |
---|
| 1391 | } |
---|
| 1392 | } |
---|
| 1393 | template<class T> |
---|
[482] | 1394 | typename enable_if<typename T::value_type::second_type::LpCol, |
---|
[481] | 1395 | void>::type |
---|
| 1396 | colUpperBound(T &t, Value value,dummy<1> = 1) { |
---|
| 1397 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
| 1398 | colUpperBound(i->second, value); |
---|
| 1399 | } |
---|
| 1400 | } |
---|
| 1401 | template<class T> |
---|
[482] | 1402 | typename enable_if<typename T::MapIt::Value::LpCol, |
---|
[481] | 1403 | void>::type |
---|
| 1404 | colUpperBound(T &t, Value value,dummy<2> = 2) { |
---|
| 1405 | for(typename T::MapIt i(t); i!=INVALID; ++i){ |
---|
| 1406 | colUpperBound(*i, value); |
---|
| 1407 | } |
---|
| 1408 | } |
---|
| 1409 | #endif |
---|
| 1410 | |
---|
| 1411 | /// Set the lower and the upper bounds of a column (i.e a variable) |
---|
| 1412 | |
---|
| 1413 | /// The lower and the upper bounds of |
---|
| 1414 | /// a variable (column) have to be given by an |
---|
| 1415 | /// extended number of type Value, i.e. a finite number of type |
---|
| 1416 | /// Value, -\ref INF or \ref INF. |
---|
| 1417 | void colBounds(Col c, Value lower, Value upper) { |
---|
[482] | 1418 | _setColLowerBound(cols(id(c)),lower); |
---|
| 1419 | _setColUpperBound(cols(id(c)),upper); |
---|
[481] | 1420 | } |
---|
| 1421 | |
---|
| 1422 | ///\brief Set the lower and the upper bound of several columns |
---|
[482] | 1423 | ///(i.e variables) at once |
---|
[481] | 1424 | /// |
---|
| 1425 | ///This magic function takes a container as its argument |
---|
| 1426 | ///and applies the function on all of its elements. |
---|
| 1427 | /// The lower and the upper bounds of |
---|
| 1428 | /// a variable (column) have to be given by an |
---|
| 1429 | /// extended number of type Value, i.e. a finite number of type |
---|
| 1430 | /// Value, -\ref INF or \ref INF. |
---|
| 1431 | #ifdef DOXYGEN |
---|
| 1432 | template<class T> |
---|
| 1433 | void colBounds(T &t, Value lower, Value upper) { return 0;} |
---|
| 1434 | #else |
---|
| 1435 | template<class T> |
---|
[482] | 1436 | typename enable_if<typename T::value_type::LpCol,void>::type |
---|
[481] | 1437 | colBounds(T &t, Value lower, Value upper,dummy<0> = 0) { |
---|
| 1438 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
| 1439 | colBounds(*i, lower, upper); |
---|
| 1440 | } |
---|
| 1441 | } |
---|
| 1442 | template<class T> |
---|
[482] | 1443 | typename enable_if<typename T::value_type::second_type::LpCol, void>::type |
---|
[481] | 1444 | colBounds(T &t, Value lower, Value upper,dummy<1> = 1) { |
---|
| 1445 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
| 1446 | colBounds(i->second, lower, upper); |
---|
| 1447 | } |
---|
| 1448 | } |
---|
| 1449 | template<class T> |
---|
[482] | 1450 | typename enable_if<typename T::MapIt::Value::LpCol, void>::type |
---|
[481] | 1451 | colBounds(T &t, Value lower, Value upper,dummy<2> = 2) { |
---|
| 1452 | for(typename T::MapIt i(t); i!=INVALID; ++i){ |
---|
| 1453 | colBounds(*i, lower, upper); |
---|
| 1454 | } |
---|
| 1455 | } |
---|
| 1456 | #endif |
---|
| 1457 | |
---|
[482] | 1458 | /// Set the lower bound of a row (i.e a constraint) |
---|
[481] | 1459 | |
---|
[482] | 1460 | /// The lower bound of a constraint (row) has to be given by an |
---|
| 1461 | /// extended number of type Value, i.e. a finite number of type |
---|
| 1462 | /// Value or -\ref INF. |
---|
| 1463 | void rowLowerBound(Row r, Value value) { |
---|
| 1464 | _setRowLowerBound(rows(id(r)),value); |
---|
