1 | /* -*- mode: C++; indent-tabs-mode: nil; -*- |
---|
2 | * |
---|
3 | * This file is a part of LEMON, a generic C++ optimization library. |
---|
4 | * |
---|
5 | * Copyright (C) 2003-2011 |
---|
6 | * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
---|
7 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
---|
8 | * |
---|
9 | * Permission to use, modify and distribute this software is granted |
---|
10 | * provided that this copyright notice appears in all copies. For |
---|
11 | * precise terms see the accompanying LICENSE file. |
---|
12 | * |
---|
13 | * This software is provided "AS IS" with no warranty of any kind, |
---|
14 | * express or implied, and with no claim as to its suitability for any |
---|
15 | * purpose. |
---|
16 | * |
---|
17 | */ |
---|
18 | |
---|
19 | #include <sstream> |
---|
20 | #include <lemon/lp_skeleton.h> |
---|
21 | #include "test_tools.h" |
---|
22 | #include <lemon/tolerance.h> |
---|
23 | |
---|
24 | #include <lemon/config.h> |
---|
25 | |
---|
26 | #ifdef LEMON_HAVE_GLPK |
---|
27 | #include <lemon/glpk.h> |
---|
28 | #endif |
---|
29 | |
---|
30 | #ifdef LEMON_HAVE_CPLEX |
---|
31 | #include <lemon/cplex.h> |
---|
32 | #endif |
---|
33 | |
---|
34 | #ifdef LEMON_HAVE_SOPLEX |
---|
35 | #include <lemon/soplex.h> |
---|
36 | #endif |
---|
37 | |
---|
38 | #ifdef LEMON_HAVE_CLP |
---|
39 | #include <lemon/clp.h> |
---|
40 | #endif |
---|
41 | |
---|
42 | using namespace lemon; |
---|
43 | |
---|
44 | int countCols(LpBase & lp) { |
---|
45 | int count=0; |
---|
46 | for (LpBase::ColIt c(lp); c!=INVALID; ++c) ++count; |
---|
47 | return count; |
---|
48 | } |
---|
49 | |
---|
50 | int countRows(LpBase & lp) { |
---|
51 | int count=0; |
---|
52 | for (LpBase::RowIt r(lp); r!=INVALID; ++r) ++count; |
---|
53 | return count; |
---|
54 | } |
---|
55 | |
---|
56 | |
---|
57 | void lpTest(LpSolver& lp) |
---|
58 | { |
---|
59 | |
---|
60 | typedef LpSolver LP; |
---|
61 | |
---|
62 | // Test LpBase::clear() |
---|
63 | check(countRows(lp)==0, "Wrong number of rows"); |
---|
64 | check(countCols(lp)==0, "Wrong number of cols"); |
---|
65 | lp.addCol(); lp.addRow(); lp.addRow(); |
---|
66 | check(countRows(lp)==2, "Wrong number of rows"); |
---|
67 | check(countCols(lp)==1, "Wrong number of cols"); |
---|
68 | lp.clear(); |
---|
69 | check(countRows(lp)==0, "Wrong number of rows"); |
---|
70 | check(countCols(lp)==0, "Wrong number of cols"); |
---|
71 | lp.addCol(); lp.addCol(); lp.addCol(); lp.addRow(); |
---|
72 | check(countRows(lp)==1, "Wrong number of rows"); |
---|
73 | check(countCols(lp)==3, "Wrong number of cols"); |
---|
74 | lp.clear(); |
---|
75 | |
---|
76 | std::vector<LP::Col> x(10); |
---|
77 | // for(int i=0;i<10;i++) x.push_back(lp.addCol()); |
---|
78 | lp.addColSet(x); |
---|
79 | lp.colLowerBound(x,1); |
---|
80 | lp.colUpperBound(x,1); |
---|
81 | lp.colBounds(x,1,2); |
---|
82 | |
---|
83 | std::vector<LP::Col> y(10); |
---|
84 | lp.addColSet(y); |
---|
85 | |
