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) 2003-2010 |
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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_LP_BASE_H |
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20 | #define LEMON_LP_BASE_H |
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21 | |
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22 | #include<iostream> |
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23 | #include<vector> |
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24 | #include<map> |
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25 | #include<limits> |
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26 | #include<lemon/math.h> |
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27 | |
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28 | #include<lemon/error.h> |
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29 | #include<lemon/assert.h> |
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30 | |
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31 | #include<lemon/core.h> |
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32 | #include<lemon/bits/solver_bits.h> |
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33 | |
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34 | ///\file |
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35 | ///\brief The interface of the LP solver interface. |
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36 | ///\ingroup lp_group |
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37 | namespace lemon { |
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38 | |
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39 | ///Common base class for LP and MIP solvers |
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40 | |
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41 | ///Usually this class is not used directly, please use one of the concrete |
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42 | ///implementations of the solver interface. |
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43 | ///\ingroup lp_group |
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44 | class LpBase { |
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45 | |
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46 | protected: |
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47 | |
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48 | _solver_bits::VarIndex rows; |
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49 | _solver_bits::VarIndex cols; |
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50 | |
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51 | public: |
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52 | |
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53 | ///Possible outcomes of an LP solving procedure |
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54 | enum SolveExitStatus { |
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55 | /// = 0. It means that the problem has been successfully solved: either |
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56 | ///an optimal solution has been found or infeasibility/unboundedness |
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57 | ///has been proved. |
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58 | SOLVED = 0, |
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59 | /// = 1. Any other case (including the case when some user specified |
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60 | ///limit has been exceeded). |
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61 | UNSOLVED = 1 |
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62 | }; |
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63 | |
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64 | ///Direction of the optimization |
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65 | enum Sense { |
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66 | /// Minimization |
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67 | MIN, |
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68 | /// Maximization |
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69 | MAX |
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70 | }; |
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71 | |
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72 | ///Enum for \c messageLevel() parameter |
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73 | enum MessageLevel { |
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74 | /// No output (default value). |
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75 | MESSAGE_NOTHING, |
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76 | /// Error messages only. |
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77 | MESSAGE_ERROR, |
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78 | /// Warnings. |
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79 | MESSAGE_WARNING, |
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80 | /// Normal output. |
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81 | MESSAGE_NORMAL, |
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82 | /// Verbose output. |
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83 | MESSAGE_VERBOSE |
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84 | }; |
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85 | |
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86 | |
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87 | ///The floating point type used by the solver |
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88 | typedef double Value; |
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89 | ///The infinity constant |
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90 | static const Value INF; |
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91 | ///The not a number constant |
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92 | static const Value NaN; |
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93 | |
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94 | friend class Col; |
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95 | friend class ColIt; |
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96 | friend class Row; |
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97 | friend class RowIt; |
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98 | |
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99 | ///Refer to a column of the LP. |
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100 | |
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101 | ///This type is used to refer to a column of the LP. |
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102 | /// |
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103 | ///Its value remains valid and correct even after the addition or erase of |
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104 | ///other columns. |
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105 | /// |
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106 | ///\note This class is similar to other Item types in LEMON, like |
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107 | ///Node and Arc types in digraph. |
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108 | class Col { |
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109 | friend class LpBase; |
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110 | protected: |
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111 | int _id; |
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112 | explicit Col(int id) : _id(id) {} |
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113 | public: |
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114 | typedef Value ExprValue; |
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115 | typedef True LpCol; |
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116 | /// Default constructor |
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117 | |
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118 | /// \warning The default constructor sets the Col to an |
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119 | /// undefined value. |
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120 | Col() {} |
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121 | /// Invalid constructor \& conversion. |
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122 | |
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123 | /// This constructor initializes the Col to be invalid. |
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124 | /// \sa Invalid for more details. |
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125 | Col(const Invalid&) : _id(-1) {} |
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126 | /// Equality operator |
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127 | |
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128 | /// Two \ref Col "Col"s are equal if and only if they point to |
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129 | /// the same LP column or both are invalid. |
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130 | bool operator==(Col c) const {return _id == c._id;} |
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131 | /// Inequality operator |
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132 | |
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133 | /// \sa operator==(Col c) |
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134 | /// |
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135 | bool operator!=(Col c) const {return _id != c._id;} |
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136 | /// Artificial ordering operator. |
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137 | |
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138 | /// To allow the use of this object in std::map or similar |
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139 | /// associative container we require this. |
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140 | /// |
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141 | /// \note This operator only have to define some strict ordering of |
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142 | /// the items; this order has nothing to do with the iteration |
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143 | /// ordering of the items. |
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144 | bool operator<(Col c) const {return _id < c._id;} |
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145 | }; |
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146 | |
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147 | ///Iterator for iterate over the columns of an LP problem |
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148 | |
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149 | /// Its usage is quite simple, for example, you can count the number |
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150 | /// of columns in an LP \c lp: |
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151 | ///\code |
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152 | /// int count=0; |
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153 | /// for (LpBase::ColIt c(lp); c!=INVALID; ++c) ++count; |
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154 | ///\endcode |
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155 | class ColIt : public Col { |
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156 | const LpBase *_solver; |
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157 | public: |
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158 | /// Default constructor |
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159 | |
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160 | /// \warning The default constructor sets the iterator |
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161 | /// to an undefined value. |
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162 | ColIt() {} |
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163 | /// Sets the iterator to the first Col |
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164 | |
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165 | /// Sets the iterator to the first Col. |
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166 | /// |
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167 | ColIt(const LpBase &solver) : _solver(&solver) |
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168 | { |
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169 | _solver->cols.firstItem(_id); |
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170 | } |
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171 | /// Invalid constructor \& conversion |
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172 | |
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173 | /// Initialize the iterator to be invalid. |
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174 | /// \sa Invalid for more details. |
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175 | ColIt(const Invalid&) : Col(INVALID) {} |
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176 | /// Next column |
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177 | |
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178 | /// Assign the iterator to the next column. |
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179 | /// |
