715 lines
29 KiB
C++
715 lines
29 KiB
C++
// Copyright (c) 2018 Liangliang Nan. All rights reserved.
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//
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// This file is part of CGAL (www.cgal.org)
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//
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// $URL: https://github.com/CGAL/cgal/blob/v5.1/Solver_interface/include/CGAL/Mixed_integer_program_traits.h $
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// $Id: Mixed_integer_program_traits.h 202430d 2020-04-20T15:51:48+02:00 Dmitry Anisimov
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// SPDX-License-Identifier: LGPL-3.0-or-later OR LicenseRef-Commercial
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//
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// Author(s) : Liangliang Nan
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#ifndef CGAL_MIXED_INTEGER_PROGRAM_TRAITS_H
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#define CGAL_MIXED_INTEGER_PROGRAM_TRAITS_H
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#include <string>
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#include <vector>
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#include <unordered_map>
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#include <iostream>
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#include <iomanip>
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#include <sstream>
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#include <cmath>
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namespace CGAL {
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/// \cond SKIP_IN_MANUAL
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// forward declaration
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template <typename FT>
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class Mixed_integer_program_traits;
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/// The base class of solver element(e.g., Variable, Linear_constraint, and Linear_objective) in
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/// a mixed integer program
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template <typename FT>
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class Solver_entry
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{
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public:
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typedef CGAL::Mixed_integer_program_traits<FT> Solver;
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private:
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/// A solver element (e.g., variable, constraint, objective) cannot belong to multiple solvers.
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/// "solver" owns this entry.
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Solver_entry(
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Solver* solver,
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const std::string& name = "",
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int idx = 0
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) : solver_(solver), name_(name), index_(idx) {}
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public:
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const std::string& name() const { return name_; }
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void set_name(const std::string& n) { name_ = n; }
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int index() const { return index_; }
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void set_index(int idx) { index_ = idx; }
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/// The solver that owns this entry
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const Solver* solver() const { return solver_; }
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Solver* solver() { return solver_; }
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private:
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Solver* solver_; // The solver that owns this entry
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std::string name_;
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int index_;
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template <typename T> friend class Variable;
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template <typename T> friend class Linear_expression;
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template <typename T> friend class Mixed_integer_program_traits;
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};
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/// The base class of solver elements that have bound constraints.
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template <typename FT>
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class Bound
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{
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private:
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Bound(FT lb = -infinity(), FT ub = +infinity());
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public:
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void set_bounds(FT lb, FT ub);
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void set_lower_bound(FT lb) { lower_bound_ = lb; }
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void set_upper_bound(FT ub) { upper_bound_ = ub; }
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void get_bounds(FT& lb, FT& ub) const;
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FT lower_bound() const { return lower_bound_; }
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FT upper_bound() const { return upper_bound_; }
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static FT infinity();
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private:
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FT lower_bound_;
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FT upper_bound_;
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static FT infinity_;
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template <typename T> friend class Variable;
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template <typename T> friend class Linear_constraint;
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template <typename T> friend class Mixed_integer_program_traits;
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};
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/// \endcond
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/// \ingroup PkgSolverInterfaceRef
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///
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/// The variable of a mixed integer program.
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///
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/// \cgalModels `MixedIntegerProgramVariable`
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template <typename FT>
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class Variable : public Solver_entry<FT>, public Bound<FT>
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{
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/// \cond SKIP_IN_MANUAL
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public:
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enum Variable_type { CONTINUOUS, INTEGER, BINARY };
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typedef CGAL::Bound<FT> Bound;
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typedef CGAL::Solver_entry<FT> Solver_entry;
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typedef CGAL::Mixed_integer_program_traits<FT> Solver;
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private:
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/// A variable cannot belong to several solvers.
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/// "solver" owns this variable.
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Variable(
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Solver* solver,
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Variable_type type = CONTINUOUS,
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FT lb = -Bound::infinity(),
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FT ub = +Bound::infinity(),
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const std::string& name = "",
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int idx = 0
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);
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public:
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Variable_type variable_type() const { return variable_type_; }
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void set_variable_type(Variable_type t);
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/// Returns the value of the variable in the current solution.
