471 lines
10 KiB
C++
Executable File
471 lines
10 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 <sstream>
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#include <lemon/lp_skeleton.h>
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#include "test_tools.h"
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#include <lemon/tolerance.h>
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#include <lemon/config.h>
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#ifdef LEMON_HAVE_GLPK
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#include <lemon/glpk.h>
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#endif
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#ifdef LEMON_HAVE_CPLEX
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#include <lemon/cplex.h>
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#endif
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#ifdef LEMON_HAVE_SOPLEX
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#include <lemon/soplex.h>
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#endif
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#ifdef LEMON_HAVE_CLP
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#include <lemon/clp.h>
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#endif
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#ifdef LEMON_HAVE_LP
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#include <lemon/lp.h>
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#endif
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using namespace lemon;
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int countCols(LpBase & lp) {
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int count=0;
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for (LpBase::ColIt c(lp); c!=INVALID; ++c) ++count;
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return count;
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}
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int countRows(LpBase & lp) {
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int count=0;
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for (LpBase::RowIt r(lp); r!=INVALID; ++r) ++count;
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return count;
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}
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void lpTest(LpSolver& lp)
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{
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typedef LpSolver LP;
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// Test LpBase::clear()
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check(countRows(lp)==0, "Wrong number of rows");
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check(countCols(lp)==0, "Wrong number of cols");
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lp.addCol(); lp.addRow(); lp.addRow();
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check(countRows(lp)==2, "Wrong number of rows");
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check(countCols(lp)==1, "Wrong number of cols");
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lp.clear();
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check(countRows(lp)==0, "Wrong number of rows");
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check(countCols(lp)==0, "Wrong number of cols");
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lp.addCol(); lp.addCol(); lp.addCol(); lp.addRow();
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check(countRows(lp)==1, "Wrong number of rows");
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check(countCols(lp)==3, "Wrong number of cols");
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lp.clear();
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std::vector<LP::Col> x(10);
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// for(int i=0;i<10;i++) x.push_back(lp.addCol());
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lp.addColSet(x);
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lp.colLowerBound(x,1);
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lp.colUpperBound(x,1);
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lp.colBounds(x,1,2);
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std::vector<LP::Col> y(10);
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lp.addColSet(y);
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lp.colLowerBound(y,1);
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lp.colUpperBound(y,1);
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lp.colBounds(y,1,2);
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std::map<int,LP::Col> z;
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z.insert(std::make_pair(12,INVALID));
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z.insert(std::make_pair(2,INVALID));
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z.insert(std::make_pair(7,INVALID));
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z.insert(std::make_pair(5,INVALID));
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lp.addColSet(z);
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lp.colLowerBound(z,1);
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lp.colUpperBound(z,1);
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lp.colBounds(z,1,2);
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{
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LP::Expr e,f,g;
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LP::Col p1,p2,p3,p4,p5;
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LP::Constr c;
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p1=lp.addCol();
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p2=lp.addCol();
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p3=lp.addCol();
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p4=lp.addCol();
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p5=lp.addCol();
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e[p1]=2;
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*e=12;
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e[p1]+=2;
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*e+=12;
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e[p1]-=2;
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*e-=12;
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e=2;
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e=2.2;
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e=p1;
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e=f;
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e+=2;
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e+=2.2;
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e+=p1;
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e+=f;
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e-=2;
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e-=2.2;
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e-=p1;
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e-=f;
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e*=2;
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e*=2.2;
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e/=2;
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e/=2.2;
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e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
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(f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
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(f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
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2.2*f+f*2.2+f/2.2+
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2*f+f*2+f/2+
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2.2*p1+p1*2.2+p1/2.2+
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2*p1+p1*2+p1/2
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);
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c = (e <= f );
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c = (e <= 2.2);
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c = (e <= 2 );
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c = (e <= p1 );
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c = (2.2<= f );
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c = (2 <= f );
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c = (p1 <= f );
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c = (p1 <= p2 );
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c = (p1 <= 2.2);
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c = (p1 <= 2 );
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c = (2.2<= p2 );
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c = (2 <= p2 );
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c = (e >= f );
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c = (e >= 2.2);
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c = (e >= 2 );
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c = (e >= p1 );
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c = (2.2>= f );
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c = (2 >= f );
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c = (p1 >= f );
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c = (p1 >= p2 );