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180 | ColIt &operator++() |
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181 | { |
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182 | _solver->cols.nextItem(_id); |
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183 | return *this; |
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184 | } |
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185 | }; |
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186 | |
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187 | /// \brief Returns the ID of the column. |
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188 | static int id(const Col& col) { return col._id; } |
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189 | /// \brief Returns the column with the given ID. |
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190 | /// |
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191 | /// \pre The argument should be a valid column ID in the LP problem. |
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192 | static Col colFromId(int id) { return Col(id); } |
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193 | |
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194 | ///Refer to a row of the LP. |
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195 | |
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196 | ///This type is used to refer to a row of the LP. |
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197 | /// |
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198 | ///Its value remains valid and correct even after the addition or erase of |
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199 | ///other rows. |
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200 | /// |
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201 | ///\note This class is similar to other Item types in LEMON, like |
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202 | ///Node and Arc types in digraph. |
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203 | class Row { |
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204 | friend class LpBase; |
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205 | protected: |
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206 | int _id; |
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207 | explicit Row(int id) : _id(id) {} |
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208 | public: |
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209 | typedef Value ExprValue; |
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210 | typedef True LpRow; |
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211 | /// Default constructor |
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212 | |
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213 | /// \warning The default constructor sets the Row to an |
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214 | /// undefined value. |
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215 | Row() {} |
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216 | /// Invalid constructor \& conversion. |
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217 | |
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218 | /// This constructor initializes the Row to be invalid. |
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219 | /// \sa Invalid for more details. |
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220 | Row(const Invalid&) : _id(-1) {} |
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221 | /// Equality operator |
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222 | |
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223 | /// Two \ref Row "Row"s are equal if and only if they point to |
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224 | /// the same LP row or both are invalid. |
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225 | bool operator==(Row r) const {return _id == r._id;} |
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226 | /// Inequality operator |
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227 | |
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228 | /// \sa operator==(Row r) |
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229 | /// |
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230 | bool operator!=(Row r) const {return _id != r._id;} |
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231 | /// Artificial ordering operator. |
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232 | |
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233 | /// To allow the use of this object in std::map or similar |
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234 | /// associative container we require this. |
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235 | /// |
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236 | /// \note This operator only have to define some strict ordering of |
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237 | /// the items; this order has nothing to do with the iteration |
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238 | /// ordering of the items. |
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239 | bool operator<(Row r) const {return _id < r._id;} |
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240 | }; |
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241 | |
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242 | ///Iterator for iterate over the rows of an LP problem |
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243 | |
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244 | /// Its usage is quite simple, for example, you can count the number |
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245 | /// of rows in an LP \c lp: |
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246 | ///\code |
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247 | /// int count=0; |
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248 | /// for (LpBase::RowIt c(lp); c!=INVALID; ++c) ++count; |
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249 | ///\endcode |
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250 | class RowIt : public Row { |
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251 | const LpBase *_solver; |
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252 | public: |
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253 | /// Default constructor |
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254 | |
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255 | /// \warning The default constructor sets the iterator |
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256 | /// to an undefined value. |
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257 | RowIt() {} |
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258 | /// Sets the iterator to the first Row |
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259 | |
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260 | /// Sets the iterator to the first Row. |
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261 | /// |
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262 | RowIt(const LpBase &solver) : _solver(&solver) |
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263 | { |
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264 | _solver->rows.firstItem(_id); |
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265 | } |
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266 | /// Invalid constructor \& conversion |
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267 | |
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268 | /// Initialize the iterator to be invalid. |
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269 | /// \sa Invalid for more details. |
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270 | RowIt(const Invalid&) : Row(INVALID) {} |
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271 | /// Next row |
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272 | |
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273 | /// Assign the iterator to the next row. |
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274 | /// |
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275 | RowIt &operator++() |
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276 | { |
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277 | _solver->rows.nextItem(_id); |
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278 | return *this; |
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279 | } |
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280 | }; |
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281 | |
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282 | /// \brief Returns the ID of the row. |
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283 | static int id(const Row& row) { return row._id; } |
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284 | /// \brief Returns the row with the given ID. |
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285 | /// |
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286 | /// \pre The argument should be a valid row ID in the LP problem. |
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287 | static Row rowFromId(int id) { return Row(id); } |
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288 | |
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289 | public: |
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290 | |
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291 | ///Linear expression of variables and a constant component |
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292 | |
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293 | ///This data structure stores a linear expression of the variables |
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294 | ///(\ref Col "Col"s) and also has a constant component. |
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295 | /// |
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296 | ///There are several ways to access and modify the contents of this |
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297 | ///container. |
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298 | ///\code |
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299 | ///e[v]=5; |
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300 | ///e[v]+=12; |
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301 | ///e.erase(v); |
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302 | ///\endcode |
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303 | ///or you can also iterate through its elements. |
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304 | ///\code |
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305 | ///double s=0; |
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306 | ///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i) |
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307 | /// s+=*i * primal(i); |
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308 | ///\endcode |
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309 | ///(This code computes the primal value of the expression). |
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310 | ///- Numbers (<tt>double</tt>'s) |
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311 | ///and variables (\ref Col "Col"s) directly convert to an |
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312 | ///\ref Expr and the usual linear operations are defined, so |
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313 | ///\code |
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314 | ///v+w |
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315 | ///2*v-3.12*(v-w/2)+2 |
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316 | ///v*2.1+(3*v+(v*12+w+6)*3)/2 |
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317 | ///\endcode |
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318 | ///are valid expressions. |
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319 | ///The usual assignment operations are also defined. |
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320 | ///\code |
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321 | ///e=v+w; |
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322 | ///e+=2*v-3.12*(v-w/2)+2; |
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323 | ///e*=3.4; |
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324 | ///e/=5; |
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325 | ///\endcode |
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326 | ///- The constant member can be set and read by dereference |
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327 | /// operator (unary *) |
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328 | /// |
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329 | ///\code |
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330 | ///*e=12; |
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331 | ///double c=*e; |
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332 | ///\endcode |
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333 | /// |
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334 | ///\sa Constr |
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335 | class Expr { |
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336 | friend class LpBase; |
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337 | public: |