[481] | 1465 | } |
---|
| 1466 | |
---|
[482] | 1467 | /// Get the lower bound of a row (i.e a constraint) |
---|
[481] | 1468 | |
---|
[482] | 1469 | /// This function returns the lower bound for row (constraint) \c c |
---|
| 1470 | /// (this might be -\ref INF as well). |
---|
| 1471 | ///\return The lower bound for row \c r |
---|
| 1472 | Value rowLowerBound(Row r) const { |
---|
| 1473 | return _getRowLowerBound(rows(id(r))); |
---|
| 1474 | } |
---|
| 1475 | |
---|
| 1476 | /// Set the upper bound of a row (i.e a constraint) |
---|
| 1477 | |
---|
| 1478 | /// The upper bound of a constraint (row) has to be given by an |
---|
| 1479 | /// extended number of type Value, i.e. a finite number of type |
---|
| 1480 | /// Value or -\ref INF. |
---|
| 1481 | void rowUpperBound(Row r, Value value) { |
---|
| 1482 | _setRowUpperBound(rows(id(r)),value); |
---|
| 1483 | } |
---|
| 1484 | |
---|
| 1485 | /// Get the upper bound of a row (i.e a constraint) |
---|
| 1486 | |
---|
| 1487 | /// This function returns the upper bound for row (constraint) \c c |
---|
| 1488 | /// (this might be -\ref INF as well). |
---|
| 1489 | ///\return The upper bound for row \c r |
---|
| 1490 | Value rowUpperBound(Row r) const { |
---|
| 1491 | return _getRowUpperBound(rows(id(r))); |
---|
[481] | 1492 | } |
---|
| 1493 | |
---|
| 1494 | ///Set an element of the objective function |
---|
[482] | 1495 | void objCoeff(Col c, Value v) {_setObjCoeff(cols(id(c)),v); }; |
---|
[481] | 1496 | |
---|
| 1497 | ///Get an element of the objective function |
---|
[482] | 1498 | Value objCoeff(Col c) const { return _getObjCoeff(cols(id(c))); }; |
---|
[481] | 1499 | |
---|
| 1500 | ///Set the objective function |
---|
| 1501 | |
---|
| 1502 | ///\param e is a linear expression of type \ref Expr. |
---|
[482] | 1503 | /// |
---|
| 1504 | void obj(const Expr& e) { |
---|
| 1505 | _setObjCoeffs(ExprIterator(e.comps.begin(), cols), |
---|
| 1506 | ExprIterator(e.comps.end(), cols)); |
---|
| 1507 | obj_const_comp = *e; |
---|
[481] | 1508 | } |
---|
| 1509 | |
---|
| 1510 | ///Get the objective function |
---|
| 1511 | |
---|
[482] | 1512 | ///\return the objective function as a linear expression of type |
---|
| 1513 | ///Expr. |
---|
[481] | 1514 | Expr obj() const { |
---|
| 1515 | Expr e; |
---|
[482] | 1516 | _getObjCoeffs(InsertIterator(e.comps, cols)); |
---|
| 1517 | *e = obj_const_comp; |
---|
[481] | 1518 | return e; |
---|
| 1519 | } |
---|
| 1520 | |
---|
| 1521 | |
---|
[482] | 1522 | ///Set the direction of optimization |
---|
| 1523 | void sense(Sense sense) { _setSense(sense); } |
---|
[481] | 1524 | |
---|
[482] | 1525 | ///Query the direction of the optimization |
---|
| 1526 | Sense sense() const {return _getSense(); } |
---|
[481] | 1527 | |
---|
[482] | 1528 | ///Set the sense to maximization |
---|
| 1529 | void max() { _setSense(MAX); } |
---|
| 1530 | |
---|
| 1531 | ///Set the sense to maximization |
---|
| 1532 | void min() { _setSense(MIN); } |
---|
| 1533 | |
---|
| 1534 | ///Clears the problem |
---|
| 1535 | void clear() { _clear(); } |
---|
[481] | 1536 | |
---|
| 1537 | ///@} |
---|
| 1538 | |
---|
[482] | 1539 | }; |
---|
| 1540 | |
---|
| 1541 | /// Addition |
---|
| 1542 | |
---|
| 1543 | ///\relates LpBase::Expr |
---|
| 1544 | /// |
---|
| 1545 | inline LpBase::Expr operator+(const LpBase::Expr &a, const LpBase::Expr &b) { |
---|
| 1546 | LpBase::Expr tmp(a); |
---|
| 1547 | tmp+=b; |
---|
| 1548 | return tmp; |
---|
| 1549 | } |
---|
| 1550 | ///Substraction |
---|
| 1551 | |
---|
| 1552 | ///\relates LpBase::Expr |