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/// \note (1) Valid only if the program was successfully solved.
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/// (2) If the variable is integer and rounded == true, then the
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/// value will be rounded to the nearest integer.
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FT solution_value(bool rounded = false) const;
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void set_solution_value(FT value) { solution_value_ = value; }
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private:
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Variable_type variable_type_;
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FT solution_value_;
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template <typename T> friend class Mixed_integer_program_traits;
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/// \endcond
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};
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/// \cond SKIP_IN_MANUAL
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/// The base class of Linear_constraint and Linear_objective.
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template <typename FT>
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class Linear_expression : public Solver_entry<FT>
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{
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public:
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typedef CGAL::Solver_entry<FT> Solver_entry;
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typedef CGAL::Variable<FT> Variable;
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typedef CGAL::Mixed_integer_program_traits<FT> Solver;
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private:
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/// An expression cannot belong to several solvers.
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/// "solver" owns this expression.
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Linear_expression(
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Solver* solver,
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const std::string& name = "",
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int idx = 0
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);
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public:
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/// Adds a coefficient to a variable.
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void add_coefficient(const Variable* var, FT coeff);
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const std::unordered_map<const Variable*, FT>& coefficients() const { return coefficients_; }
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void set_coefficients(const std::unordered_map<const Variable*, FT>& coeffs) { coefficients_ = coeffs; }
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FT get_coefficient(const Variable* var) const;
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// The constant term
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void set_offset(FT value) { offset_ = value; }
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FT offset() const { return offset_; }
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/// Evaluates the value of this expression at the solution found.
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/// \note (1) valid only if the problem was successfully solved.
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/// (2) if a variable is integer and rounded == true, then the
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/// variable value will be rounded to the nearest integer.
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FT solution_value(bool rounded = false) const;
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virtual void clear() { coefficients_.clear(); offset_ = 0.0; }
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private:
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std::unordered_map<const Variable*, FT> coefficients_;
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FT offset_;
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template <typename T> friend class Linear_constraint;
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template <typename T> friend class Linear_objective;
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template <typename T> friend class Mixed_integer_program_traits;
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};
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/// \endcond
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/// \ingroup PkgSolverInterfaceRef
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///
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/// The linear constraint of a mixed integer program.
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///
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/// \cgalModels `MixedIntegerProgramLinearConstraint`
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template <typename FT>
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class Linear_constraint : public Linear_expression<FT>, public Bound<FT>
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{
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/// \cond SKIP_IN_MANUAL
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public:
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typedef CGAL::Bound<FT> Bound;
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typedef CGAL::Linear_expression<FT> Linear_expression;
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typedef CGAL::Mixed_integer_program_traits<FT> Solver;
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private:
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/// A constraint cannot belong to several solvers.
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/// The "solver" owns this constraint.
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Linear_constraint(
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Solver* solver,
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FT lb = -Bound::infinity(),
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FT ub = +Bound::infinity(),
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const std::string& name = "",
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int idx = 0
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);
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virtual ~Linear_constraint() {}
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template <typename T> friend class Mixed_integer_program_traits;
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/// \endcond
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};
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/// \ingroup PkgSolverInterfaceRef
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///
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/// The linear objective of a mixed integer program.
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///
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/// \cgalModels `MixedIntegerProgramLinearObjective`
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///
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template <typename FT>
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class Linear_objective : public Linear_expression<FT>
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{
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/// \cond SKIP_IN_MANUAL
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public:
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typedef CGAL::Mixed_integer_program_traits<FT> Solver;
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typedef CGAL::Linear_expression<FT> Linear_expression;
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typedef typename Linear_expression::Solver_entry Solver_entry;
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enum Sense { MINIMIZE, MAXIMIZE, UNDEFINED };
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private:
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/// An objective cannot belong to several solvers.
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/// "solver" owns this objective.
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Linear_objective(Solver* solver, Sense sense);
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virtual ~Linear_objective() {}
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public:
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void set_sense(Sense sense) { sense_ = sense; }
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Sense sense() const { return sense_; }
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void clear();
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private:
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Sense sense_;
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template <typename T> friend class Mixed_integer_program_traits;
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/// \endcond
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};
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/// \ingroup PkgSolverInterfaceRef
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///
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/// The class `CGAL::Mixed_integer_program_traits` provides an interface for
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/// formulating and solving (constrained or unconstrained) mixed integer
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/// programs. It can also be used for general linear programs.
