COIN-OR::LEMON - Graph Library

source: lemon/test/lp_test.cc @ 1300:62dba6c90f35

Last change on this file since 1300:62dba6c90f35 was 1300:62dba6c90f35, checked in by Alpar Juttner <alpar@…>, 6 years ago

Fix default LP/MIP setting (#479)

File size: 10.1 KB
Line 
1/* -*- mode: C++; indent-tabs-mode: nil; -*-
2 *
3 * This file is a part of LEMON, a generic C++ optimization library.
4 *
5 * Copyright (C) 2003-2013
6 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
7 * (Egervary Research Group on Combinatorial Optimization, EGRES).
8 *
9 * Permission to use, modify and distribute this software is granted
10 * provided that this copyright notice appears in all copies. For
11 * precise terms see the accompanying LICENSE file.
12 *
13 * This software is provided "AS IS" with no warranty of any kind,
14 * express or implied, and with no claim as to its suitability for any
15 * purpose.
16 *
17 */
18
19#include <sstream>
20#include <lemon/lp_skeleton.h>
21#include "test_tools.h"
22#include <lemon/tolerance.h>
23
24#include <lemon/config.h>
25
26#ifdef LEMON_HAVE_GLPK
27#include <lemon/glpk.h>
28#endif
29
30#ifdef LEMON_HAVE_CPLEX
31#include <lemon/cplex.h>
32#endif
33
34#ifdef LEMON_HAVE_SOPLEX
35#include <lemon/soplex.h>
36#endif
37
38#ifdef LEMON_HAVE_CLP
39#include <lemon/clp.h>
40#endif
41
42#ifdef LEMON_HAVE_LP
43#include <lemon/lp.h>
44#endif
45using namespace lemon;
46
47int countCols(LpBase & lp) {
48  int count=0;
49  for (LpBase::ColIt c(lp); c!=INVALID; ++c) ++count;
50  return count;
51}
52
53int countRows(LpBase & lp) {
54  int count=0;
55  for (LpBase::RowIt r(lp); r!=INVALID; ++r) ++count;
56  return count;
57}
58
59
60void lpTest(LpSolver& lp)
61{
62
63  typedef LpSolver LP;
64
65  // Test LpBase::clear()
66  check(countRows(lp)==0, "Wrong number of rows");
67  check(countCols(lp)==0, "Wrong number of cols");
68  lp.addCol(); lp.addRow(); lp.addRow();
69  check(countRows(lp)==2, "Wrong number of rows");
70  check(countCols(lp)==1, "Wrong number of cols");
71  lp.clear();
72  check(countRows(lp)==0, "Wrong number of rows");
73  check(countCols(lp)==0, "Wrong number of cols");
74  lp.addCol(); lp.addCol(); lp.addCol(); lp.addRow();
75  check(countRows(lp)==1, "Wrong number of rows");
76  check(countCols(lp)==3, "Wrong number of cols");
77  lp.clear();
78
79  std::vector<LP::Col> x(10);
80  //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
81  lp.addColSet(x);
82  lp.colLowerBound(x,1);
83  lp.colUpperBound(x,1);
84  lp.colBounds(x,1,2);
85
86  std::vector<LP::Col> y(10);
87  lp.addColSet(y);
88
89  lp.colLowerBound(y,1);
90  lp.colUpperBound(y,1);
91  lp.colBounds(y,1,2);
92
93  std::map<int,LP::Col> z;
94
95  z.insert(std::make_pair(12,INVALID));
96  z.insert(std::make_pair(2,INVALID));
97  z.insert(std::make_pair(7,INVALID));
98  z.insert(std::make_pair(5,INVALID));
99
100  lp.addColSet(z);
101
102  lp.colLowerBound(z,1);
103  lp.colUpperBound(z,1);
104  lp.colBounds(z,1,2);
105
106  {
107    LP::Expr e,f,g;
108    LP::Col p1,p2,p3,p4,p5;
109    LP::Constr c;
110
111    p1=lp.addCol();
112    p2=lp.addCol();
113    p3=lp.addCol();
114    p4=lp.addCol();
115    p5=lp.addCol();
116
117    e[p1]=2;
118    *e=12;
119    e[p1]+=2;
120    *e+=12;
121    e[p1]-=2;
122    *e-=12;
123
124    e=2;
125    e=2.2;
126    e=p1;
127    e=f;
128
129    e+=2;
130    e+=2.2;
131    e+=p1;
132    e+=f;
133
134    e-=2;
135    e-=2.2;
136    e-=p1;
137    e-=f;
138
139    e*=2;
140    e*=2.2;
141    e/=2;
142    e/=2.2;
143
144    e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
145       (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
146       (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
147       2.2*f+f*2.2+f/2.2+
148       2*f+f*2+f/2+
149       2.2*p1+p1*2.2+p1/2.2+
150       2*p1+p1*2+p1/2
151       );
152
153
154    c = (e  <= f  );
155    c = (e  <= 2.2);
156    c = (e  <= 2  );
157    c = (e  <= p1 );
158    c = (2.2<= f  );
159    c = (2  <= f  );
160    c = (p1 <= f  );
161    c = (p1 <= p2 );