---|
| 1553 | /// |
---|
| 1554 | inline LpBase::Expr operator-(const LpBase::Expr &a, const LpBase::Expr &b) { |
---|
| 1555 | LpBase::Expr tmp(a); |
---|
| 1556 | tmp-=b; |
---|
| 1557 | return tmp; |
---|
| 1558 | } |
---|
| 1559 | ///Multiply with constant |
---|
| 1560 | |
---|
| 1561 | ///\relates LpBase::Expr |
---|
| 1562 | /// |
---|
| 1563 | inline LpBase::Expr operator*(const LpBase::Expr &a, const LpBase::Value &b) { |
---|
| 1564 | LpBase::Expr tmp(a); |
---|
| 1565 | tmp*=b; |
---|
| 1566 | return tmp; |
---|
| 1567 | } |
---|
| 1568 | |
---|
| 1569 | ///Multiply with constant |
---|
| 1570 | |
---|
| 1571 | ///\relates LpBase::Expr |
---|
| 1572 | /// |
---|
| 1573 | inline LpBase::Expr operator*(const LpBase::Value &a, const LpBase::Expr &b) { |
---|
| 1574 | LpBase::Expr tmp(b); |
---|
| 1575 | tmp*=a; |
---|
| 1576 | return tmp; |
---|
| 1577 | } |
---|
| 1578 | ///Divide with constant |
---|
| 1579 | |
---|
| 1580 | ///\relates LpBase::Expr |
---|
| 1581 | /// |
---|
| 1582 | inline LpBase::Expr operator/(const LpBase::Expr &a, const LpBase::Value &b) { |
---|
| 1583 | LpBase::Expr tmp(a); |
---|
| 1584 | tmp/=b; |
---|
| 1585 | return tmp; |
---|
| 1586 | } |
---|
| 1587 | |
---|
| 1588 | ///Create constraint |
---|
| 1589 | |
---|
| 1590 | ///\relates LpBase::Constr |
---|
| 1591 | /// |
---|
| 1592 | inline LpBase::Constr operator<=(const LpBase::Expr &e, |
---|
| 1593 | const LpBase::Expr &f) { |
---|
| 1594 | return LpBase::Constr(0, f - e, LpBase::INF); |
---|
| 1595 | } |
---|
| 1596 | |
---|
| 1597 | ///Create constraint |
---|
| 1598 | |
---|
| 1599 | ///\relates LpBase::Constr |
---|
| 1600 | /// |
---|
| 1601 | inline LpBase::Constr operator<=(const LpBase::Value &e, |
---|
| 1602 | const LpBase::Expr &f) { |
---|
| 1603 | return LpBase::Constr(e, f, LpBase::NaN); |
---|
| 1604 | } |
---|
| 1605 | |
---|
| 1606 | ///Create constraint |
---|
| 1607 | |
---|
| 1608 | ///\relates LpBase::Constr |
---|
| 1609 | /// |
---|
| 1610 | inline LpBase::Constr operator<=(const LpBase::Expr &e, |
---|
| 1611 | const LpBase::Value &f) { |
---|
| 1612 | return LpBase::Constr(- LpBase::INF, e, f); |
---|
| 1613 | } |
---|
| 1614 | |
---|
| 1615 | ///Create constraint |
---|
| 1616 | |
---|
| 1617 | ///\relates LpBase::Constr |
---|
| 1618 | /// |
---|
| 1619 | inline LpBase::Constr operator>=(const LpBase::Expr &e, |
---|
| 1620 | const LpBase::Expr &f) { |
---|
| 1621 | return LpBase::Constr(0, e - f, LpBase::INF); |
---|
| 1622 | } |
---|
| 1623 | |
---|
| 1624 | |
---|
| 1625 | ///Create constraint |
---|
| 1626 | |
---|
| 1627 | ///\relates LpBase::Constr |
---|
| 1628 | /// |
---|
| 1629 | inline LpBase::Constr operator>=(const LpBase::Value &e, |
---|
| 1630 | const LpBase::Expr &f) { |
---|
| 1631 | return LpBase::Constr(LpBase::NaN, f, e); |
---|
| 1632 | } |
---|
| 1633 | |
---|
| 1634 | |
---|
| 1635 | ///Create constraint |
---|
| 1636 | |
---|
| 1637 | ///\relates LpBase::Constr |
---|
| 1638 | /// |
---|
| 1639 | inline LpBase::Constr operator>=(const LpBase::Expr &e, |
---|
| 1640 | const LpBase::Value &f) { |
---|
| 1641 | return LpBase::Constr(f, e, LpBase::INF); |
---|
| 1642 | } |
---|
| 1643 | |
---|
| 1644 | ///Create constraint |
---|
| 1645 | |
---|
| 1646 | ///\relates LpBase::Constr |
---|
| 1647 | /// |
---|
| 1648 | inline LpBase::Constr operator==(const LpBase::Expr &e, |
---|
| 1649 | const LpBase::Value &f) { |
---|
| 1650 | return LpBase::Constr(f, e, f); |
---|
| 1651 | } |
---|
| 1652 | |
---|
| 1653 | ///Create constraint |
---|
| 1654 | |