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/// \note The solve() function is virtual and thus this class cannot be
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/// instantiated directly. Client code should use the inherited
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/// classes, i.e., `CGAL::GLPK_mixed_integer_program_traits` or
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/// `CGAL::SCIP_mixed_integer_program_traits`. Alternatively, use
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/// `CGAL::Mixed_integer_program_traits` as a base to derive a new model
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/// (using e.g., <a href = "https://projects.coin-or.org/Cbc"> CBC </a>,
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/// <a href = "http://www.gurobi.com/"> Gurobi </a> for better
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/// performance).
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///
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/// \cond SKIP_IN_MANUAL
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/// \tparam FT Number type
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/// \endcond
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///
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/// \cgalModels `MixedIntegerProgramTraits`
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template <typename FT>
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class Mixed_integer_program_traits
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{
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/// \cond SKIP_IN_MANUAL
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public:
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typedef CGAL::Variable<FT> Variable;
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typedef CGAL::Linear_constraint<FT> Linear_constraint;
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typedef CGAL::Linear_objective<FT> Linear_objective;
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typedef typename Linear_objective::Sense Sense;
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typedef typename Variable::Variable_type Variable_type;
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public:
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Mixed_integer_program_traits();
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~Mixed_integer_program_traits();
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/// Creates a single variable, add it to the solver, and returns its pointer.
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/// \note (1) If name is empty or not provided, a default name (e.g., x0, x1...)
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/// will be given.
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/// (2) Memory is managed by the solver and will be automatically released
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/// when the solver is destroyed.
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Variable* create_variable(
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Variable_type type = Variable::CONTINUOUS,
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FT lb = -Variable::infinity(),
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FT ub = +Variable::infinity(),
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const std::string& name = ""
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);
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/// Creates a set of variables and add them to the solver.
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/// \note (1) Variables will be given default names, e.g., x0, x1...
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/// (2) Memory is managed by the solver and will be automatically released
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/// when the solver is destroyed.
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std::vector<Variable*> create_variables(std::size_t n);
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/// Creates a single linear constraint, add it to the solver, and returns the pointer.
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/// \note (1) If 'name' is empty or not provided, a default name (e.g., c0, c1...) will be given.
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/// (2) Memory is managed by the solver and will be automatically released when the
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/// solver is destroyed.
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Linear_constraint* create_constraint(
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FT lb = -Variable::infinity(),
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FT ub = +Variable::infinity(),
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const std::string& name = ""
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);
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/// Creates a set of linear constraints and add them to the solver.
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/// \note (1) Constraints with be given default names, e.g., c0, c1...
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/// (2) Memory is managed by the solver and will be automatically released
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/// when the solver is destroyed.
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std::vector<Linear_constraint*> create_constraints(std::size_t n);
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/// Creates the objective function and returns the pointer.
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/// \note Memory is managed by the solver and will be automatically released
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/// when the solver is destroyed.
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Linear_objective* create_objective(Sense sense = Linear_objective::MINIMIZE);
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std::size_t number_of_variables() const { return variables_.size(); }
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const std::vector<Variable*>& variables() const { return variables_; }
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std::vector<Variable*>& variables() { return variables_; }
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std::size_t number_of_constraints() const { return constraints_.size(); }
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const std::vector<Linear_constraint*>& constraints() const { return constraints_; }
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std::vector<Linear_constraint*>& constraints() { return constraints_; }
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const Linear_objective* objective() const;
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Linear_objective* objective();
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std::size_t number_of_continuous_variables() const;
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std::size_t number_of_integer_variables() const;
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std::size_t number_of_binary_variables() const;
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bool is_continuous() const; // Returns true if all variables are continuous
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bool is_mixed_integer_program() const; // Returns true if mixed integer program
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bool is_integer_program() const; // Returns true if integer program
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bool is_binary_program() const; // Returns true if binary program
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/// Clears all variables, constraints, and the objective.