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338 | /// The key type of the expression |
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339 | typedef LpBase::Col Key; |
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340 | /// The value type of the expression |
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341 | typedef LpBase::Value Value; |
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342 | |
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343 | protected: |
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344 | Value const_comp; |
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345 | std::map<int, Value> comps; |
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346 | |
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347 | public: |
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348 | typedef True SolverExpr; |
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349 | /// Default constructor |
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350 | |
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351 | /// Construct an empty expression, the coefficients and |
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352 | /// the constant component are initialized to zero. |
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353 | Expr() : const_comp(0) {} |
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354 | /// Construct an expression from a column |
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355 | |
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356 | /// Construct an expression, which has a term with \c c variable |
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357 | /// and 1.0 coefficient. |
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358 | Expr(const Col &c) : const_comp(0) { |
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359 | typedef std::map<int, Value>::value_type pair_type; |
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360 | comps.insert(pair_type(id(c), 1)); |
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361 | } |
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362 | /// Construct an expression from a constant |
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363 | |
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364 | /// Construct an expression, which's constant component is \c v. |
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365 | /// |
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366 | Expr(const Value &v) : const_comp(v) {} |
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367 | /// Returns the coefficient of the column |
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368 | Value operator[](const Col& c) const { |
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369 | std::map<int, Value>::const_iterator it=comps.find(id(c)); |
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370 | if (it != comps.end()) { |
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371 | return it->second; |
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372 | } else { |
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373 | return 0; |
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374 | } |
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375 | } |
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376 | /// Returns the coefficient of the column |
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377 | Value& operator[](const Col& c) { |
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378 | return comps[id(c)]; |
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379 | } |
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380 | /// Sets the coefficient of the column |
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381 | void set(const Col &c, const Value &v) { |
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382 | if (v != 0.0) { |
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383 | typedef std::map<int, Value>::value_type pair_type; |
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384 | comps.insert(pair_type(id(c), v)); |
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385 | } else { |
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386 | comps.erase(id(c)); |
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387 | } |
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388 | } |
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389 | /// Returns the constant component of the expression |
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390 | Value& operator*() { return const_comp; } |
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391 | /// Returns the constant component of the expression |
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392 | const Value& operator*() const { return const_comp; } |
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393 | /// \brief Removes the coefficients which's absolute value does |
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394 | /// not exceed \c epsilon. It also sets to zero the constant |
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395 | /// component, if it does not exceed epsilon in absolute value. |
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396 | void simplify(Value epsilon = 0.0) { |
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397 | std::map<int, Value>::iterator it=comps.begin(); |
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398 | while (it != comps.end()) { |
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399 | std::map<int, Value>::iterator jt=it; |
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400 | ++jt; |
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401 | if (std::fabs((*it).second) <= epsilon) comps.erase(it); |
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402 | it=jt; |
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403 | } |
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404 | if (std::fabs(const_comp) <= epsilon) const_comp = 0; |
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405 | } |
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406 | |
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407 | void simplify(Value epsilon = 0.0) const { |
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408 | const_cast<Expr*>(this)->simplify(epsilon); |
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409 | } |
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410 | |
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411 | ///Sets all coefficients and the constant component to 0. |
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412 | void clear() { |
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413 | comps.clear(); |
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414 | const_comp=0; |
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415 | } |
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416 | |
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417 | ///Compound assignment |
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418 | Expr &operator+=(const Expr &e) { |
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419 | for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
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420 | it!=e.comps.end(); ++it) |
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421 | comps[it->first]+=it->second; |
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422 | const_comp+=e.const_comp; |
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423 | return *this; |
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424 | } |
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425 | ///Compound assignment |
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426 | Expr &operator-=(const Expr &e) { |
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427 | for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
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428 | it!=e.comps.end(); ++it) |
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429 | comps[it->first]-=it->second; |
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430 | const_comp-=e.const_comp; |
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431 | return *this; |
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432 | } |
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433 | ///Multiply with a constant |
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434 | Expr &operator*=(const Value &v) { |
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435 | for (std::map<int, Value>::iterator it=comps.begin(); |
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436 | it!=comps.end(); ++it) |
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437 | it->second*=v; |
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438 | const_comp*=v; |
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439 | return *this; |
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440 | } |
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441 | ///Division with a constant |
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442 | Expr &operator/=(const Value &c) { |
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443 | for (std::map<int, Value>::iterator it=comps.begin(); |
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444 | it!=comps.end(); ++it) |
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445 | it->second/=c; |
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446 | const_comp/=c; |
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447 | return *this; |
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448 | } |
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449 | |
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450 | ///Iterator over the expression |
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451 | |
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452 | ///The iterator iterates over the terms of the expression. |
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453 | /// |
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454 | ///\code |
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455 | ///double s=0; |
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456 | ///for(LpBase::Expr::CoeffIt i(e);i!=INVALID;++i) |
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457 | /// s+= *i * primal(i); |
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458 | ///\endcode |
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459 | class CoeffIt { |
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460 | private: |
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461 | |
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462 | std::map<int, Value>::iterator _it, _end; |
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463 | |
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464 | public: |
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465 | |
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466 | /// Sets the iterator to the first term |
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467 | |
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468 | /// Sets the iterator to the first term of the expression. |
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469 | /// |
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470 | CoeffIt(Expr& e) |
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471 | : _it(e.comps.begin()), _end(e.comps.end()){} |
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472 | |
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473 | /// Convert the iterator to the column of the term |
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474 | operator Col() const { |
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475 | return colFromId(_it->first); |
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476 | } |
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477 | |
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478 | /// Returns the coefficient of the term |
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479 | Value& operator*() { return _it->second; } |
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480 | |
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481 | /// Returns the coefficient of the term |
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482 | const Value& operator*() const { return _it->second; } |
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483 | /// Next term |
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484 | |
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485 | /// Assign the iterator to the next term. |
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486 | /// |
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487 | CoeffIt& operator++() { ++_it; return *this; } |
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488 | |
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489 | /// Equality operator |
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490 | bool operator==(Invalid) const { return _it == _end; } |
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491 | /// Inequality operator |
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492 | bool operator!=(Invalid) const { return _it != _end; } |
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493 | }; |
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494 | |
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495 | /// Const iterator over the expression |
