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2022 2023 2024 2025 2026 2027 2028 2029 2030 2031 2032 2033 2034 2035 2036 2037 2038 2039 2040 2041 2042 2043 2044 2045 2046 2047 2048 2049 2050 2051 2052 2053 2054 2055 2056 2057 2058 2059 2060 2061 2062 2063 2064 2065 2066 2067 2068 2069 2070 2071 2072 2073 2074 2075 2076 2077 2078 2079 2080 2081 2082 2083 2084 2085 2086 2087 2088 2089 2090 2091 2092 2093 2094 2095 2096 2097 2098 2099 2100 2101 2102 2103 2104 2105 2106 2107 2108 2109 2110 2111 2112 2113 2114 2115 2116 2117 2118 2119 2120 2121 2122 2123 2124 2125 2126 2127 2128 2129 2130 2131 2132 2133 2134 2135 2136 2137 2138 2139 2140 2141 2142 2143 2144 2145 2146 2147 | /* -*- mode: C++; indent-tabs-mode: nil; -*-
*
* This file is a part of LEMON, a generic C++ optimization library.
*
* Copyright (C) 2003-2013
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
* (Egervary Research Group on Combinatorial Optimization, EGRES).
*
* Permission to use, modify and distribute this software is granted
* provided that this copyright notice appears in all copies. For
* precise terms see the accompanying LICENSE file.
*
* This software is provided "AS IS" with no warranty of any kind,
* express or implied, and with no claim as to its suitability for any
* purpose.
*
*/
#ifndef LEMON_LP_BASE_H
#define LEMON_LP_BASE_H
#include<iostream>
#include<vector>
#include<map>
#include<limits>
#include<lemon/math.h>
#include<lemon/error.h>
#include<lemon/assert.h>
#include<lemon/core.h>
#include<lemon/bits/solver_bits.h>
///\file
///\brief The interface of the LP solver interface.
///\ingroup lp_group
namespace lemon {
///Common base class for LP and MIP solvers
///Usually this class is not used directly, please use one of the concrete
///implementations of the solver interface.
///\ingroup lp_group
class LpBase {
protected:
_solver_bits::VarIndex rows;
_solver_bits::VarIndex cols;
public:
///Possible outcomes of an LP solving procedure
enum SolveExitStatus {
/// = 0. It means that the problem has been successfully solved: either
///an optimal solution has been found or infeasibility/unboundedness
///has been proved.
SOLVED = 0,
/// = 1. Any other case (including the case when some user specified
///limit has been exceeded).
UNSOLVED = 1
};
///Direction of the optimization
enum Sense {
/// Minimization
MIN,
/// Maximization
MAX
};
///Enum for \c messageLevel() parameter
enum MessageLevel {
/// No output (default value).
MESSAGE_NOTHING,
/// Error messages only.
MESSAGE_ERROR,
/// Warnings.
MESSAGE_WARNING,
/// Normal output.
MESSAGE_NORMAL,
/// Verbose output.
MESSAGE_VERBOSE
};
///The floating point type used by the solver
typedef double Value;
///The infinity constant
static const Value INF;
///The not a number constant
static const Value NaN;
friend class Col;
friend class ColIt;
friend class Row;
friend class RowIt;
///Refer to a column of the LP.
///This type is used to refer to a column of the LP.
///
///Its value remains valid and correct even after the addition or erase of
///other columns.
///
///\note This class is similar to other Item types in LEMON, like
///Node and Arc types in digraph.
class Col {
friend class LpBase;
protected:
int _id;
explicit Col(int id) : _id(id) {}
public:
typedef Value ExprValue;
typedef True LpCol;
/// Default constructor
/// \warning The default constructor sets the Col to an
/// undefined value.
Col() {}
/// Invalid constructor \& conversion.
/// This constructor initializes the Col to be invalid.
/// \sa Invalid for more details.
Col(const Invalid&) : _id(-1) {}
/// Equality operator
/// Two \ref Col "Col"s are equal if and only if they point to
/// the same LP column or both are invalid.
bool operator==(Col c) const {return _id == c._id;}
/// Inequality operator
/// \sa operator==(Col c)
///
bool operator!=(Col c) const {return _id != c._id;}
/// Artificial ordering operator.
/// To allow the use of this object in std::map or similar
/// associative container we require this.
///
/// \note This operator only have to define some strict ordering of
/// the items; this order has nothing to do with the iteration
/// ordering of the items.
bool operator<(Col c) const {return _id < c._id;}
};
///Iterator for iterate over the columns of an LP problem
/// Its usage is quite simple, for example, you can count the number
/// of columns in an LP \c lp:
///\code
/// int count=0;
/// for (LpBase::ColIt c(lp); c!=INVALID; ++c) ++count;
///\endcode
class ColIt : public Col {
const LpBase *_solver;
public:
/// Default constructor
/// \warning The default constructor sets the iterator
/// to an undefined value.
ColIt() {}
/// Sets the iterator to the first Col
/// Sets the iterator to the first Col.
///
ColIt(const LpBase &solver) : _solver(&solver)
{
_solver->cols.firstItem(_id);
}
/// Invalid constructor \& conversion
/// Initialize the iterator to be invalid.
/// \sa Invalid for more details.
ColIt(const Invalid&) : Col(INVALID) {}
/// Next column
/// Assign the iterator to the next column.
///
ColIt &operator++()
{
_solver->cols.nextItem(_id);
return *this;
}
};
/// \brief Returns the ID of the column.
static int id(const Col& col) { return col._id; }
/// \brief Returns the column with the given ID.
///
/// \pre The argument should be a valid column ID in the LP problem.
static Col colFromId(int id) { return Col(id); }
///Refer to a row of the LP.
///This type is used to refer to a row of the LP.
///
///Its value remains valid and correct even after the addition or erase of
///other rows.
///
///\note This class is similar to other Item types in LEMON, like
///Node and Arc types in digraph.
class Row {
friend class LpBase;
protected:
int _id;
explicit Row(int id) : _id(id) {}
public:
typedef Value ExprValue;
typedef True LpRow;
/// Default constructor
/// \warning The default constructor sets the Row to an
/// undefined value.
Row() {}
/// Invalid constructor \& conversion.
/// This constructor initializes the Row to be invalid.
/// \sa Invalid for more details.
Row(const Invalid&) : _id(-1) {}
/// Equality operator
/// Two \ref Row "Row"s are equal if and only if they point to
/// the same LP row or both are invalid.
bool operator==(Row r) const {return _id == r._id;}
/// Inequality operator
/// \sa operator==(Row r)
///
bool operator!=(Row r) const {return _id != r._id;}
/// Artificial ordering operator.
/// To allow the use of this object in std::map or similar
/// associative container we require this.
///
/// \note This operator only have to define some strict ordering of
/// the items; this order has nothing to do with the iteration
/// ordering of the items.
bool operator<(Row r) const {return _id < r._id;}
};
///Iterator for iterate over the rows of an LP problem
/// Its usage is quite simple, for example, you can count the number
/// of rows in an LP \c lp:
///\code
/// int count=0;
/// for (LpBase::RowIt c(lp); c!=INVALID; ++c) ++count;
///\endcode
class RowIt : public Row {
const LpBase *_solver;
public:
/// Default constructor
/// \warning The default constructor sets the iterator
/// to an undefined value.
