1 | /* -*- mode: C++; indent-tabs-mode: nil; -*- |
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2 | * |
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3 | * This file is a part of LEMON, a generic C++ optimization library. |
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4 | * |
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5 | * Copyright (C) 2003-2008 |
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6 | * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
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7 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
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8 | * |
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9 | * Permission to use, modify and distribute this software is granted |
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10 | * provided that this copyright notice appears in all copies. For |
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11 | * precise terms see the accompanying LICENSE file. |
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12 | * |
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13 | * This software is provided "AS IS" with no warranty of any kind, |
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14 | * express or implied, and with no claim as to its suitability for any |
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15 | * purpose. |
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16 | * |
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17 | */ |
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18 | |
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19 | #ifndef LEMON_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/core.h> |
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29 | #include<lemon/bits/lp_id.h> |
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30 | |
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31 | ///\file |
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32 | ///\brief The interface of the LP solver interface. |
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33 | ///\ingroup lp_group |
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34 | namespace lemon { |
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35 | |
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36 | /// Function to decide whether a floating point value is finite or not. |
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37 | |
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38 | /// Retruns true if the argument is not infinity, minus infinity or NaN. |
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39 | /// It does the same as the isfinite() function defined by C99. |
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40 | template <typename T> |
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41 | bool isFinite(T value) |
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42 | { |
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43 | typedef std::numeric_limits<T> Lim; |
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44 | if ((Lim::has_infinity && (value == Lim::infinity() || value == |
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45 | -Lim::infinity())) || |
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46 | ((Lim::has_quiet_NaN || Lim::has_signaling_NaN) && value != value)) |
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47 | { |
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48 | return false; |
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49 | } |
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50 | return true; |
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51 | } |
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52 | |
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53 | ///Common base class for LP solvers |
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54 | |
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55 | ///\todo Much more docs |
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56 | ///\ingroup lp_group |
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57 | class LpSolverBase { |
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58 | |
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59 | protected: |
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60 | |
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61 | _lp_bits::LpId rows; |
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62 | _lp_bits::LpId cols; |
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63 | |
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64 | public: |
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65 | |
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66 | ///Possible outcomes of an LP solving procedure |
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67 | enum SolveExitStatus { |
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68 | ///This means that the problem has been successfully solved: either |
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69 | ///an optimal solution has been found or infeasibility/unboundedness |
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70 | ///has been proved. |
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71 | SOLVED = 0, |
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72 | ///Any other case (including the case when some user specified |
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73 | ///limit has been exceeded) |
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74 | UNSOLVED = 1 |
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75 | }; |
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76 | |
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77 | ///\e |
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78 | enum SolutionStatus { |
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79 | ///Feasible solution hasn't been found (but may exist). |
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80 | |
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81 | ///\todo NOTFOUND might be a better name. |
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82 | /// |
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83 | UNDEFINED = 0, |
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84 | ///The problem has no feasible solution |
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85 | INFEASIBLE = 1, |
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86 | ///Feasible solution found |
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87 | FEASIBLE = 2, |
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88 | ///Optimal solution exists and found |
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89 | OPTIMAL = 3, |
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90 | ///The cost function is unbounded |
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91 | |
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92 | ///\todo Give a feasible solution and an infinite ray (and the |
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93 | ///corresponding bases) |
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94 | INFINITE = 4 |
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95 | }; |
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96 | |
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97 | ///\e The type of the investigated LP problem |
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98 | enum ProblemTypes { |
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99 | ///Primal-dual feasible |
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100 | PRIMAL_DUAL_FEASIBLE = 0, |
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101 | ///Primal feasible dual infeasible |
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102 | PRIMAL_FEASIBLE_DUAL_INFEASIBLE = 1, |
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103 | ///Primal infeasible dual feasible |
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104 | PRIMAL_INFEASIBLE_DUAL_FEASIBLE = 2, |
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105 | ///Primal-dual infeasible |
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106 | PRIMAL_DUAL_INFEASIBLE = 3, |
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107 | ///Could not determine so far |
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108 | UNKNOWN = 4 |
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109 | }; |
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110 | |
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111 | ///The floating point type used by the solver |
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112 | typedef double Value; |
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113 | ///The infinity constant |
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114 | static const Value INF; |
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115 | ///The not a number constant |
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116 | static const Value NaN; |
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117 | |
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118 | static inline bool isNaN(const Value& v) { return v!=v; } |
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119 | |
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120 | friend class Col; |
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121 | friend class ColIt; |
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122 | friend class Row; |
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123 | |
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124 | ///Refer to a column of the LP. |
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125 | |
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126 | ///This type is used to refer to a column of the LP. |
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127 | /// |
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128 | ///Its value remains valid and correct even after the addition or erase of |
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129 | ///other columns. |
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130 | /// |
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131 | ///\todo Document what can one do with a Col (INVALID, comparing, |
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132 | ///it is similar to Node/Edge) |
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133 | class Col { |
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134 | protected: |
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135 | int id; |
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136 | friend class LpSolverBase; |
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137 | friend class MipSolverBase; |
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138 | explicit Col(int _id) : id(_id) {} |
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139 | public: |
