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Diffstat (limited to 'extern/quadriflow/3rd/lemon-1.3.1/test/lp_test.cc')
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+/* -*- mode: C++; indent-tabs-mode: nil; -*-
+ *
+ * This file is a part of LEMON, a generic C++ optimization library.
+ *
+ * Copyright (C) 2003-2013
+ * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
+ * (Egervary Research Group on Combinatorial Optimization, EGRES).
+ *
+ * Permission to use, modify and distribute this software is granted
+ * provided that this copyright notice appears in all copies. For
+ * precise terms see the accompanying LICENSE file.
+ *
+ * This software is provided "AS IS" with no warranty of any kind,
+ * express or implied, and with no claim as to its suitability for any
+ * purpose.
+ *
+ */
+
+#include <sstream>
+#include <lemon/lp_skeleton.h>
+#include "test_tools.h"
+#include <lemon/tolerance.h>
+
+#include <lemon/config.h>
+
+#ifdef LEMON_HAVE_GLPK
+#include <lemon/glpk.h>
+#endif
+
+#ifdef LEMON_HAVE_CPLEX
+#include <lemon/cplex.h>
+#endif
+
+#ifdef LEMON_HAVE_SOPLEX
+#include <lemon/soplex.h>
+#endif
+
+#ifdef LEMON_HAVE_CLP
+#include <lemon/clp.h>
+#endif
+
+#ifdef LEMON_HAVE_LP
+#include <lemon/lp.h>
+#endif
+using namespace lemon;
+
+int countCols(LpBase & lp) {
+ int count=0;
+ for (LpBase::ColIt c(lp); c!=INVALID; ++c) ++count;
+ return count;
+}
+
+int countRows(LpBase & lp) {
+ int count=0;
+ for (LpBase::RowIt r(lp); r!=INVALID; ++r) ++count;
+ return count;
+}
+
+
+void lpTest(LpSolver& lp)
+{
+
+ typedef LpSolver LP;
+
+ // Test LpBase::clear()
+ check(countRows(lp)==0, "Wrong number of rows");
+ check(countCols(lp)==0, "Wrong number of cols");
+ lp.addCol(); lp.addRow(); lp.addRow();
+ check(countRows(lp)==2, "Wrong number of rows");
+ check(countCols(lp)==1, "Wrong number of cols");
+ lp.clear();
+ check(countRows(lp)==0, "Wrong number of rows");
+ check(countCols(lp)==0, "Wrong number of cols");
+ lp.addCol(); lp.addCol(); lp.addCol(); lp.addRow();
+ check(countRows(lp)==1, "Wrong number of rows");
+ check(countCols(lp)==3, "Wrong number of cols");
+ lp.clear();
+
+ std::vector<LP::Col> x(10);
+ // for(int i=0;i<10;i++) x.push_back(lp.addCol());
+ lp.addColSet(x);
+ lp.colLowerBound(x,1);
+ lp.colUpperBound(x,1);
+ lp.colBounds(x,1,2);
+
+ std::vector<LP::Col> y(10);
+ lp.addColSet(y);
+
+ lp.colLowerBound(y,1);
+ lp.colUpperBound(y,1);
+ lp.colBounds(y,1,2);
+
+ std::map<int,LP::Col> z;
+
+ z.insert(std::make_pair(12,INVALID));
+ z.insert(std::make_pair(2,INVALID));
+ z.insert(std::make_pair(7,INVALID));
+ z.insert(std::make_pair(5,INVALID));
+
+ lp.addColSet(z);
+
+ lp.colLowerBound(z,1);
+ lp.colUpperBound(z,1);
+ lp.colBounds(z,1,2);
+
+ {
+ LP::Expr e,f,g;
+ LP::Col p1,p2,p3,p4,p5;
+ LP::Constr c;
+
+ p1=lp.addCol();
+ p2=lp.addCol();
+ p3=lp.addCol();
+ p4=lp.addCol();
+ p5=lp.addCol();
+
+ e[p1]=2;
+ *e=12;
+ e[p1]+=2;
+ *e+=12;
+ e[p1]-=2;
+ *e-=12;
+
+ e=2;
+ e=2.2;
+ e=p1;
+ e=f;
+
+ e+=2;
+ e+=2.2;
+ e+=p1;
+ e+=f;
+
+ e-=2;
+ e-=2.2;
+ e-=p1;
+ e-=f;
+
+ e*=2;
+ e*=2.2;
+ e/=2;
+ e/=2.2;
+
+ e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
+ (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
+ (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
+ 2.2*f+f*2.2+f/2.2+
+ 2*f+f*2+f/2+
+ 2.2*p1+p1*2.2+p1/2.2+
+ 2*p1+p1*2+p1/2
+ );
+
+
+ c = (e <= f );
+ c = (e <= 2.2);
+ c = (e <= 2 );