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void clear();
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/// Solves the program. Returns false if fails.
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virtual bool solve() = 0;
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/// Returns the result.
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/// The result can also be retrieved using Variable::solution_value().
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/// \note (1) Result is valid only if the solver succeeded.
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/// (2) Each entry in the result corresponds to the variable with the
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/// same index in the program.
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const std::vector<FT>& solution() const { return result_; }
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/// Returns the error message.
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/// \note This function should be called after call to solve().
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const std::string& error_message() const { return error_message_; }
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protected:
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Linear_objective* objective_;
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std::vector<Variable*> variables_;
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std::vector<Linear_constraint*> constraints_;
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std::vector<FT> result_;
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std::string error_message_;
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/// \endcond
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};
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//////////////////////////////////////////////////////////////////////////
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// implementation
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#ifndef DOXYGEN_RUNNING
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template<typename FT>
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FT Bound<FT>::infinity_ = 1e20; // values larger than this value are considered infinity
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template<typename FT>
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Bound<FT>::Bound(FT lb /* = -infinity() */, FT ub /* = +infinity() */)
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: lower_bound_(lb)
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, upper_bound_(ub)
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{
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}
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template<typename FT>
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FT Bound<FT>::infinity() {
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return infinity_;
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}
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template<typename FT>
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void Bound<FT>::set_bounds(FT lb, FT ub) {
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lower_bound_ = lb;
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upper_bound_ = ub;
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}
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template<typename FT>
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void Bound<FT>::get_bounds(FT& lb, FT& ub) const {
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lb = lower_bound_;
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ub = upper_bound_;
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}
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template<typename FT>
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Variable<FT>::Variable(
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Solver* solver,
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Variable_type type /* = CONTINUOUS */,
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FT lb /* = -infinity() */,
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FT ub /* = +infinity() */,
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const std::string& name /* = "" */,
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int idx /* = 0*/
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)
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: Solver_entry(solver, name, idx)
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, Bound(lb, ub)
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, variable_type_(type)
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, solution_value_(0.0)
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{
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if (type == BINARY)
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Bound::set_bounds(0.0, 1.0);
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}
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template<typename FT>
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void Variable<FT>::set_variable_type(Variable_type type) {
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variable_type_ = type;
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if (type == BINARY)
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Bound::set_bounds(0.0, 1.0);
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}
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template<typename FT>
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FT Variable<FT>::solution_value(bool rounded /* = false*/) const {
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if (rounded && variable_type_ != CONTINUOUS)
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return std::round(solution_value_);
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else
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return solution_value_;
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}
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//////////////////////////////////////////////////////////////////////////
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template<typename FT>
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Linear_expression<FT>::Linear_expression(Solver* solver, const std::string& name, int idx)
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: Solver_entry(solver, name, idx)
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, offset_(0.0)
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{
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}
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template<typename FT>
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void Linear_expression<FT>::add_coefficient(const Variable* var, FT coeff) {
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if (coefficients_.find(var) == coefficients_.end())
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coefficients_[var] = coeff;
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else
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coefficients_[var] += coeff;
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}
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template<typename FT>
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FT Linear_expression<FT>::get_coefficient(const Variable* var) const {
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typename std::unordered_map<const Variable*, FT>::const_iterator pos = coefficients_.find(var);
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if (pos != coefficients_.end())
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return pos->second;
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else {
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std::cerr << "linear expression does not own variable " << var->name() << " (" << var->index() << ")" << std::endl;
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return 0.0;
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}
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}
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template<typename FT>
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FT Linear_expression<FT>::solution_value(bool rounded /* = false*/) const {
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FT solution = offset_;
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typename std::unordered_map<const Variable*, FT>::const_iterator it = coefficients_.begin();
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for (; it != coefficients_.end(); ++it) {
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const Variable* var = it->first;
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FT coeff = it->second;
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solution += var->solution_value(rounded) * coeff;
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}
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return solution;
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}
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template<typename FT>
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void Linear_objective<FT>::clear() {
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Linear_expression::clear();
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Solver_entry::set_name("");
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Solver_entry::set_index(0);
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}
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template<typename FT>
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Linear_constraint<FT>::Linear_constraint(
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Solver* solver,
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FT lb /* = -infinity() */,
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FT ub /* = +infinity() */,
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const std::string& name/* = "" */,
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int idx /* = 0*/
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)
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: Linear_expression(solver, name, idx)
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, Bound(lb, ub)
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{
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}
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template<typename FT>
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Linear_objective<FT>::Linear_objective(Solver* solver, Sense sense)
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: Linear_expression(solver)
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, sense_(sense)
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{
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}
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template<typename FT>
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Mixed_integer_program_traits<FT>::Mixed_integer_program_traits() {
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// Intentionally set the objective to UNDEFINED, so it will allow me to warn
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// the user if he/she forgot to set the objective sense.