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140 | typedef Value ExprValue; |
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141 | typedef True LpSolverCol; |
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142 | Col() {} |
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143 | Col(const Invalid&) : id(-1) {} |
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144 | bool operator< (Col c) const {return id< c.id;} |
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145 | bool operator> (Col c) const {return id> c.id;} |
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146 | bool operator==(Col c) const {return id==c.id;} |
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147 | bool operator!=(Col c) const {return id!=c.id;} |
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148 | }; |
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149 | |
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150 | class ColIt : public Col { |
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151 | const LpSolverBase *_lp; |
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152 | public: |
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153 | ColIt() {} |
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154 | ColIt(const LpSolverBase &lp) : _lp(&lp) |
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155 | { |
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156 | _lp->cols.firstFix(id); |
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157 | } |
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158 | ColIt(const Invalid&) : Col(INVALID) {} |
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159 | ColIt &operator++() |
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160 | { |
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161 | _lp->cols.nextFix(id); |
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162 | return *this; |
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163 | } |
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164 | }; |
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165 | |
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166 | static int id(const Col& col) { return col.id; } |
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167 | |
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168 | |
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169 | ///Refer to a row of the LP. |
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170 | |
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171 | ///This type is used to refer to a row of the LP. |
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172 | /// |
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173 | ///Its value remains valid and correct even after the addition or erase of |
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174 | ///other rows. |
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175 | /// |
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176 | ///\todo Document what can one do with a Row (INVALID, comparing, |
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177 | ///it is similar to Node/Edge) |
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178 | class Row { |
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179 | protected: |
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180 | int id; |
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181 | friend class LpSolverBase; |
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182 | explicit Row(int _id) : id(_id) {} |
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183 | public: |
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184 | typedef Value ExprValue; |
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185 | typedef True LpSolverRow; |
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186 | Row() {} |
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187 | Row(const Invalid&) : id(-1) {} |
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188 | |
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189 | bool operator< (Row c) const {return id< c.id;} |
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190 | bool operator> (Row c) const {return id> c.id;} |
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191 | bool operator==(Row c) const {return id==c.id;} |
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192 | bool operator!=(Row c) const {return id!=c.id;} |
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193 | }; |
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194 | |
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195 | class RowIt : public Row { |
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196 | const LpSolverBase *_lp; |
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197 | public: |
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198 | RowIt() {} |
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199 | RowIt(const LpSolverBase &lp) : _lp(&lp) |
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200 | { |
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201 | _lp->rows.firstFix(id); |
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202 | } |
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203 | RowIt(const Invalid&) : Row(INVALID) {} |
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204 | RowIt &operator++() |
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205 | { |
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206 | _lp->rows.nextFix(id); |
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207 | return *this; |
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208 | } |
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209 | }; |
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210 | |
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211 | static int id(const Row& row) { return row.id; } |
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212 | |
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213 | protected: |
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214 | |
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215 | int _lpId(const Col& c) const { |
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216 | return cols.floatingId(id(c)); |
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217 | } |
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218 | |
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219 | int _lpId(const Row& r) const { |
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220 | return rows.floatingId(id(r)); |
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221 | } |
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222 | |
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223 | Col _item(int i, Col) const { |
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224 | return Col(cols.fixId(i)); |
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225 | } |
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226 | |
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227 | Row _item(int i, Row) const { |
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228 | return Row(rows.fixId(i)); |
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229 | } |
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230 | |
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231 | |
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232 | public: |
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233 | |
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234 | ///Linear expression of variables and a constant component |
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235 | |
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236 | ///This data structure stores a linear expression of the variables |
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237 | ///(\ref Col "Col"s) and also has a constant component. |
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238 | /// |
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239 | ///There are several ways to access and modify the contents of this |
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240 | ///container. |
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241 | ///- Its it fully compatible with \c std::map<Col,double>, so for expamle |
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242 | ///if \c e is an Expr and \c v and \c w are of type \ref Col, then you can |
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243 | ///read and modify the coefficients like |
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244 | ///these. |
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245 | ///\code |
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246 | ///e[v]=5; |
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247 | ///e[v]+=12; |
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248 | ///e.erase(v); |
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249 | ///\endcode |
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250 | ///or you can also iterate through its elements. |
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251 | ///\code |
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252 | ///double s=0; |
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253 | ///for(LpSolverBase::Expr::iterator i=e.begin();i!=e.end();++i) |
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254 | /// s+=i->second; |
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255 | ///\endcode |
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256 | ///(This code computes the sum of all coefficients). |
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257 | ///- Numbers (<tt>double</tt>'s) |
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258 | ///and variables (\ref Col "Col"s) directly convert to an |
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259 | ///\ref Expr and the usual linear operations are defined, so |
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260 | ///\code |
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261 | ///v+w |
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262 | ///2*v-3.12*(v-w/2)+2 |
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263 | ///v*2.1+(3*v+(v*12+w+6)*3)/2 |
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264 | ///\endcode |
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265 | ///are valid \ref Expr "Expr"essions. |
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266 | ///The usual assignment operations are also defined. |
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267 | ///\code |
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268 | ///e=v+w; |
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269 | ///e+=2*v-3.12*(v-w/2)+2; |
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270 | ///e*=3.4; |
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271 | ///e/=5; |
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272 | ///\endcode |