RowIt() {}
/// Sets the iterator to the first Row
/// Sets the iterator to the first Row.
///
RowIt(const LpBase &solver) : _solver(&solver)
{
_solver->rows.firstItem(_id);
}
/// Invalid constructor \& conversion
/// Initialize the iterator to be invalid.
/// \sa Invalid for more details.
RowIt(const Invalid&) : Row(INVALID) {}
/// Next row
/// Assign the iterator to the next row.
///
RowIt &operator++()
{
_solver->rows.nextItem(_id);
return *this;
}
};
/// \brief Returns the ID of the row.
static int id(const Row& row) { return row._id; }
/// \brief Returns the row with the given ID.
///
/// \pre The argument should be a valid row ID in the LP problem.
static Row rowFromId(int id) { return Row(id); }
public:
///Linear expression of variables and a constant component
///This data structure stores a linear expression of the variables
///(\ref Col "Col"s) and also has a constant component.
///
///There are several ways to access and modify the contents of this
///container.
///\code
///e[v]=5;
///e[v]+=12;
///e.erase(v);
///\endcode
///or you can also iterate through its elements.
///\code
///double s=0;
///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i)
/// s+=*i * primal(i);
///\endcode
///(This code computes the primal value of the expression).
///- Numbers (<tt>double</tt>'s)
///and variables (\ref Col "Col"s) directly convert to an
///\ref Expr and the usual linear operations are defined, so
///\code
///v+w
///2*v-3.12*(v-w/2)+2
///v*2.1+(3*v+(v*12+w+6)*3)/2
///\endcode
///are valid expressions.
///The usual assignment operations are also defined.
///\code
///e=v+w;
///e+=2*v-3.12*(v-w/2)+2;
///e*=3.4;
///e/=5;
///\endcode
///- The constant member can be set and read by dereference
/// operator (unary *)
///
///\code
///*e=12;
///double c=*e;
///\endcode
///
///\sa Constr
class Expr {
friend class LpBase;
public:
/// The key type of the expression
typedef LpBase::Col Key;
/// The value type of the expression
typedef LpBase::Value Value;
protected:
Value const_comp;
std::map<int, Value> comps;
public:
typedef True SolverExpr;
/// Default constructor
/// Construct an empty expression, the coefficients and
/// the constant component are initialized to zero.
Expr() : const_comp(0) {}
/// Construct an expression from a column
/// Construct an expression, which has a term with \c c variable
/// and 1.0 coefficient.
Expr(const Col &c) : const_comp(0) {
typedef std::map<int, Value>::value_type pair_type;
comps.insert(pair_type(id(c), 1));
}
/// Construct an expression from a constant
/// Construct an expression, which's constant component is \c v.
///
Expr(const Value &v) : const_comp(v) {}
/// Returns the coefficient of the column
Value operator[](const Col& c) const {
std::map<int, Value>::const_iterator it=comps.find(id(c));
if (it != comps.end()) {
return it->second;
} else {
return 0;
}
}
/// Returns the coefficient of the column
Value& operator[](const Col& c) {
return comps[id(c)];
}
/// Sets the coefficient of the column
void set(const Col &c, const Value &v) {
if (v != 0.0) {
typedef std::map<int, Value>::value_type pair_type;
comps.insert(pair_type(id(c), v));
} else {
comps.erase(id(c));
}
}
/// Returns the constant component of the expression
Value& operator*() { return const_comp; }
/// Returns the constant component of the expression
const Value& operator*() const { return const_comp; }
/// \brief Removes the coefficients which's absolute value does
/// not exceed \c epsilon. It also sets to zero the constant
/// component, if it does not exceed epsilon in absolute value.
void simplify(Value epsilon = 0.0) {
std::map<int, Value>::iterator it=comps.begin();
while (it != comps.end()) {
std::map<int, Value>::iterator jt=it;
++jt;
if (std::fabs((*it).second) <= epsilon) comps.erase(it);
it=jt;
}
if (std::fabs(const_comp) <= epsilon) const_comp = 0;
}
void simplify(Value epsilon = 0.0) const {
const_cast<Expr*>(this)->simplify(epsilon);
}
///Sets all coefficients and the constant component to 0.
void clear() {
comps.clear();
const_comp=0;
}
///Compound assignment
Expr &operator+=(const Expr &e) {
for (std::map<int, Value>::const_iterator it=e.comps.begin();
it!=e.comps.end(); ++it)
comps[it->first]+=it->second;
const_comp+=e.const_comp;
return *this;
}
///Compound assignment
Expr &operator-=(const Expr &e) {
for (std::map<int, Value>::const_iterator it=e.comps.begin();
it!=e.comps.end(); ++it)
comps[it->first]-=it->second;
const_comp-=e.const_comp;
return *this;
}
///Multiply with a constant
Expr &operator*=(const Value &v) {
for (std::map<int, Value>::iterator it=comps.begin();
it!=comps.end(); ++it)
it->second*=v;
const_comp*=v;
return *this;
}
///Division with a constant
Expr &operator/=(const Value &c) {
for (std::map<int, Value>::iterator it=comps.begin();
it!=comps.end(); ++it)
it->second/=c;
const_comp/=c;
return *this;
}
///Iterator over the expression
///The iterator iterates over the terms of the expression.
///
///\code
///double s=0;
///for(LpBase::Expr::CoeffIt i(e);i!=INVALID;++i)
/// s+= *i * primal(i);
///\endcode
class CoeffIt {
private:
std::map<int, Value>::iterator _it, _end;
public:
/// Sets the iterator to the first term
/// Sets the iterator to the first term of the expression.
///
CoeffIt(Expr& e)
: _it(e.comps.begin()), _end(e.comps.end()){}
/// Convert the iterator to the column of the term
operator Col() const {
return colFromId(_it->first);
}
/// Returns the coefficient of the term
Value& operator*() { return _it->second; }
/// Returns the coefficient of the term
const Value& operator*() const { return _it->second; }
/// Next term
/// Assign the iterator to the next term.
///
CoeffIt& operator++() { ++_it; return *this; }
/// Equality operator
bool operator==(Invalid) const { return _it == _end; }
/// Inequality operator
bool operator!=(Invalid) const { return _it != _end; }
};
/// Const iterator over the expression
///The iterator iterates over the terms of the expression.
///
///\code
///double s=0;
///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i)
/// s+=*i * primal(i);
///\endcode
class ConstCoeffIt {
private:
std::map<int, Value>::const_iterator _it, _end;
public:
/// Sets the iterator to the first term
/// Sets the iterator to the first term of the expression.
///
ConstCoeffIt(const Expr& e)
: _it(e.comps.begin()), _end(e.comps.end()){}
/// Convert the iterator to the column of the term
operator Col() const {
return colFromId(_it->first);
}
/// Returns the coefficient of the term
const Value& operator*() const { return _it->second; }
/// Next term
/// Assign the iterator to the next term.
///
ConstCoeffIt& operator++() { ++_it; return *this; }
/// Equality operator
bool operator==(Invalid) const { return _it == _end; }
/// Inequality operator
bool operator!=(Invalid) const { return _it != _end; }
};
};
///Linear constraint
///This data stucture represents a linear constraint in the LP.
///Basically it is a linear expression with a lower or an upper bound
///(or both). These parts of the constraint can be obtained by the member
///functions \ref expr(), \ref lowerBound() and \ref upperBound(),
///respectively.