+ c = (e <= p1 );
+ c = (2.2<= f );
+ c = (2 <= f );
+ c = (p1 <= f );
+ c = (p1 <= p2 );
+ c = (p1 <= 2.2);
+ c = (p1 <= 2 );
+ c = (2.2<= p2 );
+ c = (2 <= p2 );
+
+ c = (e >= f );
+ c = (e >= 2.2);
+ c = (e >= 2 );
+ c = (e >= p1 );
+ c = (2.2>= f );
+ c = (2 >= f );
+ c = (p1 >= f );
+ c = (p1 >= p2 );
+ c = (p1 >= 2.2);
+ c = (p1 >= 2 );
+ c = (2.2>= p2 );
+ c = (2 >= p2 );
+
+ c = (e == f );
+ c = (e == 2.2);
+ c = (e == 2 );
+ c = (e == p1 );
+ c = (2.2== f );
+ c = (2 == f );
+ c = (p1 == f );
+ //c = (p1 == p2 );
+ c = (p1 == 2.2);
+ c = (p1 == 2 );
+ c = (2.2== p2 );
+ c = (2 == p2 );
+
+ c = ((2 <= e) <= 3);
+ c = ((2 <= p1) <= 3);
+
+ c = ((2 >= e) >= 3);
+ c = ((2 >= p1) >= 3);
+
+ { //Tests for #430
+ LP::Col v=lp.addCol();
+ LP::Constr c = v >= -3;
+ c = c <= 4;
+ LP::Constr c2;
+#if ( __GNUC__ == 4 ) && ( __GNUC_MINOR__ == 3 )
+ c2 = ( -3 <= v ) <= 4;
+#else
+ c2 = -3 <= v <= 4;
+#endif
+
+ }
+
+ e[x[3]]=2;
+ e[x[3]]=4;
+ e[x[3]]=1;
+ *e=12;
+
+ lp.addRow(-LP::INF,e,23);
+ lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
+ lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
+
+ lp.addRow(x[1]+x[3]<=x[5]-3);
+ lp.addRow((-7<=x[1]+x[3]-12)<=3);
+ lp.addRow(x[1]<=x[5]);
+
+ std::ostringstream buf;
+
+
+ e=((p1+p2)+(p1-0.99*p2));
+ //e.prettyPrint(std::cout);
+ //(e<=2).prettyPrint(std::cout);
+ double tolerance=0.001;
+ e.simplify(tolerance);
+ buf << "Coeff. of p2 should be 0.01";
+ check(e[p2]>0, buf.str());
+
+ tolerance=0.02;
+ e.simplify(tolerance);
+ buf << "Coeff. of p2 should be 0";
+ check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str());
+
+ //Test for clone/new
+ LP* lpnew = lp.newSolver();
+ LP* lpclone = lp.cloneSolver();
+ delete lpnew;
+ delete lpclone;
+
+ }
+
+ {
+ LP::DualExpr e,f,g;
+ LP::Row p1 = INVALID, p2 = INVALID;
+
+ e[p1]=2;
+ e[p1]+=2;
+ e[p1]-=2;
+
+ e=p1;
+ e=f;
+
+ e+=p1;
+ e+=f;
+
+ e-=p1;
+ e-=f;
+
+ e*=2;
+ e*=2.2;
+ e/=2;
+ e/=2.2;
+
+ e=((p1+p2)+(p1-p2)+
+ (p1+f)+(f+p1)+(f+g)+
+ (p1-f)+(f-p1)+(f-g)+
+ 2.2*f+f*2.2+f/2.2+
+ 2*f+f*2+f/2+
+ 2.2*p1+p1*2.2+p1/2.2+
+ 2*p1+p1*2+p1/2
+ );
+ }
+
+}
+
+void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,
+ double exp_opt) {
+ using std::string;
+ lp.solve();
+
+ std::ostringstream buf;
+ buf << "PrimalType should be: " << int(stat) << int(lp.primalType());
+
+ check(lp.primalType()==stat, buf.str());
+
+ if (stat == LpSolver::OPTIMAL) {
+ std::ostringstream sbuf;
+ sbuf << "Wrong optimal value (" << lp.primal() <<") with "
+ << lp.solverName() <<"\n the right optimum is " << exp_opt;
+ check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());
+ }
+}
+
+void aTest(LpSolver & lp)
+{
+ typedef LpSolver LP;
+
+ //The following example is very simple
+
+ typedef LpSolver::Row Row;
+ typedef LpSolver::Col Col;
+
+
+ Col x1 = lp.addCol();
+ Col x2 = lp.addCol();
+
+
+ //Constraints
+ Row upright=lp.addRow(x1+2*x2 <=1);
+ lp.addRow(x1+x2 >=-1);
+ lp.addRow(x1-x2 <=1);
+ lp.addRow(x1-x2 >=-1);
+ //Nonnegativity of the variables
+ lp.colLowerBound(x1, 0);
+ lp.colLowerBound(x2, 0);
+ //Objective function
+ lp.obj(x1+x2);
+
+ lp.sense(lp.MAX);
+
+ //Testing the problem retrieving routines
+ check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
+ check(lp.sense() == lp.MAX,"This is a maximization!");
+ check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
+ check(lp.colLowerBound(x1)==0,
+ "The lower bound for variable x1 should be 0.");