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273 | ///- The constant member can be set and read by \ref constComp() |
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274 | ///\code |
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275 | ///e.constComp()=12; |
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276 | ///double c=e.constComp(); |
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277 | ///\endcode |
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278 | /// |
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279 | ///\note \ref clear() not only sets all coefficients to 0 but also |
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280 | ///clears the constant components. |
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281 | /// |
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282 | ///\sa Constr |
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283 | /// |
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284 | class Expr : public std::map<Col,Value> |
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285 | { |
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286 | public: |
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287 | typedef LpSolverBase::Col Key; |
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288 | typedef LpSolverBase::Value Value; |
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289 | |
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290 | protected: |
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291 | typedef std::map<Col,Value> Base; |
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292 | |
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293 | Value const_comp; |
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294 | public: |
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295 | typedef True IsLinExpression; |
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296 | ///\e |
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297 | Expr() : Base(), const_comp(0) { } |
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298 | ///\e |
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299 | Expr(const Key &v) : const_comp(0) { |
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300 | Base::insert(std::make_pair(v, 1)); |
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301 | } |
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302 | ///\e |
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303 | Expr(const Value &v) : const_comp(v) {} |
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304 | ///\e |
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305 | void set(const Key &v,const Value &c) { |
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306 | Base::insert(std::make_pair(v, c)); |
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307 | } |
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308 | ///\e |
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309 | Value &constComp() { return const_comp; } |
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310 | ///\e |
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311 | const Value &constComp() const { return const_comp; } |
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312 | |
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313 | ///Removes the components with zero coefficient. |
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314 | void simplify() { |
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315 | for (Base::iterator i=Base::begin(); i!=Base::end();) { |
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316 | Base::iterator j=i; |
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317 | ++j; |
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318 | if ((*i).second==0) Base::erase(i); |
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319 | i=j; |
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320 | } |
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321 | } |
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322 | |
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323 | void simplify() const { |
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324 | const_cast<Expr*>(this)->simplify(); |
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325 | } |
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326 | |
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327 | ///Removes the coefficients closer to zero than \c tolerance. |
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328 | void simplify(double &tolerance) { |
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329 | for (Base::iterator i=Base::begin(); i!=Base::end();) { |
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330 | Base::iterator j=i; |
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331 | ++j; |
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332 | if (std::fabs((*i).second)<tolerance) Base::erase(i); |
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333 | i=j; |
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334 | } |
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335 | } |
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336 | |
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337 | ///Sets all coefficients and the constant component to 0. |
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338 | void clear() { |
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339 | Base::clear(); |
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340 | const_comp=0; |
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341 | } |
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342 | |
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343 | ///\e |
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344 | Expr &operator+=(const Expr &e) { |
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345 | for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
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346 | (*this)[j->first]+=j->second; |
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347 | const_comp+=e.const_comp; |
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348 | return *this; |
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349 | } |
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350 | ///\e |
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351 | Expr &operator-=(const Expr &e) { |
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352 | for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
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353 | (*this)[j->first]-=j->second; |
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354 | const_comp-=e.const_comp; |
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355 | return *this; |
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356 | } |
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357 | ///\e |
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358 | Expr &operator*=(const Value &c) { |
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359 | for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
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360 | j->second*=c; |
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361 | const_comp*=c; |
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362 | return *this; |
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363 | } |
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364 | ///\e |
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365 | Expr &operator/=(const Value &c) { |
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366 | for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
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367 | j->second/=c; |
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368 | const_comp/=c; |
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369 | return *this; |
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370 | } |
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371 | |
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372 | }; |
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373 | |
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374 | ///Linear constraint |
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375 | |
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376 | ///This data stucture represents a linear constraint in the LP. |
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377 | ///Basically it is a linear expression with a lower or an upper bound |
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378 | ///(or both). These parts of the constraint can be obtained by the member |
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379 | ///functions \ref expr(), \ref lowerBound() and \ref upperBound(), |
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380 | ///respectively. |
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381 | ///There are two ways to construct a constraint. |
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382 | ///- You can set the linear expression and the bounds directly |
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383 | /// by the functions above. |
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384 | ///- The operators <tt>\<=</tt>, <tt>==</tt> and <tt>\>=</tt> |
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385 | /// are defined between expressions, or even between constraints whenever |
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386 | /// it makes sense. Therefore if \c e and \c f are linear expressions and |
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387 | /// \c s and \c t are numbers, then the followings are valid expressions |
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388 | /// and thus they can be used directly e.g. in \ref addRow() whenever |
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389 | /// it makes sense. |
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390 | ///\code |
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391 | /// e<=s |
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392 | /// e<=f |
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393 | /// e==f |
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394 | /// s<=e<=t |
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395 | /// e>=t |
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396 | ///\endcode |
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397 | ///\warning The validity of a constraint is checked only at run time, so |
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398 | ///e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will compile, but will throw |
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399 | ///an assertion. |
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400 | class Constr |
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401 | { |
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402 | public: |