///There are two ways to construct a constraint.
///- You can set the linear expression and the bounds directly
/// by the functions above.
///- The operators <tt>\<=</tt>, <tt>==</tt> and <tt>\>=</tt>
/// are defined between expressions, or even between constraints whenever
/// it makes sense. Therefore if \c e and \c f are linear expressions and
/// \c s and \c t are numbers, then the followings are valid expressions
/// and thus they can be used directly e.g. in \ref addRow() whenever
/// it makes sense.
///\code
/// e<=s
/// e<=f
/// e==f
/// s<=e<=t
/// e>=t
///\endcode
///\warning The validity of a constraint is checked only at run
///time, so e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will
///compile, but will fail an assertion.
class Constr
{
public:
typedef LpBase::Expr Expr;
typedef Expr::Key Key;
typedef Expr::Value Value;
protected:
Expr _expr;
Value _lb,_ub;
public:
///\e
Constr() : _expr(), _lb(NaN), _ub(NaN) {}
///\e
Constr(Value lb, const Expr &e, Value ub) :
_expr(e), _lb(lb), _ub(ub) {}
Constr(const Expr &e) :
_expr(e), _lb(NaN), _ub(NaN) {}
///\e
void clear()
{
_expr.clear();
_lb=_ub=NaN;
}
///Reference to the linear expression
Expr &expr() { return _expr; }
///Cont reference to the linear expression
const Expr &expr() const { return _expr; }
///Reference to the lower bound.
///\return
///- \ref INF "INF": the constraint is lower unbounded.
///- \ref NaN "NaN": lower bound has not been set.
///- finite number: the lower bound
Value &lowerBound() { return _lb; }
///The const version of \ref lowerBound()
const Value &lowerBound() const { return _lb; }
///Reference to the upper bound.
///\return
///- \ref INF "INF": the constraint is upper unbounded.
///- \ref NaN "NaN": upper bound has not been set.
///- finite number: the upper bound
Value &upperBound() { return _ub; }
///The const version of \ref upperBound()
const Value &upperBound() const { return _ub; }
///Is the constraint lower bounded?
bool lowerBounded() const {
return _lb != -INF && !isNaN(_lb);
}
///Is the constraint upper bounded?
bool upperBounded() const {
return _ub != INF && !isNaN(_ub);
}
};
///Linear expression of rows
///This data structure represents a column of the matrix,
///thas is it strores a linear expression of the dual variables
///(\ref Row "Row"s).
///
///There are several ways to access and modify the contents of this
///container.
///\code
///e[v]=5;
///e[v]+=12;
///e.erase(v);
///\endcode
///or you can also iterate through its elements.
///\code
///double s=0;
///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i)
/// s+=*i;
///\endcode
///(This code computes the sum of all coefficients).
///- Numbers (<tt>double</tt>'s)
///and variables (\ref Row "Row"s) directly convert to an
///\ref DualExpr and the usual linear operations are defined, so
///\code
///v+w
///2*v-3.12*(v-w/2)
///v*2.1+(3*v+(v*12+w)*3)/2
///\endcode
///are valid \ref DualExpr dual expressions.
///The usual assignment operations are also defined.
///\code
///e=v+w;
///e+=2*v-3.12*(v-w/2);
///e*=3.4;
///e/=5;
///\endcode
///
///\sa Expr
class DualExpr {
friend class LpBase;
public:
/// The key type of the expression
typedef LpBase::Row Key;
/// The value type of the expression
typedef LpBase::Value Value;
protected:
std::map<int, Value> comps;
public:
typedef True SolverExpr;
/// Default constructor
/// Construct an empty expression, the coefficients are
/// initialized to zero.
DualExpr() {}
/// Construct an expression from a row
/// Construct an expression, which has a term with \c r dual
/// variable and 1.0 coefficient.
DualExpr(const Row &r) {
typedef std::map<int, Value>::value_type pair_type;
comps.insert(pair_type(id(r), 1));
}
/// Returns the coefficient of the row
Value operator[](const Row& r) const {
std::map<int, Value>::const_iterator it = comps.find(id(r));
if (it != comps.end()) {
return it->second;
} else {
return 0;
}
}
/// Returns the coefficient of the row
Value& operator[](const Row& r) {
return comps[id(r)];
}
/// Sets the coefficient of the row
void set(const Row &r, const Value &v) {
if (v != 0.0) {
typedef std::map<int, Value>::value_type pair_type;
comps.insert(pair_type(id(r), v));
} else {
comps.erase(id(r));
}
}
/// \brief Removes the coefficients which's absolute value does
/// not exceed \c epsilon.
void simplify(Value epsilon = 0.0) {
std::map<int, Value>::iterator it=comps.begin();
while (it != comps.end()) {
std::map<int, Value>::iterator jt=it;
++jt;
if (std::fabs((*it).second) <= epsilon) comps.erase(it);
it=jt;
}
}
void simplify(Value epsilon = 0.0) const {
const_cast<DualExpr*>(this)->simplify(epsilon);
}
///Sets all coefficients to 0.
void clear() {
comps.clear();
}
///Compound assignment
DualExpr &operator+=(const DualExpr &e) {
for (std::map<int, Value>::const_iterator it=e.comps.begin();
it!=e.comps.end(); ++it)
comps[it->first]+=it->second;
return *this;
}
///Compound assignment
DualExpr &operator-=(const DualExpr &e) {
for (std::map<int, Value>::const_iterator it=e.comps.begin();
it!=e.comps.end(); ++it)
comps[it->first]-=it->second;
return *this;
}
///Multiply with a constant
DualExpr &operator*=(const Value &v) {
for (std::map<int, Value>::iterator it=comps.begin();
it!=comps.end(); ++it)
it->second*=v;
return *this;
}
///Division with a constant
DualExpr &operator/=(const Value &v) {
for (std::map<int, Value>::iterator it=comps.begin();
it!=comps.end(); ++it)
it->second/=v;
return *this;
}
///Iterator over the expression
///The iterator iterates over the terms of the expression.
///
///\code
///double s=0;
///for(LpBase::DualExpr::CoeffIt i(e);i!=INVALID;++i)
/// s+= *i * dual(i);
///\endcode
class CoeffIt {
private:
std::map<int, Value>::iterator _it, _end;
public:
/// Sets the iterator to the first term
/// Sets the iterator to the first term of the expression.
///
CoeffIt(DualExpr& e)
: _it(e.comps.begin()), _end(e.comps.end()){}
/// Convert the iterator to the row of the term
operator Row() const {
return rowFromId(_it->first);
}
/// Returns the coefficient of the term
Value& operator*() { return _it->second; }
/// Returns the coefficient of the term
const Value& operator*() const { return _it->second; }
/// Next term
/// Assign the iterator to the next term.
///
CoeffIt& operator++() { ++_it; return *this; }
/// Equality operator
bool operator==(Invalid) const { return _it == _end; }
/// Inequality operator
bool operator!=(Invalid) const { return _it != _end; }
};
///Iterator over the expression
///The iterator iterates over the terms of the expression.
///
///\code
///double s=0;
///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i)
/// s+= *i * dual(i);
///\endcode
class ConstCoeffIt {
private:
std::map<int, Value>::const_iterator _it, _end;
public:
/// Sets the iterator to the first term
/// Sets the iterator to the first term of the expression.
