// LAST EDIT: Thu Oct 12 14:54:23 2000 by Tobias Pfender (opt32!bzfpfend) //----------------------------------------------------------------------------- // name: OSI Interface for SOPLEX // author: Tobias Pfender // Konrad-Zuse-Zentrum Berlin (Germany) // email: pfender@zib.de // date: 01/17/2002 //----------------------------------------------------------------------------- // Copyright (C) 2002, Tobias Pfender, International Business Machines // Corporation and others. All Rights Reserved. #ifdef COIN_USE_SPX #if defined(_MSC_VER) // Turn off compiler warning about long names # pragma warning(disable:4786) #endif #include #include #include #include "OsiSpxSolverInterface.hpp" #include "OsiCuts.hpp" #include "OsiRowCut.hpp" #include "OsiColCut.hpp" #include "OsiPackedMatrix.hpp" #ifdef NDEBUG #undef NDEBUG #endif void OsiSpxSolverInterface::printBounds() { int nc = getNumCols(); int nr = getNumRows(); const char * s = getRowSense(); const double * b = getRightHandSide(); const double * rng = getRowRange(); const double * cl = getColLower(); const double * cu = getColUpper(); const double * rl = getRowLower(); const double * ru = getRowUpper(); std::cout << "ncols=" << nc << ", nrows=" << nr; std::cout << std::endl << "sns="; int i; for( i = 0; i < nr; ++i ) std::cout << " " << s[i]; std::cout << std::endl << "rhs="; for( i = 0; i < nr; ++i ) std::cout << " " << b[i]; std::cout << std::endl << "rng="; for( i = 0; i < nr; ++i ) std::cout << " " << rng[i]; std::cout << std::endl << "cl ="; for( i = 0; i < nc; ++i ) std::cout << " " << cl[i]; std::cout << std::endl << "cu ="; for( i = 0; i < nc; ++i ) std::cout << " " << cu[i]; std::cout << std::endl << "rl ="; for( i = 0; i < nr; ++i ) std::cout << " " << rl[i]; std::cout << std::endl << "ru ="; for( i = 0; i < nr; ++i ) std::cout << " " << ru[i]; std::cout << std::endl; } //-------------------------------------------------------------------------- void OsiSpxSolverInterfaceUnitTest( const std::string & mpsDir ) { // Test default constructor { OsiSpxSolverInterface m; assert( m.rowsense_==NULL ); assert( m.rhs_==NULL ); assert( m.rowrange_==NULL ); assert( m.colsol_==NULL ); assert( m.rowsol_==NULL ); assert( m.matrixByRow_==NULL ); assert( m.matrixByCol_==NULL ); assert( m.getApplicationData() == NULL ); int i=2346; m.setApplicationData(&i); assert( *((int *)(m.getApplicationData())) == i ); } { OsiRelFltEq eq; OsiSpxSolverInterface m; std::string fn = mpsDir+"exmip1"; m.readMps(fn.c_str(),"mps"); int ad = 13579; m.setApplicationData(&ad); assert( *((int *)(m.getApplicationData())) == ad ); { assert( m.getNumCols()==8 ); const OsiPackedMatrix * colCopy = m.getMatrixByCol(); assert( colCopy->getNumCols() == 8 ); assert( colCopy->getMajorDim() == 8 ); assert( colCopy->getNumRows() == 5 ); assert( colCopy->getMinorDim() == 5 ); assert (colCopy->getVectorLengths()[7] == 2 ); OsiPackedMatrix revColCopy; revColCopy.reverseOrderedCopyOf(*colCopy); OsiPackedMatrix rev2ColCopy; rev2ColCopy.reverseOrderedCopyOf(revColCopy); assert( rev2ColCopy.getNumCols() == 8 ); assert( rev2ColCopy.getMajorDim() == 8 ); assert( rev2ColCopy.getNumRows() == 5 ); assert( rev2ColCopy.getMinorDim() == 5 ); assert( rev2ColCopy.getVectorLengths()[7] == 2 ); } { OsiSpxSolverInterface im; assert( im.getNumCols() == 0 ); } // Test copy constructor and assignment operator { OsiSpxSolverInterface lhs; { assert( *((int *)(m.getApplicationData())) == ad ); OsiSpxSolverInterface im(m); assert( *((int *)(im.getApplicationData())) == ad ); OsiSpxSolverInterface