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403 | typedef LpSolverBase::Expr Expr; |
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404 | typedef Expr::Key Key; |
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405 | typedef Expr::Value Value; |
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406 | |
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407 | protected: |
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408 | Expr _expr; |
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409 | Value _lb,_ub; |
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410 | public: |
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411 | ///\e |
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412 | Constr() : _expr(), _lb(NaN), _ub(NaN) {} |
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413 | ///\e |
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414 | Constr(Value lb,const Expr &e,Value ub) : |
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415 | _expr(e), _lb(lb), _ub(ub) {} |
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416 | ///\e |
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417 | Constr(const Expr &e,Value ub) : |
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418 | _expr(e), _lb(NaN), _ub(ub) {} |
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419 | ///\e |
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420 | Constr(Value lb,const Expr &e) : |
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421 | _expr(e), _lb(lb), _ub(NaN) {} |
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422 | ///\e |
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423 | Constr(const Expr &e) : |
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424 | _expr(e), _lb(NaN), _ub(NaN) {} |
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425 | ///\e |
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426 | void clear() |
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427 | { |
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428 | _expr.clear(); |
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429 | _lb=_ub=NaN; |
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430 | } |
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431 | |
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432 | ///Reference to the linear expression |
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433 | Expr &expr() { return _expr; } |
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434 | ///Cont reference to the linear expression |
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435 | const Expr &expr() const { return _expr; } |
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436 | ///Reference to the lower bound. |
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437 | |
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438 | ///\return |
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439 | ///- \ref INF "INF": the constraint is lower unbounded. |
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440 | ///- \ref NaN "NaN": lower bound has not been set. |
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441 | ///- finite number: the lower bound |
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442 | Value &lowerBound() { return _lb; } |
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443 | ///The const version of \ref lowerBound() |
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444 | const Value &lowerBound() const { return _lb; } |
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445 | ///Reference to the upper bound. |
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446 | |
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447 | ///\return |
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448 | ///- \ref INF "INF": the constraint is upper unbounded. |
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449 | ///- \ref NaN "NaN": upper bound has not been set. |
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450 | ///- finite number: the upper bound |
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451 | Value &upperBound() { return _ub; } |
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452 | ///The const version of \ref upperBound() |
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453 | const Value &upperBound() const { return _ub; } |
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454 | ///Is the constraint lower bounded? |
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455 | bool lowerBounded() const { |
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456 | return isFinite(_lb); |
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457 | } |
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458 | ///Is the constraint upper bounded? |
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459 | bool upperBounded() const { |
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460 | return isFinite(_ub); |
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461 | } |
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462 | |
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463 | }; |
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464 | |
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465 | ///Linear expression of rows |
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466 | |
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467 | ///This data structure represents a column of the matrix, |
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468 | ///thas is it strores a linear expression of the dual variables |
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469 | ///(\ref Row "Row"s). |
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470 | /// |
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471 | ///There are several ways to access and modify the contents of this |
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472 | ///container. |
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473 | ///- Its it fully compatible with \c std::map<Row,double>, so for expamle |
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474 | ///if \c e is an DualExpr and \c v |
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475 | ///and \c w are of type \ref Row, then you can |
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476 | ///read and modify the coefficients like |
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477 | ///these. |
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478 | ///\code |
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479 | ///e[v]=5; |
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480 | ///e[v]+=12; |
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481 | ///e.erase(v); |
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482 | ///\endcode |
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483 | ///or you can also iterate through its elements. |
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484 | ///\code |
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485 | ///double s=0; |
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486 | ///for(LpSolverBase::DualExpr::iterator i=e.begin();i!=e.end();++i) |
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487 | /// s+=i->second; |
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488 | ///\endcode |
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489 | ///(This code computes the sum of all coefficients). |
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490 | ///- Numbers (<tt>double</tt>'s) |
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491 | ///and variables (\ref Row "Row"s) directly convert to an |
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492 | ///\ref DualExpr and the usual linear operations are defined, so |
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493 | ///\code |
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494 | ///v+w |
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495 | ///2*v-3.12*(v-w/2) |
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496 | ///v*2.1+(3*v+(v*12+w)*3)/2 |
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497 | ///\endcode |
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498 | ///are valid \ref DualExpr "DualExpr"essions. |
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499 | ///The usual assignment operations are also defined. |
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500 | ///\code |
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501 | ///e=v+w; |
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502 | ///e+=2*v-3.12*(v-w/2); |
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503 | ///e*=3.4; |
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504 | ///e/=5; |
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505 | ///\endcode |
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506 | /// |
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507 | ///\sa Expr |
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508 | /// |
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509 | class DualExpr : public std::map<Row,Value> |
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510 | { |
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511 | public: |
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512 | typedef LpSolverBase::Row Key; |
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513 | typedef LpSolverBase::Value Value; |
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514 | |
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515 | protected: |
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516 | typedef std::map<Row,Value> Base; |
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517 | |
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518 | public: |
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519 | typedef True IsLinExpression; |
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520 | ///\e |
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521 | DualExpr() : Base() { } |
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522 | ///\e |
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523 | DualExpr(const Key &v) { |
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524 | Base::insert(std::make_pair(v, 1)); |
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525 | } |
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526 | ///\e |
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527 | void set(const Key &v,const Value &c) { |
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528 | Base::insert(std::make_pair(v, c)); |
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529 | } |
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530 | |
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531 | ///Removes the components with zero coefficient. |
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532 | void simplify() { |