///
ConstCoeffIt(const DualExpr& e)
: _it(e.comps.begin()), _end(e.comps.end()){}
/// Convert the iterator to the row of the term
operator Row() const {
return rowFromId(_it->first);
}
/// Returns the coefficient of the term
const Value& operator*() const { return _it->second; }
/// Next term
/// Assign the iterator to the next term.
///
ConstCoeffIt& operator++() { ++_it; return *this; }
/// Equality operator
bool operator==(Invalid) const { return _it == _end; }
/// Inequality operator
bool operator!=(Invalid) const { return _it != _end; }
};
};
protected:
class InsertIterator {
private:
std::map<int, Value>& _host;
const _solver_bits::VarIndex& _index;
public:
typedef std::output_iterator_tag iterator_category;
typedef void difference_type;
typedef void value_type;
typedef void reference;
typedef void pointer;
InsertIterator(std::map<int, Value>& host,
const _solver_bits::VarIndex& index)
: _host(host), _index(index) {}
InsertIterator& operator=(const std::pair<int, Value>& value) {
typedef std::map<int, Value>::value_type pair_type;
_host.insert(pair_type(_index[value.first], value.second));
return *this;
}
InsertIterator& operator*() { return *this; }
InsertIterator& operator++() { return *this; }
InsertIterator operator++(int) { return *this; }
};
class ExprIterator {
private:
std::map<int, Value>::const_iterator _host_it;
const _solver_bits::VarIndex& _index;
public:
typedef std::bidirectional_iterator_tag iterator_category;
typedef std::ptrdiff_t difference_type;
typedef const std::pair<int, Value> value_type;
typedef value_type reference;
class pointer {
public:
pointer(value_type& _value) : value(_value) {}
value_type* operator->() { return &value; }
private:
value_type value;
};
ExprIterator(const std::map<int, Value>::const_iterator& host_it,
const _solver_bits::VarIndex& index)
: _host_it(host_it), _index(index) {}
reference operator*() {
return std::make_pair(_index(_host_it->first), _host_it->second);
}
pointer operator->() {
return pointer(operator*());
}
ExprIterator& operator++() { ++_host_it; return *this; }
ExprIterator operator++(int) {
ExprIterator tmp(*this); ++_host_it; return tmp;
}
ExprIterator& operator--() { --_host_it; return *this; }
ExprIterator operator--(int) {
ExprIterator tmp(*this); --_host_it; return tmp;
}
bool operator==(const ExprIterator& it) const {
return _host_it == it._host_it;
}
bool operator!=(const ExprIterator& it) const {
return _host_it != it._host_it;
}
};
protected:
//Abstract virtual functions
virtual int _addColId(int col) { return cols.addIndex(col); }
virtual int _addRowId(int row) { return rows.addIndex(row); }
virtual void _eraseColId(int col) { cols.eraseIndex(col); }
virtual void _eraseRowId(int row) { rows.eraseIndex(row); }
virtual int _addCol() = 0;
virtual int _addRow() = 0;
virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u) {
int row = _addRow();
_setRowCoeffs(row, b, e);
_setRowLowerBound(row, l);
_setRowUpperBound(row, u);
return row;
}
virtual void _eraseCol(int col) = 0;
virtual void _eraseRow(int row) = 0;
virtual void _getColName(int col, std::string& name) const = 0;
virtual void _setColName(int col, const std::string& name) = 0;
virtual int _colByName(const std::string& name) const = 0;
virtual void _getRowName(int row, std::string& name) const = 0;
virtual void _setRowName(int row, const std::string& name) = 0;
virtual int _rowByName(const std::string& name) const = 0;
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e) = 0;
virtual void _getRowCoeffs(int i, InsertIterator b) const = 0;
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e) = 0;
virtual void _getColCoeffs(int i, InsertIterator b) const = 0;
virtual void _setCoeff(int row, int col, Value value) = 0;
virtual Value _getCoeff(int row, int col) const = 0;
virtual void _setColLowerBound(int i, Value value) = 0;
virtual Value _getColLowerBound(int i) const = 0;
virtual void _setColUpperBound(int i, Value value) = 0;
virtual Value _getColUpperBound(int i) const = 0;
virtual void _setRowLowerBound(int i, Value value) = 0;
virtual Value _getRowLowerBound(int i) const = 0;
virtual void _setRowUpperBound(int i, Value value) = 0;
virtual Value _getRowUpperBound(int i) const = 0;
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e) = 0;
virtual void _getObjCoeffs(InsertIterator b) const = 0;
virtual void _setObjCoeff(int i, Value obj_coef) = 0;
virtual Value _getObjCoeff(int i) const = 0;
virtual void _setSense(Sense) = 0;
virtual Sense _getSense() const = 0;
virtual void _clear() = 0;
virtual const char* _solverName() const = 0;
virtual void _messageLevel(MessageLevel level) = 0;
//Own protected stuff
//Constant component of the objective function
Value obj_const_comp;
LpBase() : rows(), cols(), obj_const_comp(0) {}
public:
///Unsupported file format exception
class UnsupportedFormatError : public Exception
{
std::string _format;
mutable std::string _what;
public:
explicit UnsupportedFormatError(std::string format) throw()
: _format(format) { }
virtual ~UnsupportedFormatError() throw() {}
virtual const char* what() const throw() {
try {
_what.clear();
std::ostringstream oss;
oss << "lemon::UnsupportedFormatError: " << _format;
_what = oss.str();
}
catch (...) {}
if (!_what.empty()) return _what.c_str();
else return "lemon::UnsupportedFormatError";
}
};
protected:
virtual void _write(std::string, std::string format) const
{
throw UnsupportedFormatError(format);
}
public:
/// Virtual destructor
virtual ~LpBase() {}
///Gives back the name of the solver.
const char* solverName() const {return _solverName();}
///\name Build Up and Modify the LP
///@{
///Add a new empty column (i.e a new variable) to the LP
Col addCol() { Col c; c._id = _addColId(_addCol()); return c;}
///\brief Adds several new columns (i.e variables) at once
///
///This magic function takes a container as its argument and fills
///its elements with new columns (i.e. variables)
///\param t can be
///- a standard STL compatible iterable container with
///\ref Col as its \c values_type like
///\code
///std::vector<LpBase::Col>
///std::list<LpBase::Col>
///\endcode
///- a standard STL compatible iterable container with
///\ref Col as its \c mapped_type like
///\code
///std::map<AnyType,LpBase::Col>
///\endcode
///- an iterable lemon \ref concepts::WriteMap "write map" like
///\code
///ListGraph::NodeMap<LpBase::Col>
///ListGraph::ArcMap<LpBase::Col>
///\endcode
///\return The number of the created column.