imC1(im); assert( imC1.getNumCols() == im.getNumCols() ); assert( imC1.getNumRows() == im.getNumRows() ); assert( *((int *)(imC1.getApplicationData())) == ad ); //im.setModelPtr(m); OsiSpxSolverInterface imC2(im); assert( imC2.getNumCols() == im.getNumCols() ); assert( imC2.getNumRows() == im.getNumRows() ); assert( *((int *)(imC2.getApplicationData())) == ad ); lhs=imC2; } // Test that lhs has correct values even though rhs has gone out of scope assert( lhs.getNumCols() == m.getNumCols() ); assert( lhs.getNumRows() == m.getNumRows() ); assert( *((int *)(lhs.getApplicationData())) == ad ); } // Test clone { OsiSpxSolverInterface soplexSi(m); OsiSolverInterface * siPtr = &soplexSi; OsiSolverInterface * siClone = siPtr->clone(); OsiSpxSolverInterface * soplexClone = dynamic_cast(siClone); assert( soplexClone != NULL ); assert( soplexClone->getNumRows() == soplexSi.getNumRows() ); assert( soplexClone->getNumCols() == m.getNumCols() ); assert( *((int *)(soplexClone->getApplicationData())) == ad ); delete siClone; } // test infinity { OsiSpxSolverInterface si; assert( eq( si.getInfinity(), soplex::infinity ) ); } // Test setting solution { OsiSpxSolverInterface m1(m); int i; double * cs = new double[m1.getNumCols()]; for ( i = 0; i < m1.getNumCols(); i++ ) cs[i] = i + .5; m1.setColSolution(cs); for ( i = 0; i < m1.getNumCols(); i++ ) assert(m1.getColSolution()[i] == i + .5); double * rs = new double[m1.getNumRows()]; for ( i = 0; i < m1.getNumRows(); i++ ) rs[i] = i - .5; m1.setRowPrice(rs); for ( i = 0; i < m1.getNumRows(); i++ ) assert(m1.getRowPrice()[i] == i - .5); delete [] cs; delete [] rs; } // Test fraction Indices { OsiSpxSolverInterface fim; std::string fn = mpsDir+"exmip1"; fim.readMps(fn.c_str(),"mps"); //fim.setModelPtr(m); // exmip1.mps has 2 integer variables with index 2 & 3 assert( fim.isContinuous(0) ); assert( fim.isContinuous(1) ); assert( !fim.isContinuous(2) ); assert( !fim.isContinuous(3) ); assert( fim.isContinuous(4) ); assert( !fim.isInteger(0) ); assert( !fim.isInteger(1) ); assert( fim.isInteger(2) ); assert( fim.isInteger(3) ); assert( !fim.isInteger(4) ); assert( !fim.isBinary(0) ); assert( !fim.isBinary(1) ); assert( fim.isBinary(2) ); assert( fim.isBinary(3) ); assert( !fim.isBinary(4) ); assert( !fim.isIntegerNonBinary(0) ); assert( !fim.isIntegerNonBinary(1) ); assert( !fim.isIntegerNonBinary(2) ); assert( !fim.isIntegerNonBinary(3) ); assert( !fim.isIntegerNonBinary(4) ); // Test fractionalIndices { // Set a solution vector double * cs = new double[fim.getNumCols()]; for ( int i = 0; i < fim.getNumCols(); cs[i++] = 0.0 ); cs[2] = 2.9; cs[3] = 3.0; fim.setColSolution(cs); OsiVectorInt fi = fim.getFractionalIndices(); assert( fi.size() == 1 ); assert( fi[0]==2 ); // Set integer variables very close to integer values cs[2] = 5 + .00001/2.; cs[3] = 8 - .00001/2.; fim.setColSolution(cs); fi = fim.getFractionalIndices(1e-5); assert( fi.size() == 0 ); // Set integer variables close, but beyond tolerances cs[2] = 5 + .00001*2.; cs[3] = 8 - .00001*2.; fim.setColSolution(cs); fi = fim.getFractionalIndices(1e-5); assert( fi.size() == 2 ); assert( fi[0]==2 ); assert( fi[1]==3 ); delete [] cs; } // Change data so column 2 & 3 are integerNonBinary fim.setColUpper(2, 5); fim.setColUpper(3, 6.0); assert( !fim.isBinary(0) ); assert( !fim.isBinary(1) ); assert( !fim.isBinary(2) ); assert( !fim.isBinary(3) ); assert( !fim.isBinary(4) ); assert( !fim.isIntegerNonBinary(0) ); assert( !fim.isIntegerNonBinary(1) ); assert( fim.isIntegerNonBinary(2) ); assert( fim.isIntegerNonBinary(3) ); assert( !fim.isIntegerNonBinary(4) ); } // Test