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objective_ = new Linear_objective(this, Linear_objective::UNDEFINED);
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}
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template<typename FT>
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Mixed_integer_program_traits<FT>::~Mixed_integer_program_traits() {
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clear();
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delete objective_;
|
|
}
|
|
|
|
template<typename FT>
|
|
void Mixed_integer_program_traits<FT>::clear() {
|
|
for (std::size_t i = 0; i < variables_.size(); ++i)
|
|
delete variables_[i];
|
|
variables_.clear();
|
|
|
|
for (std::size_t i = 0; i < constraints_.size(); ++i)
|
|
delete constraints_[i];
|
|
constraints_.clear();
|
|
|
|
objective_->clear();
|
|
}
|
|
|
|
namespace internal {
|
|
/**
|
|
* Converts an integer v to a string of specified 'width' by
|
|
* filling with character 'fill'
|
|
*/
|
|
template <class Int>
|
|
inline std::string from_integer(Int v, int width, char fill) {
|
|
std::ostringstream string_stream;
|
|
string_stream << std::setfill(fill) << std::setw(width) << v;
|
|
return string_stream.str();
|
|
}
|
|
}
|
|
|
|
template<typename FT>
|
|
typename Mixed_integer_program_traits<FT>::Variable* Mixed_integer_program_traits<FT>::create_variable(
|
|
Variable_type type /* = Variable::CONTINUOUS */,
|
|
FT lb /* = -Variable::infinity() */,
|
|
FT ub /* = +Variable::infinity() */,
|
|
const std::string& name /* = "" */)
|
|
{
|
|
Variable* v = new Variable(this, type, lb, ub);
|
|
|
|
std::size_t idx = variables_.size();
|
|
v->set_index(static_cast<int>(idx));
|
|
|
|
const std::string& fixed_name = name.empty() ? "x" + internal::from_integer(idx, 9, '0') : name;
|
|
v->set_name(fixed_name);
|
|
|
|
variables_.push_back(v);
|
|
return v;
|
|
}
|
|
|
|
template<typename FT>
|
|
std::vector<typename Mixed_integer_program_traits<FT>::Variable*> Mixed_integer_program_traits<FT>::create_variables(std::size_t n) {
|
|
std::vector<Variable*> variables;
|
|
for (std::size_t i = 0; i < n; ++i) {
|
|
Variable* v = create_variable();
|
|
variables.push_back(v);
|
|
}
|
|
return variables;
|
|
}
|
|
|
|
template<typename FT>
|
|
typename Mixed_integer_program_traits<FT>::Linear_constraint* Mixed_integer_program_traits<FT>::create_constraint(
|
|
FT lb /* = -Variable::infinity() */,
|
|
FT ub /* = +Variable::infinity() */,
|
|
const std::string& name /* = "" */)
|
|
{
|
|
Linear_constraint* c = new Linear_constraint(this, lb, ub);
|
|
|
|
std::size_t idx = constraints_.size();
|
|
c->set_index(static_cast<int>(idx));
|
|
|
|
const std::string& fixed_name = name.empty() ? "c" + internal::from_integer(idx, 9, '0') : name;
|
|
c->set_name(fixed_name);
|
|
|
|
constraints_.push_back(c);
|
|
return c;
|
|
}
|
|
|
|
template<typename FT>
|
|
std::vector<typename Mixed_integer_program_traits<FT>::Linear_constraint*> Mixed_integer_program_traits<FT>::create_constraints(std::size_t n) {
|
|
std::vector<Linear_constraint*> constraints;
|
|
for (std::size_t i = 0; i < n; ++i) {
|
|
Linear_constraint* v = create_constraint();
|
|
constraints.push_back(v);
|
|
}