162    c = (p1 <= 2.2);
163    c = (p1 <= 2  );
164    c = (2.2<= p2 );
165    c = (2  <= p2 );
166
167    c = (e  >= f  );
168    c = (e  >= 2.2);
169    c = (e  >= 2  );
170    c = (e  >= p1 );
171    c = (2.2>= f  );
172    c = (2  >= f  );
173    c = (p1 >= f  );
174    c = (p1 >= p2 );
175    c = (p1 >= 2.2);
176    c = (p1 >= 2  );
177    c = (2.2>= p2 );
178    c = (2  >= p2 );
179
180    c = (e  == f  );
181    c = (e  == 2.2);
182    c = (e  == 2  );
183    c = (e  == p1 );
184    c = (2.2== f  );
185    c = (2  == f  );
186    c = (p1 == f  );
187    //c = (p1 == p2 );
188    c = (p1 == 2.2);
189    c = (p1 == 2  );
190    c = (2.2== p2 );
191    c = (2  == p2 );
192
193    c = ((2 <= e) <= 3);
194    c = ((2 <= p1) <= 3);
195
196    c = ((2 >= e) >= 3);
197    c = ((2 >= p1) >= 3);
198
199    { //Tests for #430
200      LP::Col v=lp.addCol();
201      LP::Constr c = v >= -3;
202      c = c <= 4;
203      LP::Constr c2;
204#if ( __GNUC__ == 4 ) && ( __GNUC_MINOR__ == 3 )
205      c2 = ( -3 <= v ) <= 4;
206#else
207      c2 = -3 <= v <= 4;
208#endif
209
210    }
211
212    e[x[3]]=2;
213    e[x[3]]=4;
214    e[x[3]]=1;
215    *e=12;
216
217    lp.addRow(-LP::INF,e,23);
218    lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
219    lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
220
221    lp.addRow(x[1]+x[3]<=x[5]-3);
222    lp.addRow((-7<=x[1]+x[3]-12)<=3);
223    lp.addRow(x[1]<=x[5]);
224
225    std::ostringstream buf;
226
227
228    e=((p1+p2)+(p1-0.99*p2));
229    //e.prettyPrint(std::cout);
230    //(e<=2).prettyPrint(std::cout);
231    double tolerance=0.001;
232    e.simplify(tolerance);
233    buf << "Coeff. of p2 should be 0.01";
234    check(e[p2]>0, buf.str());
235
236    tolerance=0.02;
237    e.simplify(tolerance);
238    buf << "Coeff. of p2 should be 0";
239    check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str());
240
241    //Test for clone/new
242    LP* lpnew = lp.newSolver();
243    LP* lpclone = lp.cloneSolver();
244    delete lpnew;
245    delete lpclone;
246
247  }
248
249  {
250    LP::DualExpr e,f,g;
251    LP::Row p1 = INVALID, p2 = INVALID;
252
253    e[p1]=2;
254    e[p1]+=2;
255    e[p1]-=2;
256
257    e=p1;
258    e=f;
259
260    e+=p1;
261    e+=f;
262
263    e-=p1;
264    e-=f;
265
266    e*=2;
267    e*=2.2;
268    e/=2;
269    e/=2.2;
270
271    e=((p1+p2)+(p1-p2)+
272       (p1+f)+(f+p1)+(f+g)+
273       (p1-f)+(f-p1)+(f-g)+
274       2.2*f+f*2.2+f/2.2+
275       2*f+f*2+f/2+
276       2.2*p1+p1*2.2+p1/2.2+
277       2*p1+p1*2+p1/2
278       );
279  }
280
281}
282
283void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,
284                   double exp_opt) {
285  using std::string;
286  lp.solve();
287
288  std::ostringstream buf;
289  buf << "PrimalType should be: " << int(stat) << int(lp.primalType());
290
291  check(lp.primalType()==stat, buf.str());
292
293  if (stat ==  LpSolver::OPTIMAL) {
294    std::ostringstream sbuf;
295    sbuf << "Wrong optimal value (" << lp.primal() <<") with "
296         << lp.solverName() <<"\n     the right optimum is " << exp_opt;
297    check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());
298  }
299}
300
301void aTest(LpSolver & lp)
302{
303  typedef LpSolver LP;
304
305 //The following example is very simple
306
307  typedef LpSolver::Row Row;
308  typedef LpSolver::Col Col;
309
310
311  Col x1 = lp.addCol();
312  Col x2 = lp.addCol();
313
314
315  //Constraints
316  Row upright=lp.addRow(x1+2*x2 <=1);
317  lp.addRow(x1+x2 >=-1);
318  lp.addRow(x1-x2 <=1);
319  lp.addRow(x1-x2 >=-1);
320  //Nonnegativity of the variables
321  lp.colLowerBound(x1, 0);
322  lp.colLowerBound(x2, 0);
323  //Objective function
324  lp.obj(x1+x2);
325
326  lp.sense(lp.MAX);
327
328  //Testing the problem retrieving routines
329  check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
330  check(lp.sense() == lp.MAX,"This is a maximization!");
331  check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