---|
86 | lp.colLowerBound(y,1); |
---|
87 | lp.colUpperBound(y,1); |
---|
88 | lp.colBounds(y,1,2); |
---|
89 | |
---|
90 | std::map<int,LP::Col> z; |
---|
91 | |
---|
92 | z.insert(std::make_pair(12,INVALID)); |
---|
93 | z.insert(std::make_pair(2,INVALID)); |
---|
94 | z.insert(std::make_pair(7,INVALID)); |
---|
95 | z.insert(std::make_pair(5,INVALID)); |
---|
96 | |
---|
97 | lp.addColSet(z); |
---|
98 | |
---|
99 | lp.colLowerBound(z,1); |
---|
100 | lp.colUpperBound(z,1); |
---|
101 | lp.colBounds(z,1,2); |
---|
102 | |
---|
103 | { |
---|
104 | LP::Expr e,f,g; |
---|
105 | LP::Col p1,p2,p3,p4,p5; |
---|
106 | LP::Constr c; |
---|
107 | |
---|
108 | p1=lp.addCol(); |
---|
109 | p2=lp.addCol(); |
---|
110 | p3=lp.addCol(); |
---|
111 | p4=lp.addCol(); |
---|
112 | p5=lp.addCol(); |
---|
113 | |
---|
114 | e[p1]=2; |
---|
115 | *e=12; |
---|
116 | e[p1]+=2; |
---|
117 | *e+=12; |
---|
118 | e[p1]-=2; |
---|
119 | *e-=12; |
---|
120 | |
---|
121 | e=2; |
---|
122 | e=2.2; |
---|
123 | e=p1; |
---|
124 | e=f; |
---|
125 | |
---|
126 | e+=2; |
---|
127 | e+=2.2; |
---|
128 | e+=p1; |
---|
129 | e+=f; |
---|
130 | |
---|
131 | e-=2; |
---|
132 | e-=2.2; |
---|
133 | e-=p1; |
---|
134 | e-=f; |
---|
135 | |
---|
136 | e*=2; |
---|
137 | e*=2.2; |
---|
138 | e/=2; |
---|
139 | e/=2.2; |
---|
140 | |
---|
141 | e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+ |
---|
142 | (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+ |
---|
143 | (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+ |
---|
144 | 2.2*f+f*2.2+f/2.2+ |
---|
145 | 2*f+f*2+f/2+ |
---|
146 | 2.2*p1+p1*2.2+p1/2.2+ |
---|
147 | 2*p1+p1*2+p1/2 |
---|
148 | ); |
---|
149 | |
---|
150 | |
---|
151 | c = (e <= f ); |
---|
152 | c = (e <= 2.2); |
---|
153 | c = (e <= 2 ); |
---|
154 | c = (e <= p1 ); |
---|
155 | c = (2.2<= f ); |
---|
156 | c = (2 <= f ); |
---|
157 | c = (p1 <= f ); |
---|
158 | c = (p1 <= p2 ); |
---|
159 | c = (p1 <= 2.2); |
---|
160 | c = (p1 <= 2 ); |
---|
161 | c = (2.2<= p2 ); |
---|
162 | c = (2 <= p2 ); |
---|
163 | |
---|
164 | c = (e >= f ); |
---|
165 | c = (e >= 2.2); |
---|
166 | c = (e >= 2 ); |
---|
167 | c = (e >= p1 ); |
---|
168 | c = (2.2>= f ); |
---|
169 | c = (2 >= f ); |
---|
170 | c = (p1 >= f ); |
---|
171 | c = (p1 >= p2 ); |
---|
172 | c = (p1 >= 2.2); |
---|
173 | c = (p1 >= 2 ); |
---|
174 | c = (2.2>= p2 ); |
---|
175 | c = (2 >= p2 ); |
---|
176 | |
---|
177 | c = (e == f ); |
---|
178 | c = (e == 2.2); |
---|
179 | c = (e == 2 ); |
---|
180 | c = (e == p1 ); |
---|
181 | c = (2.2== f ); |
---|
182 | c = (2 == f ); |
---|
183 | c = (p1 == f ); |
---|
184 | //c = (p1 == p2 ); |
---|
185 | c = (p1 == 2.2); |
---|
186 | c = (p1 == 2 ); |
---|
187 | c = (2.2== p2 ); |
---|
188 | c = (2 == p2 ); |
---|
189 | |
---|
190 | c = ((2 <= e) <= 3); |
---|
191 | c = ((2 <= p1) <= 3); |
---|
192 | |
---|
193 | c = ((2 >= e) >= 3); |
---|
194 | c = ((2 >= p1) >= 3); |
---|
195 | |
---|
196 | { //Tests for #430 |
---|
