466 lines
12 KiB
C++
Executable File
466 lines
12 KiB
C++
Executable File
/* -*- mode: C++; indent-tabs-mode: nil; -*-
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*
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* This file is a part of LEMON, a generic C++ optimization library.
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*
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* Copyright (C) 2003-2013
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* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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* (Egervary Research Group on Combinatorial Optimization, EGRES).
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*
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* Permission to use, modify and distribute this software is granted
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* provided that this copyright notice appears in all copies. For
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* precise terms see the accompanying LICENSE file.
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*
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* This software is provided "AS IS" with no warranty of any kind,
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* express or implied, and with no claim as to its suitability for any
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* purpose.
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*
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*/
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#include <iostream>
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#include <lemon/soplex.h>
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#include <soplex.h>
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#include <spxout.h>
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///\file
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///\brief Implementation of the LEMON-SOPLEX lp solver interface.
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namespace lemon {
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SoplexLp::SoplexLp() {
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soplex = new soplex::SoPlex;
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messageLevel(MESSAGE_NOTHING);
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}
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SoplexLp::~SoplexLp() {
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delete soplex;
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}
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SoplexLp::SoplexLp(const SoplexLp& lp) {
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rows = lp.rows;
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cols = lp.cols;
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soplex = new soplex::SoPlex;
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(*static_cast<soplex::SPxLP*>(soplex)) = *(lp.soplex);
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_col_names = lp._col_names;
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_col_names_ref = lp._col_names_ref;
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_row_names = lp._row_names;
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_row_names_ref = lp._row_names_ref;
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messageLevel(MESSAGE_NOTHING);
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}
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void SoplexLp::_clear_temporals() {
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_primal_values.clear();
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_dual_values.clear();
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}
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SoplexLp* SoplexLp::newSolver() const {
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SoplexLp* newlp = new SoplexLp();
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return newlp;
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}
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SoplexLp* SoplexLp::cloneSolver() const {
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SoplexLp* newlp = new SoplexLp(*this);
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return newlp;
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}
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const char* SoplexLp::_solverName() const { return "SoplexLp"; }
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int SoplexLp::_addCol() {
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soplex::LPCol c;
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c.setLower(-soplex::infinity);
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c.setUpper(soplex::infinity);
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soplex->addCol(c);
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_col_names.push_back(std::string());
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return soplex->nCols() - 1;
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}
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int SoplexLp::_addRow() {
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soplex::LPRow r;
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r.setLhs(-soplex::infinity);
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r.setRhs(soplex::infinity);
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soplex->addRow(r);
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_row_names.push_back(std::string());
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return soplex->nRows() - 1;
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}
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int SoplexLp::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) {
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soplex::DSVector v;
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for (ExprIterator it = b; it != e; ++it) {
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v.add(it->first, it->second);
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}
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soplex::LPRow r(l, v, u);
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soplex->addRow(r);
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_row_names.push_back(std::string());
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return soplex->nRows() - 1;
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}
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void SoplexLp::_eraseCol(int i) {
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soplex->removeCol(i);
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_col_names_ref.erase(_col_names[i]);
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_col_names[i] = _col_names.back();
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_col_names_ref[_col_names.back()] = i;
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_col_names.pop_back();
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}
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void SoplexLp::_eraseRow(int i) {
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soplex->removeRow(i);
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_row_names_ref.erase(_row_names[i]);
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_row_names[i] = _row_names.back();
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_row_names_ref[_row_names.back()] = i;
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_row_names.pop_back();
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}
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void SoplexLp::_eraseColId(int i) {
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cols.eraseIndex(i);
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cols.relocateIndex(i, cols.maxIndex());
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}
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void SoplexLp::_eraseRowId(int i) {
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rows.eraseIndex(i);
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rows.relocateIndex(i, rows.maxIndex());
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}
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void SoplexLp::_getColName(int c, std::string &name) const {
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name = _col_names[c];
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}
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void SoplexLp::_setColName(int c, const std::string &name) {
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_col_names_ref.erase(_col_names[c]);
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_col_names[c] = name;
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if (!name.empty()) {
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_col_names_ref.insert(std::make_pair(name, c));
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}
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}
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int SoplexLp::_colByName(const std::string& name) const {
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std::map<std::string, int>::const_iterator it =
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_col_names_ref.find(name);
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if (it != _col_names_ref.end()) {
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return it->second;
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} else {
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return -1;
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}
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}
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void SoplexLp::_getRowName(int r, std::string &name) const {
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name = _row_names[r];
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}
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void SoplexLp::_setRowName(int r, const std::string &name) {
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_row_names_ref.erase(_row_names[r]);
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_row_names[r] = name;
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if (!name.empty()) {
