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Differential D5594 Diff 18104 extern/quadriflow/3rd/lemon-1.3.1/test/lp_test.cc

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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;
}