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c = (p1 >= 2.2);
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c = (p1 >= 2 );
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c = (2.2>= p2 );
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c = (2 >= p2 );
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c = (e == f );
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c = (e == 2.2);
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c = (e == 2 );
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c = (e == p1 );
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c = (2.2== f );
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c = (2 == f );
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c = (p1 == f );
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//c = (p1 == p2 );
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c = (p1 == 2.2);
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c = (p1 == 2 );
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c = (2.2== p2 );
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c = (2 == p2 );
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c = ((2 <= e) <= 3);
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c = ((2 <= p1) <= 3);
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c = ((2 >= e) >= 3);
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c = ((2 >= p1) >= 3);
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{ //Tests for #430
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LP::Col v=lp.addCol();
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LP::Constr c = v >= -3;
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c = c <= 4;
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LP::Constr c2;
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#if ( __GNUC__ == 4 ) && ( __GNUC_MINOR__ == 3 )
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c2 = ( -3 <= v ) <= 4;
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#else
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c2 = -3 <= v <= 4;
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#endif
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}
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e[x[3]]=2;
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e[x[3]]=4;
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e[x[3]]=1;
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*e=12;
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lp.addRow(-LP::INF,e,23);
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lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
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lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
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lp.addRow(x[1]+x[3]<=x[5]-3);
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lp.addRow((-7<=x[1]+x[3]-12)<=3);
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lp.addRow(x[1]<=x[5]);
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std::ostringstream buf;
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e=((p1+p2)+(p1-0.99*p2));
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//e.prettyPrint(std::cout);
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//(e<=2).prettyPrint(std::cout);
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double tolerance=0.001;
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e.simplify(tolerance);
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buf << "Coeff. of p2 should be 0.01";
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check(e[p2]>0, buf.str());
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tolerance=0.02;
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e.simplify(tolerance);
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buf << "Coeff. of p2 should be 0";
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check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str());
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//Test for clone/new
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LP* lpnew = lp.newSolver();
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LP* lpclone = lp.cloneSolver();
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delete lpnew;
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delete lpclone;
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}
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{
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LP::DualExpr e,f,g;
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LP::Row p1 = INVALID, p2 = INVALID;
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e[p1]=2;
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e[p1]+=2;
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e[p1]-=2;
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e=p1;
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e=f;
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e+=p1;
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e+=f;
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e-=p1;
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e-=f;
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e*=2;
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e*=2.2;
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e/=2;
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e/=2.2;
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e=((p1+p2)+(p1-p2)+
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(p1+f)+(f+p1)+(f+g)+
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(p1-f)+(f-p1)+(f-g)+
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2.2*f+f*2.2+f/2.2+
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2*f+f*2+f/2+
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2.2*p1+p1*2.2+p1/2.2+
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2*p1+p1*2+p1/2
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);
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}
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}
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void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,
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double exp_opt) {
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using std::string;
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lp.solve();
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std::ostringstream buf;
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buf << "PrimalType should be: " << int(stat) << int(lp.primalType());
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check(lp.primalType()==stat, buf.str());
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if (stat == LpSolver::OPTIMAL) {
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std::ostringstream sbuf;
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sbuf << "Wrong optimal value (" << lp.primal() <<") with "
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<< lp.solverName() <<"\n the right optimum is " << exp_opt;
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check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());
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}
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}
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void aTest(LpSolver & lp)
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{
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typedef LpSolver LP;
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//The following example is very simple
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typedef LpSolver::Row Row;
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typedef LpSolver::Col Col;
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Col x1 = lp.addCol();
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Col x2 = lp.addCol();
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//Constraints
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Row upright=lp.addRow(x1+2*x2 <=1);
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lp.addRow(x1+x2 >=-1);
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lp.addRow(x1-x2 <=1);
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lp.addRow(x1-x2 >=-1);
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//Nonnegativity of the variables
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lp.colLowerBound(x1, 0);
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lp.colLowerBound(x2, 0);
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//Objective function
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lp.obj(x1+x2);
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lp.sense(lp.MAX);
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//Testing the problem retrieving routines
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check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
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check(lp.sense() == lp.MAX,"This is a maximization!");
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check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
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check(lp.colLowerBound(x1)==0,
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"The lower bound for variable x1 should be 0.");