+ check(lp.colUpperBound(x1)==LpSolver::INF,
+ "The upper bound for variable x1 should be infty.");
+ check(lp.rowLowerBound(upright) == -LpSolver::INF,
+ "The lower bound for the first row should be -infty.");
+ check(lp.rowUpperBound(upright)==1,
+ "The upper bound for the first row should be 1.");
+ LpSolver::Expr e = lp.row(upright);
+ check(e[x1] == 1, "The first coefficient should 1.");
+ check(e[x2] == 2, "The second coefficient should 1.");
+
+ lp.row(upright, x1+x2 <=1);
+ e = lp.row(upright);
+ check(e[x1] == 1, "The first coefficient should 1.");
+ check(e[x2] == 1, "The second coefficient should 1.");
+
+ LpSolver::DualExpr de = lp.col(x1);
+ check( de[upright] == 1, "The first coefficient should 1.");
+
+ LpSolver* clp = lp.cloneSolver();
+
+ //Testing the problem retrieving routines
+ check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
+ check(clp->sense() == clp->MAX,"This is a maximization!");
+ check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
+ // std::cout<<lp.colLowerBound(x1)<<std::endl;
+ check(clp->colLowerBound(x1)==0,
+ "The lower bound for variable x1 should be 0.");
+ check(clp->colUpperBound(x1)==LpSolver::INF,
+ "The upper bound for variable x1 should be infty.");
+
+ check(lp.rowLowerBound(upright)==-LpSolver::INF,
+ "The lower bound for the first row should be -infty.");
+ check(lp.rowUpperBound(upright)==1,
+ "The upper bound for the first row should be 1.");
+ e = clp->row(upright);
+ check(e[x1] == 1, "The first coefficient should 1.");
+ check(e[x2] == 1, "The second coefficient should 1.");
+
+ de = clp->col(x1);
+ check(de[upright] == 1, "The first coefficient should 1.");
+
+ delete clp;
+
+ //Maximization of x1+x2
+ //over the triangle with vertices (0,0) (0,1) (1,0)
+ double expected_opt=1;
+ solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
+
+ //Minimization
+ lp.sense(lp.MIN);
+ expected_opt=0;
+ solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
+
+ //Vertex (-1,0) instead of (0,0)
+ lp.colLowerBound(x1, -LpSolver::INF);
+ expected_opt=-1;
+ solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
+
+ //Erase one constraint and return to maximization
+ lp.erase(upright);
+ lp.sense(lp.MAX);
+ expected_opt=LpSolver::INF;
+ solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);
+
+ //Infeasibilty
+ lp.addRow(x1+x2 <=-2);
+ solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);
+
+}
+
+template<class LP>
+void cloneTest()
+{
+ //Test for clone/new
+
+ LP* lp = new LP();
+ LP* lpnew = lp->newSolver();
+ LP* lpclone = lp->cloneSolver();
+ delete lp;
+ delete lpnew;
+ delete lpclone;
+}
+
+int main()
+{
+ LpSkeleton lp_skel;
+ lpTest(lp_skel);
+
+#ifdef LEMON_HAVE_LP
+ {
+ Lp lp,lp2;
+ lpTest(lp);
+ aTest(lp2);
+ cloneTest<Lp>();
+ }
+#endif
+
+#ifdef LEMON_HAVE_GLPK
+ {
+ GlpkLp lp_glpk1,lp_glpk2;
+ lpTest(lp_glpk1);
+ aTest(lp_glpk2);
+ cloneTest<GlpkLp>();
+ }
+#endif
+
+#ifdef LEMON_HAVE_CPLEX
+ try {
+ CplexLp lp_cplex1,lp_cplex2;
+ lpTest(lp_cplex1);
+ aTest(lp_cplex2);
+ cloneTest<CplexLp>();
+ } catch (CplexEnv::LicenseError& error) {
+ check(false, error.what());
+ }
+#endif
+
+#ifdef LEMON_HAVE_SOPLEX
+ {
+ SoplexLp lp_soplex1,lp_soplex2;
+ lpTest(lp_soplex1);
+ aTest(lp_soplex2);
+ cloneTest<SoplexLp>();
+ }
+#endif
+
+#ifdef LEMON_HAVE_CLP
+ {
+ ClpLp lp_clp1,lp_clp2;
+ lpTest(lp_clp1);
+ aTest(lp_clp2);
+ cloneTest<ClpLp>();
+ }
+#endif
+
+ return 0;
+}