#ifdef DOXYGEN
template<class T>
int addColSet(T &t) { return 0;}
#else
template<class T>
typename enable_if<typename T::value_type::LpCol,int>::type
addColSet(T &t,dummy<0> = 0) {
int s=0;
for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;}
return s;
}
template<class T>
typename enable_if<typename T::value_type::second_type::LpCol,
int>::type
addColSet(T &t,dummy<1> = 1) {
int s=0;
for(typename T::iterator i=t.begin();i!=t.end();++i) {
i->second=addCol();
s++;
}
return s;
}
template<class T>
typename enable_if<typename T::MapIt::Value::LpCol,
int>::type
addColSet(T &t,dummy<2> = 2) {
int s=0;
for(typename T::MapIt i(t); i!=INVALID; ++i)
{
i.set(addCol());
s++;
}
return s;
}
#endif
///Set a column (i.e a dual constraint) of the LP
///\param c is the column to be modified
///\param e is a dual linear expression (see \ref DualExpr)
///a better one.
void col(Col c, const DualExpr &e) {
e.simplify();
_setColCoeffs(cols(id(c)), ExprIterator(e.comps.begin(), rows),
ExprIterator(e.comps.end(), rows));
}
///Get a column (i.e a dual constraint) of the LP
///\param c is the column to get
///\return the dual expression associated to the column
DualExpr col(Col c) const {
DualExpr e;
_getColCoeffs(cols(id(c)), InsertIterator(e.comps, rows));
return e;
}
///Add a new column to the LP
///\param e is a dual linear expression (see \ref DualExpr)
///\param o is the corresponding component of the objective
///function. It is 0 by default.
///\return The created column.
Col addCol(const DualExpr &e, Value o = 0) {
Col c=addCol();
col(c,e);
objCoeff(c,o);
return c;
}
///Add a new empty row (i.e a new constraint) to the LP
///This function adds a new empty row (i.e a new constraint) to the LP.
///\return The created row
Row addRow() { Row r; r._id = _addRowId(_addRow()); return r;}
///\brief Add several new rows (i.e constraints) at once
///
///This magic function takes a container as its argument and fills
///its elements with new row (i.e. variables)
///\param t can be
///- a standard STL compatible iterable container with
///\ref Row as its \c values_type like
///\code
///std::vector<LpBase::Row>
///std::list<LpBase::Row>
///\endcode
///- a standard STL compatible iterable container with
///\ref Row as its \c mapped_type like
///\code
///std::map<AnyType,LpBase::Row>
///\endcode
///- an iterable lemon \ref concepts::WriteMap "write map" like
///\code
///ListGraph::NodeMap<LpBase::Row>
///ListGraph::ArcMap<LpBase::Row>
///\endcode
///\return The number of rows created.
#ifdef DOXYGEN
template<class T>
int addRowSet(T &t) { return 0;}
#else
template<class T>
typename enable_if<typename T::value_type::LpRow,int>::type
addRowSet(T &t, dummy<0> = 0) {
int s=0;
for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;}
return s;
}
template<class T>
typename enable_if<typename T::value_type::second_type::LpRow, int>::type
addRowSet(T &t, dummy<1> = 1) {
int s=0;
for(typename T::iterator i=t.begin();i!=t.end();++i) {
i->second=addRow();
s++;
}
return s;
}
template<class T>
typename enable_if<typename T::MapIt::Value::LpRow, int>::type
addRowSet(T &t, dummy<2> = 2) {
int s=0;
for(typename T::MapIt i(t); i!=INVALID; ++i)
{
i.set(addRow());
s++;
}
return s;
}
#endif
///Set a row (i.e a constraint) of the LP
///\param r is the row to be modified
///\param l is lower bound (-\ref INF means no bound)
///\param e is a linear expression (see \ref Expr)
///\param u is the upper bound (\ref INF means no bound)
void row(Row r, Value l, const Expr &e, Value u) {
e.simplify();
_setRowCoeffs(rows(id(r)), ExprIterator(e.comps.begin(), cols),
ExprIterator(e.comps.end(), cols));
_setRowLowerBound(rows(id(r)),l - *e);
_setRowUpperBound(rows(id(r)),u - *e);
}
///Set a row (i.e a constraint) of the LP
///\param r is the row to be modified
///\param c is a linear expression (see \ref Constr)
void row(Row r, const Constr &c) {
row(r, c.lowerBounded()?c.lowerBound():-INF,
c.expr(), c.upperBounded()?c.upperBound():INF);
}
///Get a row (i.e a constraint) of the LP
///\param r is the row to get
///\return the expression associated to the row
Expr row(Row r) const {
Expr e;
_getRowCoeffs(rows(id(r)), InsertIterator(e.comps, cols));
return e;
}
///Add a new row (i.e a new constraint) to the LP
///\param l is the lower bound (-\ref INF means no bound)
///\param e is a linear expression (see \ref Expr)
///\param u is the upper bound (\ref INF means no bound)
///\return The created row.
Row addRow(Value l,const Expr &e, Value u) {
Row r;
e.simplify();
r._id = _addRowId(_addRow(l - *e, ExprIterator(e.comps.begin(), cols),
ExprIterator(e.comps.end(), cols), u - *e));
return r;
}
///Add a new row (i.e a new constraint) to the LP
///\param c is a linear expression (see \ref Constr)
///\return The created row.
Row addRow(const Constr &c) {
Row r;
c.expr().simplify();
r._id = _addRowId(_addRow(c.lowerBounded()?c.lowerBound()-*c.expr():-INF,
ExprIterator(c.expr().comps.begin(), cols),
ExprIterator(c.expr().comps.end(), cols),
c.upperBounded()?c.upperBound()-*c.expr():INF));
return r;
}
///Erase a column (i.e a variable) from the LP
///\param c is the column to be deleted
void erase(Col c) {
_eraseCol(cols(id(c)));
_eraseColId(cols(id(c)));
}
///Erase a row (i.e a constraint) from the LP
///\param r is the row to be deleted
void erase(Row r) {
_eraseRow(rows(id(r)));
_eraseRowId(rows(id(r)));
}
/// Get the name of a column
///\param c is the coresponding column
///\return The name of the colunm
std::string colName(Col c) const {
std::string name;
_getColName(cols(id(c)), name);
return name;
}
/// Set the name of a column
///\param c is the coresponding column
///\param name The name to be given
void colName(Col c, const std::string& name) {
_setColName(cols(id(c)), name);
}
/// Get the column by its name
///\param name The name of the column
///\return the proper column or \c INVALID
Col colByName(const std::string& name) const {
int k = _colByName(name);
return k != -1 ? Col(cols[k]) : Col(INVALID);
}
/// Get the name of a row
///\param r is the coresponding row
///\return The name of the row
std::string rowName(Row r) const {
std::string name;
_getRowName(rows(id(r)), name);
return name;
}
/// Set the name of a row
///\param r is the coresponding row
///\param name The name to be given
void rowName(Row r, const std::string& name) {
_setRowName(rows(id(r)), name);
}
/// Get the row by its name
///\param name The name of the row
///\return the proper row or \c INVALID
Row rowByName(const std::string& name) const {
int k = _rowByName(name);
return k != -1 ? Row(rows[k]) : Row(INVALID);
}
/// Set an element of the coefficient matrix of the LP
///\param r is the row of the element to be modified
///\param c is the column of the element to be modified
///\param val is the new value of the coefficient
void coeff(Row r, Col c, Value val) {
_setCoeff(rows(id(r)),cols(id(c)), val);
}
/// Get an element of the coefficient matrix of the LP
///\param r is the row of the element
///\param c is the column of the element
///\return the corresponding coefficient
Value coeff(Row r, Col c) const {
return _getCoeff(rows(id(r)),cols(id(c)));
}
/// Set the lower bound of a column (i.e a variable)
/// The lower bound of a variable (column) has to be given by an
/// extended number of type Value, i.e. a finite number of type
/// Value or -\ref INF.
void colLowerBound(Col c, Value value) {
_setColLowerBound(cols(id(c)),value);
}
/// Get the lower bound of a column (i.e a variable)
/// This function returns the lower bound for column (variable) \c c
/// (this might be -\ref INF as well).