apply cuts method { OsiSpxSolverInterface im(m); OsiCuts cuts; // Generate some cuts { // Get number of rows and columns in model int nr=im.getNumRows(); int nc=im.getNumCols(); assert( nr == 5 ); assert( nc == 8 ); // Generate a valid row cut from thin air int c; { int *inx = new int[nc]; for (c=0;csetEffectiveness(-1.); cuts.insert(rcP); assert(rcP==NULL); OsiColCut * ccP= new OsiColCut; ccP->setEffectiveness(-12.); cuts.insert(ccP); assert(ccP==NULL); } { //Generate inconsistent Row cut OsiRowCut rc; const int ne=1; int inx[ne]={-10}; double el[ne]={2.5}; rc.setRow(ne,inx,el); rc.setLb(3.); rc.setUb(4.); assert(!rc.consistent()); cuts.insert(rc); } { //Generate inconsistent col cut OsiColCut cc; const int ne=1; int inx[ne]={-10}; double el[ne]={2.5}; cc.setUbs(ne,inx,el); assert(!cc.consistent()); cuts.insert(cc); } { // Generate row cut which is inconsistent for model m OsiRowCut rc; const int ne=1; int inx[ne]={10}; double el[ne]={2.5}; rc.setRow(ne,inx,el); assert(rc.consistent()); assert(!rc.consistent(im)); cuts.insert(rc); } { // Generate col cut which is inconsistent for model m OsiColCut cc; const int ne=1; int inx[ne]={30}; double el[ne]={2.0}; cc.setLbs(ne,inx,el); assert(cc.consistent()); assert(!cc.consistent(im)); cuts.insert(cc); } { // Generate col cut which is infeasible OsiColCut cc; const int ne=1; int inx[ne]={0}; double el[ne]={2.0}; cc.setUbs(ne,inx,el); cc.setEffectiveness(1000.); assert(cc.consistent()); assert(cc.consistent(im)); assert(cc.infeasible(im)); cuts.insert(cc); } } assert(cuts.sizeRowCuts()==4); assert(cuts.sizeColCuts()==5); OsiSolverInterface::ApplyCutsReturnCode rc = im.applyCuts(cuts); assert( rc.getNumIneffective() == 2 ); assert( rc.getNumApplied() == 2 ); assert( rc.getNumInfeasible() == 1 ); assert( rc.getNumInconsistentWrtIntegerModel() == 2 ); assert( rc.getNumInconsistent() == 2 ); assert( cuts.sizeCuts() == rc.getNumIneffective() + rc.getNumApplied() + rc.getNumInfeasible() + rc.getNumInconsistentWrtIntegerModel() + rc.getNumInconsistent() ); } { OsiSpxSolverInterface soplexSi(m); int nc = soplexSi.getNumCols(); int nr = soplexSi.getNumRows(); const double * cl = soplexSi.getColLower(); const double * cu = soplexSi.getColUpper(); const double * rl = soplexSi.getRowLower(); const double * ru = soplexSi.getRowUpper(); assert( nc == 8 ); assert( nr == 5 ); assert( eq(cl[0],2.5) ); assert( eq(cl[1],0.0) ); assert( eq(cu[1],4.1) ); assert( eq(cu[2],1.0) ); assert( eq(rl[0],2.5) ); assert( eq(rl[4],3.0) ); assert( eq(ru[1],2.1) ); assert( eq(ru[4],15.0) ); double newCs[8] = {1., 2., 3., 4., 5., 6., 7., 8.}; soplexSi.setColSolution(newCs); const double * cs = soplexSi.getColSolution(); assert( eq(cs[0],1.0) ); assert( eq(cs[7],8.0) ); { OsiSpxSolverInterface solnSi(soplexSi); const double * cs = solnSi.getColSolution(); assert( eq(cs[0],1.0) ); assert( eq(cs[7],8.0) ); } assert( !eq(cl[3],1.2345) ); soplexSi.setColLower( 3, 1.2345 ); assert( eq(soplexSi.getColLower()[3],1.2345) ); assert( !eq(cu[4],10.2345) ); soplexSi.setColUpper( 4, 10.2345 ); assert( eq(soplexSi.getColUpper()[4],10.2345) ); assert( eq(soplexSi.getObjValue(),0.0) ); assert( eq( soplexSi.getObjCoefficients()[0], 1.0) ); assert( eq( soplexSi.getObjCoefficients()[1], 0.0) ); assert( eq( soplexSi.getObjCoefficients()[2], 0.0) ); assert( eq( soplexSi.getObjCoefficients()[3], 0.0) ); assert( eq( soplexSi.getObjCoefficients()[4], 2.0) ); assert( eq( soplexSi.getObjCoefficients()[5], 0.0) ); assert( eq( soplexSi.getObjCoefficients()[6], 0.0) ); assert( eq( soplexSi.getObjCoefficients()[7], -1.0) ); } // Test getMatrixByRow method { const OsiSpxSolverInterface si(m); const OsiPackedMatrix * smP = si.getMatrixByRow(); //const OsiPackedMatrix * osmP = dynamic_cast(const OsiSpxPackedMatrix*)(smP); //assert( osmP!