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496 | |
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497 | ///The iterator iterates over the terms of the expression. |
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498 | /// |
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499 | ///\code |
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500 | ///double s=0; |
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501 | ///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i) |
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502 | /// s+=*i * primal(i); |
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503 | ///\endcode |
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504 | class ConstCoeffIt { |
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505 | private: |
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506 | |
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507 | std::map<int, Value>::const_iterator _it, _end; |
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508 | |
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509 | public: |
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510 | |
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511 | /// Sets the iterator to the first term |
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512 | |
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513 | /// Sets the iterator to the first term of the expression. |
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514 | /// |
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515 | ConstCoeffIt(const Expr& e) |
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516 | : _it(e.comps.begin()), _end(e.comps.end()){} |
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517 | |
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518 | /// Convert the iterator to the column of the term |
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519 | operator Col() const { |
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520 | return colFromId(_it->first); |
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521 | } |
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522 | |
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523 | /// Returns the coefficient of the term |
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524 | const Value& operator*() const { return _it->second; } |
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525 | |
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526 | /// Next term |
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527 | |
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528 | /// Assign the iterator to the next term. |
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529 | /// |
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530 | ConstCoeffIt& operator++() { ++_it; return *this; } |
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531 | |
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532 | /// Equality operator |
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533 | bool operator==(Invalid) const { return _it == _end; } |
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534 | /// Inequality operator |
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535 | bool operator!=(Invalid) const { return _it != _end; } |
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536 | }; |
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537 | |
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538 | }; |
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539 | |
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540 | ///Linear constraint |
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541 | |
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542 | ///This data stucture represents a linear constraint in the LP. |
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543 | ///Basically it is a linear expression with a lower or an upper bound |
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544 | ///(or both). These parts of the constraint can be obtained by the member |
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545 | ///functions \ref expr(), \ref lowerBound() and \ref upperBound(), |
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546 | ///respectively. |
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547 | ///There are two ways to construct a constraint. |
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548 | ///- You can set the linear expression and the bounds directly |
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549 | /// by the functions above. |
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550 | ///- The operators <tt>\<=</tt>, <tt>==</tt> and <tt>\>=</tt> |
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551 | /// are defined between expressions, or even between constraints whenever |
---|
552 | /// it makes sense. Therefore if \c e and \c f are linear expressions and |
---|
553 | /// \c s and \c t are numbers, then the followings are valid expressions |
---|
554 | /// and thus they can be used directly e.g. in \ref addRow() whenever |
---|
555 | /// it makes sense. |
---|
556 | ///\code |
---|
557 | /// e<=s |
---|
558 | /// e<=f |
---|
559 | /// e==f |
---|
560 | /// s<=e<=t |
---|
561 | /// e>=t |
---|
562 | ///\endcode |
---|
563 | ///\warning The validity of a constraint is checked only at run |
---|
564 | ///time, so e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will |
---|
565 | ///compile, but will fail an assertion. |
---|
566 | class Constr |
---|
567 | { |
---|
568 | public: |
---|
569 | typedef LpBase::Expr Expr; |
---|
570 | typedef Expr::Key Key; |
---|
571 | typedef Expr::Value Value; |
---|
572 | |
---|
573 | protected: |
---|
574 | Expr _expr; |
---|
575 | Value _lb,_ub; |
---|
576 | public: |
---|
577 | ///\e |
---|
578 | Constr() : _expr(), _lb(NaN), _ub(NaN) {} |
---|
579 | ///\e |
---|
580 | Constr(Value lb, const Expr &e, Value ub) : |
---|
581 | _expr(e), _lb(lb), _ub(ub) {} |
---|
582 | Constr(const Expr &e) : |
---|
583 | _expr(e), _lb(NaN), _ub(NaN) {} |
---|
584 | ///\e |
---|
585 | void clear() |
---|
586 | { |
---|
587 | _expr.clear(); |
---|
588 | _lb=_ub=NaN; |
---|
589 | } |
---|
590 | |
---|
591 | ///Reference to the linear expression |
---|
592 | Expr &expr() { return _expr; } |
---|
593 | ///Cont reference to the linear expression |
---|
594 | const Expr &expr() const { return _expr; } |
---|
595 | ///Reference to the lower bound. |
---|
596 | |
---|
597 | ///\return |
---|
598 | ///- \ref INF "INF": the constraint is lower unbounded. |
---|
599 | ///- \ref NaN "NaN": lower bound has not been set. |
---|
600 | ///- finite number: the lower bound |
---|
601 | Value &lowerBound() { return _lb; } |
---|
602 | ///The const version of \ref lowerBound() |
---|
603 | const Value &lowerBound() const { return _lb; } |
---|
604 | ///Reference to the upper bound. |
---|
605 | |
---|
606 | ///\return |
---|
607 | ///- \ref INF "INF": the constraint is upper unbounded. |
---|
608 | ///- \ref NaN "NaN": upper bound has not been set. |
---|
609 | ///- finite number: the upper bound |
---|
610 | Value &upperBound() { return _ub; } |
---|
611 | ///The const version of \ref upperBound() |
---|
612 | const Value &upperBound() const { return _ub; } |
---|
613 | ///Is the constraint lower bounded? |
---|
614 | bool lowerBounded() const { |
---|
615 | return _lb != -INF && !isNaN(_lb); |
---|
616 | } |
---|
617 | ///Is the constraint upper bounded? |
---|
618 | bool upperBounded() const { |
---|
619 | return _ub != INF && !isNaN(_ub); |
---|
620 | } |
---|
621 | |
---|
622 | }; |
---|
623 | |
---|
624 | ///Linear expression of rows |
---|
625 | |
---|
626 | ///This data structure represents a column of the matrix, |
---|
627 | ///thas is it strores a linear expression of the dual variables |
---|
628 | ///(\ref Row "Row"s). |
---|
629 | /// |
---|
630 | ///There are several ways to access and modify the contents of this |
---|
631 | ///container. |
---|
632 | ///\code |
---|
633 | ///e[v]=5; |
---|
634 | ///e[v]+=12; |
---|
635 | ///e.erase(v); |
---|
636 | ///\endcode |
---|
637 | ///or you can also iterate through its elements. |
---|
638 | ///\code |
---|
639 | ///double s=0; |
---|
640 | ///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i) |
---|
641 | /// s+=*i; |
---|
642 | ///\endcode |
---|
643 | ///(This code computes the sum of all coefficients). |
---|
644 | ///- Numbers (<tt>double</tt>'s) |
---|
645 | ///and variables (\ref Row "Row"s) directly convert to an |
---|
646 | ///\ref DualExpr and the usual linear operations are defined, so |
---|
647 | ///\code |
---|
648 | ///v+w |
---|
649 | ///2*v-3.12*(v-w/2) |
---|
650 | ///v*2.1+(3*v+(v*12+w)*3)/2 |
---|
651 | ///\endcode |
---|
652 | ///are valid \ref DualExpr dual expressions. |
---|
653 | ///The usual assignment operations are also defined. |
---|
654 | ///\code |
---|
655 | ///e=v+w; |
---|
656 | ///e+=2*v-3.12*(v-w/2); |
---|
657 | ///e*=3.4; |
---|
658 | ///e/=5; |
---|
659 | ///\endcode |
---|
660 | /// |
---|
661 | ///\sa Expr |
---|
662 | class DualExpr { |
---|
663 | friend class LpBase; |
---|
664 | public: |
---|
665 | /// The key type of the expression |
---|
666 | typedef LpBase::Row Key; |
---|
667 | /// The value type of the expression |
---|
668 | typedef LpBase::Value Value; |
---|
669 | |
---|
670 | protected: |
---|
671 | std::map<int, Value> comps; |
---|
672 | |
---|
673 | public: |
---|
674 | typedef True SolverExpr; |
---|
675 | /// Default constructor |
---|
676 | |
---|
677 | /// Construct an empty expression, the coefficients are |
---|
678 | /// initialized to zero. |
---|
679 | DualExpr() {} |
---|
680 | /// Construct an expression from a row |
---|
681 | |
---|
682 | /// Construct an expression, which has a term with \c r dual |
---|
683 | /// variable and 1.0 coefficient. |
---|
684 | DualExpr(const Row &r) { |
---|
685 | typedef std::map<int, Value>::value_type pair_type; |
---|
686 | comps.insert(pair_type(id(r), 1)); |
---|
687 | } |
---|
688 | /// Returns the coefficient of the row |
---|
689 | Value operator[](const Row& r) const { |
---|
690 | std::map<int, Value>::const_iterator it = comps.find(id(r)); |
---|
691 | if (it != comps.end()) { |
---|
692 | return it->second; |
---|
693 | } else { |
---|
694 | return 0; |
---|
695 | } |
---|
696 | } |
---|
697 | /// Returns the coefficient of the row |
---|
698 | Value& operator[](const Row& r) { |
---|
699 | return comps[id(r)]; |
---|
700 | } |
---|
701 | /// Sets the coefficient of the row |
---|
702 | void set(const Row &r, const Value &v) { |
---|
703 | if (v != 0.0) { |
---|
704 | typedef std::map<int, Value>::value_type pair_type; |
---|
705 | comps.insert(pair_type(id(r), v)); |
---|
706 | } else { |
---|
707 | comps.erase(id(r)); |
---|
708 | } |
---|
709 | } |
---|
710 | /// \brief Removes the coefficients which's absolute value does |
---|
711 | /// not exceed \c epsilon. |
---|
712 | void simplify(Value epsilon = 0.0) { |
---|
713 | std::map<int, Value>::iterator it=comps.begin(); |
---|
714 | while (it != comps.end()) { |
---|
715 | std::map<int, Value>::iterator jt=it; |
---|
716 | ++jt; |
---|
717 | if (std::fabs((*it).second) <= epsilon) comps.erase(it); |
---|
718 | it=jt; |
---|
719 | } |
---|
720 | } |
---|
721 | |
---|
722 | void simplify(Value epsilon = 0.0) const { |
---|
723 | const_cast<DualExpr*>(this)->simplify(epsilon); |
---|
724 | } |
---|
725 | |
---|
726 | ///Sets all coefficients to 0. |
---|
727 | void clear() { |
---|
728 | comps.clear(); |
---|
729 | } |
---|
730 | ///Compound assignment |
---|
731 | DualExpr &operator+=(const DualExpr &e) { |
---|
732 | for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
---|
733 | it!=e.comps.end(); ++it) |
---|
734 | comps[it->first]+=it->second; |
---|
735 | return *this; |
---|
736 | } |
---|
737 | ///Compound assignment |
---|
738 | DualExpr &operator-=(const DualExpr &e) { |
---|
739 | for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
---|
740 | it!=e.comps.end(); ++it) |
---|
741 | comps[it->first]-=it->second; |
---|
742 | return *this; |
---|
743 | } |
---|
744 | ///Multiply with a constant |
---|
745 | DualExpr &operator*=(const Value &v) { |
---|
746 | for (std::map<int, Value>::iterator it=comps.begin(); |
---|
747 | it!=comps.end(); ++it) |
---|
748 | it->second*=v; |
---|
749 | return *this; |
---|
750 | } |
---|
751 | ///Division with a constant |
---|
752 | DualExpr &operator/=(const Value &v) { |
---|
753 | for (std::map<int, Value>::iterator it=comps.begin(); |
---|
754 | it!=comps.end(); ++it) |
---|
755 | it->second/=v; |
---|
756 | return *this; |
---|
757 | } |
---|
758 | |
---|
759 | ///Iterator over the expression |
---|
760 | |
---|
761 | ///The iterator iterates over the terms of the expression. |
---|
762 | /// |
---|
763 | ///\code |
---|
764 | ///double s=0; |
---|
765 | ///for(LpBase::DualExpr::CoeffIt i(e);i!=INVALID;++i) |
---|
766 | /// s+= *i * dual(i); |
---|
767 | ///\endcode |
---|
768 | class CoeffIt { |
---|
769 | private: |
---|
770 | |
---|
771 | std::map<int, Value>::iterator _it, _end; |
---|
772 | |
---|
773 | public: |
---|
774 | |
---|
775 | /// Sets the iterator to the first term |
---|
776 | |
---|
777 | /// Sets the iterator to the first term of the expression. |
---|
778 | /// |
---|
779 | CoeffIt(DualExpr& e) |
---|
780 | : _it(e.comps.begin()), _end(e.comps.end()){} |
---|
781 | |
---|
782 | /// Convert the iterator to the row of the term |
---|
783 | operator Row() const { |