///\return The lower bound for column \c c
Value colLowerBound(Col c) const {
return _getColLowerBound(cols(id(c)));
}
///\brief Set the lower bound of several columns
///(i.e variables) at once
///
///This magic function takes a container as its argument
///and applies the function on all of its elements.
///The lower bound of a variable (column) has to be given by an
///extended number of type Value, i.e. a finite number of type
///Value or -\ref INF.
#ifdef DOXYGEN
template<class T>
void colLowerBound(T &t, Value value) { return 0;}
#else
template<class T>
typename enable_if<typename T::value_type::LpCol,void>::type
colLowerBound(T &t, Value value,dummy<0> = 0) {
for(typename T::iterator i=t.begin();i!=t.end();++i) {
colLowerBound(*i, value);
}
}
template<class T>
typename enable_if<typename T::value_type::second_type::LpCol,
void>::type
colLowerBound(T &t, Value value,dummy<1> = 1) {
for(typename T::iterator i=t.begin();i!=t.end();++i) {
colLowerBound(i->second, value);
}
}
template<class T>
typename enable_if<typename T::MapIt::Value::LpCol,
void>::type
colLowerBound(T &t, Value value,dummy<2> = 2) {
for(typename T::MapIt i(t); i!=INVALID; ++i){
colLowerBound(*i, value);
}
}
#endif
/// Set the upper bound of a column (i.e a variable)
/// The upper bound of a variable (column) has to be given by an
/// extended number of type Value, i.e. a finite number of type
/// Value or \ref INF.
void colUpperBound(Col c, Value value) {
_setColUpperBound(cols(id(c)),value);
};
/// Get the upper bound of a column (i.e a variable)
/// This function returns the upper bound for column (variable) \c c
/// (this might be \ref INF as well).
/// \return The upper bound for column \c c
Value colUpperBound(Col c) const {
return _getColUpperBound(cols(id(c)));
}
///\brief Set the upper bound of several columns
///(i.e variables) at once
///
///This magic function takes a container as its argument
///and applies the function on all of its elements.
///The upper bound of a variable (column) has to be given by an
///extended number of type Value, i.e. a finite number of type
///Value or \ref INF.
#ifdef DOXYGEN
template<class T>
void colUpperBound(T &t, Value value) { return 0;}
#else
template<class T1>
typename enable_if<typename T1::value_type::LpCol,void>::type
colUpperBound(T1 &t, Value value,dummy<0> = 0) {
for(typename T1::iterator i=t.begin();i!=t.end();++i) {
colUpperBound(*i, value);
}
}
template<class T1>
typename enable_if<typename T1::value_type::second_type::LpCol,
void>::type
colUpperBound(T1 &t, Value value,dummy<1> = 1) {
for(typename T1::iterator i=t.begin();i!=t.end();++i) {
colUpperBound(i->second, value);
}
}
template<class T1>
typename enable_if<typename T1::MapIt::Value::LpCol,
void>::type
colUpperBound(T1 &t, Value value,dummy<2> = 2) {
for(typename T1::MapIt i(t); i!=INVALID; ++i){
colUpperBound(*i, value);
}
}
#endif
/// Set the lower and the upper bounds of a column (i.e a variable)
/// The lower and the upper bounds of
/// a variable (column) have to be given by an
/// extended number of type Value, i.e. a finite number of type
/// Value, -\ref INF or \ref INF.
void colBounds(Col c, Value lower, Value upper) {
_setColLowerBound(cols(id(c)),lower);
_setColUpperBound(cols(id(c)),upper);
}
///\brief Set the lower and the upper bound of several columns
///(i.e variables) at once
///
///This magic function takes a container as its argument
///and applies the function on all of its elements.
/// The lower and the upper bounds of
/// a variable (column) have to be given by an
/// extended number of type Value, i.e. a finite number of type
/// Value, -\ref INF or \ref INF.
#ifdef DOXYGEN
template<class T>
void colBounds(T &t, Value lower, Value upper) { return 0;}
#else
template<class T2>
typename enable_if<typename T2::value_type::LpCol,void>::type
colBounds(T2 &t, Value lower, Value upper,dummy<0> = 0) {
for(typename T2::iterator i=t.begin();i!=t.end();++i) {
colBounds(*i, lower, upper);
}
}
template<class T2>
typename enable_if<typename T2::value_type::second_type::LpCol, void>::type
colBounds(T2 &t, Value lower, Value upper,dummy<1> = 1) {
for(typename T2::iterator i=t.begin();i!=t.end();++i) {
colBounds(i->second, lower, upper);
}
}
template<class T2>
typename enable_if<typename T2::MapIt::Value::LpCol, void>::type
colBounds(T2 &t, Value lower, Value upper,dummy<2> = 2) {
for(typename T2::MapIt i(t); i!=INVALID; ++i){
colBounds(*i, lower, upper);
}
}
#endif
/// Set the lower bound of a row (i.e a constraint)
/// The lower bound of a constraint (row) has to be given by an
/// extended number of type Value, i.e. a finite number of type
/// Value or -\ref INF.
void rowLowerBound(Row r, Value value) {
_setRowLowerBound(rows(id(r)),value);
}
/// Get the lower bound of a row (i.e a constraint)
/// This function returns the lower bound for row (constraint) \c c
/// (this might be -\ref INF as well).
///\return The lower bound for row \c r
Value rowLowerBound(Row r) const {
return _getRowLowerBound(rows(id(r)));
}
/// Set the upper bound of a row (i.e a constraint)
/// The upper bound of a constraint (row) has to be given by an
/// extended number of type Value, i.e. a finite number of type
/// Value or -\ref INF.
void rowUpperBound(Row r, Value value) {
_setRowUpperBound(rows(id(r)),value);
}
/// Get the upper bound of a row (i.e a constraint)
/// This function returns the upper bound for row (constraint) \c c
/// (this might be -\ref INF as well).
///\return The upper bound for row \c r
Value rowUpperBound(Row r) const {
return _getRowUpperBound(rows(id(r)));
}
///Set an element of the objective function
void objCoeff(Col c, Value v) {_setObjCoeff(cols(id(c)),v); };
///Get an element of the objective function
Value objCoeff(Col c) const { return _getObjCoeff(cols(id(c))); };
///Set the objective function
///\param e is a linear expression of type \ref Expr.
///
void obj(const Expr& e) {
_setObjCoeffs(ExprIterator(e.comps.begin(), cols),
ExprIterator(e.comps.end(), cols));
obj_const_comp = *e;
}
///Get the objective function
///\return the objective function as a linear expression of type
///Expr.
Expr obj() const {
Expr e;
_getObjCoeffs(InsertIterator(e.comps, cols));
*e = obj_const_comp;
return e;
}
///Set the direction of optimization
void sense(Sense sense) { _setSense(sense); }
///Query the direction of the optimization
Sense sense() const {return _getSense(); }
///Set the sense to maximization
void max() { _setSense(MAX); }
///Set the sense to maximization
void min() { _setSense(MIN); }
///Clear the problem
void clear() { _clear(); rows.clear(); cols.clear(); }
/// Set the message level of the solver
void messageLevel(MessageLevel level) { _messageLevel(level); }
/// Write the problem to a file in the given format
/// This function writes the problem to a file in the given format.
