[481] | 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 | #include<iostream> |
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| 20 | #include<lemon/lp_soplex.h> |
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| 21 | |
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| 22 | #include <soplex/soplex.h> |
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| 23 | |
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| 24 | |
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| 25 | ///\file |
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| 26 | ///\brief Implementation of the LEMON-SOPLEX lp solver interface. |
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| 27 | namespace lemon { |
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| 28 | |
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| 29 | LpSoplex::LpSoplex() : LpSolverBase() { |
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| 30 | rows.setIdHandler(relocateIdHandler); |
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| 31 | cols.setIdHandler(relocateIdHandler); |
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| 32 | soplex = new soplex::SoPlex; |
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| 33 | solved = false; |
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| 34 | } |
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| 35 | |
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| 36 | LpSoplex::~LpSoplex() { |
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| 37 | delete soplex; |
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| 38 | } |
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| 39 | |
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| 40 | LpSoplex::LpSoplex(const LpSoplex& lp) : LpSolverBase() { |
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| 41 | rows = lp.rows; |
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| 42 | rows.setIdHandler(relocateIdHandler); |
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| 43 | |
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| 44 | cols = lp.cols; |
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| 45 | cols.setIdHandler(relocateIdHandler); |
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| 46 | |
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| 47 | soplex = new soplex::SoPlex; |
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| 48 | (*static_cast<soplex::SPxLP*>(soplex)) = *(lp.soplex); |
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| 49 | |
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| 50 | colNames = lp.colNames; |
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| 51 | invColNames = lp.invColNames; |
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| 52 | |
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| 53 | primal_value = lp.primal_value; |
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| 54 | dual_value = lp.dual_value; |
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| 55 | |
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| 56 | } |
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| 57 | |
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| 58 | LpSolverBase* LpSoplex::_newLp() { |
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| 59 | LpSoplex* newlp = new LpSoplex(); |
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| 60 | return newlp; |
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| 61 | } |
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| 62 | |
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| 63 | LpSolverBase* LpSoplex::_copyLp() { |
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| 64 | LpSoplex* newlp = new LpSoplex(*this); |
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| 65 | return newlp; |
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| 66 | } |
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| 67 | |
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| 68 | int LpSoplex::_addCol() { |
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| 69 | soplex::LPCol c; |
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| 70 | c.setLower(-soplex::infinity); |
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| 71 | c.setUpper(soplex::infinity); |
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| 72 | soplex->addCol(c); |
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| 73 | |
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| 74 | colNames.push_back(std::string()); |
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| 75 | primal_value.push_back(0.0); |
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| 76 | solved = false; |
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| 77 | |
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| 78 | return soplex->nCols() - 1; |
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| 79 | } |
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| 80 | |
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| 81 | int LpSoplex::_addRow() { |
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| 82 | soplex::LPRow r; |
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| 83 | r.setLhs(-soplex::infinity); |
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| 84 | r.setRhs(soplex::infinity); |
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| 85 | soplex->addRow(r); |
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| 86 | |
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| 87 | dual_value.push_back(0.0); |
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| 88 | solved = false; |
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| 89 | |
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| 90 | return soplex->nRows() - 1; |
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| 91 | } |
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| 92 | |
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| 93 | |
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| 94 | void LpSoplex::_eraseCol(int i) { |
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| 95 | soplex->removeCol(i); |
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| 96 | invColNames.erase(colNames[i]); |
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| 97 | colNames[i] = colNames.back(); |
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| 98 | invColNames[colNames.back()] = i; |
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| 99 | colNames.pop_back(); |
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| 100 | primal_value[i] = primal_value.back(); |
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| 101 | primal_value.pop_back(); |
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| 102 | solved = false; |
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| 103 | } |
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| 104 | |
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| 105 | void LpSoplex::_eraseRow(int i) { |
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| 106 | soplex->removeRow(i); |
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| 107 | dual_value[i] = dual_value.back(); |
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| 108 | dual_value.pop_back(); |
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| 109 | solved = false; |
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| 110 | } |
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| 111 | |
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| 112 | void LpSoplex::_getColName(int c, std::string &name) const { |
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| 113 | name = colNames[c]; |
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| 114 | } |
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| 115 | |
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| 116 | void LpSoplex::_setColName(int c, const std::string &name) { |
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| 117 | invColNames.erase(colNames[c]); |
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| 118 | colNames[c] = name; |
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| 119 | if (!name.empty()) { |
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| 120 | invColNames.insert(std::make_pair(name, c)); |
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| 121 | } |