---|
| 1655 | ///\relates LpBase::Constr |
---|
| 1656 | /// |
---|
| 1657 | inline LpBase::Constr operator==(const LpBase::Expr &e, |
---|
| 1658 | const LpBase::Expr &f) { |
---|
| 1659 | return LpBase::Constr(0, f - e, 0); |
---|
| 1660 | } |
---|
| 1661 | |
---|
| 1662 | ///Create constraint |
---|
| 1663 | |
---|
| 1664 | ///\relates LpBase::Constr |
---|
| 1665 | /// |
---|
| 1666 | inline LpBase::Constr operator<=(const LpBase::Value &n, |
---|
| 1667 | const LpBase::Constr &c) { |
---|
| 1668 | LpBase::Constr tmp(c); |
---|
| 1669 | LEMON_ASSERT(std::isnan(tmp.lowerBound()), "Wrong LP constraint"); |
---|
| 1670 | tmp.lowerBound()=n; |
---|
| 1671 | return tmp; |
---|
| 1672 | } |
---|
| 1673 | ///Create constraint |
---|
| 1674 | |
---|
| 1675 | ///\relates LpBase::Constr |
---|
| 1676 | /// |
---|
| 1677 | inline LpBase::Constr operator<=(const LpBase::Constr &c, |
---|
| 1678 | const LpBase::Value &n) |
---|
| 1679 | { |
---|
| 1680 | LpBase::Constr tmp(c); |
---|
| 1681 | LEMON_ASSERT(std::isnan(tmp.upperBound()), "Wrong LP constraint"); |
---|
| 1682 | tmp.upperBound()=n; |
---|
| 1683 | return tmp; |
---|
| 1684 | } |
---|
| 1685 | |
---|
| 1686 | ///Create constraint |
---|
| 1687 | |
---|
| 1688 | ///\relates LpBase::Constr |
---|
| 1689 | /// |
---|
| 1690 | inline LpBase::Constr operator>=(const LpBase::Value &n, |
---|
| 1691 | const LpBase::Constr &c) { |
---|
| 1692 | LpBase::Constr tmp(c); |
---|
| 1693 | LEMON_ASSERT(std::isnan(tmp.upperBound()), "Wrong LP constraint"); |
---|
| 1694 | tmp.upperBound()=n; |
---|
| 1695 | return tmp; |
---|
| 1696 | } |
---|
| 1697 | ///Create constraint |
---|
| 1698 | |
---|
| 1699 | ///\relates LpBase::Constr |
---|
| 1700 | /// |
---|
| 1701 | inline LpBase::Constr operator>=(const LpBase::Constr &c, |
---|
| 1702 | const LpBase::Value &n) |
---|
| 1703 | { |
---|
| 1704 | LpBase::Constr tmp(c); |
---|
| 1705 | LEMON_ASSERT(std::isnan(tmp.lowerBound()), "Wrong LP constraint"); |
---|
| 1706 | tmp.lowerBound()=n; |
---|
| 1707 | return tmp; |
---|
| 1708 | } |
---|
| 1709 | |
---|
| 1710 | ///Addition |
---|
| 1711 | |
---|
| 1712 | ///\relates LpBase::DualExpr |
---|
| 1713 | /// |
---|
| 1714 | inline LpBase::DualExpr operator+(const LpBase::DualExpr &a, |
---|
| 1715 | const LpBase::DualExpr &b) { |
---|
| 1716 | LpBase::DualExpr tmp(a); |
---|
| 1717 | tmp+=b; |
---|
| 1718 | return tmp; |
---|
| 1719 | } |
---|
| 1720 | ///Substraction |
---|
| 1721 | |
---|
| 1722 | ///\relates LpBase::DualExpr |
---|
| 1723 | /// |
---|
| 1724 | inline LpBase::DualExpr operator-(const LpBase::DualExpr &a, |
---|
| 1725 | const LpBase::DualExpr &b) { |
---|
| 1726 | LpBase::DualExpr tmp(a); |
---|
| 1727 | tmp-=b; |
---|
| 1728 | return tmp; |
---|
| 1729 | } |
---|
| 1730 | ///Multiply with constant |
---|
| 1731 | |
---|
| 1732 | ///\relates LpBase::DualExpr |
---|
| 1733 | /// |
---|
| 1734 | inline LpBase::DualExpr operator*(const LpBase::DualExpr &a, |
---|
| 1735 | const LpBase::Value &b) { |
---|
| 1736 | LpBase::DualExpr tmp(a); |
---|
| 1737 | tmp*=b; |
---|
| 1738 | return tmp; |
---|
| 1739 | } |
---|
| 1740 | |
---|
| 1741 | ///Multiply with constant |
---|
| 1742 | |
---|
| 1743 | ///\relates LpBase::DualExpr |
---|
| 1744 | /// |
---|
| 1745 | inline LpBase::DualExpr operator*(const LpBase::Value &a, |
---|
| 1746 | const LpBase::DualExpr &b) { |
---|
| 1747 | LpBase::DualExpr tmp(b); |
---|
| 1748 | tmp*=a; |
---|
| 1749 | return tmp; |
---|
| 1750 | } |
---|
| 1751 | ///Divide with constant |
---|
| 1752 | |
---|