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533 | for (Base::iterator i=Base::begin(); i!=Base::end();) { |
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534 | Base::iterator j=i; |
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535 | ++j; |
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536 | if ((*i).second==0) Base::erase(i); |
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537 | i=j; |
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538 | } |
---|
539 | } |
---|
540 | |
---|
541 | void simplify() const { |
---|
542 | const_cast<DualExpr*>(this)->simplify(); |
---|
543 | } |
---|
544 | |
---|
545 | ///Removes the coefficients closer to zero than \c tolerance. |
---|
546 | void simplify(double &tolerance) { |
---|
547 | for (Base::iterator i=Base::begin(); i!=Base::end();) { |
---|
548 | Base::iterator j=i; |
---|
549 | ++j; |
---|
550 | if (std::fabs((*i).second)<tolerance) Base::erase(i); |
---|
551 | i=j; |
---|
552 | } |
---|
553 | } |
---|
554 | |
---|
555 | ///Sets all coefficients to 0. |
---|
556 | void clear() { |
---|
557 | Base::clear(); |
---|
558 | } |
---|
559 | |
---|
560 | ///\e |
---|
561 | DualExpr &operator+=(const DualExpr &e) { |
---|
562 | for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
---|
563 | (*this)[j->first]+=j->second; |
---|
564 | return *this; |
---|
565 | } |
---|
566 | ///\e |
---|
567 | DualExpr &operator-=(const DualExpr &e) { |
---|
568 | for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
---|
569 | (*this)[j->first]-=j->second; |
---|
570 | return *this; |
---|
571 | } |
---|
572 | ///\e |
---|
573 | DualExpr &operator*=(const Value &c) { |
---|
574 | for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
---|
575 | j->second*=c; |
---|
576 | return *this; |
---|
577 | } |
---|
578 | ///\e |
---|
579 | DualExpr &operator/=(const Value &c) { |
---|
580 | for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
---|
581 | j->second/=c; |
---|
582 | return *this; |
---|
583 | } |
---|
584 | }; |
---|
585 | |
---|
586 | |
---|
587 | private: |
---|
588 | |
---|
589 | template <typename _Expr> |
---|
590 | class MappedOutputIterator { |
---|
591 | public: |
---|
592 | |
---|
593 | typedef std::insert_iterator<_Expr> Base; |
---|
594 | |
---|
595 | typedef std::output_iterator_tag iterator_category; |
---|
596 | typedef void difference_type; |
---|
597 | typedef void value_type; |
---|
598 | typedef void reference; |
---|
599 | typedef void pointer; |
---|
600 | |
---|
601 | MappedOutputIterator(const Base& _base, const LpSolverBase& _lp) |
---|
602 | : base(_base), lp(_lp) {} |
---|
603 | |
---|
604 | MappedOutputIterator& operator*() { |
---|
605 | return *this; |
---|
606 | } |
---|
607 | |
---|
608 | MappedOutputIterator& operator=(const std::pair<int, Value>& value) { |
---|
609 | *base = std::make_pair(lp._item(value.first, typename _Expr::Key()), |
---|
610 | value.second); |
---|
611 | return *this; |
---|
612 | } |
---|
613 | |
---|
614 | MappedOutputIterator& operator++() { |
---|
615 | ++base; |
---|
616 | return *this; |
---|
617 | } |
---|
618 | |
---|
619 | MappedOutputIterator operator++(int) { |
---|
620 | MappedOutputIterator tmp(*this); |
---|
621 | ++base; |
---|
622 | return tmp; |
---|
623 | } |
---|
624 | |
---|
625 | bool operator==(const MappedOutputIterator& it) const { |
---|
626 | return base == it.base; |
---|
627 | } |
---|
628 | |
---|
629 | bool operator!=(const MappedOutputIterator& it) const { |
---|
630 | return base != it.base; |
---|
631 | } |
---|
632 | |
---|
633 | private: |
---|
634 | Base base; |
---|
635 | const LpSolverBase& lp; |
---|
636 | }; |
---|
637 | |
---|
638 | template <typename Expr> |
---|
639 | class MappedInputIterator { |
---|
640 | public: |
---|
641 | |
---|
642 | typedef typename Expr::const_iterator Base; |
---|
643 | |
---|
644 | typedef typename Base::iterator_category iterator_category; |
---|
645 | typedef typename Base::difference_type difference_type; |
---|
646 | typedef const std::pair<int, Value> value_type; |
---|
647 | typedef value_type reference; |
---|
648 | class pointer { |
---|
649 | public: |
---|
650 | pointer(value_type& _value) : value(_value) {} |
---|
651 | value_type* operator->() { return &value; } |
---|
652 | private: |
---|
653 | value_type value; |
---|
654 | }; |
---|
655 | |
---|
656 | MappedInputIterator(const Base& _base, const LpSolverBase& _lp) |
---|
657 | : base(_base), lp(_lp) {} |
---|
658 | |
---|
659 | reference operator*() { |
---|
660 | return std::make_pair(lp._lpId(base->first), base->second); |
---|
661 | } |
---|
662 | |
---|
663 | pointer operator->() { |
---|
664 | return pointer(operator*()); |
---|
665 | } |
---|
666 | |
---|
667 | MappedInputIterator& operator++() { |
---|
668 | ++base; |
---|
669 | return *this; |
---|
670 | } |
---|
671 | |
---|
672 | MappedInputIterator operator++(int) { |
---|
673 | MappedInputIterator tmp(*this); |
---|
674 | ++base; |
---|
675 | return tmp; |
---|
676 | } |
---|
677 | |
---|
678 | bool operator==(const MappedInputIterator& it) const { |
---|
679 | return base == it.base; |
---|
680 | } |
---|
681 | |
---|
682 | bool operator!=(const MappedInputIterator& it) const { |
---|
683 | return base != it.base; |
---|
684 | } |
---|
685 | |
---|
686 | private: |
---|
687 | Base base; |
---|
688 | const LpSolverBase& lp; |
---|
689 | }; |
---|
690 | |
---|
691 | protected: |
---|
692 | |
---|
693 | /// STL compatible iterator for lp col |
---|
694 | typedef MappedInputIterator<Expr> ConstRowIterator; |
---|
695 | /// STL compatible iterator for lp row |
---|
696 | typedef MappedInputIterator<DualExpr> ConstColIterator; |
---|
697 | |
---|
698 | /// STL compatible iterator for lp col |
---|
699 | typedef MappedOutputIterator<Expr> RowIterator; |
---|
700 | /// STL compatible iterator for lp row |
---|
701 | typedef MappedOutputIterator<DualExpr> ColIterator; |
---|
702 | |
---|
703 | //Abstract virtual functions |
---|
704 | virtual LpSolverBase* _newLp() = 0; |
---|
705 | virtual LpSolverBase* _copyLp(){ |
---|
706 | LpSolverBase* newlp = _newLp(); |
---|
707 | |
---|
708 | std::map<Col, Col> ref; |
---|
709 | for (LpSolverBase::ColIt it(*this); it != INVALID; ++it) { |
---|
710 | Col ccol = newlp->addCol(); |
---|
711 | ref[it] = ccol; |
---|
712 | newlp->colName(ccol, colName(it)); |
---|
713 | newlp->colLowerBound(ccol, colLowerBound(it)); |
---|
714 | newlp->colUpperBound(ccol, colUpperBound(it)); |
---|
715 | } |
---|
716 | |
---|
717 | for (LpSolverBase::RowIt it(*this); it != INVALID; ++it) { |
---|
718 | Expr e = row(it), ce; |
---|
719 | for (Expr::iterator jt = e.begin(); jt != e.end(); ++jt) { |
---|
720 | ce[ref[jt->first]] = jt->second; |
---|
721 | } |
---|
722 | ce += e.constComp(); |
---|
723 | Row r = newlp->addRow(ce); |
---|
724 | |
---|
725 | double lower, upper; |
---|
726 | getRowBounds(it, lower, upper); |
---|
727 | newlp->rowBounds(r, lower, upper); |
---|
728 | } |
---|
729 | |
---|
730 | return newlp; |
---|
731 | }; |
---|
732 | |
---|
733 | virtual int _addCol() = 0; |
---|
734 | virtual int _addRow() = 0; |
---|
735 | |
---|
736 | virtual void _eraseCol(int col) = 0; |
---|
737 | virtual void _eraseRow(int row) = 0; |
---|
738 | |
---|
739 | virtual void _getColName(int col, std::string & name) const = 0; |
---|
740 | virtual void _setColName(int col, const std::string & name) = 0; |
---|
741 | virtual int _colByName(const std::string& name) const = 0; |
---|
742 | |
---|
743 | virtual void _setRowCoeffs(int i, ConstRowIterator b, |
---|
744 | ConstRowIterator e) = 0; |
---|
745 | virtual void _getRowCoeffs(int i, RowIterator b) const = 0; |
---|
746 | virtual void _setColCoeffs(int i, ConstColIterator b, |
---|
747 | ConstColIterator e) = 0; |
---|
748 | virtual void _getColCoeffs(int i, ColIterator b) const = 0; |
---|
749 | virtual void _setCoeff(int row, int col, Value value) = 0; |
---|
750 | virtual Value _getCoeff(int row, int col) const = 0; |
---|
751 | virtual void _setColLowerBound(int i, Value value) = 0; |
---|
752 | virtual Value _getColLowerBound(int i) const = 0; |
---|
753 | virtual void _setColUpperBound(int i, Value value) = 0; |
---|
754 | virtual Value _getColUpperBound(int i) const = 0; |
---|
755 | virtual void _setRowBounds(int i, Value lower, Value upper) = 0; |
---|
756 | virtual void _getRowBounds(int i, Value &lower, Value &upper) const = 0; |
---|
757 | |
---|
758 | virtual void _setObjCoeff(int i, Value obj_coef) = 0; |
---|
759 | virtual Value _getObjCoeff(int i) const = 0; |
---|
760 | virtual void _clearObj()=0; |
---|
761 | |
---|
762 | virtual SolveExitStatus _solve() = 0; |
---|
763 | virtual Value _getPrimal(int i) const = 0; |
---|
764 | virtual Value _getDual(int i) const = 0; |
---|
765 | virtual Value _getPrimalValue() const = 0; |
---|
766 | virtual bool _isBasicCol(int i) const = 0; |
---|
767 | virtual SolutionStatus _getPrimalStatus() const = 0; |
---|
768 | virtual SolutionStatus _getDualStatus() const = 0; |
---|
769 | virtual ProblemTypes _getProblemType() const = 0; |
---|
770 | |
---|
771 | virtual void _setMax() = 0; |
---|
772 | virtual void _setMin() = 0; |
---|
773 | |
---|
774 | |
---|
775 | virtual bool _isMax() const = 0; |
---|
776 | |
---|
777 | //Own protected stuff |
---|
778 | |
---|
779 | //Constant component of the objective function |
---|
780 | Value obj_const_comp; |
---|
781 | |
---|
782 | public: |
---|
783 | |
---|
784 | ///\e |
---|
785 | LpSolverBase() : obj_const_comp(0) {} |
---|
786 | |
---|
787 | ///\e |
---|
788 | virtual ~LpSolverBase() {} |
---|
789 | |
---|
790 | ///Creates a new LP problem |
---|
791 | LpSolverBase* newLp() {return _newLp();} |
---|
792 | ///Makes a copy of the LP problem |
---|
793 | LpSolverBase* copyLp() {return _copyLp();} |
---|
794 | |
---|
795 | ///\name Build up and modify the LP |
---|
796 | |
---|
797 | ///@{ |
---|
798 | |
---|
799 | ///Add a new empty column (i.e a new variable) to the LP |
---|
800 | Col addCol() { Col c; _addCol(); c.id = cols.addId(); return c;} |
---|
801 | |
---|
802 | ///\brief Adds several new columns |
---|
803 | ///(i.e a variables) at once |
---|
804 | /// |
---|
805 | ///This magic function takes a container as its argument |
---|
806 | ///and fills its elements |
---|
807 | ///with new columns (i.e. variables) |
---|
808 | ///\param t can be |
---|
809 | ///- a standard STL compatible iterable container with |
---|
810 | ///\ref Col as its \c values_type |
---|
811 | ///like |
---|
812 | ///\code |
---|
813 | ///std::vector<LpSolverBase::Col> |
---|
814 | ///std::list<LpSolverBase::Col> |
---|
815 | ///\endcode |
---|
816 | ///- a standard STL compatible iterable container with |
---|
817 | ///\ref Col as its \c mapped_type |
---|
818 | ///like |
---|
819 | ///\code |
---|
820 | ///std::map<AnyType,LpSolverBase::Col> |
---|
821 | ///\endcode |
---|
822 | ///- an iterable lemon \ref concepts::WriteMap "write map" like |
---|
823 | ///\code |
---|
824 | ///ListGraph::NodeMap<LpSolverBase::Col> |
---|
825 | ///ListGraph::EdgeMap<LpSolverBase::Col> |
---|
826 | ///\endcode |
---|
827 | ///\return The number of the created column. |
