COIN-OR::LEMON - Graph Library

source: lemon/test/lp_test.cc @ 1427:57abff252556

Last change on this file since 1427:57abff252556 was 1427:57abff252556, checked in by Alpar Juttner <alpar@…>, 19 months ago

Bugfixes in CplexBase? and ClpLp? (#639)

File size: 11.5 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#include <lemon/concept_check.h>
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#ifdef LEMON_CXX11
51  int cnt = 0;
52  for(auto c: lp.cols()) { cnt++; ::lemon::ignore_unused_variable_warning(c); }
53  check(count == cnt, "Wrong STL iterator");
54#endif
55  return count;
56}
57
58int countRows(LpBase & lp) {
59  int count=0;
60  for (LpBase::RowIt r(lp); r!=INVALID; ++r) ++count;
61#ifdef LEMON_CXX11
62  int cnt = 0;
63  for(auto r: lp.rows()) { cnt++; ::lemon::ignore_unused_variable_warning(r); }
64  check(count == cnt, "Wrong STL iterator");
65#endif
66  return count;
67}
68
69
70void lpTest(LpSolver& lp)
71{
72
73  typedef LpSolver LP;
74
75  // Test LpBase::clear()
76  check(countRows(lp)==0, "Wrong number of rows");
77  check(countCols(lp)==0, "Wrong number of cols");
78  lp.addCol(); lp.addRow(); lp.addRow();
79  check(countRows(lp)==2, "Wrong number of rows");
80  check(countCols(lp)==1, "Wrong number of cols");
81  lp.clear();
82  check(countRows(lp)==0, "Wrong number of rows");
83  check(countCols(lp)==0, "Wrong number of cols");
84  lp.addCol(); lp.addCol(); lp.addCol(); lp.addRow();
85  check(countRows(lp)==1, "Wrong number of rows");
86  check(countCols(lp)==3, "Wrong number of cols");
87  lp.clear();
88
89  std::vector<LP::Col> x(10);
90  //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
91  lp.addColSet(x);
92  lp.colLowerBound(x,1);
93  lp.colUpperBound(x,1);
94  lp.colBounds(x,1,2);
95
96  std::vector<LP::Col> y(10);
97  lp.addColSet(y);
98
99  lp.colLowerBound(y,1);
100  lp.colUpperBound(y,1);
101  lp.colBounds(y,1,2);
102
103  std::map<int,LP::Col> z;
104
105  z.insert(std::make_pair(12,INVALID));
106  z.insert(std::make_pair(2,INVALID));
107  z.insert(std::make_pair(7,INVALID));
108  z.insert(std::make_pair(5,INVALID));
109
110  lp.addColSet(z);
111
112  lp.colLowerBound(z,1);
113  lp.colUpperBound(z,1);
114  lp.colBounds(z,1,2);
115
116  {
117    LP::Expr e,f,g;
118    LP::Col p1,p2,p3,p4,p5;
119    LP::Constr c;
120
121    p1=lp.addCol();
122    p2=lp.addCol();
123    p3=lp.addCol();
124    p4=lp.addCol();
125    p5=lp.addCol();
126
127    e[p1]=2;
128    *e=12;
129    e[p1]+=2;
130    *e+=12;
131    e[p1]-=2;
132    *e-=12;
133
134    e=2;
135    e=2.2;
136    e=p1;
137    e=f;
138
139    e+=2;
140    e+=2.2;
141    e+=p1;
142    e+=f;
143
144    e-=2;
145    e-=2.2;
146    e-=p1;
147    e-=f;
148
149    e*=2;
150    e*=2.2;
151    e/=2;
152    e/=2.2;
153
154    e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
155       (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
156       (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
157       2.2*f+f*2.2+f/2.2+
158       2*f+f*2+f/2+
159       2.2*p1+p1*2.2+p1/2.2+
160       2*p1+p1*2+p1/2
161       );
162
163
164    c = (e  <= f  );
165    c = (e  <= 2.2);
166    c = (e  <= 2  );
167    c = (e  <= p1 );
168    c = (2.2<= f  );
169    c = (2  <= f  );
170    c = (p1 <= f  );
171    c = (p1 <= p2 );
172    c = (p1 <= 2.2);
173    c = (p1 <= 2  );
174    c = (2.2<= p2 );
175    c = (2  <= p2 );
176
177    c = (e  >= f  );
178    c = (e  >= 2.2);
179    c = (e  >= 2  );
180    c = (e  >= p1 );
181    c = (2.2>= f  );
182    c = (2  >= f  );
183    c = (p1 >= f  );
184    c = (p1 >= p2 );
185    c = (p1 >= 2.2);
186    c = (p1 >= 2  );
187    c = (2.2>= p2 );
188    c = (2  >= p2 );
189
190    c = (e  == f  );
191    c = (e  == 2.2);
192    c = (e  == 2  );
193    c = (e  == p1 );
194    c = (2.2== f  );
195    c = (2  == f  );
196    c = (p1 == f  );
197    //c = (p1 == p2 );
198    c = (p1 == 2.2);
199    c = (p1 == 2  );
200    c = (2.2== p2 );
201    c = (2  == p2 );
202
203    c = ((2 <= e) <= 3);
204    c = ((2 <= p1) <= 3);
205
206    c = ((2 >= e) >= 3);
207    c = ((2 >= p1) >= 3);
208
209    { //Tests for #430
210      LP::Col v=lp.addCol();
211      LP::Constr c = v >= -3;