| 1753 | ///\relates LpBase::DualExpr |
---|
| 1754 | /// |
---|
| 1755 | inline LpBase::DualExpr operator/(const LpBase::DualExpr &a, |
---|
| 1756 | const LpBase::Value &b) { |
---|
| 1757 | LpBase::DualExpr tmp(a); |
---|
| 1758 | tmp/=b; |
---|
| 1759 | return tmp; |
---|
| 1760 | } |
---|
| 1761 | |
---|
| 1762 | /// \ingroup lp_group |
---|
| 1763 | /// |
---|
| 1764 | /// \brief Common base class for LP solvers |
---|
| 1765 | /// |
---|
| 1766 | /// This class is an abstract base class for LP solvers. This class |
---|
| 1767 | /// provides a full interface for set and modify an LP problem, |
---|
| 1768 | /// solve it and retrieve the solution. You can use one of the |
---|
| 1769 | /// descendants as a concrete implementation, or the \c Lp |
---|
| 1770 | /// default LP solver. However, if you would like to handle LP |
---|
| 1771 | /// solvers as reference or pointer in a generic way, you can use |
---|
| 1772 | /// this class directly. |
---|
| 1773 | class LpSolver : virtual public LpBase { |
---|
| 1774 | public: |
---|
| 1775 | |
---|
| 1776 | /// The problem types for primal and dual problems |
---|
| 1777 | enum ProblemType { |
---|
| 1778 | ///Feasible solution hasn't been found (but may exist). |
---|
| 1779 | UNDEFINED = 0, |
---|
| 1780 | ///The problem has no feasible solution |
---|
| 1781 | INFEASIBLE = 1, |
---|
| 1782 | ///Feasible solution found |
---|
| 1783 | FEASIBLE = 2, |
---|
| 1784 | ///Optimal solution exists and found |
---|
| 1785 | OPTIMAL = 3, |
---|
| 1786 | ///The cost function is unbounded |
---|
| 1787 | UNBOUNDED = 4 |
---|
| 1788 | }; |
---|
| 1789 | |
---|
| 1790 | ///The basis status of variables |
---|
| 1791 | enum VarStatus { |
---|
| 1792 | /// The variable is in the basis |
---|
| 1793 | BASIC, |
---|
| 1794 | /// The variable is free, but not basic |
---|
| 1795 | FREE, |
---|
| 1796 | /// The variable has active lower bound |
---|
| 1797 | LOWER, |
---|
| 1798 | /// The variable has active upper bound |
---|
| 1799 | UPPER, |
---|
| 1800 | /// The variable is non-basic and fixed |
---|
| 1801 | FIXED |
---|
| 1802 | }; |
---|
| 1803 | |
---|
| 1804 | protected: |
---|
| 1805 | |
---|
| 1806 | virtual SolveExitStatus _solve() = 0; |
---|
| 1807 | |
---|
| 1808 | virtual Value _getPrimal(int i) const = 0; |
---|
| 1809 | virtual Value _getDual(int i) const = 0; |
---|
| 1810 | |
---|
| 1811 | virtual Value _getPrimalRay(int i) const = 0; |
---|
| 1812 | virtual Value _getDualRay(int i) const = 0; |
---|
| 1813 | |
---|
| 1814 | virtual Value _getPrimalValue() const = 0; |
---|
| 1815 | |
---|
| 1816 | virtual VarStatus _getColStatus(int i) const = 0; |
---|
| 1817 | virtual VarStatus _getRowStatus(int i) const = 0; |
---|
| 1818 | |
---|
| 1819 | virtual ProblemType _getPrimalType() const = 0; |
---|
| 1820 | virtual ProblemType _getDualType() const = 0; |
---|
| 1821 | |
---|
| 1822 | public: |
---|
[481] | 1823 | |
---|
| 1824 | ///\name Solve the LP |
---|
| 1825 | |
---|
| 1826 | ///@{ |
---|
| 1827 | |
---|
| 1828 | ///\e Solve the LP problem at hand |
---|
| 1829 | /// |
---|
| 1830 | ///\return The result of the optimization procedure. Possible |
---|
| 1831 | ///values and their meanings can be found in the documentation of |
---|
| 1832 | ///\ref SolveExitStatus. |
---|
| 1833 | SolveExitStatus solve() { return _solve(); } |
---|
| 1834 | |
---|
| 1835 | ///@} |
---|
| 1836 | |
---|
| 1837 | ///\name Obtain the solution |
---|
| 1838 | |
---|
| 1839 | ///@{ |
---|
| 1840 | |
---|
[482] | 1841 | /// The type of the primal problem |
---|