---|
784 | return rowFromId(_it->first); |
---|
785 | } |
---|
786 | |
---|
787 | /// Returns the coefficient of the term |
---|
788 | Value& operator*() { return _it->second; } |
---|
789 | |
---|
790 | /// Returns the coefficient of the term |
---|
791 | const Value& operator*() const { return _it->second; } |
---|
792 | |
---|
793 | /// Next term |
---|
794 | |
---|
795 | /// Assign the iterator to the next term. |
---|
796 | /// |
---|
797 | CoeffIt& operator++() { ++_it; return *this; } |
---|
798 | |
---|
799 | /// Equality operator |
---|
800 | bool operator==(Invalid) const { return _it == _end; } |
---|
801 | /// Inequality operator |
---|
802 | bool operator!=(Invalid) const { return _it != _end; } |
---|
803 | }; |
---|
804 | |
---|
805 | ///Iterator over the expression |
---|
806 | |
---|
807 | ///The iterator iterates over the terms of the expression. |
---|
808 | /// |
---|
809 | ///\code |
---|
810 | ///double s=0; |
---|
811 | ///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i) |
---|
812 | /// s+= *i * dual(i); |
---|
813 | ///\endcode |
---|
814 | class ConstCoeffIt { |
---|
815 | private: |
---|
816 | |
---|
817 | std::map<int, Value>::const_iterator _it, _end; |
---|
818 | |
---|
819 | public: |
---|
820 | |
---|
821 | /// Sets the iterator to the first term |
---|
822 | |
---|
823 | /// Sets the iterator to the first term of the expression. |
---|
824 | /// |
---|
825 | ConstCoeffIt(const DualExpr& e) |
---|
826 | : _it(e.comps.begin()), _end(e.comps.end()){} |
---|
827 | |
---|
828 | /// Convert the iterator to the row of the term |
---|
829 | operator Row() const { |
---|
830 | return rowFromId(_it->first); |
---|
831 | } |
---|
832 | |
---|
833 | /// Returns the coefficient of the term |
---|
834 | const Value& operator*() const { return _it->second; } |
---|
835 | |
---|
836 | /// Next term |
---|
837 | |
---|
838 | /// Assign the iterator to the next term. |
---|
839 | /// |
---|
840 | ConstCoeffIt& operator++() { ++_it; return *this; } |
---|
841 | |
---|
842 | /// Equality operator |
---|
843 | bool operator==(Invalid) const { return _it == _end; } |
---|
844 | /// Inequality operator |
---|
845 | bool operator!=(Invalid) const { return _it != _end; } |
---|
846 | }; |
---|
847 | }; |
---|
848 | |
---|
849 | |
---|
850 | protected: |
---|
851 | |
---|
852 | class InsertIterator { |
---|
853 | private: |
---|
854 | |
---|
855 | std::map<int, Value>& _host; |
---|
856 | const _solver_bits::VarIndex& _index; |
---|
857 | |
---|
858 | public: |
---|
859 | |
---|
860 | typedef std::output_iterator_tag iterator_category; |
---|
861 | typedef void difference_type; |
---|
862 | typedef void value_type; |
---|
863 | typedef void reference; |
---|
864 | typedef void pointer; |
---|
865 | |
---|
866 | InsertIterator(std::map<int, Value>& host, |
---|
867 | const _solver_bits::VarIndex& index) |
---|
868 | : _host(host), _index(index) {} |
---|
869 | |
---|
870 | InsertIterator& operator=(const std::pair<int, Value>& value) { |
---|
871 | typedef std::map<int, Value>::value_type pair_type; |
---|
872 | _host.insert(pair_type(_index[value.first], value.second)); |
---|
873 | return *this; |
---|
874 | } |
---|
875 | |
---|
876 | InsertIterator& operator*() { return *this; } |
---|
877 | InsertIterator& operator++() { return *this; } |
---|
878 | InsertIterator operator++(int) { return *this; } |
---|
879 | |
---|
880 | }; |
---|
881 | |
---|
882 | class ExprIterator { |
---|
883 | private: |
---|
884 | std::map<int, Value>::const_iterator _host_it; |
---|
885 | const _solver_bits::VarIndex& _index; |
---|
886 | public: |
---|
887 | |
---|
888 | typedef std::bidirectional_iterator_tag iterator_category; |
---|
889 | typedef std::ptrdiff_t difference_type; |
---|
890 | typedef const std::pair<int, Value> value_type; |
---|
891 | typedef value_type reference; |
---|
892 | |
---|
893 | class pointer { |
---|
894 | public: |
---|
895 | pointer(value_type& _value) : value(_value) {} |
---|
896 | value_type* operator->() { return &value; } |
---|
897 | private: |
---|
898 | value_type value; |
---|
899 | }; |
---|
900 | |
---|
901 | ExprIterator(const std::map<int, Value>::const_iterator& host_it, |
---|
902 | const _solver_bits::VarIndex& index) |
---|
903 | : _host_it(host_it), _index(index) {} |
---|
904 | |
---|
905 | reference operator*() { |
---|
906 | return std::make_pair(_index(_host_it->first), _host_it->second); |
---|
907 | } |
---|
908 | |
---|
909 | pointer operator->() { |
---|
910 | return pointer(operator*()); |
---|
911 | } |
---|
912 | |
---|
913 | ExprIterator& operator++() { ++_host_it; return *this; } |
---|
914 | ExprIterator operator++(int) { |
---|
915 | ExprIterator tmp(*this); ++_host_it; return tmp; |
---|
916 | } |
---|
917 | |
---|
918 | ExprIterator& operator--() { --_host_it; return *this; } |
---|
919 | ExprIterator operator--(int) { |
---|
920 | ExprIterator tmp(*this); --_host_it; return tmp; |
---|
921 | } |
---|
922 | |
---|
923 | bool operator==(const ExprIterator& it) const { |
---|
924 | return _host_it == it._host_it; |
---|
925 | } |
---|
926 | |
---|
927 | bool operator!=(const ExprIterator& it) const { |
---|
928 | return _host_it != it._host_it; |
---|
929 | } |
---|
930 | |
---|
931 | }; |
---|
932 | |
---|
933 | protected: |
---|
934 | |
---|
935 | //Abstract virtual functions |
---|
936 | |
---|
937 | virtual int _addColId(int col) { return cols.addIndex(col); } |
---|
938 | virtual int _addRowId(int row) { return rows.addIndex(row); } |
---|
939 | |
---|
940 | virtual void _eraseColId(int col) { cols.eraseIndex(col); } |
---|
941 | virtual void _eraseRowId(int row) { rows.eraseIndex(row); } |
---|
942 | |
---|
943 | virtual int _addCol() = 0; |
---|
944 | virtual int _addRow() = 0; |
---|
945 | |
---|
946 | virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u) { |
---|
947 | int row = _addRow(); |
---|
948 | _setRowCoeffs(row, b, e); |
---|
949 | _setRowLowerBound(row, l); |
---|
950 | _setRowUpperBound(row, u); |
---|
951 | return row; |
---|
952 | } |
---|
953 | |
---|
954 | virtual void _eraseCol(int col) = 0; |
---|
955 | virtual void _eraseRow(int row) = 0; |
---|
956 | |
---|
957 | virtual void _getColName(int col, std::string& name) const = 0; |
---|
958 | virtual void _setColName(int col, const std::string& name) = 0; |
---|
959 | virtual int _colByName(const std::string& name) const = 0; |
---|
960 | |
---|
961 | virtual void _getRowName(int row, std::string& name) const = 0; |
---|
962 | virtual void _setRowName(int row, const std::string& name) = 0; |
---|
963 | virtual int _rowByName(const std::string& name) const = 0; |
---|
964 | |
---|
965 | virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e) = 0; |
---|
966 | virtual void _getRowCoeffs(int i, InsertIterator b) const = 0; |
---|
967 | |
---|
968 | virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e) = 0; |
---|
969 | virtual void _getColCoeffs(int i, InsertIterator b) const = 0; |
---|
970 | |
---|
971 | virtual void _setCoeff(int row, int col, Value value) = 0; |
---|
972 | virtual Value _getCoeff(int row, int col) const = 0; |
---|
973 | |
---|
974 | virtual void _setColLowerBound(int i, Value value) = 0; |
---|
975 | virtual Value _getColLowerBound(int i) const = 0; |
---|
976 | |
---|
977 | virtual void _setColUpperBound(int i, Value value) = 0; |
---|
978 | virtual Value _getColUpperBound(int i) const = 0; |
---|
979 | |
---|
980 | virtual void _setRowLowerBound(int i, Value value) = 0; |
---|
981 | virtual Value _getRowLowerBound(int i) const = 0; |
---|
982 | |
---|
983 | virtual void _setRowUpperBound(int i, Value value) = 0; |
---|
984 | virtual Value _getRowUpperBound(int i) const = 0; |
---|
985 | |
---|
986 | virtual void _setObjCoeffs(ExprIterator b, ExprIterator e) = 0; |
---|
987 | virtual void _getObjCoeffs(InsertIterator b) const = 0; |
---|
988 | |
---|
989 | virtual void _setObjCoeff(int i, Value obj_coef) = 0; |
---|
990 | virtual Value _getObjCoeff(int i) const = 0; |
---|
991 | |
---|
992 | virtual void _setSense(Sense) = 0; |
---|
993 | virtual Sense _getSense() const = 0; |
---|
994 | |
---|
995 | virtual void _clear() = 0; |
---|
996 | |
---|
997 | virtual const char* _solverName() const = 0; |
---|
998 | |
---|
999 | virtual void _messageLevel(MessageLevel level) = 0; |
---|
1000 | |
---|
1001 | //Own protected stuff |
---|
1002 | |
---|
1003 | //Constant component of the objective function |
---|
1004 | Value obj_const_comp; |
---|
1005 | |
---|
1006 | LpBase() : rows(), cols(), obj_const_comp(0) {} |
---|
1007 | |
---|
1008 | public: |
---|
1009 | |
---|
1010 | ///\e \ |
---|
1011 | class UnsupportedFormatError : public Exception |
---|
1012 | { |
---|
1013 | std::string _format; |
---|
1014 | mutable std::string _what; |
---|
1015 | public: |
---|
1016 | explicit UnsupportedFormatError(std::string format) throw() |
---|
1017 | : _format(format) { } |
---|
1018 | virtual ~UnsupportedFormatError() throw() {} |
---|
1019 | virtual const char* what() const throw() { |
---|
1020 | try { |
---|
1021 | _what.clear(); |
---|
1022 | std::ostringstream oss; |
---|
1023 | oss << "lemon::UnsupportedFormatError: " << _format; |
---|
1024 | _what = oss.str(); |
---|
1025 | } |
---|
1026 | catch (...) {} |
---|
1027 | if (!_what.empty()) return _what.c_str(); |
---|
1028 | else return "lemon::UnsupportedFormatError"; |
---|
1029 | } |
---|
1030 | }; |
---|
1031 | |
---|
1032 | protected: |
---|
1033 | virtual void _write(std::string, std::string format) const |
---|
1034 | { |
---|
1035 | throw UnsupportedFormatError(format); |
---|
1036 | } |
---|
1037 | |
---|
1038 | public: |
---|
1039 | |
---|
1040 | /// Virtual destructor |
---|
1041 | virtual ~LpBase() {} |
---|
1042 | |
---|
1043 | ///Gives back the name of the solver. |
---|
1044 | const char* solverName() const {return _solverName();} |
---|
1045 | |
---|
1046 | ///\name Build Up and Modify the LP |
---|
1047 | |
---|
1048 | ///@{ |
---|
1049 | |
---|
1050 | ///Add a new empty column (i.e a new variable) to the LP |
---|
1051 | Col addCol() { Col c; c._id = _addColId(_addCol()); return c;} |
---|
1052 | |
---|
1053 | ///\brief Adds several new columns (i.e variables) at once |
---|
1054 | /// |
---|
1055 | ///This magic function takes a container as its argument and fills |
---|
1056 | ///its elements with new columns (i.e. variables) |
---|
1057 | ///\param t can be |
---|
1058 | ///- a standard STL compatible iterable container with |
---|
1059 | ///\ref Col as its \c values_type like |
---|
1060 | ///\code |
---|
1061 | ///std::vector<LpBase::Col> |
---|
1062 | ///std::list<LpBase::Col> |
---|
1063 | ///\endcode |
---|
1064 | ///- a standard STL compatible iterable container with |
---|
1065 | ///\ref Col as its \c mapped_type like |
---|
1066 | ///\code |
---|
1067 | ///std::map<AnyType,LpBase::Col> |
---|
1068 | ///\endcode |
---|
1069 | ///- an iterable lemon \ref concepts::WriteMap "write map" like |
---|
1070 | ///\code |
---|
1071 | ///ListGraph::NodeMap<LpBase::Col> |
---|
1072 | ///ListGraph::ArcMap<LpBase::Col> |
---|
1073 | ///\endcode |
---|
1074 | ///\return The number of the created column. |
---|
1075 | #ifdef DOXYGEN |
---|
1076 | template<class T> |
---|
1077 | int addColSet(T &t) { return 0;} |
---|
1078 | #else |
---|
1079 | template<class T> |
---|
1080 | typename enable_if<typename T::value_type::LpCol,int>::type |
---|
1081 | addColSet(T &t,dummy<0> = 0) { |
---|
1082 | int s=0; |
---|
1083 | for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;} |
---|
1084 | return s; |
---|
1085 | } |
---|
1086 | template<class T> |
---|
1087 | typename enable_if<typename T::value_type::second_type::LpCol, |
---|
1088 | int>::type |
---|
1089 | addColSet(T &t,dummy<1> = 1) { |
---|
1090 | int s=0; |
---|
1091 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
1092 | i->second=addCol(); |
---|
1093 | s++; |
---|
1094 | } |
---|
1095 | return s; |
---|
1096 | } |
---|
1097 | template<class T> |
---|
1098 | typename enable_if<typename T::MapIt::Value::LpCol, |
---|
1099 | int>::type |
---|
1100 | addColSet(T &t,dummy<2> = 2) { |
---|
1101 | int s=0; |
---|
1102 | for(typename T::MapIt i(t); i!=INVALID; ++i) |
---|
1103 | { |
---|
1104 | i.set(addCol()); |
---|
1105 | s++; |
---|
1106 | } |
---|
1107 | return s; |
---|
1108 | } |
---|
1109 | #endif |
---|
1110 | |
---|
1111 | ///Set a column (i.e a dual constraint) of the LP |
---|
1112 | |
---|
1113 | ///\param c is the column to be modified |
---|
1114 | ///\param e is a dual linear expression (see \ref DualExpr) |
---|
1115 | ///a better one. |
---|
1116 | void col(Col c, const DualExpr &e) { |
---|
1117 | e.simplify(); |
---|
1118 | _setColCoeffs(cols(id(c)), ExprIterator(e.comps.begin(), rows), |
---|
1119 | ExprIterator(e.comps.end(), rows)); |
---|
1120 | } |
---|
1121 | |
---|
1122 | ///Get a column (i.e a dual constraint) of the LP |
---|
1123 | |
---|
1124 | ///\param c is the column to get |
---|
1125 | ///\return the dual expression associated to the column |
---|
1126 | DualExpr col(Col c) const { |
---|
1127 | DualExpr e; |
---|
1128 | _getColCoeffs(cols(id(c)), InsertIterator(e.comps, rows)); |
---|
1129 | return e; |
---|
1130 | } |
---|
1131 | |
---|
1132 | ///Add a new column to the LP |
---|
1133 | |
---|
1134 | ///\param e is a dual linear expression (see \ref DualExpr) |
---|
1135 | ///\param o is the corresponding component of the objective |
---|
1136 | ///function. It is 0 by default. |
---|
1137 | ///\return The created column. |
---|
1138 | Col addCol(const DualExpr &e, Value o = 0) { |
---|