332  check(lp.colLowerBound(x1)==0,
333        "The lower bound for variable x1 should be 0.");
334  check(lp.colUpperBound(x1)==LpSolver::INF,
335        "The upper bound for variable x1 should be infty.");
336  check(lp.rowLowerBound(upright) == -LpSolver::INF,
337        "The lower bound for the first row should be -infty.");
338  check(lp.rowUpperBound(upright)==1,
339        "The upper bound for the first row should be 1.");
340  LpSolver::Expr e = lp.row(upright);
341  check(e[x1] == 1, "The first coefficient should 1.");
342  check(e[x2] == 2, "The second coefficient should 1.");
343
344  lp.row(upright, x1+x2 <=1);
345  e = lp.row(upright);
346  check(e[x1] == 1, "The first coefficient should 1.");
347  check(e[x2] == 1, "The second coefficient should 1.");
348
349  LpSolver::DualExpr de = lp.col(x1);
350  check(  de[upright] == 1, "The first coefficient should 1.");
351
352  LpSolver* clp = lp.cloneSolver();
353
354  //Testing the problem retrieving routines
355  check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
356  check(clp->sense() == clp->MAX,"This is a maximization!");
357  check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
358  //  std::cout<<lp.colLowerBound(x1)<<std::endl;
359  check(clp->colLowerBound(x1)==0,
360        "The lower bound for variable x1 should be 0.");
361  check(clp->colUpperBound(x1)==LpSolver::INF,
362        "The upper bound for variable x1 should be infty.");
363
364  check(lp.rowLowerBound(upright)==-LpSolver::INF,
365        "The lower bound for the first row should be -infty.");
366  check(lp.rowUpperBound(upright)==1,
367        "The upper bound for the first row should be 1.");
368  e = clp->row(upright);
369  check(e[x1] == 1, "The first coefficient should 1.");
370  check(e[x2] == 1, "The second coefficient should 1.");
371
372  de = clp->col(x1);
373  check(de[upright] == 1, "The first coefficient should 1.");
374
375  delete clp;
376
377  //Maximization of x1+x2
378  //over the triangle with vertices (0,0) (0,1) (1,0)
379  double expected_opt=1;
380  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
381
382  //Minimization
383  lp.sense(lp.MIN);
384  expected_opt=0;
385  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
386
387  //Vertex (-1,0) instead of (0,0)
388  lp.colLowerBound(x1, -LpSolver::INF);
389  expected_opt=-1;
390  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
391
392  //Erase one constraint and return to maximization
393  lp.erase(upright);
394  lp.sense(lp.MAX);
395  expected_opt=LpSolver::INF;
396  solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);
397
398  //Infeasibilty
399  lp.addRow(x1+x2 <=-2);
400  solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);
401
402}
403
404template<class LP>
405void cloneTest()
406{
407  //Test for clone/new
408
409  LP* lp = new LP();
410  LP* lpnew = lp->newSolver();
411  LP* lpclone = lp->cloneSolver();
412  delete lp;
413  delete lpnew;
414  delete lpclone;
415}
416
417int main()
418{
419  LpSkeleton lp_skel;
420  lpTest(lp_skel);
421
422#ifdef LEMON_HAVE_LP
423  {
424    Lp lp,lp2;
425    lpTest(lp);
426    aTest(lp2);
427    cloneTest<Lp>();
428  }
429#endif
430
431#ifdef LEMON_HAVE_GLPK
432  {
433    GlpkLp lp_glpk1,lp_glpk2;
434    lpTest(lp_glpk1);
435    aTest(lp_glpk2);
436    cloneTest<GlpkLp>();
437  }
438#endif
439
440#ifdef LEMON_HAVE_CPLEX
441  try {
442    CplexLp lp_cplex1,lp_cplex2;
443    lpTest(lp_cplex1);
444    aTest(lp_cplex2);
445    cloneTest<CplexLp>();
446  } catch (CplexEnv::LicenseError& error) {
447    check(false, error.what());
448  }
449#endif
450
451#ifdef LEMON_HAVE_SOPLEX
452  {
453    SoplexLp lp_soplex1,lp_soplex2;
454    lpTest(lp_soplex1);
455    aTest(lp_soplex2);
456    cloneTest<SoplexLp>();
457  }
458#endif
459
460#ifdef LEMON_HAVE_CLP
461  {
462    ClpLp lp_clp1,lp_clp2;
463    lpTest(lp_clp1);
464    aTest(lp_clp2);
465    cloneTest<ClpLp>();
466  }
467#endif
468
469  return 0;
470}
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