/// Different solver backends may support different formats.
/// Trying to write in an unsupported format will trigger
/// \ref UnsupportedFormatError. For the supported formats,
/// visit the documentation of the base class of the related backends
/// (\ref CplexBase, \ref GlpkBase etc.)
/// \param file The file path
/// \param format The output file format.
void write(std::string file, std::string format = "MPS") const
{
_write(file.c_str(),format.c_str());
}
///@}
};
/// Addition
///\relates LpBase::Expr
///
inline LpBase::Expr operator+(const LpBase::Expr &a, const LpBase::Expr &b) {
LpBase::Expr tmp(a);
tmp+=b;
return tmp;
}
///Substraction
///\relates LpBase::Expr
///
inline LpBase::Expr operator-(const LpBase::Expr &a, const LpBase::Expr &b) {
LpBase::Expr tmp(a);
tmp-=b;
return tmp;
}
///Multiply with constant
///\relates LpBase::Expr
///
inline LpBase::Expr operator*(const LpBase::Expr &a, const LpBase::Value &b) {
LpBase::Expr tmp(a);
tmp*=b;
return tmp;
}
///Multiply with constant
///\relates LpBase::Expr
///
inline LpBase::Expr operator*(const LpBase::Value &a, const LpBase::Expr &b) {
LpBase::Expr tmp(b);
tmp*=a;
return tmp;
}
///Divide with constant
///\relates LpBase::Expr
///
inline LpBase::Expr operator/(const LpBase::Expr &a, const LpBase::Value &b) {
LpBase::Expr tmp(a);
tmp/=b;
return tmp;
}
///Create constraint
///\relates LpBase::Constr
///
inline LpBase::Constr operator<=(const LpBase::Expr &e,
const LpBase::Expr &f) {
return LpBase::Constr(0, f - e, LpBase::NaN);
}
///Create constraint
///\relates LpBase::Constr
///
inline LpBase::Constr operator<=(const LpBase::Value &e,
const LpBase::Expr &f) {
return LpBase::Constr(e, f, LpBase::NaN);
}
///Create constraint
///\relates LpBase::Constr
///
inline LpBase::Constr operator<=(const LpBase::Expr &e,
const LpBase::Value &f) {
return LpBase::Constr(LpBase::NaN, e, f);
}
///Create constraint
///\relates LpBase::Constr
///
inline LpBase::Constr operator>=(const LpBase::Expr &e,
const LpBase::Expr &f) {
return LpBase::Constr(0, e - f, LpBase::NaN);
}
///Create constraint
///\relates LpBase::Constr
///
inline LpBase::Constr operator>=(const LpBase::Value &e,
const LpBase::Expr &f) {
return LpBase::Constr(LpBase::NaN, f, e);
}
///Create constraint
///\relates LpBase::Constr
///
inline LpBase::Constr operator>=(const LpBase::Expr &e,
const LpBase::Value &f) {
return LpBase::Constr(f, e, LpBase::NaN);
}
///Create constraint
///\relates LpBase::Constr
///
inline LpBase::Constr operator==(const LpBase::Expr &e,
const LpBase::Value &f) {
return LpBase::Constr(f, e, f);
}
///Create constraint
///\relates LpBase::Constr
///
inline LpBase::Constr operator==(const LpBase::Expr &e,
const LpBase::Expr &f) {
return LpBase::Constr(0, f - e, 0);
}
///Create constraint
///\relates LpBase::Constr
///
inline LpBase::Constr operator<=(const LpBase::Value &n,
const LpBase::Constr &c) {
LpBase::Constr tmp(c);
LEMON_ASSERT(isNaN(tmp.lowerBound()), "Wrong LP constraint");
tmp.lowerBound()=n;
return tmp;
}
///Create constraint
///\relates LpBase::Constr
///
inline LpBase::Constr operator<=(const LpBase::Constr &c,
const LpBase::Value &n)
{
LpBase::Constr tmp(c);
LEMON_ASSERT(isNaN(tmp.upperBound()), "Wrong LP constraint");
tmp.upperBound()=n;
return tmp;
}
///Create constraint
///\relates LpBase::Constr
///
inline LpBase::Constr operator>=(const LpBase::Value &n,
const LpBase::Constr &c) {
LpBase::Constr tmp(c);
LEMON_ASSERT(isNaN(tmp.upperBound()), "Wrong LP constraint");
tmp.upperBound()=n;
return tmp;
}
///Create constraint
///\relates LpBase::Constr
///
inline LpBase::Constr operator>=(const LpBase::Constr &c,
const LpBase::Value &n)
{
LpBase::Constr tmp(c);
LEMON_ASSERT(isNaN(tmp.lowerBound()), "Wrong LP constraint");
tmp.lowerBound()=n;
return tmp;
}
///Addition
///\relates LpBase::DualExpr
///
inline LpBase::DualExpr operator+(const LpBase::DualExpr &a,
const LpBase::DualExpr &b) {
LpBase::DualExpr tmp(a);
tmp+=b;
return tmp;
}
///Substraction
///\relates LpBase::DualExpr
///
inline LpBase::DualExpr operator-(const LpBase::DualExpr &a,
const LpBase::DualExpr &b) {
LpBase::DualExpr tmp(a);
tmp-=b;
return tmp;
}
///Multiply with constant
///\relates LpBase::DualExpr
///
inline LpBase::DualExpr operator*(const LpBase::DualExpr &a,
const LpBase::Value &b) {
LpBase::DualExpr tmp(a);
tmp*=b;
return tmp;
}
///Multiply with constant
///\relates LpBase::DualExpr
///
inline LpBase::DualExpr operator*(const LpBase::Value &a,
const LpBase::DualExpr &b) {
LpBase::DualExpr tmp(b);
tmp*=a;
return tmp;
}
///Divide with constant
///\relates LpBase::DualExpr
///
inline LpBase::DualExpr operator/(const LpBase::DualExpr &a,
const LpBase::Value &b) {
LpBase::DualExpr tmp(a);
tmp/=b;
return tmp;
}
/// \ingroup lp_group
///
/// \brief Common base class for LP solvers
///
/// This class is an abstract base class for LP solvers. This class
/// provides a full interface for set and modify an LP problem,
/// solve it and retrieve the solution. You can use one of the
/// descendants as a concrete implementation, or the \c Lp
/// default LP solver. However, if you would like to handle LP
/// solvers as reference or pointer in a generic way, you can use
/// this class directly.
class LpSolver : virtual public LpBase {
public:
/// The problem types for primal and dual problems
enum ProblemType {
/// = 0. Feasible solution hasn't been found (but may exist).
UNDEFINED = 0,
/// = 1. The problem has no feasible solution.
INFEASIBLE = 1,
/// = 2. Feasible solution found.
FEASIBLE = 2,
/// = 3. Optimal solution exists and found.
OPTIMAL = 3,
/// = 4. The cost function is unbounded.