1139 | Col c=addCol(); |
---|
1140 | col(c,e); |
---|
1141 | objCoeff(c,o); |
---|
1142 | return c; |
---|
1143 | } |
---|
1144 | |
---|
1145 | ///Add a new empty row (i.e a new constraint) to the LP |
---|
1146 | |
---|
1147 | ///This function adds a new empty row (i.e a new constraint) to the LP. |
---|
1148 | ///\return The created row |
---|
1149 | Row addRow() { Row r; r._id = _addRowId(_addRow()); return r;} |
---|
1150 | |
---|
1151 | ///\brief Add several new rows (i.e constraints) at once |
---|
1152 | /// |
---|
1153 | ///This magic function takes a container as its argument and fills |
---|
1154 | ///its elements with new row (i.e. variables) |
---|
1155 | ///\param t can be |
---|
1156 | ///- a standard STL compatible iterable container with |
---|
1157 | ///\ref Row as its \c values_type like |
---|
1158 | ///\code |
---|
1159 | ///std::vector<LpBase::Row> |
---|
1160 | ///std::list<LpBase::Row> |
---|
1161 | ///\endcode |
---|
1162 | ///- a standard STL compatible iterable container with |
---|
1163 | ///\ref Row as its \c mapped_type like |
---|
1164 | ///\code |
---|
1165 | ///std::map<AnyType,LpBase::Row> |
---|
1166 | ///\endcode |
---|
1167 | ///- an iterable lemon \ref concepts::WriteMap "write map" like |
---|
1168 | ///\code |
---|
1169 | ///ListGraph::NodeMap<LpBase::Row> |
---|
1170 | ///ListGraph::ArcMap<LpBase::Row> |
---|
1171 | ///\endcode |
---|
1172 | ///\return The number of rows created. |
---|
1173 | #ifdef DOXYGEN |
---|
1174 | template<class T> |
---|
1175 | int addRowSet(T &t) { return 0;} |
---|
1176 | #else |
---|
1177 | template<class T> |
---|
1178 | typename enable_if<typename T::value_type::LpRow,int>::type |
---|
1179 | addRowSet(T &t, dummy<0> = 0) { |
---|
1180 | int s=0; |
---|
1181 | for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;} |
---|
1182 | return s; |
---|
1183 | } |
---|
1184 | template<class T> |
---|
1185 | typename enable_if<typename T::value_type::second_type::LpRow, int>::type |
---|
1186 | addRowSet(T &t, dummy<1> = 1) { |
---|
1187 | int s=0; |
---|
1188 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
1189 | i->second=addRow(); |
---|
1190 | s++; |
---|
1191 | } |
---|
1192 | return s; |
---|
1193 | } |
---|
1194 | template<class T> |
---|
1195 | typename enable_if<typename T::MapIt::Value::LpRow, int>::type |
---|
1196 | addRowSet(T &t, dummy<2> = 2) { |
---|
1197 | int s=0; |
---|
1198 | for(typename T::MapIt i(t); i!=INVALID; ++i) |
---|
1199 | { |
---|
1200 | i.set(addRow()); |
---|
1201 | s++; |
---|
1202 | } |
---|
1203 | return s; |
---|
1204 | } |
---|
1205 | #endif |
---|
1206 | |
---|
1207 | ///Set a row (i.e a constraint) of the LP |
---|
1208 | |
---|
1209 | ///\param r is the row to be modified |
---|
1210 | ///\param l is lower bound (-\ref INF means no bound) |
---|
1211 | ///\param e is a linear expression (see \ref Expr) |
---|
1212 | ///\param u is the upper bound (\ref INF means no bound) |
---|
1213 | void row(Row r, Value l, const Expr &e, Value u) { |
---|
1214 | e.simplify(); |
---|
1215 | _setRowCoeffs(rows(id(r)), ExprIterator(e.comps.begin(), cols), |
---|
1216 | ExprIterator(e.comps.end(), cols)); |
---|
1217 | _setRowLowerBound(rows(id(r)),l - *e); |
---|
1218 | _setRowUpperBound(rows(id(r)),u - *e); |
---|
1219 | } |
---|
1220 | |
---|
1221 | ///Set a row (i.e a constraint) of the LP |
---|
1222 | |
---|
1223 | ///\param r is the row to be modified |
---|
1224 | ///\param c is a linear expression (see \ref Constr) |
---|
1225 | void row(Row r, const Constr &c) { |
---|
1226 | row(r, c.lowerBounded()?c.lowerBound():-INF, |
---|
1227 | c.expr(), c.upperBounded()?c.upperBound():INF); |
---|
1228 | } |
---|
1229 | |
---|
1230 | |
---|
1231 | ///Get a row (i.e a constraint) of the LP |
---|
1232 | |
---|
1233 | ///\param r is the row to get |
---|
1234 | ///\return the expression associated to the row |
---|
1235 | Expr row(Row r) const { |
---|
1236 | Expr e; |
---|
1237 | _getRowCoeffs(rows(id(r)), InsertIterator(e.comps, cols)); |
---|
1238 | return e; |
---|
1239 | } |
---|
1240 | |
---|
1241 | ///Add a new row (i.e a new constraint) to the LP |
---|
1242 | |
---|
1243 | ///\param l is the lower bound (-\ref INF means no bound) |
---|
1244 | ///\param e is a linear expression (see \ref Expr) |
---|
1245 | ///\param u is the upper bound (\ref INF means no bound) |
---|
1246 | ///\return The created row. |
---|
1247 | Row addRow(Value l,const Expr &e, Value u) { |
---|
1248 | Row r; |
---|
1249 | e.simplify(); |
---|
1250 | r._id = _addRowId(_addRow(l - *e, ExprIterator(e.comps.begin(), cols), |
---|
1251 | ExprIterator(e.comps.end(), cols), u - *e)); |
---|
1252 | return r; |
---|
1253 | } |
---|
1254 | |
---|
1255 | ///Add a new row (i.e a new constraint) to the LP |
---|
1256 | |
---|
1257 | ///\param c is a linear expression (see \ref Constr) |
---|
1258 | ///\return The created row. |
---|
1259 | Row addRow(const Constr &c) { |
---|
1260 | Row r; |
---|
1261 | c.expr().simplify(); |
---|
1262 | r._id = _addRowId(_addRow(c.lowerBounded()?c.lowerBound()-*c.expr():-INF, |
---|
1263 | ExprIterator(c.expr().comps.begin(), cols), |
---|
1264 | ExprIterator(c.expr().comps.end(), cols), |
---|
1265 | c.upperBounded()?c.upperBound()-*c.expr():INF)); |
---|
1266 | return r; |
---|
1267 | } |
---|
1268 | ///Erase a column (i.e a variable) from the LP |
---|
1269 | |
---|
1270 | ///\param c is the column to be deleted |
---|
1271 | void erase(Col c) { |
---|
1272 | _eraseCol(cols(id(c))); |
---|
1273 | _eraseColId(cols(id(c))); |
---|
1274 | } |
---|
1275 | ///Erase a row (i.e a constraint) from the LP |
---|
1276 | |
---|
1277 | ///\param r is the row to be deleted |
---|
1278 | void erase(Row r) { |
---|
1279 | _eraseRow(rows(id(r))); |
---|
1280 | _eraseRowId(rows(id(r))); |
---|
1281 | } |
---|
1282 | |
---|
1283 | /// Get the name of a column |
---|
1284 | |
---|
1285 | ///\param c is the coresponding column |
---|
1286 | ///\return The name of the colunm |
---|
1287 | std::string colName(Col c) const { |
---|
1288 | std::string name; |
---|
1289 | _getColName(cols(id(c)), name); |
---|
1290 | return name; |
---|
1291 | } |
---|
1292 | |
---|
1293 | /// Set the name of a column |
---|
1294 | |
---|
1295 | ///\param c is the coresponding column |
---|
1296 | ///\param name The name to be given |
---|
1297 | void colName(Col c, const std::string& name) { |
---|
1298 | _setColName(cols(id(c)), name); |
---|
1299 | } |
---|
1300 | |
---|
1301 | /// Get the column by its name |
---|
1302 | |
---|
1303 | ///\param name The name of the column |
---|
1304 | ///\return the proper column or \c INVALID |
---|
1305 | Col colByName(const std::string& name) const { |
---|
1306 | int k = _colByName(name); |
---|
1307 | return k != -1 ? Col(cols[k]) : Col(INVALID); |
---|
1308 | } |
---|
1309 | |
---|
1310 | /// Get the name of a row |
---|
1311 | |
---|
1312 | ///\param r is the coresponding row |
---|
1313 | ///\return The name of the row |
---|
1314 | std::string rowName(Row r) const { |
---|
1315 | std::string name; |
---|
1316 | _getRowName(rows(id(r)), name); |
---|
1317 | return name; |
---|
1318 | } |
---|
1319 | |
---|
1320 | /// Set the name of a row |
---|
1321 | |
---|
1322 | ///\param r is the coresponding row |
---|
1323 | ///\param name The name to be given |
---|
1324 | void rowName(Row r, const std::string& name) { |
---|
1325 | _setRowName(rows(id(r)), name); |
---|
1326 | } |
---|
1327 | |
---|
1328 | /// Get the row by its name |
---|
1329 | |
---|
1330 | ///\param name The name of the row |
---|
1331 | ///\return the proper row or \c INVALID |
---|
1332 | Row rowByName(const std::string& name) const { |
---|
1333 | int k = _rowByName(name); |
---|
1334 | return k != -1 ? Row(rows[k]) : Row(INVALID); |
---|
1335 | } |
---|
1336 | |
---|
1337 | /// Set an element of the coefficient matrix of the LP |
---|
1338 | |
---|
1339 | ///\param r is the row of the element to be modified |
---|
1340 | ///\param c is the column of the element to be modified |
---|
1341 | ///\param val is the new value of the coefficient |
---|
1342 | void coeff(Row r, Col c, Value val) { |
---|
1343 | _setCoeff(rows(id(r)),cols(id(c)), val); |
---|
1344 | } |
---|
1345 | |
---|
1346 | /// Get an element of the coefficient matrix of the LP |
---|
1347 | |
---|
1348 | ///\param r is the row of the element |
---|
1349 | ///\param c is the column of the element |
---|
1350 | ///\return the corresponding coefficient |
---|
1351 | Value coeff(Row r, Col c) const { |
---|
1352 | return _getCoeff(rows(id(r)),cols(id(c))); |
---|
1353 | } |
---|
1354 | |
---|
1355 | /// Set the lower bound of a column (i.e a variable) |
---|
1356 | |
---|
1357 | /// The lower bound of a variable (column) has to be given by an |
---|
1358 | /// extended number of type Value, i.e. a finite number of type |
---|
1359 | /// Value or -\ref INF. |
---|
1360 | void colLowerBound(Col c, Value value) { |
---|
1361 | _setColLowerBound(cols(id(c)),value); |
---|
1362 | } |
---|
1363 | |
---|
1364 | /// Get the lower bound of a column (i.e a variable) |
---|
1365 | |
---|
1366 | /// This function returns the lower bound for column (variable) \c c |
---|
1367 | /// (this might be -\ref INF as well). |
---|
1368 | ///\return The lower bound for column \c c |
---|
1369 | Value colLowerBound(Col c) const { |
---|
1370 | return _getColLowerBound(cols(id(c))); |
---|
1371 | } |
---|
1372 | |
---|
1373 | ///\brief Set the lower bound of several columns |
---|
1374 | ///(i.e variables) at once |
---|
1375 | /// |
---|
1376 | ///This magic function takes a container as its argument |
---|
1377 | ///and applies the function on all of its elements. |
---|
1378 | ///The lower bound of a variable (column) has to be given by an |
---|
1379 | ///extended number of type Value, i.e. a finite number of type |
---|
1380 | ///Value or -\ref INF. |
---|
1381 | #ifdef DOXYGEN |
---|
1382 | template<class T> |
---|
1383 | void colLowerBound(T &t, Value value) { return 0;} |
---|
1384 | #else |
---|
1385 | template<class T> |
---|
1386 | typename enable_if<typename T::value_type::LpCol,void>::type |
---|
1387 | colLowerBound(T &t, Value value,dummy<0> = 0) { |
---|
1388 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
1389 | colLowerBound(*i, value); |
---|
1390 | } |
---|
1391 | } |
---|
1392 | template<class T> |
---|
1393 | typename enable_if<typename T::value_type::second_type::LpCol, |
---|
1394 | void>::type |
---|
1395 | colLowerBound(T &t, Value value,dummy<1> = 1) { |
---|
1396 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
1397 | colLowerBound(i->second, value); |
---|
1398 | } |
---|
1399 | } |
---|
1400 | template<class T> |
---|
1401 | typename enable_if<typename T::MapIt::Value::LpCol, |
---|
1402 | void>::type |
---|
1403 | colLowerBound(T &t, Value value,dummy<2> = 2) { |
---|
1404 | for(typename T::MapIt i(t); i!=INVALID; ++i){ |
---|
1405 | colLowerBound(*i, value); |
---|
1406 | } |
---|
1407 | } |
---|
1408 | #endif |
---|
1409 | |
---|
1410 | /// Set the upper bound of a column (i.e a variable) |
---|
1411 | |
---|
1412 | /// The upper bound of a variable (column) has to be given by an |
---|
1413 | /// extended number of type Value, i.e. a finite number of type |
---|
1414 | /// Value or \ref INF. |
---|
1415 | void colUpperBound(Col c, Value value) { |
---|
1416 | _setColUpperBound(cols(id(c)),value); |
---|
1417 | }; |
---|
1418 | |
---|
1419 | /// Get the upper bound of a column (i.e a variable) |
---|
1420 | |
---|
1421 | /// This function returns the upper bound for column (variable) \c c |
---|
1422 | /// (this might be \ref INF as well). |
---|
1423 | /// \return The upper bound for column \c c |
---|
1424 | Value colUpperBound(Col c) const { |
---|
1425 | return _getColUpperBound(cols(id(c))); |
---|
1426 | } |
---|
1427 | |
---|
1428 | ///\brief Set the upper bound of several columns |
---|
1429 | ///(i.e variables) at once |
---|
1430 | /// |
---|
1431 | ///This magic function takes a container as its argument |
---|
1432 | ///and applies the function on all of its elements. |
---|
1433 | ///The upper bound of a variable (column) has to be given by an |
---|
1434 | ///extended number of type Value, i.e. a finite number of type |
---|
1435 | ///Value or \ref INF. |
---|
1436 | #ifdef DOXYGEN |
---|
1437 | template<class T> |
---|
1438 | void colUpperBound(T &t, Value value) { return 0;} |
---|
1439 | #else |
---|
1440 | template<class T1> |
---|
1441 | typename enable_if<typename T1::value_type::LpCol,void>::type |
---|
1442 | colUpperBound(T1 &t, Value value,dummy<0> = 0) { |
---|
1443 | for(typename T1::iterator i=t.begin();i!=t.end();++i) { |
---|
1444 | colUpperBound(*i, value); |
---|
1445 | } |
---|
1446 | } |
---|
1447 | template<class T1> |
---|
1448 | typename enable_if<typename T1::value_type::second_type::LpCol, |
---|
1449 | void>::type |
---|
1450 | colUpperBound(T1 &t, Value value,dummy<1> = 1) { |
---|
1451 | for(typename T1::iterator i=t.begin();i!=t.end();++i) { |
---|
1452 | colUpperBound(i->second, value); |
---|
1453 | } |
---|
1454 | } |
---|
1455 | template<class T1> |
---|
1456 | typename enable_if<typename T1::MapIt::Value::LpCol, |
---|
1457 | void>::type |
---|
1458 | colUpperBound(T1 &t, Value value,dummy<2> = 2) { |
---|
1459 | for(typename T1::MapIt i(t); i!=INVALID; ++i){ |
---|
1460 | colUpperBound(*i, value); |
---|
1461 | } |
---|
1462 | } |
---|
1463 | #endif |
---|
1464 | |
---|
1465 | /// Set the lower and the upper bounds of a column (i.e a variable) |
---|
1466 | |
---|
1467 | /// The lower and the upper bounds of |
---|