197 | LP::Col v=lp.addCol(); |
---|
198 | LP::Constr c = v >= -3; |
---|
199 | c = c <= 4; |
---|
200 | LP::Constr c2; |
---|
201 | #if ( __GNUC__ == 4 ) && ( __GNUC_MINOR__ == 3 ) |
---|
202 | c2 = ( -3 <= v ) <= 4; |
---|
203 | #else |
---|
204 | c2 = -3 <= v <= 4; |
---|
205 | #endif |
---|
206 | |
---|
207 | } |
---|
208 | |
---|
209 | e[x[3]]=2; |
---|
210 | e[x[3]]=4; |
---|
211 | e[x[3]]=1; |
---|
212 | *e=12; |
---|
213 | |
---|
214 | lp.addRow(-LP::INF,e,23); |
---|
215 | lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23); |
---|
216 | lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23); |
---|
217 | |
---|
218 | lp.addRow(x[1]+x[3]<=x[5]-3); |
---|
219 | lp.addRow((-7<=x[1]+x[3]-12)<=3); |
---|
220 | lp.addRow(x[1]<=x[5]); |
---|
221 | |
---|
222 | std::ostringstream buf; |
---|
223 | |
---|
224 | |
---|
225 | e=((p1+p2)+(p1-0.99*p2)); |
---|
226 | //e.prettyPrint(std::cout); |
---|
227 | //(e<=2).prettyPrint(std::cout); |
---|
228 | double tolerance=0.001; |
---|
229 | e.simplify(tolerance); |
---|
230 | buf << "Coeff. of p2 should be 0.01"; |
---|
231 | check(e[p2]>0, buf.str()); |
---|
232 | |
---|
233 | tolerance=0.02; |
---|
234 | e.simplify(tolerance); |
---|
235 | buf << "Coeff. of p2 should be 0"; |
---|
236 | check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str()); |
---|
237 | |
---|
238 | //Test for clone/new |
---|
239 | LP* lpnew = lp.newSolver(); |
---|
240 | LP* lpclone = lp.cloneSolver(); |
---|
241 | delete lpnew; |
---|
242 | delete lpclone; |
---|
243 | |
---|
244 | } |
---|
245 | |
---|
246 | { |
---|
247 | LP::DualExpr e,f,g; |
---|
248 | LP::Row p1 = INVALID, p2 = INVALID; |
---|
249 | |
---|
250 | e[p1]=2; |
---|
251 | e[p1]+=2; |
---|
252 | e[p1]-=2; |
---|
253 | |
---|
254 | e=p1; |
---|
255 | e=f; |
---|
256 | |
---|
257 | e+=p1; |
---|
258 | e+=f; |
---|
259 | |
---|
260 | e-=p1; |
---|
261 | e-=f; |
---|
262 | |
---|
263 | e*=2; |
---|
264 | e*=2.2; |
---|
265 | e/=2; |
---|
266 | e/=2.2; |
---|
267 | |
---|
268 | e=((p1+p2)+(p1-p2)+ |
---|
269 | (p1+f)+(f+p1)+(f+g)+ |
---|
270 | (p1-f)+(f-p1)+(f-g)+ |
---|
271 | 2.2*f+f*2.2+f/2.2+ |
---|
272 | 2*f+f*2+f/2+ |
---|
273 | 2.2*p1+p1*2.2+p1/2.2+ |
---|
274 | 2*p1+p1*2+p1/2 |
---|
275 | ); |
---|
276 | } |
---|
277 | |
---|
278 | } |
---|
279 | |
---|
280 | void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat, |
---|
281 | double exp_opt) { |
---|
282 | using std::string; |
---|
283 | lp.solve(); |
---|
284 | |
---|
285 | std::ostringstream buf; |
---|
286 | buf << "PrimalType should be: " << int(stat) << int(lp.primalType()); |
---|
287 | |
---|
288 | check(lp.primalType()==stat, buf.str()); |
---|
289 | |
---|
290 | if (stat == LpSolver::OPTIMAL) { |
---|
291 | std::ostringstream sbuf; |
---|
292 | sbuf << "Wrong optimal value (" << lp.primal() <<") with " |
---|
293 | << lp.solverName() <<"\n the right optimum is " << exp_opt; |
---|
294 | check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str()); |