| 1842 | ProblemType primalType() const { |
---|
| 1843 | return _getPrimalType(); |
---|
[481] | 1844 | } |
---|
| 1845 | |
---|
[482] | 1846 | /// The type of the dual problem |
---|
| 1847 | ProblemType dualType() const { |
---|
| 1848 | return _getDualType(); |
---|
[481] | 1849 | } |
---|
| 1850 | |
---|
[482] | 1851 | /// Return the primal value of the column |
---|
| 1852 | |
---|
| 1853 | /// Return the primal value of the column. |
---|
| 1854 | /// \pre The problem is solved. |
---|
| 1855 | Value primal(Col c) const { return _getPrimal(cols(id(c))); } |
---|
| 1856 | |
---|
| 1857 | /// Return the primal value of the expression |
---|
| 1858 | |
---|
| 1859 | /// Return the primal value of the expression, i.e. the dot |
---|
| 1860 | /// product of the primal solution and the expression. |
---|
| 1861 | /// \pre The problem is solved. |
---|
| 1862 | Value primal(const Expr& e) const { |
---|
| 1863 | double res = *e; |
---|
| 1864 | for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) { |
---|
| 1865 | res += *c * primal(c); |
---|
| 1866 | } |
---|
| 1867 | return res; |
---|
[481] | 1868 | } |
---|
[482] | 1869 | /// Returns a component of the primal ray |
---|
| 1870 | |
---|
| 1871 | /// The primal ray is solution of the modified primal problem, |
---|
| 1872 | /// where we change each finite bound to 0, and we looking for a |
---|
| 1873 | /// negative objective value in case of minimization, and positive |
---|
| 1874 | /// objective value for maximization. If there is such solution, |
---|
| 1875 | /// that proofs the unsolvability of the dual problem, and if a |
---|
| 1876 | /// feasible primal solution exists, then the unboundness of |
---|
| 1877 | /// primal problem. |
---|
| 1878 | /// |
---|
| 1879 | /// \pre The problem is solved and the dual problem is infeasible. |
---|
| 1880 | /// \note Some solvers does not provide primal ray calculation |
---|
| 1881 | /// functions. |
---|
| 1882 | Value primalRay(Col c) const { return _getPrimalRay(cols(id(c))); } |
---|
[481] | 1883 | |
---|
[482] | 1884 | /// Return the dual value of the row |
---|
| 1885 | |
---|
| 1886 | /// Return the dual value of the row. |
---|
| 1887 | /// \pre The problem is solved. |
---|
| 1888 | Value dual(Row r) const { return _getDual(rows(id(r))); } |
---|
| 1889 | |
---|
| 1890 | /// Return the dual value of the dual expression |
---|
| 1891 | |
---|
| 1892 | /// Return the dual value of the dual expression, i.e. the dot |
---|
| 1893 | /// product of the dual solution and the dual expression. |
---|
| 1894 | /// \pre The problem is solved. |
---|
| 1895 | Value dual(const DualExpr& e) const { |
---|
| 1896 | double res = 0.0; |
---|
| 1897 | for (DualExpr::ConstCoeffIt r(e); r != INVALID; ++r) { |
---|
| 1898 | res += *r * dual(r); |
---|
[481] | 1899 | } |
---|
| 1900 | return res; |
---|
| 1901 | } |
---|
| 1902 | |
---|
[482] | 1903 | /// Returns a component of the dual ray |
---|
| 1904 | |
---|
| 1905 | /// The dual ray is solution of the modified primal problem, where |
---|
| 1906 | /// we change each finite bound to 0 (i.e. the objective function |
---|
| 1907 | /// coefficients in the primal problem), and we looking for a |
---|
| 1908 | /// ositive objective value. If there is such solution, that |
---|
| 1909 | /// proofs the unsolvability of the primal problem, and if a |
---|
| 1910 | /// feasible dual solution exists, then the unboundness of |
---|
| 1911 | /// dual problem. |
---|
| 1912 | /// |
---|
| 1913 | /// \pre The problem is solved and the primal problem is infeasible. |
---|