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| 122 | } |
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| 123 | |
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| 124 | int LpSoplex::_colByName(const std::string& name) const { |
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| 125 | std::map<std::string, int>::const_iterator it = |
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| 126 | invColNames.find(name); |
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| 127 | if (it != invColNames.end()) { |
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| 128 | return it->second; |
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| 129 | } else { |
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| 130 | return -1; |
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| 131 | } |
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| 132 | } |
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| 133 | |
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| 134 | |
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| 135 | void LpSoplex::_setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e) { |
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| 136 | for (int j = 0; j < soplex->nCols(); ++j) { |
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| 137 | soplex->changeElement(i, j, 0.0); |
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| 138 | } |
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| 139 | for(ConstRowIterator it = b; it != e; ++it) { |
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| 140 | soplex->changeElement(i, it->first, it->second); |
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| 141 | } |
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| 142 | solved = false; |
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| 143 | } |
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| 144 | |
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| 145 | void LpSoplex::_getRowCoeffs(int i, RowIterator b) const { |
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| 146 | const soplex::SVector& vec = soplex->rowVector(i); |
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| 147 | for (int k = 0; k < vec.size(); ++k) { |
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| 148 | *b = std::make_pair(vec.index(k), vec.value(k)); |
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| 149 | ++b; |
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| 150 | } |
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| 151 | } |
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| 152 | |
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| 153 | void LpSoplex::_setColCoeffs(int j, ConstColIterator b, ConstColIterator e) { |
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| 154 | for (int i = 0; i < soplex->nRows(); ++i) { |
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| 155 | soplex->changeElement(i, j, 0.0); |
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| 156 | } |
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| 157 | for(ConstColIterator it = b; it != e; ++it) { |
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| 158 | soplex->changeElement(it->first, j, it->second); |
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| 159 | } |
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| 160 | solved = false; |
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| 161 | } |
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| 162 | |
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| 163 | void LpSoplex::_getColCoeffs(int i, ColIterator b) const { |
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| 164 | const soplex::SVector& vec = soplex->colVector(i); |
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| 165 | for (int k = 0; k < vec.size(); ++k) { |
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| 166 | *b = std::make_pair(vec.index(k), vec.value(k)); |
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| 167 | ++b; |
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| 168 | } |
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| 169 | } |
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| 170 | |
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| 171 | void LpSoplex::_setCoeff(int i, int j, Value value) { |
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| 172 | soplex->changeElement(i, j, value); |
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| 173 | solved = false; |
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| 174 | } |
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| 175 | |
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| 176 | LpSoplex::Value LpSoplex::_getCoeff(int i, int j) const { |
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| 177 | return soplex->rowVector(i)[j]; |
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| 178 | } |
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| 179 | |
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| 180 | void LpSoplex::_setColLowerBound(int i, Value value) { |
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| 181 | soplex->changeLower(i, value != -INF ? value : -soplex::infinity); |
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| 182 | solved = false; |
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| 183 | } |
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| 184 | |
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| 185 | LpSoplex::Value LpSoplex::_getColLowerBound(int i) const { |
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| 186 | double value = soplex->lower(i); |
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| 187 | return value != -soplex::infinity ? value : -INF; |
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| 188 | } |
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| 189 | |
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| 190 | void LpSoplex::_setColUpperBound(int i, Value value) { |
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| 191 | soplex->changeUpper(i, value != INF ? value : soplex::infinity); |
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| 192 | solved = false; |
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| 193 | } |
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| 194 | |
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| 195 | LpSoplex::Value LpSoplex::_getColUpperBound(int i) const { |
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| 196 | double value = soplex->upper(i); |
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| 197 | return value != soplex::infinity ? value : INF; |
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| 198 | } |
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| 199 | |
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| 200 | void LpSoplex::_setRowBounds(int i, Value lb, Value ub) { |
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| 201 | soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, |
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| 202 | ub != INF ? ub : soplex::infinity); |
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| 203 | solved = false; |
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| 204 | } |
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| 205 | void LpSoplex::_getRowBounds(int i, Value &lower, Value &upper) const { |
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| 206 | lower = soplex->lhs(i); |
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| 207 | if (lower == -soplex::infinity) lower = -INF; |
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| 208 | upper = soplex->rhs(i); |
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| 209 | if (upper == -soplex::infinity) upper = INF; |
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| 210 | } |
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| 211 | |
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| 212 | void LpSoplex::_setObjCoeff(int i, Value obj_coef) { |
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| 213 | soplex->changeObj(i, obj_coef); |
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| 214 | solved = false; |
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| 215 | } |
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| 216 | |
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| 217 | LpSoplex::Value LpSoplex::_getObjCoeff(int i) const { |