212      c = c <= 4;
213      LP::Constr c2;
214#if ( __GNUC__ == 4 ) && ( __GNUC_MINOR__ == 3 )
215      c2 = ( -3 <= v ) <= 4;
216#else
217      c2 = -3 <= v <= 4;
218#endif
219
220    }
221
222    e[x[3]]=2;
223    e[x[3]]=4;
224    e[x[3]]=1;
225    *e=12;
226
227    lp.addRow(-LP::INF,e,23);
228    lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
229    lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
230
231    lp.addRow(x[1]+x[3]<=x[5]-3);
232    lp.addRow((-7<=x[1]+x[3]-12)<=3);
233    lp.addRow(x[1]<=x[5]);
234
235    std::ostringstream buf;
236
237
238    e=((p1+p2)+(p1-0.99*p2));
239    //e.prettyPrint(std::cout);
240    //(e<=2).prettyPrint(std::cout);
241    double tolerance=0.001;
242    e.simplify(tolerance);
243    buf << "Coeff. of p2 should be 0.01";
244    check(e[p2]>0, buf.str());
245
246    tolerance=0.02;
247    e.simplify(tolerance);
248    buf << "Coeff. of p2 should be 0";
249    check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str());
250
251    //Test for clone/new
252    LP* lpnew = lp.newSolver();
253    LP* lpclone = lp.cloneSolver();
254    delete lpnew;
255    delete lpclone;
256
257  }
258
259  {
260    LP::DualExpr e,f,g;
261    LP::Row p1 = INVALID, p2 = INVALID;
262
263    e[p1]=2;
264    e[p1]+=2;
265    e[p1]-=2;
266
267    e=p1;
268    e=f;
269
270    e+=p1;
271    e+=f;
272
273    e-=p1;
274    e-=f;
275
276    e*=2;
277    e*=2.2;
278    e/=2;
279    e/=2.2;
280
281    e=((p1+p2)+(p1-p2)+
282       (p1+f)+(f+p1)+(f+g)+
283       (p1-f)+(f-p1)+(f-g)+
284       2.2*f+f*2.2+f/2.2+
285       2*f+f*2+f/2+
286       2.2*p1+p1*2.2+p1/2.2+
287       2*p1+p1*2+p1/2
288       );
289  }
290
291}
292
293void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,
294                   double exp_opt) {
295  using std::string;
296  lp.solve();
297
298  std::ostringstream buf;
299  buf << "PrimalType should be: " << int(stat) << int(lp.primalType());
300
301  check(lp.primalType()==stat, buf.str());
302
303  if (stat ==  LpSolver::OPTIMAL) {
304    std::ostringstream sbuf;
305    sbuf << "Wrong optimal value (" << lp.primal() <<") with "
306         << lp.solverName() <<"\n     the right optimum is " << exp_opt;
307    check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());
308  }
309}
310
311void aTest(LpSolver & lp)
312{
313  typedef LpSolver LP;
314
315 //The following example is very simple
316
317  typedef LpSolver::Row Row;
318  typedef LpSolver::Col Col;
319
320
321  Col x1 = lp.addCol();
322  Col x2 = lp.addCol();
323
324
325  //Constraints
326  Row upright=lp.addRow(x1+2*x2 <=1);
327  lp.addRow(x1+x2 >=-1);
328  lp.addRow(x1-x2 <=1);
329  lp.addRow(x1-x2 >=-1);
330  //Nonnegativity of the variables
331  lp.colLowerBound(x1, 0);
332  lp.colLowerBound(x2, 0);
333  //Objective function
334  lp.obj(x1+x2);
335
336  lp.sense(lp.MAX);
337
338  //Testing the problem retrieving routines
339  check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
340  check(lp.sense() == lp.MAX,"This is a maximization!");
341  check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
342  check(lp.coeff(upright,x2)==2,"The coefficient in question is 1!");
343  check(lp.colLowerBound(x1)==0,
344        "The lower bound for variable x1 should be 0.");
345  check(lp.colUpperBound(x1)==LpSolver::INF,
346        "The upper bound for variable x1 should be infty.");
347  check(lp.rowLowerBound(upright) == -LpSolver::INF,
348        "The lower bound for the first row should be -infty.");
349  check(lp.rowUpperBound(upright)==1,
350        "The upper bound for the first row should be 1.");
351  LpSolver::Expr e = lp.row(upright);
352  check(e[x1] == 1, "The first coefficient should 1.");
353  check(e[x2] == 2, "The second coefficient should 1.");
354
355  lp.row(upright, x1+x2 <=1);
356  e = lp.row(upright);
357  check(e[x1] == 1, "The first coefficient should 1.");
358  check(e[x2] == 1, "The second coefficient should 1.");
359
360  LpSolver::DualExpr de = lp.col(x1);
361  check(  de[upright] == 1, "The first coefficient should 1.");
362
363  LpSolver* clp = lp.cloneSolver();
364
365  //Testing the problem retrieving routines