---|
828 | #ifdef DOXYGEN |
---|
829 | template<class T> |
---|
830 | int addColSet(T &t) { return 0;} |
---|
831 | #else |
---|
832 | template<class T> |
---|
833 | typename enable_if<typename T::value_type::LpSolverCol,int>::type |
---|
834 | addColSet(T &t,dummy<0> = 0) { |
---|
835 | int s=0; |
---|
836 | for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;} |
---|
837 | return s; |
---|
838 | } |
---|
839 | template<class T> |
---|
840 | typename enable_if<typename T::value_type::second_type::LpSolverCol, |
---|
841 | int>::type |
---|
842 | addColSet(T &t,dummy<1> = 1) { |
---|
843 | int s=0; |
---|
844 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
845 | i->second=addCol(); |
---|
846 | s++; |
---|
847 | } |
---|
848 | return s; |
---|
849 | } |
---|
850 | template<class T> |
---|
851 | typename enable_if<typename T::MapIt::Value::LpSolverCol, |
---|
852 | int>::type |
---|
853 | addColSet(T &t,dummy<2> = 2) { |
---|
854 | int s=0; |
---|
855 | for(typename T::MapIt i(t); i!=INVALID; ++i) |
---|
856 | { |
---|
857 | i.set(addCol()); |
---|
858 | s++; |
---|
859 | } |
---|
860 | return s; |
---|
861 | } |
---|
862 | #endif |
---|
863 | |
---|
864 | ///Set a column (i.e a dual constraint) of the LP |
---|
865 | |
---|
866 | ///\param c is the column to be modified |
---|
867 | ///\param e is a dual linear expression (see \ref DualExpr) |
---|
868 | ///a better one. |
---|
869 | void col(Col c,const DualExpr &e) { |
---|
870 | e.simplify(); |
---|
871 | _setColCoeffs(_lpId(c), ConstColIterator(e.begin(), *this), |
---|
872 | ConstColIterator(e.end(), *this)); |
---|
873 | } |
---|
874 | |
---|
875 | ///Get a column (i.e a dual constraint) of the LP |
---|
876 | |
---|
877 | ///\param r is the column to get |
---|
878 | ///\return the dual expression associated to the column |
---|
879 | DualExpr col(Col c) const { |
---|
880 | DualExpr e; |
---|
881 | _getColCoeffs(_lpId(c), ColIterator(std::inserter(e, e.end()), *this)); |
---|
882 | return e; |
---|
883 | } |
---|
884 | |
---|
885 | ///Add a new column to the LP |
---|
886 | |
---|
887 | ///\param e is a dual linear expression (see \ref DualExpr) |
---|
888 | ///\param obj is the corresponding component of the objective |
---|
889 | ///function. It is 0 by default. |
---|
890 | ///\return The created column. |
---|
891 | Col addCol(const DualExpr &e, Value o = 0) { |
---|
892 | Col c=addCol(); |
---|
893 | col(c,e); |
---|
894 | objCoeff(c,o); |
---|
895 | return c; |
---|
896 | } |
---|
897 | |
---|
898 | ///Add a new empty row (i.e a new constraint) to the LP |
---|
899 | |
---|
900 | ///This function adds a new empty row (i.e a new constraint) to the LP. |
---|
901 | ///\return The created row |
---|
902 | Row addRow() { Row r; _addRow(); r.id = rows.addId(); return r;} |
---|
903 | |
---|
904 | ///\brief Add several new rows |
---|
905 | ///(i.e a constraints) at once |
---|
906 | /// |
---|
907 | ///This magic function takes a container as its argument |
---|
908 | ///and fills its elements |
---|
909 | ///with new row (i.e. variables) |
---|
910 | ///\param t can be |
---|
911 | ///- a standard STL compatible iterable container with |
---|
912 | ///\ref Row as its \c values_type |
---|
913 | ///like |
---|
914 | ///\code |
---|
915 | ///std::vector<LpSolverBase::Row> |
---|
916 | ///std::list<LpSolverBase::Row> |
---|
917 | ///\endcode |
---|
918 | ///- a standard STL compatible iterable container with |
---|
919 | ///\ref Row as its \c mapped_type |
---|
920 | ///like |
---|
921 | ///\code |
---|
922 | ///std::map<AnyType,LpSolverBase::Row> |
---|
923 | ///\endcode |
---|
924 | ///- an iterable lemon \ref concepts::WriteMap "write map" like |
---|
925 | ///\code |
---|
926 | ///ListGraph::NodeMap<LpSolverBase::Row> |
---|
927 | ///ListGraph::EdgeMap<LpSolverBase::Row> |
---|
928 | ///\endcode |
---|
929 | ///\return The number of rows created. |
---|
930 | #ifdef DOXYGEN |
---|
931 | template<class T> |
---|
932 | int addRowSet(T &t) { return 0;} |
---|
933 | #else |
---|
934 | template<class T> |
---|
935 | typename enable_if<typename T::value_type::LpSolverRow,int>::type |
---|
936 | addRowSet(T &t,dummy<0> = 0) { |
---|
937 | int s=0; |
---|
938 | for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;} |
---|
939 | return s; |
---|
940 | } |
---|
941 | template<class T> |
---|
942 | typename enable_if<typename T::value_type::second_type::LpSolverRow, |
---|
943 | int>::type |
---|
944 | addRowSet(T &t,dummy<1> = 1) { |
---|
945 | int s=0; |
---|
946 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
947 | i->second=addRow(); |
---|
948 | s++; |
---|
949 | } |
---|
950 | return s; |
---|
951 | } |
---|
952 | template<class T> |
---|
953 | typename enable_if<typename T::MapIt::Value::LpSolverRow, |
---|
954 | int>::type |
---|
955 | addRowSet(T &t,dummy<2> = 2) { |
---|
956 | int s=0; |
---|
957 | for(typename T::MapIt i(t); i!=INVALID; ++i) |
---|
958 | { |
---|
959 | i.set(addRow()); |
---|
960 | s++; |
---|
961 | } |
---|
962 | return s; |
---|
963 | } |
---|
964 | #endif |
---|
965 | |
---|
966 | ///Set a row (i.e a constraint) of the LP |
---|
967 | |
---|
968 | ///\param r is the row to be modified |
---|
969 | ///\param l is lower bound (-\ref INF means no bound) |
---|
970 | ///\param e is a linear expression (see \ref Expr) |
---|
971 | ///\param u is the upper bound (\ref INF means no bound) |
---|
972 | ///\bug This is a temporary function. The interface will change to |
---|
973 | ///a better one. |
---|
974 | ///\todo Option to control whether a constraint with a single variable is |
---|
975 | ///added or not. |
---|
976 | void row(Row r, Value l, const Expr &e, Value u) { |
---|
977 | e.simplify(); |
---|
978 | _setRowCoeffs(_lpId(r), ConstRowIterator(e.begin(), *this), |
---|
979 | ConstRowIterator(e.end(), *this)); |
---|
980 | _setRowBounds(_lpId(r),l-e.constComp(),u-e.constComp()); |
---|
981 | } |
---|
982 | |
---|
983 | ///Set a row (i.e a constraint) of the LP |
---|
984 | |
---|
985 | ///\param r is the row to be modified |
---|
986 | ///\param c is a linear expression (see \ref Constr) |
---|
987 | void row(Row r, const Constr &c) { |
---|
988 | row(r, c.lowerBounded()?c.lowerBound():-INF, |
---|
989 | c.expr(), c.upperBounded()?c.upperBound():INF); |
---|
990 | } |
---|
991 | |
---|
992 | |
---|
993 | ///Get a row (i.e a constraint) of the LP |
---|
994 | |
---|
995 | ///\param r is the row to get |
---|
996 | ///\return the expression associated to the row |
---|
997 | Expr row(Row r) const { |
---|
998 | Expr e; |
---|
999 | _getRowCoeffs(_lpId(r), RowIterator(std::inserter(e, e.end()), *this)); |
---|
1000 | return e; |
---|
1001 | } |
---|
1002 | |
---|
1003 | ///Add a new row (i.e a new constraint) to the LP |
---|
1004 | |
---|
1005 | ///\param l is the lower bound (-\ref INF means no bound) |
---|
1006 | ///\param e is a linear expression (see \ref Expr) |
---|
1007 | ///\param u is the upper bound (\ref INF means no bound) |
---|
1008 | ///\return The created row. |
---|
1009 | ///\bug This is a temporary function. The interface will change to |
---|
1010 | ///a better one. |
---|
1011 | Row addRow(Value l,const Expr &e, Value u) { |
---|
1012 | Row r=addRow(); |
---|
1013 | row(r,l,e,u); |
---|
1014 | return r; |
---|
1015 | } |
---|
1016 | |
---|
1017 | ///Add a new row (i.e a new constraint) to the LP |
---|
1018 | |
---|
1019 | ///\param c is a linear expression (see \ref Constr) |
---|
1020 | ///\return The created row. |
---|
1021 | Row addRow(const Constr &c) { |
---|
1022 | Row r=addRow(); |
---|
1023 | row(r,c); |
---|
1024 | return r; |
---|
1025 | } |
---|
1026 | ///Erase a coloumn (i.e a variable) from the LP |
---|
1027 | |
---|
1028 | ///\param c is the coloumn to be deleted |
---|
1029 | ///\todo Please check this |
---|
1030 | void eraseCol(Col c) { |
---|
1031 | _eraseCol(_lpId(c)); |
---|
1032 | cols.eraseId(c.id); |
---|
1033 | } |
---|
1034 | ///Erase a row (i.e a constraint) from the LP |
---|
1035 | |
---|
1036 | ///\param r is the row to be deleted |
---|
1037 | ///\todo Please check this |
---|
1038 | void eraseRow(Row r) { |
---|
1039 | _eraseRow(_lpId(r)); |
---|
1040 | rows.eraseId(r.id); |
---|
1041 | } |
---|
1042 | |
---|
1043 | /// Get the name of a column |
---|
1044 | |
---|
1045 | ///\param c is the coresponding coloumn |
---|
1046 | ///\return The name of the colunm |
---|
1047 | std::string colName(Col c) const { |
---|
1048 | std::string name; |
---|
1049 | _getColName(_lpId(c), name); |
---|
1050 | return name; |
---|
1051 | } |
---|
1052 | |
---|
1053 | /// Set the name of a column |
---|
1054 | |
---|
1055 | ///\param c is the coresponding coloumn |
---|
1056 | ///\param name The name to be given |
---|
1057 | void colName(Col c, const std::string& name) { |
---|
1058 | _setColName(_lpId(c), name); |
---|
1059 | } |
---|
1060 | |
---|
1061 | /// Get the column by its name |
---|
1062 | |
---|
1063 | ///\param name The name of the column |
---|
1064 | ///\return the proper column or \c INVALID |
---|
1065 | Col colByName(const std::string& name) const { |
---|
1066 | int k = _colByName(name); |
---|
1067 | return k != -1 ? Col(cols.fixId(k)) : Col(INVALID); |
---|
1068 | } |
---|
1069 | |
---|
1070 | /// Set an element of the coefficient matrix of the LP |
---|
1071 | |
---|
1072 | ///\param r is the row of the element to be modified |
---|
1073 | ///\param c is the coloumn of the element to be modified |
---|
1074 | ///\param val is the new value of the coefficient |
---|
1075 | |
---|
1076 | void coeff(Row r, Col c, Value val) { |
---|
1077 | _setCoeff(_lpId(r),_lpId(c), val); |
---|
1078 | } |
---|
1079 | |
---|
1080 | /// Get an element of the coefficient matrix of the LP |
---|
1081 | |
---|
1082 | ///\param r is the row of the element in question |
---|
1083 | ///\param c is the coloumn of the element in question |
---|
1084 | ///\return the corresponding coefficient |
---|
1085 | |
---|
1086 | Value coeff(Row r, Col c) const { |
---|
1087 | return _getCoeff(_lpId(r),_lpId(c)); |
---|
1088 | } |
---|
1089 | |
---|
1090 | /// Set the lower bound of a column (i.e a variable) |
---|
1091 | |
---|
1092 | /// The lower bound of a variable (column) has to be given by an |
---|
1093 | /// extended number of type Value, i.e. a finite number of type |
---|
1094 | /// Value or -\ref INF. |
---|
1095 | void colLowerBound(Col c, Value value) { |
---|
1096 | _setColLowerBound(_lpId(c),value); |
---|
1097 | } |
---|
1098 | |
---|
1099 | /// Get the lower bound of a column (i.e a variable) |
---|
1100 | |
---|
1101 | /// This function returns the lower bound for column (variable) \t c |
---|
1102 | /// (this might be -\ref INF as well). |
---|
1103 | ///\return The lower bound for coloumn \t c |
---|
1104 | Value colLowerBound(Col c) const { |
---|
1105 | return _getColLowerBound(_lpId(c)); |
---|
1106 | } |
---|
1107 | |
---|
1108 | ///\brief Set the lower bound of several columns |
---|
1109 | ///(i.e a variables) at once |
---|
1110 | /// |
---|
1111 | ///This magic function takes a container as its argument |