1468 | /// a variable (column) have to be given by an |
---|
1469 | /// extended number of type Value, i.e. a finite number of type |
---|
1470 | /// Value, -\ref INF or \ref INF. |
---|
1471 | void colBounds(Col c, Value lower, Value upper) { |
---|
1472 | _setColLowerBound(cols(id(c)),lower); |
---|
1473 | _setColUpperBound(cols(id(c)),upper); |
---|
1474 | } |
---|
1475 | |
---|
1476 | ///\brief Set the lower and the upper bound of several columns |
---|
1477 | ///(i.e variables) at once |
---|
1478 | /// |
---|
1479 | ///This magic function takes a container as its argument |
---|
1480 | ///and applies the function on all of its elements. |
---|
1481 | /// The lower and the upper bounds of |
---|
1482 | /// a variable (column) have to be given by an |
---|
1483 | /// extended number of type Value, i.e. a finite number of type |
---|
1484 | /// Value, -\ref INF or \ref INF. |
---|
1485 | #ifdef DOXYGEN |
---|
1486 | template<class T> |
---|
1487 | void colBounds(T &t, Value lower, Value upper) { return 0;} |
---|
1488 | #else |
---|
1489 | template<class T2> |
---|
1490 | typename enable_if<typename T2::value_type::LpCol,void>::type |
---|
1491 | colBounds(T2 &t, Value lower, Value upper,dummy<0> = 0) { |
---|
1492 | for(typename T2::iterator i=t.begin();i!=t.end();++i) { |
---|
1493 | colBounds(*i, lower, upper); |
---|
1494 | } |
---|
1495 | } |
---|
1496 | template<class T2> |
---|
1497 | typename enable_if<typename T2::value_type::second_type::LpCol, void>::type |
---|
1498 | colBounds(T2 &t, Value lower, Value upper,dummy<1> = 1) { |
---|
1499 | for(typename T2::iterator i=t.begin();i!=t.end();++i) { |
---|
1500 | colBounds(i->second, lower, upper); |
---|
1501 | } |
---|
1502 | } |
---|
1503 | template<class T2> |
---|
1504 | typename enable_if<typename T2::MapIt::Value::LpCol, void>::type |
---|
1505 | colBounds(T2 &t, Value lower, Value upper,dummy<2> = 2) { |
---|
1506 | for(typename T2::MapIt i(t); i!=INVALID; ++i){ |
---|
1507 | colBounds(*i, lower, upper); |
---|
1508 | } |
---|
1509 | } |
---|
1510 | #endif |
---|
1511 | |
---|
1512 | /// Set the lower bound of a row (i.e a constraint) |
---|
1513 | |
---|
1514 | /// The lower bound of a constraint (row) has to be given by an |
---|
1515 | /// extended number of type Value, i.e. a finite number of type |
---|
1516 | /// Value or -\ref INF. |
---|
1517 | void rowLowerBound(Row r, Value value) { |
---|
1518 | _setRowLowerBound(rows(id(r)),value); |
---|
1519 | } |
---|
1520 | |
---|
1521 | /// Get the lower bound of a row (i.e a constraint) |
---|
1522 | |
---|
1523 | /// This function returns the lower bound for row (constraint) \c c |
---|
1524 | /// (this might be -\ref INF as well). |
---|
1525 | ///\return The lower bound for row \c r |
---|
1526 | Value rowLowerBound(Row r) const { |
---|
1527 | return _getRowLowerBound(rows(id(r))); |
---|
1528 | } |
---|
1529 | |
---|
1530 | /// Set the upper bound of a row (i.e a constraint) |
---|
1531 | |
---|
1532 | /// The upper bound of a constraint (row) has to be given by an |
---|
1533 | /// extended number of type Value, i.e. a finite number of type |
---|
1534 | /// Value or -\ref INF. |
---|
1535 | void rowUpperBound(Row r, Value value) { |
---|
1536 | _setRowUpperBound(rows(id(r)),value); |
---|
1537 | } |
---|
1538 | |
---|
1539 | /// Get the upper bound of a row (i.e a constraint) |
---|
1540 | |
---|
1541 | /// This function returns the upper bound for row (constraint) \c c |
---|
1542 | /// (this might be -\ref INF as well). |
---|
1543 | ///\return The upper bound for row \c r |
---|
1544 | Value rowUpperBound(Row r) const { |
---|
1545 | return _getRowUpperBound(rows(id(r))); |
---|
1546 | } |
---|
1547 | |
---|
1548 | ///Set an element of the objective function |
---|
1549 | void objCoeff(Col c, Value v) {_setObjCoeff(cols(id(c)),v); }; |
---|
1550 | |
---|
1551 | ///Get an element of the objective function |
---|
1552 | Value objCoeff(Col c) const { return _getObjCoeff(cols(id(c))); }; |
---|
1553 | |
---|
1554 | ///Set the objective function |
---|
1555 | |
---|
1556 | ///\param e is a linear expression of type \ref Expr. |
---|
1557 | /// |
---|
1558 | void obj(const Expr& e) { |
---|
1559 | _setObjCoeffs(ExprIterator(e.comps.begin(), cols), |
---|
1560 | ExprIterator(e.comps.end(), cols)); |
---|
1561 | obj_const_comp = *e; |
---|
1562 | } |
---|
1563 | |
---|
1564 | ///Get the objective function |
---|
1565 | |
---|
1566 | ///\return the objective function as a linear expression of type |
---|
1567 | ///Expr. |
---|
1568 | Expr obj() const { |
---|
1569 | Expr e; |
---|
1570 | _getObjCoeffs(InsertIterator(e.comps, cols)); |
---|
1571 | *e = obj_const_comp; |
---|
1572 | return e; |
---|
1573 | } |
---|
1574 | |
---|
1575 | |
---|
1576 | ///Set the direction of optimization |
---|
1577 | void sense(Sense sense) { _setSense(sense); } |
---|
1578 | |
---|
1579 | ///Query the direction of the optimization |
---|
1580 | Sense sense() const {return _getSense(); } |
---|
1581 | |
---|
1582 | ///Set the sense to maximization |
---|
1583 | void max() { _setSense(MAX); } |
---|
1584 | |
---|
1585 | ///Set the sense to maximization |
---|
1586 | void min() { _setSense(MIN); } |
---|
1587 | |
---|
1588 | ///Clear the problem |
---|
1589 | void clear() { _clear(); rows.clear(); cols.clear(); } |
---|
1590 | |
---|
1591 | /// Set the message level of the solver |
---|
1592 | void messageLevel(MessageLevel level) { _messageLevel(level); } |
---|
1593 | |
---|
1594 | /// Write the problem to a file in the given format |
---|
1595 | |
---|
1596 | /// This function writes the problem to a file in the given format. |
---|
1597 | /// Different solver backends may support different formats. |
---|
1598 | /// Trying to write in an unsupported format will trigger |
---|
1599 | /// \ref UnsupportedFormatError. For the supported formats, |
---|
1600 | /// visit the documentation of the base class of the related backends |
---|
1601 | /// (\ref CplexBase, \ref GlpkBase etc.) |
---|
1602 | /// \param file The file path |
---|
1603 | /// \param format The output file format. |
---|
1604 | void write(std::string file, std::string format = "MPS") const |
---|
1605 | { |
---|
1606 | _write(file.c_str(),format.c_str()); |
---|
1607 | } |
---|
1608 | |
---|
1609 | ///@} |
---|
1610 | |
---|
1611 | }; |
---|
1612 | |
---|
1613 | /// Addition |
---|
1614 | |
---|
1615 | ///\relates LpBase::Expr |
---|
1616 | /// |
---|
1617 | inline LpBase::Expr operator+(const LpBase::Expr &a, const LpBase::Expr &b) { |
---|
1618 | LpBase::Expr tmp(a); |
---|
1619 | tmp+=b; |
---|
1620 | return tmp; |
---|
1621 | } |
---|
1622 | ///Substraction |
---|
1623 | |
---|
1624 | ///\relates LpBase::Expr |
---|
1625 | /// |
---|
1626 | inline LpBase::Expr operator-(const LpBase::Expr &a, const LpBase::Expr &b) { |
---|
1627 | LpBase::Expr tmp(a); |
---|
1628 | tmp-=b; |
---|
1629 | return tmp; |
---|
1630 | } |
---|
1631 | ///Multiply with constant |
---|
1632 | |
---|
1633 | ///\relates LpBase::Expr |
---|
1634 | /// |
---|
1635 | inline LpBase::Expr operator*(const LpBase::Expr &a, const LpBase::Value &b) { |
---|
1636 | LpBase::Expr tmp(a); |
---|
1637 | tmp*=b; |
---|
1638 | return tmp; |
---|
1639 | } |
---|
1640 | |
---|
1641 | ///Multiply with constant |
---|
1642 | |
---|
1643 | ///\relates LpBase::Expr |
---|
1644 | /// |
---|
1645 | inline LpBase::Expr operator*(const LpBase::Value &a, const LpBase::Expr &b) { |
---|
1646 | LpBase::Expr tmp(b); |
---|
1647 | tmp*=a; |
---|
1648 | return tmp; |
---|
1649 | } |
---|
1650 | ///Divide with constant |
---|
1651 | |
---|
1652 | ///\relates LpBase::Expr |
---|
1653 | /// |
---|
1654 | inline LpBase::Expr operator/(const LpBase::Expr &a, const LpBase::Value &b) { |
---|
1655 | LpBase::Expr tmp(a); |
---|
1656 | tmp/=b; |
---|
1657 | return tmp; |
---|
1658 | } |
---|
1659 | |
---|
1660 | ///Create constraint |
---|
1661 | |
---|
1662 | ///\relates LpBase::Constr |
---|
1663 | /// |
---|
1664 | inline LpBase::Constr operator<=(const LpBase::Expr &e, |
---|
1665 | const LpBase::Expr &f) { |
---|
1666 | return LpBase::Constr(0, f - e, LpBase::NaN); |
---|
1667 | } |
---|
1668 | |
---|
1669 | ///Create constraint |
---|
1670 | |
---|
1671 | ///\relates LpBase::Constr |
---|
1672 | /// |
---|
1673 | inline LpBase::Constr operator<=(const LpBase::Value &e, |
---|
1674 | const LpBase::Expr &f) { |
---|
1675 | return LpBase::Constr(e, f, LpBase::NaN); |
---|
1676 | } |
---|
1677 | |
---|
1678 | ///Create constraint |
---|
1679 | |
---|
1680 | ///\relates LpBase::Constr |
---|
1681 | /// |
---|
1682 | inline LpBase::Constr operator<=(const LpBase::Expr &e, |
---|
1683 | const LpBase::Value &f) { |
---|
1684 | return LpBase::Constr(LpBase::NaN, e, f); |
---|
1685 | } |
---|
1686 | |
---|
1687 | ///Create constraint |
---|
1688 | |
---|
1689 | ///\relates LpBase::Constr |
---|
1690 | /// |
---|
1691 | inline LpBase::Constr operator>=(const LpBase::Expr &e, |
---|
1692 | const LpBase::Expr &f) { |
---|
1693 | return LpBase::Constr(0, e - f, LpBase::NaN); |
---|
1694 | } |
---|
1695 | |
---|
1696 | |
---|
1697 | ///Create constraint |
---|
1698 | |
---|
1699 | ///\relates LpBase::Constr |
---|
1700 | /// |
---|
1701 | inline LpBase::Constr operator>=(const LpBase::Value &e, |
---|
1702 | const LpBase::Expr &f) { |
---|
1703 | return LpBase::Constr(LpBase::NaN, f, e); |
---|
1704 | } |
---|
1705 | |
---|
1706 | |
---|
1707 | ///Create constraint |
---|
1708 | |
---|
1709 | ///\relates LpBase::Constr |
---|
1710 | /// |
---|
1711 | inline LpBase::Constr operator>=(const LpBase::Expr &e, |
---|
1712 | const LpBase::Value &f) { |
---|
1713 | return LpBase::Constr(f, e, LpBase::NaN); |
---|
1714 | } |
---|
1715 | |
---|
1716 | ///Create constraint |
---|
1717 | |
---|
1718 | ///\relates LpBase::Constr |
---|
1719 | /// |
---|
1720 | inline LpBase::Constr operator==(const LpBase::Expr &e, |
---|
1721 | const LpBase::Value &f) { |
---|
1722 | return LpBase::Constr(f, e, f); |
---|
1723 | } |
---|
1724 | |
---|
1725 | ///Create constraint |
---|
1726 | |
---|
1727 | ///\relates LpBase::Constr |
---|
1728 | /// |
---|
1729 | inline LpBase::Constr operator==(const LpBase::Expr &e, |
---|
1730 | const LpBase::Expr &f) { |
---|
1731 | return LpBase::Constr(0, f - e, 0); |
---|
1732 | } |
---|
1733 | |
---|
1734 | ///Create constraint |
---|
1735 | |
---|
1736 | ///\relates LpBase::Constr |
---|
1737 | /// |
---|
1738 | inline LpBase::Constr operator<=(const LpBase::Value &n, |
---|
1739 | const LpBase::Constr &c) { |
---|
1740 | LpBase::Constr tmp(c); |
---|
1741 | LEMON_ASSERT(isNaN(tmp.lowerBound()), "Wrong LP constraint"); |
---|
1742 | tmp.lowerBound()=n; |
---|
1743 | return tmp; |
---|
1744 | } |
---|
1745 | ///Create constraint |
---|
1746 | |
---|
1747 | ///\relates LpBase::Constr |
---|
1748 | /// |
---|
1749 | inline LpBase::Constr operator<=(const LpBase::Constr &c, |
---|
1750 | const LpBase::Value &n) |
---|
1751 | { |
---|
1752 | LpBase::Constr tmp(c); |
---|
1753 | LEMON_ASSERT(isNaN(tmp.upperBound()), "Wrong LP constraint"); |
---|
1754 | tmp.upperBound()=n; |
---|
1755 | return tmp; |
---|
1756 | } |
---|
1757 | |
---|
1758 | ///Create constraint |
---|
1759 | |
---|
1760 | ///\relates LpBase::Constr |
---|
1761 | /// |
---|
1762 | inline LpBase::Constr operator>=(const LpBase::Value &n, |
---|
1763 | const LpBase::Constr &c) { |
---|
1764 | LpBase::Constr tmp(c); |
---|
1765 | LEMON_ASSERT(isNaN(tmp.upperBound()), "Wrong LP constraint"); |
---|
1766 | tmp.upperBound()=n; |
---|
1767 | return tmp; |
---|
1768 | } |
---|
1769 | ///Create constraint |
---|
1770 | |
---|
1771 | ///\relates LpBase::Constr |
---|
1772 | /// |
---|
1773 | inline LpBase::Constr operator>=(const LpBase::Constr &c, |
---|
1774 | const LpBase::Value &n) |
---|
1775 | { |
---|
1776 | LpBase::Constr tmp(c); |
---|
1777 | LEMON_ASSERT(isNaN(tmp.lowerBound()), "Wrong LP constraint"); |
---|
1778 | tmp.lowerBound()=n; |
---|
1779 | return tmp; |
---|
1780 | } |
---|
1781 | |
---|
1782 | ///Addition |
---|
1783 | |
---|
1784 | ///\relates LpBase::DualExpr |
---|
1785 | /// |
---|
1786 | inline LpBase::DualExpr operator+(const LpBase::DualExpr &a, |
---|
1787 | const LpBase::DualExpr &b) { |
---|
1788 | LpBase::DualExpr tmp(a); |
---|
1789 | tmp+=b; |
---|
1790 | return tmp; |
---|
1791 | } |
---|
1792 | ///Substraction |
---|
1793 | |
---|
1794 | ///\relates LpBase::DualExpr |
---|
1795 | /// |
---|
1796 | inline LpBase::DualExpr operator-(const LpBase::DualExpr &a, |
---|
1797 | const LpBase::DualExpr &b) { |
---|
1798 | LpBase::DualExpr tmp(a); |
---|
1799 | tmp-=b; |
---|
1800 | return tmp; |
---|
1801 | } |
---|
1802 | ///Multiply with constant |
---|
1803 | |
---|
1804 | ///\relates LpBase::DualExpr |
---|
1805 | /// |
---|
1806 | inline LpBase::DualExpr operator*(const LpBase::DualExpr &a, |
---|
1807 | const LpBase::Value &b) { |
---|
1808 | LpBase::DualExpr tmp(a); |
---|
1809 | tmp*=b; |
---|
1810 | return tmp; |
---|
1811 | } |
---|
1812 | |
---|
1813 | ///Multiply with constant |
---|
1814 | |
---|
1815 | ///\relates LpBase::DualExpr |
---|
1816 | /// |
---|
1817 | inline LpBase::DualExpr operator*(const LpBase::Value &a, |
---|
1818 | const LpBase::DualExpr &b) { |
---|
1819 | LpBase::DualExpr tmp(b); |
---|
1820 | tmp*=a; |
---|
1821 | return tmp; |
---|
1822 | } |
---|
1823 | ///Divide with constant |
---|
1824 | |
---|
1825 | ///\relates LpBase::DualExpr |
---|
1826 | /// |
---|
1827 | inline LpBase::DualExpr operator/(const LpBase::DualExpr &a, |
---|
1828 | const LpBase::Value &b) { |
---|
1829 | LpBase::DualExpr tmp(a); |
---|