| 1914 | /// \note Some solvers does not provide dual ray calculation |
---|
| 1915 | /// functions. |
---|
| 1916 | Value dualRay(Row r) const { return _getDualRay(rows(id(r))); } |
---|
[481] | 1917 | |
---|
[482] | 1918 | /// Return the basis status of the column |
---|
[481] | 1919 | |
---|
[482] | 1920 | /// \see VarStatus |
---|
| 1921 | VarStatus colStatus(Col c) const { return _getColStatus(cols(id(c))); } |
---|
| 1922 | |
---|
| 1923 | /// Return the basis status of the row |
---|
| 1924 | |
---|
| 1925 | /// \see VarStatus |
---|
| 1926 | VarStatus rowStatus(Row r) const { return _getRowStatus(rows(id(r))); } |
---|
| 1927 | |
---|
| 1928 | ///The value of the objective function |
---|
[481] | 1929 | |
---|
| 1930 | ///\return |
---|
| 1931 | ///- \ref INF or -\ref INF means either infeasibility or unboundedness |
---|
| 1932 | /// of the primal problem, depending on whether we minimize or maximize. |
---|
| 1933 | ///- \ref NaN if no primal solution is found. |
---|
| 1934 | ///- The (finite) objective value if an optimal solution is found. |
---|
[482] | 1935 | Value primal() const { return _getPrimalValue()+obj_const_comp;} |
---|
[481] | 1936 | ///@} |
---|
| 1937 | |
---|
[482] | 1938 | LpSolver* newSolver() {return _newSolver();} |
---|
| 1939 | LpSolver* cloneSolver() {return _cloneSolver();} |
---|
| 1940 | |
---|
| 1941 | protected: |
---|
| 1942 | |
---|
| 1943 | virtual LpSolver* _newSolver() const = 0; |
---|
| 1944 | virtual LpSolver* _cloneSolver() const = 0; |
---|
[481] | 1945 | }; |
---|
| 1946 | |
---|
| 1947 | |
---|
| 1948 | /// \ingroup lp_group |
---|
| 1949 | /// |
---|
| 1950 | /// \brief Common base class for MIP solvers |
---|
[482] | 1951 | /// |
---|
| 1952 | /// This class is an abstract base class for MIP solvers. This class |
---|
| 1953 | /// provides a full interface for set and modify an MIP problem, |
---|
| 1954 | /// solve it and retrieve the solution. You can use one of the |
---|
| 1955 | /// descendants as a concrete implementation, or the \c Lp |
---|
| 1956 | /// default MIP solver. However, if you would like to handle MIP |
---|
| 1957 | /// solvers as reference or pointer in a generic way, you can use |
---|
| 1958 | /// this class directly. |
---|
| 1959 | class MipSolver : virtual public LpBase { |
---|
[481] | 1960 | public: |
---|
| 1961 | |
---|
[482] | 1962 | /// The problem types for MIP problems |
---|
| 1963 | enum ProblemType { |
---|
| 1964 | ///Feasible solution hasn't been found (but may exist). |
---|
| 1965 | UNDEFINED = 0, |
---|
| 1966 | ///The problem has no feasible solution |
---|
| 1967 | INFEASIBLE = 1, |
---|
| 1968 | ///Feasible solution found |
---|
| 1969 | FEASIBLE = 2, |
---|
| 1970 | ///Optimal solution exists and found |
---|
| 1971 | OPTIMAL = 3, |
---|
| 1972 | ///The cost function is unbounded |
---|
| 1973 | /// |
---|
| 1974 | ///The Mip or at least the relaxed problem is unbounded |
---|
| 1975 | UNBOUNDED = 4 |
---|
| 1976 | }; |
---|
| 1977 | |
---|
| 1978 | ///\name Solve the MIP |
---|
| 1979 | |
---|
| 1980 | ///@{ |
---|
| 1981 | |
---|
| 1982 | /// Solve the MIP problem at hand |
---|
| 1983 | /// |
---|
| 1984 | ///\return The result of the optimization procedure. Possible |
---|
| 1985 | ///values and their meanings can be found in the documentation of |
---|
| 1986 | ///\ref SolveExitStatus. |
---|
| 1987 | SolveExitStatus solve() { return _solve(); } |
---|
| 1988 | |
---|
| 1989 | ///@} |
---|
| 1990 | |
---|
| 1991 | ///\name Setting column type |
---|
| 1992 | ///@{ |
---|
| 1993 | |
---|