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_row_names_ref.insert(std::make_pair(name, r));
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}
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}
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int SoplexLp::_rowByName(const std::string& name) const {
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std::map<std::string, int>::const_iterator it =
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_row_names_ref.find(name);
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if (it != _row_names_ref.end()) {
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return it->second;
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} else {
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return -1;
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}
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}
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void SoplexLp::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
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for (int j = 0; j < soplex->nCols(); ++j) {
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soplex->changeElement(i, j, 0.0);
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}
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for(ExprIterator it = b; it != e; ++it) {
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soplex->changeElement(i, it->first, it->second);
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}
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}
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void SoplexLp::_getRowCoeffs(int i, InsertIterator b) const {
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const soplex::SVector& vec = soplex->rowVector(i);
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for (int k = 0; k < vec.size(); ++k) {
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*b = std::make_pair(vec.index(k), vec.value(k));
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++b;
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}
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}
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void SoplexLp::_setColCoeffs(int j, ExprIterator b, ExprIterator e) {
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for (int i = 0; i < soplex->nRows(); ++i) {
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soplex->changeElement(i, j, 0.0);
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}
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for(ExprIterator it = b; it != e; ++it) {
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soplex->changeElement(it->first, j, it->second);
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}
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}
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void SoplexLp::_getColCoeffs(int i, InsertIterator b) const {
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const soplex::SVector& vec = soplex->colVector(i);
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for (int k = 0; k < vec.size(); ++k) {
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*b = std::make_pair(vec.index(k), vec.value(k));
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++b;
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}
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}
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void SoplexLp::_setCoeff(int i, int j, Value value) {
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soplex->changeElement(i, j, value);
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}
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SoplexLp::Value SoplexLp::_getCoeff(int i, int j) const {
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return soplex->rowVector(i)[j];
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}
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void SoplexLp::_setColLowerBound(int i, Value value) {
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LEMON_ASSERT(value != INF, "Invalid bound");
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soplex->changeLower(i, value != -INF ? value : -soplex::infinity);
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}
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SoplexLp::Value SoplexLp::_getColLowerBound(int i) const {
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double value = soplex->lower(i);
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return value != -soplex::infinity ? value : -INF;
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}
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void SoplexLp::_setColUpperBound(int i, Value value) {
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LEMON_ASSERT(value != -INF, "Invalid bound");
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soplex->changeUpper(i, value != INF ? value : soplex::infinity);
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}
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SoplexLp::Value SoplexLp::_getColUpperBound(int i) const {
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double value = soplex->upper(i);
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return value != soplex::infinity ? value : INF;
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}
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void SoplexLp::_setRowLowerBound(int i, Value lb) {
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LEMON_ASSERT(lb != INF, "Invalid bound");
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soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, soplex->rhs(i));
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}
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SoplexLp::Value SoplexLp::_getRowLowerBound(int i) const {
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double res = soplex->lhs(i);
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return res == -soplex::infinity ? -INF : res;
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}
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void SoplexLp::_setRowUpperBound(int i, Value ub) {
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LEMON_ASSERT(ub != -INF, "Invalid bound");
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soplex->changeRange(i, soplex->lhs(i), ub != INF ? ub : soplex::infinity);
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}
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SoplexLp::Value SoplexLp::_getRowUpperBound(int i) const {
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double res = soplex->rhs(i);
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return res == soplex::infinity ? INF : res;
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}
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void SoplexLp::_setObjCoeffs(ExprIterator b, ExprIterator e) {
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for (int j = 0; j < soplex->nCols(); ++j) {
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soplex->changeObj(j, 0.0);
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}
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for (ExprIterator it = b; it != e; ++it) {
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soplex->changeObj(it->first, it->second);
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}
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}
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void SoplexLp::_getObjCoeffs(InsertIterator b) const {
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for (int j = 0; j < soplex->nCols(); ++j) {
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Value coef = soplex->obj(j);
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if (coef != 0.0) {
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*b = std::make_pair(j, coef);
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++b;
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}
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}
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}
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void SoplexLp::_setObjCoeff(int i, Value obj_coef) {
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soplex->changeObj(i, obj_coef);
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}
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SoplexLp::Value SoplexLp::_getObjCoeff(int i) const {
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return soplex->obj(i);
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}
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SoplexLp::SolveExitStatus SoplexLp::_solve() {
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_clear_temporals();
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_applyMessageLevel();
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soplex::SPxSolver::Status status = soplex->solve();
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switch (status) {
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case soplex::SPxSolver::OPTIMAL:
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case soplex::SPxSolver::INFEASIBLE:
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case soplex::SPxSolver::UNBOUNDED:
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return SOLVED;
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default:
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return UNSOLVED;
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}
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}
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SoplexLp::Value SoplexLp::_getPrimal(int i) const {
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if (_primal_values.empty()) {
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_primal_values.resize(soplex->nCols());
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soplex::Vector pv(_primal_values.size(), &_primal_values.front());
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soplex->getPrimal(pv);
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}
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return _primal_values[i];
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}
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SoplexLp::Value SoplexLp::_getDual(int i) const {
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if (_dual_values.empty()) {