---|
295 | } |
---|
296 | } |
---|
297 | |
---|
298 | void aTest(LpSolver & lp) |
---|
299 | { |
---|
300 | typedef LpSolver LP; |
---|
301 | |
---|
302 | //The following example is very simple |
---|
303 | |
---|
304 | typedef LpSolver::Row Row; |
---|
305 | typedef LpSolver::Col Col; |
---|
306 | |
---|
307 | |
---|
308 | Col x1 = lp.addCol(); |
---|
309 | Col x2 = lp.addCol(); |
---|
310 | |
---|
311 | |
---|
312 | //Constraints |
---|
313 | Row upright=lp.addRow(x1+2*x2 <=1); |
---|
314 | lp.addRow(x1+x2 >=-1); |
---|
315 | lp.addRow(x1-x2 <=1); |
---|
316 | lp.addRow(x1-x2 >=-1); |
---|
317 | //Nonnegativity of the variables |
---|
318 | lp.colLowerBound(x1, 0); |
---|
319 | lp.colLowerBound(x2, 0); |
---|
320 | //Objective function |
---|
321 | lp.obj(x1+x2); |
---|
322 | |
---|
323 | lp.sense(lp.MAX); |
---|
324 | |
---|
325 | //Testing the problem retrieving routines |
---|
326 | check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!"); |
---|
327 | check(lp.sense() == lp.MAX,"This is a maximization!"); |
---|
328 | check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!"); |
---|
329 | check(lp.colLowerBound(x1)==0, |
---|
330 | "The lower bound for variable x1 should be 0."); |
---|
331 | check(lp.colUpperBound(x1)==LpSolver::INF, |
---|
332 | "The upper bound for variable x1 should be infty."); |
---|
333 | check(lp.rowLowerBound(upright) == -LpSolver::INF, |
---|
334 | "The lower bound for the first row should be -infty."); |
---|
335 | check(lp.rowUpperBound(upright)==1, |
---|
336 | "The upper bound for the first row should be 1."); |
---|
337 | LpSolver::Expr e = lp.row(upright); |
---|
338 | check(e[x1] == 1, "The first coefficient should 1."); |
---|
339 | check(e[x2] == 2, "The second coefficient should 1."); |
---|
340 | |
---|
341 | lp.row(upright, x1+x2 <=1); |
---|
342 | e = lp.row(upright); |
---|
343 | check(e[x1] == 1, "The first coefficient should 1."); |
---|
344 | check(e[x2] == 1, "The second coefficient should 1."); |
---|
345 | |
---|
346 | LpSolver::DualExpr de = lp.col(x1); |
---|
347 | check( de[upright] == 1, "The first coefficient should 1."); |
---|
348 | |
---|
349 | LpSolver* clp = lp.cloneSolver(); |
---|
350 | |
---|
351 | //Testing the problem retrieving routines |
---|
352 | check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!"); |
---|
353 | check(clp->sense() == clp->MAX,"This is a maximization!"); |
---|
354 | check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!"); |
---|
355 | // std::cout<<lp.colLowerBound(x1)<<std::endl; |
---|
356 | check(clp->colLowerBound(x1)==0, |
---|
357 | "The lower bound for variable x1 should be 0."); |
---|
358 | check(clp->colUpperBound(x1)==LpSolver::INF, |
---|
359 | "The upper bound for variable x1 should be infty."); |
---|
360 | |
---|
361 | check(lp.rowLowerBound(upright)==-LpSolver::INF, |
---|
362 | "The lower bound for the first row should be -infty."); |
---|
363 | check(lp.rowUpperBound(upright)==1, |
---|