| 1994 | ///Possible variable (column) types (e.g. real, integer, binary etc.) |
---|
[481] | 1995 | enum ColTypes { |
---|
[482] | 1996 | ///Continuous variable (default) |
---|
[481] | 1997 | REAL = 0, |
---|
| 1998 | ///Integer variable |
---|
[482] | 1999 | INTEGER = 1 |
---|
[481] | 2000 | }; |
---|
| 2001 | |
---|
[482] | 2002 | ///Sets the type of the given column to the given type |
---|
| 2003 | |
---|
| 2004 | ///Sets the type of the given column to the given type. |
---|
[481] | 2005 | /// |
---|
| 2006 | void colType(Col c, ColTypes col_type) { |
---|
[482] | 2007 | _setColType(cols(id(c)),col_type); |
---|
[481] | 2008 | } |
---|
| 2009 | |
---|
| 2010 | ///Gives back the type of the column. |
---|
[482] | 2011 | |
---|
| 2012 | ///Gives back the type of the column. |
---|
[481] | 2013 | /// |
---|
| 2014 | ColTypes colType(Col c) const { |
---|
[482] | 2015 | return _getColType(cols(id(c))); |
---|
| 2016 | } |
---|
| 2017 | ///@} |
---|
| 2018 | |
---|
| 2019 | ///\name Obtain the solution |
---|
| 2020 | |
---|
| 2021 | ///@{ |
---|
| 2022 | |
---|
| 2023 | /// The type of the MIP problem |
---|
| 2024 | ProblemType type() const { |
---|
| 2025 | return _getType(); |
---|
[481] | 2026 | } |
---|
| 2027 | |
---|
[482] | 2028 | /// Return the value of the row in the solution |
---|
| 2029 | |
---|
| 2030 | /// Return the value of the row in the solution. |
---|
| 2031 | /// \pre The problem is solved. |
---|
| 2032 | Value sol(Col c) const { return _getSol(cols(id(c))); } |
---|
| 2033 | |
---|
| 2034 | /// Return the value of the expression in the solution |
---|
| 2035 | |
---|
| 2036 | /// Return the value of the expression in the solution, i.e. the |
---|
| 2037 | /// dot product of the solution and the expression. |
---|
| 2038 | /// \pre The problem is solved. |
---|
| 2039 | Value sol(const Expr& e) const { |
---|
| 2040 | double res = *e; |
---|
| 2041 | for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) { |
---|
| 2042 | res += *c * sol(c); |
---|
| 2043 | } |
---|
| 2044 | return res; |
---|
[481] | 2045 | } |
---|
[482] | 2046 | ///The value of the objective function |
---|
| 2047 | |
---|
| 2048 | ///\return |
---|
| 2049 | ///- \ref INF or -\ref INF means either infeasibility or unboundedness |
---|
| 2050 | /// of the problem, depending on whether we minimize or maximize. |
---|
| 2051 | ///- \ref NaN if no primal solution is found. |
---|
| 2052 | ///- The (finite) objective value if an optimal solution is found. |
---|
| 2053 | Value solValue() const { return _getSolValue()+obj_const_comp;} |
---|
| 2054 | ///@} |
---|
[481] | 2055 | |
---|
| 2056 | protected: |
---|
| 2057 | |
---|
[482] | 2058 | virtual SolveExitStatus _solve() = 0; |
---|
| 2059 | virtual ColTypes _getColType(int col) const = 0; |
---|
| 2060 | virtual void _setColType(int col, ColTypes col_type) = 0; |
---|
| 2061 | virtual ProblemType _getType() const = 0; |
---|
| 2062 | virtual Value _getSol(int i) const = 0; |
---|
| 2063 | virtual Value _getSolValue() const = 0; |
---|
[481] | 2064 | |
---|
[482] | 2065 | public: |
---|
| 2066 | |
---|
| 2067 | MipSolver* newSolver() {return _newSolver();} |
---|
| 2068 | MipSolver* cloneSolver() {return _cloneSolver();} |
---|
| 2069 | |
---|
| 2070 | protected: |
---|
| 2071 | |
---|
| 2072 | virtual MipSolver* _newSolver() const = 0; |
---|
| 2073 | virtual MipSolver* _cloneSolver() const = 0; |
---|
[481] | 2074 | }; |
---|
| 2075 | |
---|
| 2076 | |
---|
| 2077 | |
---|
| 2078 | } //namespace lemon |
---|
| 2079 | |
---|
| 2080 | #endif //LEMON_LP_BASE_H |
---|