---|
1112 | ///and applies the function on all of its elements. |
---|
1113 | /// The lower bound of a variable (column) has to be given by an |
---|
1114 | /// extended number of type Value, i.e. a finite number of type |
---|
1115 | /// Value or -\ref INF. |
---|
1116 | #ifdef DOXYGEN |
---|
1117 | template<class T> |
---|
1118 | void colLowerBound(T &t, Value value) { return 0;} |
---|
1119 | #else |
---|
1120 | template<class T> |
---|
1121 | typename enable_if<typename T::value_type::LpSolverCol,void>::type |
---|
1122 | colLowerBound(T &t, Value value,dummy<0> = 0) { |
---|
1123 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
1124 | colLowerBound(*i, value); |
---|
1125 | } |
---|
1126 | } |
---|
1127 | template<class T> |
---|
1128 | typename enable_if<typename T::value_type::second_type::LpSolverCol, |
---|
1129 | void>::type |
---|
1130 | colLowerBound(T &t, Value value,dummy<1> = 1) { |
---|
1131 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
1132 | colLowerBound(i->second, value); |
---|
1133 | } |
---|
1134 | } |
---|
1135 | template<class T> |
---|
1136 | typename enable_if<typename T::MapIt::Value::LpSolverCol, |
---|
1137 | void>::type |
---|
1138 | colLowerBound(T &t, Value value,dummy<2> = 2) { |
---|
1139 | for(typename T::MapIt i(t); i!=INVALID; ++i){ |
---|
1140 | colLowerBound(*i, value); |
---|
1141 | } |
---|
1142 | } |
---|
1143 | #endif |
---|
1144 | |
---|
1145 | /// Set the upper bound of a column (i.e a variable) |
---|
1146 | |
---|
1147 | /// The upper bound of a variable (column) has to be given by an |
---|
1148 | /// extended number of type Value, i.e. a finite number of type |
---|
1149 | /// Value or \ref INF. |
---|
1150 | void colUpperBound(Col c, Value value) { |
---|
1151 | _setColUpperBound(_lpId(c),value); |
---|
1152 | }; |
---|
1153 | |
---|
1154 | /// Get the upper bound of a column (i.e a variable) |
---|
1155 | |
---|
1156 | /// This function returns the upper bound for column (variable) \t c |
---|
1157 | /// (this might be \ref INF as well). |
---|
1158 | ///\return The upper bound for coloumn \t c |
---|
1159 | Value colUpperBound(Col c) const { |
---|
1160 | return _getColUpperBound(_lpId(c)); |
---|
1161 | } |
---|
1162 | |
---|
1163 | ///\brief Set the upper bound of several columns |
---|
1164 | ///(i.e a variables) at once |
---|
1165 | /// |
---|
1166 | ///This magic function takes a container as its argument |
---|
1167 | ///and applies the function on all of its elements. |
---|
1168 | /// The upper bound of a variable (column) has to be given by an |
---|
1169 | /// extended number of type Value, i.e. a finite number of type |
---|
1170 | /// Value or \ref INF. |
---|
1171 | #ifdef DOXYGEN |
---|
1172 | template<class T> |
---|
1173 | void colUpperBound(T &t, Value value) { return 0;} |
---|
1174 | #else |
---|
1175 | template<class T> |
---|
1176 | typename enable_if<typename T::value_type::LpSolverCol,void>::type |
---|
1177 | colUpperBound(T &t, Value value,dummy<0> = 0) { |
---|
1178 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
1179 | colUpperBound(*i, value); |
---|
1180 | } |
---|
1181 | } |
---|
1182 | template<class T> |
---|
1183 | typename enable_if<typename T::value_type::second_type::LpSolverCol, |
---|
1184 | void>::type |
---|
1185 | colUpperBound(T &t, Value value,dummy<1> = 1) { |
---|
1186 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
1187 | colUpperBound(i->second, value); |
---|
1188 | } |
---|
1189 | } |
---|
1190 | template<class T> |
---|
1191 | typename enable_if<typename T::MapIt::Value::LpSolverCol, |
---|
1192 | void>::type |
---|
1193 | colUpperBound(T &t, Value value,dummy<2> = 2) { |
---|
1194 | for(typename T::MapIt i(t); i!=INVALID; ++i){ |
---|
1195 | colUpperBound(*i, value); |
---|
1196 | } |
---|
1197 | } |
---|
1198 | #endif |
---|
1199 | |
---|
1200 | /// Set the lower and the upper bounds of a column (i.e a variable) |
---|
1201 | |
---|
1202 | /// The lower and the upper bounds of |
---|
1203 | /// a variable (column) have to be given by an |
---|
1204 | /// extended number of type Value, i.e. a finite number of type |
---|
1205 | /// Value, -\ref INF or \ref INF. |
---|
1206 | void colBounds(Col c, Value lower, Value upper) { |
---|
1207 | _setColLowerBound(_lpId(c),lower); |
---|
1208 | _setColUpperBound(_lpId(c),upper); |
---|
1209 | } |
---|
1210 | |
---|
1211 | ///\brief Set the lower and the upper bound of several columns |
---|
1212 | ///(i.e a variables) at once |
---|
1213 | /// |
---|
1214 | ///This magic function takes a container as its argument |
---|
1215 | ///and applies the function on all of its elements. |
---|
1216 | /// The lower and the upper bounds of |
---|
1217 | /// a variable (column) have to be given by an |
---|
1218 | /// extended number of type Value, i.e. a finite number of type |
---|
1219 | /// Value, -\ref INF or \ref INF. |
---|
1220 | #ifdef DOXYGEN |
---|
1221 | template<class T> |
---|
1222 | void colBounds(T &t, Value lower, Value upper) { return 0;} |
---|
1223 | #else |
---|
1224 | template<class T> |
---|
1225 | typename enable_if<typename T::value_type::LpSolverCol,void>::type |
---|
1226 | colBounds(T &t, Value lower, Value upper,dummy<0> = 0) { |
---|
1227 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
1228 | colBounds(*i, lower, upper); |
---|
1229 | } |
---|
1230 | } |
---|
1231 | template<class T> |
---|
1232 | typename enable_if<typename T::value_type::second_type::LpSolverCol, |
---|
1233 | void>::type |
---|
1234 | colBounds(T &t, Value lower, Value upper,dummy<1> = 1) { |
---|
1235 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
1236 | colBounds(i->second, lower, upper); |
---|
1237 | } |
---|
1238 | } |
---|
1239 | template<class T> |
---|
1240 | typename enable_if<typename T::MapIt::Value::LpSolverCol, |
---|
1241 | void>::type |
---|
1242 | colBounds(T &t, Value lower, Value upper,dummy<2> = 2) { |
---|
1243 | for(typename T::MapIt i(t); i!=INVALID; ++i){ |
---|
1244 | colBounds(*i, lower, upper); |
---|
1245 | } |
---|
1246 | } |
---|
1247 | #endif |
---|
1248 | |
---|
1249 | |
---|
1250 | /// Set the lower and the upper bounds of a row (i.e a constraint) |
---|
1251 | |
---|
1252 | /// The lower and the upper bound of a constraint (row) have to be |
---|
1253 | /// given by an extended number of type Value, i.e. a finite |
---|
1254 | /// number of type Value, -\ref INF or \ref INF. There is no |
---|
1255 | /// separate function for the lower and the upper bound because |
---|
1256 | /// that would have been hard to implement for CPLEX. |
---|
1257 | void rowBounds(Row c, Value lower, Value upper) { |
---|
1258 | _setRowBounds(_lpId(c),lower, upper); |
---|
1259 | } |
---|
1260 | |
---|
1261 | /// Get the lower and the upper bounds of a row (i.e a constraint) |
---|
1262 | |
---|
1263 | /// The lower and the upper bound of |
---|
1264 | /// a constraint (row) are |
---|
1265 | /// extended numbers of type Value, i.e. finite numbers of type |
---|
1266 | /// Value, -\ref INF or \ref INF. |
---|
1267 | /// \todo There is no separate function for the |
---|
1268 | /// lower and the upper bound because we had problems with the |
---|
1269 | /// implementation of the setting functions for CPLEX: |
---|
1270 | /// check out whether this can be done for these functions. |
---|
1271 | void getRowBounds(Row c, Value &lower, Value &upper) const { |
---|
1272 | _getRowBounds(_lpId(c),lower, upper); |
---|
1273 | } |
---|
1274 | |
---|
1275 | ///Set an element of the objective function |
---|
1276 | void objCoeff(Col c, Value v) {_setObjCoeff(_lpId(c),v); }; |
---|
1277 | |
---|
1278 | ///Get an element of the objective function |
---|
1279 | Value objCoeff(Col c) const { return _getObjCoeff(_lpId(c)); }; |
---|
1280 | |
---|
1281 | ///Set the objective function |
---|
1282 | |
---|
1283 | ///\param e is a linear expression of type \ref Expr. |
---|
1284 | void obj(Expr e) { |
---|
1285 | _clearObj(); |
---|
1286 | for (Expr::iterator i=e.begin(); i!=e.end(); ++i) |
---|
1287 | objCoeff((*i).first,(*i).second); |
---|
1288 | obj_const_comp=e.constComp(); |
---|
1289 | } |
---|
1290 | |
---|
1291 | ///Get the objective function |
---|
1292 | |
---|
1293 | ///\return the objective function as a linear expression of type \ref Expr. |
---|
1294 | Expr obj() const { |
---|
1295 | Expr e; |
---|
1296 | for (ColIt it(*this); it != INVALID; ++it) { |
---|
1297 | double c = objCoeff(it); |
---|
1298 | if (c != 0.0) { |
---|
1299 | e.insert(std::make_pair(it, c)); |
---|
1300 | } |
---|
1301 | } |
---|
1302 | return e; |
---|
1303 | } |
---|
1304 | |
---|
1305 | |
---|
1306 | ///Maximize |
---|
1307 | void max() { _setMax(); } |
---|
1308 | ///Minimize |
---|
1309 | void min() { _setMin(); } |
---|
1310 | |
---|
1311 | ///Query function: is this a maximization problem? |
---|
1312 | bool isMax() const {return _isMax(); } |
---|
1313 | |
---|
1314 | ///Query function: is this a minimization problem? |
---|
1315 | bool isMin() const {return !isMax(); } |
---|
1316 | |
---|
1317 | ///@} |
---|
1318 | |
---|
1319 | |
---|
1320 | ///\name Solve the LP |
---|
1321 | |
---|
1322 | ///@{ |
---|
1323 | |
---|
1324 | ///\e Solve the LP problem at hand |
---|
1325 | /// |
---|
1326 | ///\return The result of the optimization procedure. Possible |
---|
1327 | ///values and their meanings can be found in the documentation of |
---|
1328 | ///\ref SolveExitStatus. |
---|
1329 | /// |
---|
1330 | ///\todo Which method is used to solve the problem |
---|
1331 | SolveExitStatus solve() { return _solve(); } |
---|
1332 | |
---|
1333 | ///@} |
---|
1334 | |
---|
1335 | ///\name Obtain the solution |
---|
1336 | |
---|
1337 | ///@{ |
---|
1338 | |
---|
1339 | /// The status of the primal problem (the original LP problem) |
---|
1340 | SolutionStatus primalStatus() const { |
---|
1341 | return _getPrimalStatus(); |
---|
1342 | } |
---|
1343 | |
---|
1344 | /// The status of the dual (of the original LP) problem |
---|
1345 | SolutionStatus dualStatus() const { |
---|
1346 | return _getDualStatus(); |
---|
1347 | } |
---|
1348 | |
---|
1349 | ///The type of the original LP problem |
---|
1350 | ProblemTypes problemType() const { |
---|
1351 | return _getProblemType(); |
---|
1352 | } |
---|
1353 | |
---|
1354 | ///\e |
---|
1355 | Value primal(Col c) const { return _getPrimal(_lpId(c)); } |
---|
1356 | ///\e |
---|
1357 | Value primal(const Expr& e) const { |
---|
1358 | double res = e.constComp(); |
---|
1359 | for (std::map<Col, double>::const_iterator it = e.begin(); |
---|
1360 | it != e.end(); ++it) { |
---|
1361 | res += _getPrimal(_lpId(it->first)) * it->second; |
---|
1362 | } |
---|
1363 | return res; |
---|
1364 | } |
---|
1365 | |
---|
1366 | ///\e |
---|
1367 | Value dual(Row r) const { return _getDual(_lpId(r)); } |
---|
1368 | ///\e |
---|
1369 | Value dual(const DualExpr& e) const { |
---|
1370 | double res = 0.0; |
---|
1371 | for (std::map<Row, double>::const_iterator it = e.begin(); |
---|
1372 | it != e.end(); ++it) { |
---|
1373 | res += _getPrimal(_lpId(it->first)) * it->second; |