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check(lp.colUpperBound(x1)==LpSolver::INF,
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"The upper bound for variable x1 should be infty.");
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check(lp.rowLowerBound(upright) == -LpSolver::INF,
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"The lower bound for the first row should be -infty.");
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check(lp.rowUpperBound(upright)==1,
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"The upper bound for the first row should be 1.");
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LpSolver::Expr e = lp.row(upright);
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check(e[x1] == 1, "The first coefficient should 1.");
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check(e[x2] == 2, "The second coefficient should 1.");
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lp.row(upright, x1+x2 <=1);
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e = lp.row(upright);
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check(e[x1] == 1, "The first coefficient should 1.");
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check(e[x2] == 1, "The second coefficient should 1.");
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LpSolver::DualExpr de = lp.col(x1);
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check( de[upright] == 1, "The first coefficient should 1.");
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LpSolver* clp = lp.cloneSolver();
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//Testing the problem retrieving routines
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check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
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check(clp->sense() == clp->MAX,"This is a maximization!");
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check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
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// std::cout<<lp.colLowerBound(x1)<<std::endl;
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check(clp->colLowerBound(x1)==0,
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"The lower bound for variable x1 should be 0.");
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check(clp->colUpperBound(x1)==LpSolver::INF,
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"The upper bound for variable x1 should be infty.");
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check(lp.rowLowerBound(upright)==-LpSolver::INF,
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"The lower bound for the first row should be -infty.");
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check(lp.rowUpperBound(upright)==1,
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"The upper bound for the first row should be 1.");
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e = clp->row(upright);
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check(e[x1] == 1, "The first coefficient should 1.");
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check(e[x2] == 1, "The second coefficient should 1.");
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de = clp->col(x1);
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check(de[upright] == 1, "The first coefficient should 1.");
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delete clp;
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//Maximization of x1+x2
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//over the triangle with vertices (0,0) (0,1) (1,0)
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double expected_opt=1;
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solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
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//Minimization
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lp.sense(lp.MIN);
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expected_opt=0;
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solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
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//Vertex (-1,0) instead of (0,0)
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lp.colLowerBound(x1, -LpSolver::INF);
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expected_opt=-1;
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solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
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//Erase one constraint and return to maximization
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lp.erase(upright);
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lp.sense(lp.MAX);
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expected_opt=LpSolver::INF;
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solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);
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//Infeasibilty
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lp.addRow(x1+x2 <=-2);
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solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);
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}
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template<class LP>
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void cloneTest()
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{
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//Test for clone/new
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LP* lp = new LP();
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LP* lpnew = lp->newSolver();
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LP* lpclone = lp->cloneSolver();
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delete lp;
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delete lpnew;
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delete lpclone;
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}
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int main()
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{
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LpSkeleton lp_skel;
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lpTest(lp_skel);
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#ifdef LEMON_HAVE_LP
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{
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Lp lp,lp2;
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lpTest(lp);
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aTest(lp2);
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cloneTest<Lp>();
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}
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#endif
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#ifdef LEMON_HAVE_GLPK
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{
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GlpkLp lp_glpk1,lp_glpk2;
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lpTest(lp_glpk1);
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aTest(lp_glpk2);
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cloneTest<GlpkLp>();
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}
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#endif
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#ifdef LEMON_HAVE_CPLEX
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try {
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CplexLp lp_cplex1,lp_cplex2;
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lpTest(lp_cplex1);
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aTest(lp_cplex2);
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cloneTest<CplexLp>();
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} catch (CplexEnv::LicenseError& error) {
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check(false, error.what());
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}
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#endif
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#ifdef LEMON_HAVE_SOPLEX
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{
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SoplexLp lp_soplex1,lp_soplex2;
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lpTest(lp_soplex1);
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aTest(lp_soplex2);
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cloneTest<SoplexLp>();
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}
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#endif
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#ifdef LEMON_HAVE_CLP
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{
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ClpLp lp_clp1,lp_clp2;
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lpTest(lp_clp1);
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aTest(lp_clp2);
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cloneTest<ClpLp>();
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}
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#endif
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return 0;
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}
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