|
|
return constraints;
|
|
}
|
|
|
|
template<typename FT>
|
|
typename Mixed_integer_program_traits<FT>::Linear_objective * Mixed_integer_program_traits<FT>::create_objective(Sense sense /* = Linear_objective ::MINIMIZE*/) {
|
|
if (objective_)
|
|
delete objective_;
|
|
|
|
objective_ = new Linear_objective(this, sense);
|
|
return objective_;
|
|
}
|
|
|
|
|
|
template<typename FT>
|
|
const typename Mixed_integer_program_traits<FT>::Linear_objective * Mixed_integer_program_traits<FT>::objective() const {
|
|
if (!objective_)
|
|
std::cerr << "please call \'create_objective()\' to create an objective first" << std::endl;
|
|
|
|
return objective_;
|
|
}
|
|
|
|
template<typename FT>
|
|
typename Mixed_integer_program_traits<FT>::Linear_objective * Mixed_integer_program_traits<FT>::objective() {
|
|
if (!objective_)
|
|
std::cerr << "please call \'create_objective()\' to create an objective first" << std::endl;
|
|
|
|
return objective_;
|
|
}
|
|
|
|
template<typename FT>
|
|
std::size_t Mixed_integer_program_traits<FT>::number_of_continuous_variables() const {
|
|
std::size_t num_continuous_var = 0;
|
|
for (std::size_t i = 0; i < variables_.size(); ++i) {
|
|
const Variable* v = variables_[i];
|
|
if (v->variable_type() == Variable::CONTINUOUS)
|
|
++num_continuous_var;
|
|
}
|
|
return num_continuous_var;
|
|
}
|
|
|
|
template<typename FT>
|
|
std::size_t Mixed_integer_program_traits<FT>::number_of_integer_variables() const {
|
|
std::size_t num_iteger_var = 0;
|
|
for (std::size_t i = 0; i < variables_.size(); ++i) {
|
|
const Variable* v = variables_[i];
|
|
if (v->variable_type() == Variable::INTEGER)
|
|
++num_iteger_var;
|
|
}
|
|
return num_iteger_var;
|
|
}
|
|
|
|
template<typename FT>
|
|
std::size_t Mixed_integer_program_traits<FT>::number_of_binary_variables() const {
|
|
std::size_t num_binary_var = 0;
|
|
for (std::size_t i = 0; i < variables_.size(); ++i) {
|
|
const Variable* v = variables_[i];
|
|
if (v->variable_type() == Variable::BINARY)
|
|
++num_binary_var;
|
|
}
|
|
return num_binary_var;
|
|
}
|
|
|
|
// Returns true if all variables are continuous
|
|
template<typename FT>
|
|
bool Mixed_integer_program_traits<FT>::is_continuous() const {
|
|
std::size_t num = number_of_continuous_variables();
|
|
return (num > 0) && (num == variables_.size());
|
|
}
|
|
|
|
|
|
// Returns true if this is a mixed integer program
|
|
template<typename FT>
|
|
bool Mixed_integer_program_traits<FT>::is_mixed_integer_program() const {
|
|
std::size_t num = number_of_continuous_variables();
|
|
return (num > 0) && (num < variables_.size());
|
|
}
|
|
|
|
|
|
// Returns true if inter program
|
|
template<typename FT>
|
|
bool Mixed_integer_program_traits<FT>::is_integer_program() const {
|
|
std::size_t num = number_of_integer_variables();
|
|
return (num > 0) && (num == variables_.size());
|
|
}
|
|
|
|
|
|
// Returns true if binary program
|
|
template<typename FT>
|
|
bool Mixed_integer_program_traits<FT>::is_binary_program() const {
|
|
std::size_t num = number_of_binary_variables();
|
|
return (num > 0) && (num == variables_.size());
|
|
}
|
|
#endif
|
|
} // namespace CGAL
|
|
|
|
#endif // CGAL_MIXED_INTEGER_PROGRAM_TRAITS_H
|