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| 218 | return soplex->obj(i); |
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| 219 | } |
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| 220 | |
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| 221 | void LpSoplex::_clearObj() { |
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| 222 | for (int i = 0; i < soplex->nCols(); ++i) { |
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| 223 | soplex->changeObj(i, 0.0); |
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| 224 | } |
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| 225 | solved = false; |
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| 226 | } |
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| 227 | |
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| 228 | LpSoplex::SolveExitStatus LpSoplex::_solve() { |
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| 229 | soplex::SPxSolver::Status status = soplex->solve(); |
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| 230 | |
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| 231 | soplex::Vector pv(primal_value.size(), &primal_value[0]); |
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| 232 | soplex->getPrimal(pv); |
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| 233 | |
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| 234 | soplex::Vector dv(dual_value.size(), &dual_value[0]); |
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| 235 | soplex->getDual(dv); |
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| 236 | |
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| 237 | switch (status) { |
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| 238 | case soplex::SPxSolver::OPTIMAL: |
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| 239 | case soplex::SPxSolver::INFEASIBLE: |
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| 240 | case soplex::SPxSolver::UNBOUNDED: |
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| 241 | solved = true; |
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| 242 | return SOLVED; |
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| 243 | default: |
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| 244 | return UNSOLVED; |
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| 245 | } |
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| 246 | } |
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| 247 | |
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| 248 | LpSoplex::Value LpSoplex::_getPrimal(int i) const { |
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| 249 | return primal_value[i]; |
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| 250 | } |
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| 251 | |
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| 252 | LpSoplex::Value LpSoplex::_getDual(int i) const { |
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| 253 | return dual_value[i]; |
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| 254 | } |
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| 255 | |
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| 256 | LpSoplex::Value LpSoplex::_getPrimalValue() const { |
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| 257 | return soplex->objValue(); |
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| 258 | } |
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| 259 | |
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| 260 | bool LpSoplex::_isBasicCol(int i) const { |
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| 261 | return soplex->getBasisColStatus(i) == soplex::SPxSolver::BASIC; |
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| 262 | } |
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| 263 | |
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| 264 | LpSoplex::SolutionStatus LpSoplex::_getPrimalStatus() const { |
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| 265 | if (!solved) return UNDEFINED; |
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| 266 | switch (soplex->status()) { |
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| 267 | case soplex::SPxSolver::OPTIMAL: |
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| 268 | return OPTIMAL; |
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| 269 | case soplex::SPxSolver::UNBOUNDED: |
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| 270 | return INFINITE; |
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| 271 | case soplex::SPxSolver::INFEASIBLE: |
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| 272 | return INFEASIBLE; |
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| 273 | default: |
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| 274 | return UNDEFINED; |
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| 275 | } |
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| 276 | } |
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| 277 | |
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| 278 | LpSoplex::SolutionStatus LpSoplex::_getDualStatus() const { |
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| 279 | if (!solved) return UNDEFINED; |
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| 280 | switch (soplex->status()) { |
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| 281 | case soplex::SPxSolver::OPTIMAL: |
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| 282 | return OPTIMAL; |
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| 283 | case soplex::SPxSolver::UNBOUNDED: |
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| 284 | return INFEASIBLE; |
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| 285 | default: |
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| 286 | return UNDEFINED; |
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| 287 | } |
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| 288 | } |
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| 289 | |
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| 290 | LpSoplex::ProblemTypes LpSoplex::_getProblemType() const { |
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| 291 | if (!solved) return UNKNOWN; |
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| 292 | switch (soplex->status()) { |
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| 293 | case soplex::SPxSolver::OPTIMAL: |
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| 294 | return PRIMAL_DUAL_FEASIBLE; |
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| 295 | case soplex::SPxSolver::UNBOUNDED: |
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| 296 | return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; |
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| 297 | default: |
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| 298 | return UNKNOWN; |
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| 299 | } |
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| 300 | } |
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| 301 | |
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| 302 | void LpSoplex::_setMax() { |
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| 303 | soplex->changeSense(soplex::SPxSolver::MAXIMIZE); |
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| 304 | solved = false; |
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| 305 | } |
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| 306 | void LpSoplex::_setMin() { |
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| 307 | soplex->changeSense(soplex::SPxSolver::MINIMIZE); |
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| 308 | solved = false; |
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| 309 | } |
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| 310 | bool LpSoplex::_isMax() const { |
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| 311 | return soplex->spxSense() == soplex::SPxSolver::MAXIMIZE; |
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| 312 | } |
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| 313 | |
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| 314 | |
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| 315 | } //namespace lemon |
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| 316 | |
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