366  check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
367  check(clp->sense() == clp->MAX,"This is a maximization!");
368  check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
369  //  std::cout<<lp.colLowerBound(x1)<<std::endl;
370  check(clp->colLowerBound(x1)==0,
371        "The lower bound for variable x1 should be 0.");
372  check(clp->colUpperBound(x1)==LpSolver::INF,
373        "The upper bound for variable x1 should be infty.");
374
375  check(lp.rowLowerBound(upright)==-LpSolver::INF,
376        "The lower bound for the first row should be -infty.");
377  check(lp.rowUpperBound(upright)==1,
378        "The upper bound for the first row should be 1.");
379  e = clp->row(upright);
380  check(e[x1] == 1, "The first coefficient should 1.");
381  check(e[x2] == 1, "The second coefficient should 1.");
382
383  de = clp->col(x1);
384  check(de[upright] == 1, "The first coefficient should 1.");
385
386  delete clp;
387
388  //Maximization of x1+x2
389  //over the triangle with vertices (0,0) (0,1) (1,0)
390  double expected_opt=1;
391  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
392
393  //Minimization
394  lp.sense(lp.MIN);
395  expected_opt=0;
396  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
397
398  //Vertex (-1,0) instead of (0,0)
399  lp.colLowerBound(x1, -LpSolver::INF);
400  expected_opt=-1;
401  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
402
403  //Erase one constraint and return to maximization
404  lp.erase(upright);
405  lp.sense(lp.MAX);
406  expected_opt=LpSolver::INF;
407  solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);
408
409  //Infeasibilty
410  lp.addRow(x1+x2 <=-2);
411  solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);
412
413}
414
415template<class LP>
416void cloneTest()
417{
418  //Test for clone/new
419
420  LP* lp = new LP();
421  LP* lpnew = lp->newSolver();
422  LP* lpclone = lp->cloneSolver();
423  delete lp;
424  delete lpnew;
425  delete lpclone;
426}
427
428template<class LP>
429void rangeConstraintTest()
430{
431  LP lp;
432  // Add two columns (variables) to the problem
433  typename LP::Col x1 = lp.addCol();
434  typename LP::Col x2 = lp.addCol();
435  // Add rows (constraints) to the problem
436  lp.addRow(x1 - 5 <= x2);
437    lp.addRow(0 <= 2 * x1 + x2 <= 25);
438 
439  // Set lower and upper bounds for the columns (variables)
440  lp.colLowerBound(x1, 0);
441  lp.colUpperBound(x2, 10);
442 
443  // Specify the objective function
444  lp.max();
445  lp.obj(5 * x1 + 3 * x2);
446 
447  // Solve the problem using the underlying LP solver
448  lp.solve();
449  // Print the results
450  check(lp.primalType() == LP::OPTIMAL, "Optimal solution is not found");
451  check(lp.primal() <= 67.501 && lp.primal() >= 67.499, "Wrong objective value");
452  check(lp.primal(x1) <= 7.501 && lp.primal(x1) >= 7.499, "Wrong value for x1");
453  check(lp.primal(x2) <= 10.001 && lp.primal(x2) >= 9.999, "Wrong value for x2");
454}
455
456int main()
457{
458  LpSkeleton lp_skel;
459  lpTest(lp_skel);
460
461#ifdef LEMON_HAVE_LP
462  {
463    Lp lp,lp2;
464    lpTest(lp);
465    aTest(lp2);
466    cloneTest<Lp>();
467  }
468#endif
469
470#ifdef LEMON_HAVE_GLPK
471  {
472    GlpkLp lp_glpk1,lp_glpk2;
473    lpTest(lp_glpk1);
474    aTest(lp_glpk2);
475    cloneTest<GlpkLp>();
476    rangeConstraintTest<GlpkLp>();
477  }
478#endif
479
480#ifdef LEMON_HAVE_CPLEX
481  try {
482    CplexLp lp_cplex1,lp_cplex2;
483    lpTest(lp_cplex1);
484    aTest(lp_cplex2);
485    cloneTest<CplexLp>();
486    rangeConstraintTest<CplexLp>();
487  } catch (CplexEnv::LicenseError& error) {
488    check(false, error.what());
489  }
490#endif
491
492#ifdef LEMON_HAVE_SOPLEX
493  {
494    SoplexLp lp_soplex1,lp_soplex2;
495    lpTest(lp_soplex1);
496    aTest(lp_soplex2);
497    cloneTest<SoplexLp>();
498    rangeConstraintTest<Soplex>();
499  }
500#endif
501
502#ifdef LEMON_HAVE_CLP
503  {
504    ClpLp lp_clp1,lp_clp2;
505    lpTest(lp_clp1);
506    aTest(lp_clp2);
507    cloneTest<ClpLp>();
508    rangeConstraintTest<ClpLp>();
509  }
510#endif
511
512  return 0;
513}
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