---|
1374 | } |
---|
1375 | return res; |
---|
1376 | } |
---|
1377 | |
---|
1378 | ///\e |
---|
1379 | bool isBasicCol(Col c) const { return _isBasicCol(_lpId(c)); } |
---|
1380 | |
---|
1381 | ///\e |
---|
1382 | |
---|
1383 | ///\return |
---|
1384 | ///- \ref INF or -\ref INF means either infeasibility or unboundedness |
---|
1385 | /// of the primal problem, depending on whether we minimize or maximize. |
---|
1386 | ///- \ref NaN if no primal solution is found. |
---|
1387 | ///- The (finite) objective value if an optimal solution is found. |
---|
1388 | Value primalValue() const { return _getPrimalValue()+obj_const_comp;} |
---|
1389 | ///@} |
---|
1390 | |
---|
1391 | }; |
---|
1392 | |
---|
1393 | |
---|
1394 | /// \ingroup lp_group |
---|
1395 | /// |
---|
1396 | /// \brief Common base class for MIP solvers |
---|
1397 | /// \todo Much more docs |
---|
1398 | class MipSolverBase : virtual public LpSolverBase{ |
---|
1399 | public: |
---|
1400 | |
---|
1401 | ///Possible variable (coloumn) types (e.g. real, integer, binary etc.) |
---|
1402 | enum ColTypes { |
---|
1403 | ///Continuous variable |
---|
1404 | REAL = 0, |
---|
1405 | ///Integer variable |
---|
1406 | |
---|
1407 | ///Unfortunately, cplex 7.5 somewhere writes something like |
---|
1408 | ///#define INTEGER 'I' |
---|
1409 | INT = 1 |
---|
1410 | ///\todo No support for other types yet. |
---|
1411 | }; |
---|
1412 | |
---|
1413 | ///Sets the type of the given coloumn to the given type |
---|
1414 | /// |
---|
1415 | ///Sets the type of the given coloumn to the given type. |
---|
1416 | void colType(Col c, ColTypes col_type) { |
---|
1417 | _colType(_lpId(c),col_type); |
---|
1418 | } |
---|
1419 | |
---|
1420 | ///Gives back the type of the column. |
---|
1421 | /// |
---|
1422 | ///Gives back the type of the column. |
---|
1423 | ColTypes colType(Col c) const { |
---|
1424 | return _colType(_lpId(c)); |
---|
1425 | } |
---|
1426 | |
---|
1427 | ///Sets the type of the given Col to integer or remove that property. |
---|
1428 | /// |
---|
1429 | ///Sets the type of the given Col to integer or remove that property. |
---|
1430 | void integer(Col c, bool enable) { |
---|
1431 | if (enable) |
---|
1432 | colType(c,INT); |
---|
1433 | else |
---|
1434 | colType(c,REAL); |
---|
1435 | } |
---|
1436 | |
---|
1437 | ///Gives back whether the type of the column is integer or not. |
---|
1438 | /// |
---|
1439 | ///Gives back the type of the column. |
---|
1440 | ///\return true if the column has integer type and false if not. |
---|
1441 | bool integer(Col c) const { |
---|
1442 | return (colType(c)==INT); |
---|
1443 | } |
---|
1444 | |
---|
1445 | /// The status of the MIP problem |
---|
1446 | SolutionStatus mipStatus() const { |
---|
1447 | return _getMipStatus(); |
---|
1448 | } |
---|
1449 | |
---|
1450 | protected: |
---|
1451 | |
---|
1452 | virtual ColTypes _colType(int col) const = 0; |
---|
1453 | virtual void _colType(int col, ColTypes col_type) = 0; |
---|
1454 | virtual SolutionStatus _getMipStatus() const = 0; |
---|
1455 | |
---|
1456 | }; |
---|
1457 | |
---|
1458 | ///\relates LpSolverBase::Expr |
---|
1459 | /// |
---|
1460 | inline LpSolverBase::Expr operator+(const LpSolverBase::Expr &a, |
---|
1461 | const LpSolverBase::Expr &b) |
---|
1462 | { |
---|
1463 | LpSolverBase::Expr tmp(a); |
---|
1464 | tmp+=b; |
---|
1465 | return tmp; |
---|
1466 | } |
---|
1467 | ///\e |
---|
1468 | |
---|
1469 | ///\relates LpSolverBase::Expr |
---|
1470 | /// |
---|
1471 | inline LpSolverBase::Expr operator-(const LpSolverBase::Expr &a, |
---|
1472 | const LpSolverBase::Expr &b) |
---|
1473 | { |
---|
1474 | LpSolverBase::Expr tmp(a); |
---|
1475 | tmp-=b; |
---|
1476 | return tmp; |
---|
1477 | } |
---|
1478 | ///\e |
---|
1479 | |
---|
1480 | ///\relates LpSolverBase::Expr |
---|
1481 | /// |
---|
1482 | inline LpSolverBase::Expr operator*(const LpSolverBase::Expr &a, |
---|
1483 | const LpSolverBase::Value &b) |
---|
1484 | { |
---|
1485 | LpSolverBase::Expr tmp(a); |
---|
1486 | tmp*=b; |
---|
1487 | return tmp; |
---|
1488 | } |
---|
1489 | |
---|
1490 | ///\e |
---|
1491 | |
---|
1492 | ///\relates LpSolverBase::Expr |
---|
1493 | /// |
---|
1494 | inline LpSolverBase::Expr operator*(const LpSolverBase::Value &a, |
---|
1495 | const LpSolverBase::Expr &b) |
---|
1496 | { |
---|
1497 | LpSolverBase::Expr tmp(b); |
---|
1498 | tmp*=a; |
---|
1499 | return tmp; |
---|
1500 | } |
---|
1501 | ///\e |
---|
1502 | |
---|
1503 | ///\relates LpSolverBase::Expr |
---|
1504 | /// |
---|
1505 | inline LpSolverBase::Expr operator/(const LpSolverBase::Expr &a, |
---|
1506 | const LpSolverBase::Value &b) |
---|
1507 | { |
---|
1508 | LpSolverBase::Expr tmp(a); |
---|
1509 | tmp/=b; |
---|
1510 | return tmp; |
---|
1511 | } |
---|
1512 | |
---|
1513 | ///\e |
---|
1514 | |
---|
1515 | ///\relates LpSolverBase::Constr |
---|
1516 | /// |
---|
1517 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, |
---|
1518 | const LpSolverBase::Expr &f) |
---|
1519 | { |
---|
1520 | return LpSolverBase::Constr(-LpSolverBase::INF,e-f,0); |
---|
1521 | } |
---|
1522 | |
---|
1523 | ///\e |
---|
1524 | |
---|
1525 | ///\relates LpSolverBase::Constr |
---|
1526 | /// |
---|
1527 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &e, |
---|
1528 | const LpSolverBase::Expr &f) |
---|
1529 | { |
---|
1530 | return LpSolverBase::Constr(e,f); |
---|
1531 | } |
---|
1532 | |
---|
1533 | ///\e |
---|
1534 | |
---|
1535 | ///\relates LpSolverBase::Constr |
---|
1536 | /// |
---|
1537 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, |
---|
1538 | const LpSolverBase::Value &f) |
---|
1539 | { |
---|
1540 | return LpSolverBase::Constr(-LpSolverBase::INF,e,f); |
---|
1541 | } |
---|
1542 | |
---|
1543 | ///\e |
---|
1544 | |
---|
1545 | ///\relates LpSolverBase::Constr |
---|
1546 | /// |
---|
1547 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, |
---|
1548 | const LpSolverBase::Expr &f) |
---|
1549 | { |
---|
1550 | return LpSolverBase::Constr(-LpSolverBase::INF,f-e,0); |
---|
1551 | } |
---|
1552 | |
---|
1553 | |
---|
1554 | ///\e |
---|
1555 | |
---|
1556 | ///\relates LpSolverBase::Constr |
---|
1557 | /// |
---|
1558 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &e, |
---|
1559 | const LpSolverBase::Expr &f) |
---|
1560 | { |
---|
1561 | return LpSolverBase::Constr(f,e); |
---|
1562 | } |
---|
1563 | |
---|
1564 | |
---|
1565 | ///\e |
---|
1566 | |
---|
1567 | ///\relates LpSolverBase::Constr |
---|
1568 | /// |
---|
1569 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, |
---|
1570 | const LpSolverBase::Value &f) |
---|
1571 | { |
---|
1572 | return LpSolverBase::Constr(f,e,LpSolverBase::INF); |
---|
1573 | } |
---|
1574 | |
---|
1575 | ///\e |
---|
1576 | |
---|
1577 | ///\relates LpSolverBase::Constr |
---|
1578 | /// |
---|
1579 | inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e, |
---|
1580 | const LpSolverBase::Value &f) |
---|
1581 | { |
---|
1582 | return LpSolverBase::Constr(f,e,f); |
---|
1583 | } |
---|
1584 | |
---|
1585 | ///\e |
---|
1586 | |
---|
1587 | ///\relates LpSolverBase::Constr |
---|
1588 | /// |
---|
1589 | inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e, |
---|
1590 | const LpSolverBase::Expr &f) |
---|
1591 | { |
---|
1592 | return LpSolverBase::Constr(0,e-f,0); |
---|
1593 | } |
---|
1594 | |
---|
1595 | ///\e |
---|
1596 | |
---|
1597 | ///\relates LpSolverBase::Constr |
---|
1598 | /// |
---|
1599 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &n, |
---|
1600 | const LpSolverBase::Constr&c) |
---|
1601 | { |
---|
1602 | LpSolverBase::Constr tmp(c); |
---|
1603 | LEMON_ASSERT(LpSolverBase::isNaN(tmp.lowerBound()), "Wrong LP constraint"); |
---|
1604 | tmp.lowerBound()=n; |
---|
1605 | return tmp; |
---|
1606 | } |
---|
1607 | ///\e |
---|
1608 | |
---|
1609 | ///\relates LpSolverBase::Constr |
---|
1610 | /// |
---|
1611 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Constr& c, |
---|
1612 | const LpSolverBase::Value &n) |
---|
1613 | { |
---|
1614 | LpSolverBase::Constr tmp(c); |
---|
1615 | LEMON_ASSERT(LpSolverBase::isNaN(tmp.upperBound()), "Wrong LP constraint"); |
---|
1616 | tmp.upperBound()=n; |
---|
1617 | return tmp; |
---|
1618 | } |
---|
1619 | |
---|
1620 | ///\e |
---|
1621 | |
---|
1622 | ///\relates LpSolverBase::Constr |
---|
1623 | /// |
---|
1624 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &n, |
---|
1625 | const LpSolverBase::Constr&c) |
---|
1626 | { |
---|
1627 | LpSolverBase::Constr tmp(c); |
---|
1628 | LEMON_ASSERT(LpSolverBase::isNaN(tmp.upperBound()), "Wrong LP constraint"); |
---|
1629 | tmp.upperBound()=n; |
---|
1630 | return tmp; |
---|
1631 | } |
---|
1632 | ///\e |
---|
1633 | |
---|
1634 | ///\relates LpSolverBase::Constr |
---|
1635 | /// |
---|
1636 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Constr& c, |
---|
1637 | const LpSolverBase::Value &n) |
---|
1638 | { |
---|
1639 | LpSolverBase::Constr tmp(c); |
---|
1640 | LEMON_ASSERT(LpSolverBase::isNaN(tmp.lowerBound()), "Wrong LP constraint"); |
---|
1641 | tmp.lowerBound()=n; |
---|
1642 | return tmp; |
---|
1643 | } |
---|
1644 | |
---|
1645 | ///\e |
---|
1646 | |
---|
1647 | ///\relates LpSolverBase::DualExpr |
---|
1648 | /// |
---|
1649 | inline LpSolverBase::DualExpr operator+(const LpSolverBase::DualExpr &a, |
---|
1650 | const LpSolverBase::DualExpr &b) |
---|
1651 | { |
---|
1652 | LpSolverBase::DualExpr tmp(a); |
---|
1653 | tmp+=b; |
---|
1654 | return tmp; |
---|
1655 | } |
---|
1656 | ///\e |
---|
1657 | |
---|
1658 | ///\relates LpSolverBase::DualExpr |
---|
1659 | /// |
---|
1660 | inline LpSolverBase::DualExpr operator-(const LpSolverBase::DualExpr &a, |
---|
1661 | const LpSolverBase::DualExpr &b) |
---|
1662 | { |
---|
1663 | LpSolverBase::DualExpr tmp(a); |
---|
1664 | tmp-=b; |
---|
1665 | return tmp; |
---|
1666 | } |
---|
1667 | ///\e |
---|
1668 | |
---|
1669 | ///\relates LpSolverBase::DualExpr |
---|
1670 | /// |
---|
1671 | inline LpSolverBase::DualExpr operator*(const LpSolverBase::DualExpr &a, |
---|
1672 | const LpSolverBase::Value &b) |
---|
1673 | { |
---|
1674 | LpSolverBase::DualExpr tmp(a); |
---|
1675 | tmp*=b; |
---|
1676 | return tmp; |
---|
1677 | } |
---|
1678 | |
---|
1679 | ///\e |
---|
1680 | |
---|
1681 | ///\relates LpSolverBase::DualExpr |
---|
1682 | /// |
---|
1683 | inline LpSolverBase::DualExpr operator*(const LpSolverBase::Value &a, |
---|
1684 | const LpSolverBase::DualExpr &b) |
---|
1685 | { |
---|
1686 | LpSolverBase::DualExpr tmp(b); |
---|
1687 | tmp*=a; |
---|
1688 | return tmp; |
---|
1689 | } |
---|
1690 | ///\e |
---|
1691 | |
---|
1692 | ///\relates LpSolverBase::DualExpr |
---|
1693 | /// |
---|
1694 | inline LpSolverBase::DualExpr operator/(const LpSolverBase::DualExpr &a, |
---|
1695 | const LpSolverBase::Value &b) |
---|
1696 | { |
---|
1697 | LpSolverBase::DualExpr tmp(a); |
---|
1698 | tmp/=b; |
---|
1699 | return tmp; |
---|
1700 | } |
---|
1701 | |
---|
1702 | |
---|
1703 | } //namespace lemon |
---|
1704 | |
---|
1705 | #endif //LEMON_LP_BASE_H |
---|