364 | "The upper bound for the first row should be 1."); |
---|
365 | e = clp->row(upright); |
---|
366 | check(e[x1] == 1, "The first coefficient should 1."); |
---|
367 | check(e[x2] == 1, "The second coefficient should 1."); |
---|
368 | |
---|
369 | de = clp->col(x1); |
---|
370 | check(de[upright] == 1, "The first coefficient should 1."); |
---|
371 | |
---|
372 | delete clp; |
---|
373 | |
---|
374 | //Maximization of x1+x2 |
---|
375 | //over the triangle with vertices (0,0) (0,1) (1,0) |
---|
376 | double expected_opt=1; |
---|
377 | solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
---|
378 | |
---|
379 | //Minimization |
---|
380 | lp.sense(lp.MIN); |
---|
381 | expected_opt=0; |
---|
382 | solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
---|
383 | |
---|
384 | //Vertex (-1,0) instead of (0,0) |
---|
385 | lp.colLowerBound(x1, -LpSolver::INF); |
---|
386 | expected_opt=-1; |
---|
387 | solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
---|
388 | |
---|
389 | //Erase one constraint and return to maximization |
---|
390 | lp.erase(upright); |
---|
391 | lp.sense(lp.MAX); |
---|
392 | expected_opt=LpSolver::INF; |
---|
393 | solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt); |
---|
394 | |
---|
395 | //Infeasibilty |
---|
396 | lp.addRow(x1+x2 <=-2); |
---|
397 | solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt); |
---|
398 | |
---|
399 | } |
---|
400 | |
---|
401 | template<class LP> |
---|
402 | void cloneTest() |
---|
403 | { |
---|
404 | //Test for clone/new |
---|
405 | |
---|
406 | LP* lp = new LP(); |
---|
407 | LP* lpnew = lp->newSolver(); |
---|
408 | LP* lpclone = lp->cloneSolver(); |
---|
409 | delete lp; |
---|
410 | delete lpnew; |
---|
411 | delete lpclone; |
---|
412 | } |
---|
413 | |
---|
414 | int main() |
---|
415 | { |
---|
416 | LpSkeleton lp_skel; |
---|
417 | lpTest(lp_skel); |
---|
418 | |
---|
419 | #ifdef LEMON_HAVE_GLPK |
---|
420 | { |
---|
421 | GlpkLp lp_glpk1,lp_glpk2; |
---|
422 | lpTest(lp_glpk1); |
---|
423 | aTest(lp_glpk2); |
---|
424 | cloneTest<GlpkLp>(); |
---|
425 | } |
---|
426 | #endif |
---|
427 | |
---|
428 | #ifdef LEMON_HAVE_CPLEX |
---|
429 | try { |
---|
430 | CplexLp lp_cplex1,lp_cplex2; |
---|
431 | lpTest(lp_cplex1); |
---|
432 | aTest(lp_cplex2); |
---|
433 | cloneTest<CplexLp>(); |
---|
434 | } catch (CplexEnv::LicenseError& error) { |
---|
435 | check(false, error.what()); |
---|
436 | } |
---|
437 | #endif |
---|
438 | |
---|
439 | #ifdef LEMON_HAVE_SOPLEX |
---|
440 | { |
---|
441 | SoplexLp lp_soplex1,lp_soplex2; |
---|
442 | lpTest(lp_soplex1); |
---|
443 | aTest(lp_soplex2); |
---|
444 | cloneTest<SoplexLp>(); |
---|
445 | } |
---|
446 | #endif |
---|
447 | |
---|
448 | #ifdef LEMON_HAVE_CLP |
---|
449 | { |
---|
450 | ClpLp lp_clp1,lp_clp2; |
---|
451 | lpTest(lp_clp1); |
---|
452 | aTest(lp_clp2); |
---|
453 | cloneTest<ClpLp>(); |
---|
454 | } |
---|
455 | #endif |
---|
456 | |
---|
457 | return 0; |
---|
458 | } |
---|