UNBOUNDED = 4
};
///The basis status of variables
enum VarStatus {
/// The variable is in the basis
BASIC,
/// The variable is free, but not basic
FREE,
/// The variable has active lower bound
LOWER,
/// The variable has active upper bound
UPPER,
/// The variable is non-basic and fixed
FIXED
};
protected:
virtual SolveExitStatus _solve() = 0;
virtual Value _getPrimal(int i) const = 0;
virtual Value _getDual(int i) const = 0;
virtual Value _getPrimalRay(int i) const = 0;
virtual Value _getDualRay(int i) const = 0;
virtual Value _getPrimalValue() const = 0;
virtual VarStatus _getColStatus(int i) const = 0;
virtual VarStatus _getRowStatus(int i) const = 0;
virtual ProblemType _getPrimalType() const = 0;
virtual ProblemType _getDualType() const = 0;
public:
///Allocate a new LP problem instance
virtual LpSolver* newSolver() const = 0;
///Make a copy of the LP problem
virtual LpSolver* cloneSolver() const = 0;
///\name Solve the LP
///@{
///\e Solve the LP problem at hand
///
///\return The result of the optimization procedure. Possible
///values and their meanings can be found in the documentation of
///\ref SolveExitStatus.
SolveExitStatus solve() { return _solve(); }
///@}
///\name Obtain the Solution
///@{
/// The type of the primal problem
ProblemType primalType() const {
return _getPrimalType();
}
/// The type of the dual problem
ProblemType dualType() const {
return _getDualType();
}
/// Return the primal value of the column
/// Return the primal value of the column.
/// \pre The problem is solved.
Value primal(Col c) const { return _getPrimal(cols(id(c))); }
/// Return the primal value of the expression
/// Return the primal value of the expression, i.e. the dot
/// product of the primal solution and the expression.
/// \pre The problem is solved.
Value primal(const Expr& e) const {
double res = *e;
for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) {
res += *c * primal(c);
}
return res;
}
/// Returns a component of the primal ray
/// The primal ray is solution of the modified primal problem,
/// where we change each finite bound to 0, and we looking for a
/// negative objective value in case of minimization, and positive
/// objective value for maximization. If there is such solution,
/// that proofs the unsolvability of the dual problem, and if a
/// feasible primal solution exists, then the unboundness of
/// primal problem.
///
/// \pre The problem is solved and the dual problem is infeasible.
/// \note Some solvers does not provide primal ray calculation
/// functions.
Value primalRay(Col c) const { return _getPrimalRay(cols(id(c))); }
/// Return the dual value of the row
/// Return the dual value of the row.
/// \pre The problem is solved.
Value dual(Row r) const { return _getDual(rows(id(r))); }
/// Return the dual value of the dual expression
/// Return the dual value of the dual expression, i.e. the dot
/// product of the dual solution and the dual expression.
/// \pre The problem is solved.
Value dual(const DualExpr& e) const {
double res = 0.0;
for (DualExpr::ConstCoeffIt r(e); r != INVALID; ++r) {
res += *r * dual(r);
}
return res;
}
/// Returns a component of the dual ray
/// The dual ray is solution of the modified primal problem, where
/// we change each finite bound to 0 (i.e. the objective function
/// coefficients in the primal problem), and we looking for a
/// ositive objective value. If there is such solution, that
/// proofs the unsolvability of the primal problem, and if a
/// feasible dual solution exists, then the unboundness of
/// dual problem.
///
/// \pre The problem is solved and the primal problem is infeasible.
/// \note Some solvers does not provide dual ray calculation
/// functions.
Value dualRay(Row r) const { return _getDualRay(rows(id(r))); }
/// Return the basis status of the column
/// \see VarStatus
VarStatus colStatus(Col c) const { return _getColStatus(cols(id(c))); }
/// Return the basis status of the row
/// \see VarStatus
VarStatus rowStatus(Row r) const { return _getRowStatus(rows(id(r))); }
///The value of the objective function
///\return
///- \ref INF or -\ref INF means either infeasibility or unboundedness
/// of the primal problem, depending on whether we minimize or maximize.
///- \ref NaN if no primal solution is found.
///- The (finite) objective value if an optimal solution is found.
Value primal() const { return _getPrimalValue()+obj_const_comp;}
///@}
protected:
};
/// \ingroup lp_group
///
/// \brief Common base class for MIP solvers
///
/// This class is an abstract base class for MIP solvers. This class
/// provides a full interface for set and modify an MIP problem,
/// solve it and retrieve the solution. You can use one of the
/// descendants as a concrete implementation, or the \c Lp
/// default MIP solver. However, if you would like to handle MIP
/// solvers as reference or pointer in a generic way, you can use
/// this class directly.
class MipSolver : virtual public LpBase {
public:
/// The problem types for MIP problems
enum ProblemType {
/// = 0. Feasible solution hasn't been found (but may exist).
UNDEFINED = 0,
/// = 1. The problem has no feasible solution.
INFEASIBLE = 1,
/// = 2. Feasible solution found.
FEASIBLE = 2,
/// = 3. Optimal solution exists and found.
OPTIMAL = 3,
/// = 4. The cost function is unbounded.
///The Mip or at least the relaxed problem is unbounded.
UNBOUNDED = 4
};
///Allocate a new MIP problem instance
virtual MipSolver* newSolver() const = 0;
///Make a copy of the MIP problem
virtual MipSolver* cloneSolver() const = 0;
///\name Solve the MIP
///@{
/// Solve the MIP problem at hand
///
///\return The result of the optimization procedure. Possible
///values and their meanings can be found in the documentation of
///\ref SolveExitStatus.
SolveExitStatus solve() { return _solve(); }
///@}
///\name Set Column Type
///@{
///Possible variable (column) types (e.g. real, integer, binary etc.)
enum ColTypes {
/// = 0. Continuous variable (default).
REAL = 0,
/// = 1. Integer variable.
INTEGER = 1
};
///Sets the type of the given column to the given type
///Sets the type of the given column to the given type.
///
void colType(Col c, ColTypes col_type) {
_setColType(cols(id(c)),col_type);
}
///Gives back the type of the column.
///Gives back the type of the column.
///
ColTypes colType(Col c) const {
return _getColType(cols(id(c)));
}
///@}
///\name Obtain the Solution
///@{
/// The type of the MIP problem
ProblemType type() const {
return _getType();
}
/// Return the value of the row in the solution
/// Return the value of the row in the solution.
/// \pre The problem is solved.
Value sol(Col c) const { return _getSol(cols(id(c))); }
/// Return the value of the expression in the solution
/// Return the value of the expression in the solution, i.e. the
/// dot product of the solution and the expression.
/// \pre The problem is solved.
Value sol(const Expr& e) const {
double res = *e;
for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) {
res += *c * sol(c);
}
return res;
}
///The value of the objective function
///\return
///- \ref INF or -\ref INF means either infeasibility or unboundedness
/// of the problem, depending on whether we minimize or maximize.
///- \ref NaN if no primal solution is found.
///- The (finite) objective value if an optimal solution is found.
Value solValue() const { return _getSolValue()+obj_const_comp;}
///@}
protected:
virtual SolveExitStatus _solve() = 0;
virtual ColTypes _getColType(int col) const = 0;
virtual void _setColType(int col, ColTypes col_type) = 0;
virtual ProblemType _getType() const = 0;
virtual Value _getSol(int i) const = 0;
virtual Value _getSolValue() const = 0;
};
} //namespace lemon
#endif //LEMON_LP_BASE_H
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