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_dual_values.resize(soplex->nRows());
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soplex::Vector dv(_dual_values.size(), &_dual_values.front());
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soplex->getDual(dv);
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}
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return _dual_values[i];
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}
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SoplexLp::Value SoplexLp::_getPrimalValue() const {
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return soplex->objValue();
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}
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SoplexLp::VarStatus SoplexLp::_getColStatus(int i) const {
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switch (soplex->getBasisColStatus(i)) {
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case soplex::SPxSolver::BASIC:
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return BASIC;
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case soplex::SPxSolver::ON_UPPER:
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return UPPER;
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case soplex::SPxSolver::ON_LOWER:
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return LOWER;
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case soplex::SPxSolver::FIXED:
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return FIXED;
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case soplex::SPxSolver::ZERO:
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return FREE;
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default:
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LEMON_ASSERT(false, "Wrong column status");
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return VarStatus();
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}
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}
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SoplexLp::VarStatus SoplexLp::_getRowStatus(int i) const {
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switch (soplex->getBasisRowStatus(i)) {
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case soplex::SPxSolver::BASIC:
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return BASIC;
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case soplex::SPxSolver::ON_UPPER:
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return UPPER;
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case soplex::SPxSolver::ON_LOWER:
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return LOWER;
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case soplex::SPxSolver::FIXED:
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return FIXED;
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case soplex::SPxSolver::ZERO:
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return FREE;
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default:
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LEMON_ASSERT(false, "Wrong row status");
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return VarStatus();
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}
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}
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SoplexLp::Value SoplexLp::_getPrimalRay(int i) const {
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if (_primal_ray.empty()) {
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_primal_ray.resize(soplex->nCols());
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soplex::Vector pv(_primal_ray.size(), &_primal_ray.front());
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soplex->getDualfarkas(pv);
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}
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return _primal_ray[i];
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}
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SoplexLp::Value SoplexLp::_getDualRay(int i) const {
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if (_dual_ray.empty()) {
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_dual_ray.resize(soplex->nRows());
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soplex::Vector dv(_dual_ray.size(), &_dual_ray.front());
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soplex->getDualfarkas(dv);
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}
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return _dual_ray[i];
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}
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SoplexLp::ProblemType SoplexLp::_getPrimalType() const {
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switch (soplex->status()) {
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case soplex::SPxSolver::OPTIMAL:
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return OPTIMAL;
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case soplex::SPxSolver::UNBOUNDED:
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return UNBOUNDED;
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case soplex::SPxSolver::INFEASIBLE:
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return INFEASIBLE;
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default:
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return UNDEFINED;
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}
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}
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SoplexLp::ProblemType SoplexLp::_getDualType() const {
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switch (soplex->status()) {
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case soplex::SPxSolver::OPTIMAL:
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return OPTIMAL;
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case soplex::SPxSolver::UNBOUNDED:
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return UNBOUNDED;
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case soplex::SPxSolver::INFEASIBLE:
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return INFEASIBLE;
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default:
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return UNDEFINED;
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}
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}
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void SoplexLp::_setSense(Sense sense) {
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switch (sense) {
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case MIN:
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soplex->changeSense(soplex::SPxSolver::MINIMIZE);
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break;
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case MAX:
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soplex->changeSense(soplex::SPxSolver::MAXIMIZE);
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}
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}
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SoplexLp::Sense SoplexLp::_getSense() const {
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switch (soplex->spxSense()) {
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case soplex::SPxSolver::MAXIMIZE:
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return MAX;
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case soplex::SPxSolver::MINIMIZE:
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return MIN;
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default:
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LEMON_ASSERT(false, "Wrong sense.");
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return SoplexLp::Sense();
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}
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}
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void SoplexLp::_clear() {
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soplex->clear();
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_col_names.clear();
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_col_names_ref.clear();
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_row_names.clear();
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_row_names_ref.clear();
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cols.clear();
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rows.clear();
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_clear_temporals();
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}
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void SoplexLp::_messageLevel(MessageLevel level) {
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switch (level) {
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case MESSAGE_NOTHING:
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_message_level = -1;
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break;
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case MESSAGE_ERROR:
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_message_level = soplex::SPxOut::ERROR;
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break;
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case MESSAGE_WARNING:
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_message_level = soplex::SPxOut::WARNING;
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break;
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case MESSAGE_NORMAL:
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_message_level = soplex::SPxOut::INFO2;
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break;
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case MESSAGE_VERBOSE:
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_message_level = soplex::SPxOut::DEBUG;
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break;
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}
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}
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void SoplexLp::_applyMessageLevel() {
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soplex::Param::setVerbose(_message_level);
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}
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} //namespace lemon
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