1830 | tmp/=b; |
---|
1831 | return tmp; |
---|
1832 | } |
---|
1833 | |
---|
1834 | /// \ingroup lp_group |
---|
1835 | /// |
---|
1836 | /// \brief Common base class for LP solvers |
---|
1837 | /// |
---|
1838 | /// This class is an abstract base class for LP solvers. This class |
---|
1839 | /// provides a full interface for set and modify an LP problem, |
---|
1840 | /// solve it and retrieve the solution. You can use one of the |
---|
1841 | /// descendants as a concrete implementation, or the \c Lp |
---|
1842 | /// default LP solver. However, if you would like to handle LP |
---|
1843 | /// solvers as reference or pointer in a generic way, you can use |
---|
1844 | /// this class directly. |
---|
1845 | class LpSolver : virtual public LpBase { |
---|
1846 | public: |
---|
1847 | |
---|
1848 | /// The problem types for primal and dual problems |
---|
1849 | enum ProblemType { |
---|
1850 | /// = 0. Feasible solution hasn't been found (but may exist). |
---|
1851 | UNDEFINED = 0, |
---|
1852 | /// = 1. The problem has no feasible solution. |
---|
1853 | INFEASIBLE = 1, |
---|
1854 | /// = 2. Feasible solution found. |
---|
1855 | FEASIBLE = 2, |
---|
1856 | /// = 3. Optimal solution exists and found. |
---|
1857 | OPTIMAL = 3, |
---|
1858 | /// = 4. The cost function is unbounded. |
---|
1859 | UNBOUNDED = 4 |
---|
1860 | }; |
---|
1861 | |
---|
1862 | ///The basis status of variables |
---|
1863 | enum VarStatus { |
---|
1864 | /// The variable is in the basis |
---|
1865 | BASIC, |
---|
1866 | /// The variable is free, but not basic |
---|
1867 | FREE, |
---|
1868 | /// The variable has active lower bound |
---|
1869 | LOWER, |
---|
1870 | /// The variable has active upper bound |
---|
1871 | UPPER, |
---|
1872 | /// The variable is non-basic and fixed |
---|
1873 | FIXED |
---|
1874 | }; |
---|
1875 | |
---|
1876 | protected: |
---|
1877 | |
---|
1878 | virtual SolveExitStatus _solve() = 0; |
---|
1879 | |
---|
1880 | virtual Value _getPrimal(int i) const = 0; |
---|
1881 | virtual Value _getDual(int i) const = 0; |
---|
1882 | |
---|
1883 | virtual Value _getPrimalRay(int i) const = 0; |
---|
1884 | virtual Value _getDualRay(int i) const = 0; |
---|
1885 | |
---|
1886 | virtual Value _getPrimalValue() const = 0; |
---|
1887 | |
---|
1888 | virtual VarStatus _getColStatus(int i) const = 0; |
---|
1889 | virtual VarStatus _getRowStatus(int i) const = 0; |
---|
1890 | |
---|
1891 | virtual ProblemType _getPrimalType() const = 0; |
---|
1892 | virtual ProblemType _getDualType() const = 0; |
---|
1893 | |
---|
1894 | public: |
---|
1895 | |
---|
1896 | ///Allocate a new LP problem instance |
---|
1897 | virtual LpSolver* newSolver() const = 0; |
---|
1898 | ///Make a copy of the LP problem |
---|
1899 | virtual LpSolver* cloneSolver() const = 0; |
---|
1900 | |
---|
1901 | ///\name Solve the LP |
---|
1902 | |
---|
1903 | ///@{ |
---|
1904 | |
---|
1905 | ///\e Solve the LP problem at hand |
---|
1906 | /// |
---|
1907 | ///\return The result of the optimization procedure. Possible |
---|
1908 | ///values and their meanings can be found in the documentation of |
---|
1909 | ///\ref SolveExitStatus. |
---|
1910 | SolveExitStatus solve() { return _solve(); } |
---|
1911 | |
---|
1912 | ///@} |
---|
1913 | |
---|
1914 | ///\name Obtain the Solution |
---|
1915 | |
---|
1916 | ///@{ |
---|
1917 | |
---|
1918 | /// The type of the primal problem |
---|
1919 | ProblemType primalType() const { |
---|
1920 | return _getPrimalType(); |
---|
1921 | } |
---|
1922 | |
---|
1923 | /// The type of the dual problem |
---|
1924 | ProblemType dualType() const { |
---|
1925 | return _getDualType(); |
---|
1926 | } |
---|
1927 | |
---|
1928 | /// Return the primal value of the column |
---|
1929 | |
---|
1930 | /// Return the primal value of the column. |
---|
1931 | /// \pre The problem is solved. |
---|
1932 | Value primal(Col c) const { return _getPrimal(cols(id(c))); } |
---|
1933 | |
---|
1934 | /// Return the primal value of the expression |
---|
1935 | |
---|
1936 | /// Return the primal value of the expression, i.e. the dot |
---|
1937 | /// product of the primal solution and the expression. |
---|
1938 | /// \pre The problem is solved. |
---|
1939 | Value primal(const Expr& e) const { |
---|
1940 | double res = *e; |
---|
1941 | for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) { |
---|
1942 | res += *c * primal(c); |
---|
1943 | } |
---|
1944 | return res; |
---|
1945 | } |
---|
1946 | /// Returns a component of the primal ray |
---|
1947 | |
---|
1948 | /// The primal ray is solution of the modified primal problem, |
---|
1949 | /// where we change each finite bound to 0, and we looking for a |
---|
1950 | /// negative objective value in case of minimization, and positive |
---|
1951 | /// objective value for maximization. If there is such solution, |
---|
1952 | /// that proofs the unsolvability of the dual problem, and if a |
---|
1953 | /// feasible primal solution exists, then the unboundness of |
---|
1954 | /// primal problem. |
---|
1955 | /// |
---|
1956 | /// \pre The problem is solved and the dual problem is infeasible. |
---|
1957 | /// \note Some solvers does not provide primal ray calculation |
---|
1958 | /// functions. |
---|
1959 | Value primalRay(Col c) const { return _getPrimalRay(cols(id(c))); } |
---|
1960 | |
---|
1961 | /// Return the dual value of the row |
---|
1962 | |
---|
1963 | /// Return the dual value of the row. |
---|
1964 | /// \pre The problem is solved. |
---|
1965 | Value dual(Row r) const { return _getDual(rows(id(r))); } |
---|
1966 | |
---|
1967 | /// Return the dual value of the dual expression |
---|
1968 | |
---|
1969 | /// Return the dual value of the dual expression, i.e. the dot |
---|
1970 | /// product of the dual solution and the dual expression. |
---|
1971 | /// \pre The problem is solved. |
---|
1972 | Value dual(const DualExpr& e) const { |
---|
1973 | double res = 0.0; |
---|
1974 | for (DualExpr::ConstCoeffIt r(e); r != INVALID; ++r) { |
---|
1975 | res += *r * dual(r); |
---|
1976 | } |
---|
1977 | return res; |
---|
1978 | } |
---|
1979 | |
---|
1980 | /// Returns a component of the dual ray |
---|
1981 | |
---|
1982 | /// The dual ray is solution of the modified primal problem, where |
---|
1983 | /// we change each finite bound to 0 (i.e. the objective function |
---|
1984 | /// coefficients in the primal problem), and we looking for a |
---|
1985 | /// ositive objective value. If there is such solution, that |
---|
1986 | /// proofs the unsolvability of the primal problem, and if a |
---|
1987 | /// feasible dual solution exists, then the unboundness of |
---|
1988 | /// dual problem. |
---|
1989 | /// |
---|
1990 | /// \pre The problem is solved and the primal problem is infeasible. |
---|
1991 | /// \note Some solvers does not provide dual ray calculation |
---|
1992 | /// functions. |
---|
1993 | Value dualRay(Row r) const { return _getDualRay(rows(id(r))); } |
---|
1994 | |
---|
1995 | /// Return the basis status of the column |
---|
1996 | |
---|
1997 | /// \see VarStatus |
---|
1998 | VarStatus colStatus(Col c) const { return _getColStatus(cols(id(c))); } |
---|
1999 | |
---|
2000 | /// Return the basis status of the row |
---|
2001 | |
---|
2002 | /// \see VarStatus |
---|
2003 | VarStatus rowStatus(Row r) const { return _getRowStatus(rows(id(r))); } |
---|
2004 | |
---|
2005 | ///The value of the objective function |
---|
2006 | |
---|
2007 | ///\return |
---|
2008 | ///- \ref INF or -\ref INF means either infeasibility or unboundedness |
---|
2009 | /// of the primal problem, depending on whether we minimize or maximize. |
---|
2010 | ///- \ref NaN if no primal solution is found. |
---|
2011 | ///- The (finite) objective value if an optimal solution is found. |
---|
2012 | Value primal() const { return _getPrimalValue()+obj_const_comp;} |
---|
2013 | ///@} |
---|
2014 | |
---|
2015 | protected: |
---|
2016 | |
---|
2017 | }; |
---|
2018 | |
---|
2019 | |
---|
2020 | /// \ingroup lp_group |
---|
2021 | /// |
---|
2022 | /// \brief Common base class for MIP solvers |
---|
2023 | /// |
---|
2024 | /// This class is an abstract base class for MIP solvers. This class |
---|
2025 | /// provides a full interface for set and modify an MIP problem, |
---|
2026 | /// solve it and retrieve the solution. You can use one of the |
---|
2027 | /// descendants as a concrete implementation, or the \c Lp |
---|
2028 | /// default MIP solver. However, if you would like to handle MIP |
---|
2029 | /// solvers as reference or pointer in a generic way, you can use |
---|
2030 | /// this class directly. |
---|
2031 | class MipSolver : virtual public LpBase { |
---|
2032 | public: |
---|
2033 | |
---|
2034 | /// The problem types for MIP problems |
---|
2035 | enum ProblemType { |
---|
2036 | /// = 0. Feasible solution hasn't been found (but may exist). |
---|
2037 | UNDEFINED = 0, |
---|
2038 | /// = 1. The problem has no feasible solution. |
---|
2039 | INFEASIBLE = 1, |
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2040 | /// = 2. Feasible solution found. |
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2041 | FEASIBLE = 2, |
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2042 | /// = 3. Optimal solution exists and found. |
---|
2043 | OPTIMAL = 3, |
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2044 | /// = 4. The cost function is unbounded. |
---|
2045 | ///The Mip or at least the relaxed problem is unbounded. |
---|
2046 | UNBOUNDED = 4 |
---|
2047 | }; |
---|
2048 | |
---|
2049 | ///Allocate a new MIP problem instance |
---|
2050 | virtual MipSolver* newSolver() const = 0; |
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2051 | ///Make a copy of the MIP problem |
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2052 | virtual MipSolver* cloneSolver() const = 0; |
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2053 | |
---|
2054 | ///\name Solve the MIP |
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2055 | |
---|
2056 | ///@{ |
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2057 | |
---|
2058 | /// Solve the MIP problem at hand |
---|
2059 | /// |
---|
2060 | ///\return The result of the optimization procedure. Possible |
---|
2061 | ///values and their meanings can be found in the documentation of |
---|
2062 | ///\ref SolveExitStatus. |
---|
2063 | SolveExitStatus solve() { return _solve(); } |
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2064 | |
---|
2065 | ///@} |
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2066 | |
---|
2067 | ///\name Set Column Type |
---|
2068 | ///@{ |
---|
2069 | |
---|
2070 | ///Possible variable (column) types (e.g. real, integer, binary etc.) |
---|
2071 | enum ColTypes { |
---|
2072 | /// = 0. Continuous variable (default). |
---|
2073 | REAL = 0, |
---|
2074 | /// = 1. Integer variable. |
---|
2075 | INTEGER = 1 |
---|
2076 | }; |
---|
2077 | |
---|
2078 | ///Sets the type of the given column to the given type |
---|
2079 | |
---|
2080 | ///Sets the type of the given column to the given type. |
---|
2081 | /// |
---|
2082 | void colType(Col c, ColTypes col_type) { |
---|
2083 | _setColType(cols(id(c)),col_type); |
---|
2084 | } |
---|
2085 | |
---|
2086 | ///Gives back the type of the column. |
---|
2087 | |
---|
2088 | ///Gives back the type of the column. |
---|
2089 | /// |
---|
2090 | ColTypes colType(Col c) const { |
---|
2091 | return _getColType(cols(id(c))); |
---|
2092 | } |
---|
2093 | ///@} |
---|
2094 | |
---|
2095 | ///\name Obtain the Solution |
---|
2096 | |
---|
2097 | ///@{ |
---|
2098 | |
---|
2099 | /// The type of the MIP problem |
---|
2100 | ProblemType type() const { |
---|
2101 | return _getType(); |
---|
2102 | } |
---|
2103 | |
---|
2104 | /// Return the value of the row in the solution |
---|
2105 | |
---|
2106 | /// Return the value of the row in the solution. |
---|
2107 | /// \pre The problem is solved. |
---|
2108 | Value sol(Col c) const { return _getSol(cols(id(c))); } |
---|
2109 | |
---|
2110 | /// Return the value of the expression in the solution |
---|
2111 | |
---|
2112 | /// Return the value of the expression in the solution, i.e. the |
---|
2113 | /// dot product of the solution and the expression. |
---|
2114 | /// \pre The problem is solved. |
---|
2115 | Value sol(const Expr& e) const { |
---|
2116 | double res = *e; |
---|
2117 | for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) { |
---|
2118 | res += *c * sol(c); |
---|
2119 | } |
---|
2120 | return res; |
---|
2121 | } |
---|
2122 | ///The value of the objective function |
---|
2123 | |
---|
2124 | ///\return |
---|
2125 | ///- \ref INF or -\ref INF means either infeasibility or unboundedness |
---|
2126 | /// of the problem, depending on whether we minimize or maximize. |
---|
2127 | ///- \ref NaN if no primal solution is found. |
---|
2128 | ///- The (finite) objective value if an optimal solution is found. |
---|
2129 | Value solValue() const { return _getSolValue()+obj_const_comp;} |
---|
2130 | ///@} |
---|
2131 | |
---|
2132 | protected: |
---|
2133 | |
---|
2134 | virtual SolveExitStatus _solve() = 0; |
---|
2135 | virtual ColTypes _getColType(int col) const = 0; |
---|
2136 | virtual void _setColType(int col, ColTypes col_type) = 0; |
---|
2137 | virtual ProblemType _getType() const = 0; |
---|
2138 | virtual Value _getSol(int i) const = 0; |
---|
2139 | virtual Value _getSolValue() const = 0; |
---|
2140 | |
---|
2141 | }; |
---|
2142 | |
---|
2143 | |
---|
2144 | |
---|
2145 | } //namespace lemon |
---|
2146 | |
---|
2147 | #endif //LEMON_LP_BASE_H |
---|