=NULL ); OsiRelFltEq eq; const double * ev = smP->getElements(); assert( eq(ev[0], 3.0) ); assert( eq(ev[1], 1.0) ); assert( eq(ev[2], -2.0) ); assert( eq(ev[3], -1.0) ); assert( eq(ev[4], -1.0) ); assert( eq(ev[5], 2.0) ); assert( eq(ev[6], 1.1) ); assert( eq(ev[7], 1.0) ); assert( eq(ev[8], 1.0) ); assert( eq(ev[9], 2.8) ); assert( eq(ev[10], -1.2) ); assert( eq(ev[11], 5.6) ); assert( eq(ev[12], 1.0) ); assert( eq(ev[13], 1.9) ); const int * mi = smP->getVectorStarts(); assert( mi[0]==0 ); assert( mi[1]==5 ); assert( mi[2]==7 ); assert( mi[3]==9 ); assert( mi[4]==11 ); assert( mi[5]==14 ); const int * ei = smP->getIndices(); assert( ei[0] == 0 ); assert( ei[1] == 1 ); assert( ei[2] == 3 ); assert( ei[3] == 4 ); assert( ei[4] == 7 ); assert( ei[5] == 1 ); assert( ei[6] == 2 ); assert( ei[7] == 2 ); assert( ei[8] == 5 ); assert( ei[9] == 3 ); assert( ei[10] == 6 ); assert( ei[11] == 0 ); assert( ei[12] == 4 ); assert( ei[13] == 7 ); assert( smP->getMajorDim() == 5 ); assert( smP->getNumElements() == 14 ); } //-------------- // Test rowsense, rhs, rowrange, getMatrixByRow { OsiSpxSolverInterface lhs; { OsiSpxSolverInterface siC1(m); assert( siC1.rowrange_==NULL ); assert( siC1.rowsense_==NULL ); assert( siC1.rhs_==NULL ); assert( siC1.colsol_!=NULL ); assert( siC1.rowsol_!=NULL ); assert( siC1.matrixByRow_==NULL ); const char * siC1rs = siC1.getRowSense(); assert( siC1rs[0]=='G' ); assert( siC1rs[1]=='L' ); assert( siC1rs[2]=='E' ); assert( siC1rs[3]=='R' ); assert( siC1rs[4]=='R' ); const double * siC1rhs = siC1.getRightHandSide(); assert( eq(siC1rhs[0],2.5) ); assert( eq(siC1rhs[1],2.1) ); assert( eq(siC1rhs[2],4.0) ); assert( eq(siC1rhs[3],5.0) ); assert( eq(siC1rhs[4],15.) ); const double * siC1rr = siC1.getRowRange(); assert( eq(siC1rr[0],0.0) ); assert( eq(siC1rr[1],0.0) ); assert( eq(siC1rr[2],0.0) ); assert( eq(siC1rr[3],5.0-1.8) ); assert( eq(siC1rr[4],15.0-3.0) ); const OsiPackedMatrix * siC1mbr = siC1.getMatrixByRow(); assert( siC1mbr != NULL ); const double * ev = siC1mbr->getElements(); assert( eq(ev[0], 3.0) ); assert( eq(ev[1], 1.0) ); assert( eq(ev[2], -2.0) ); assert( eq(ev[3], -1.0) ); assert( eq(ev[4], -1.0) ); assert( eq(ev[5], 2.0) ); assert( eq(ev[6], 1.1) ); assert( eq(ev[7], 1.0) ); assert( eq(ev[8], 1.0) ); assert( eq(ev[9], 2.8) ); assert( eq(ev[10], -1.2) ); assert( eq(ev[11], 5.6) ); assert( eq(ev[12], 1.0) ); assert( eq(ev[13], 1.9) ); const int * mi = siC1mbr->getVectorStarts(); assert( mi[0]==0 ); assert( mi[1]==5 ); assert( mi[2]==7 ); assert( mi[3]==9 ); assert( mi[4]==11 ); assert( mi[5]==14 ); const int * ei = siC1mbr->getIndices(); assert( ei[0] == 0 ); assert( ei[1] == 1 ); assert( ei[2] == 3 ); assert( ei[3] == 4 ); assert( ei[4] == 7 ); assert( ei[5] == 1 ); assert( ei[6] == 2 ); assert( ei[7] == 2 ); assert( ei[8] == 5 ); assert( ei[9] == 3 ); assert( ei[10] == 6 ); assert( ei[11] == 0 ); assert( ei[12] == 4 ); assert( ei[13] == 7 ); assert( siC1mbr->getMajorDim() == 5 ); assert( siC1mbr->getNumElements() == 14 ); assert( siC1rs == siC1.getRowSense() ); assert( siC1rhs == siC1.getRightHandSide() ); assert( siC1rr == siC1.getRowRange() ); // Change SOPLEX Model by adding free row OsiRowCut rc; rc.setLb(-DBL_MAX); rc.setUb( DBL_MAX); OsiCuts cuts; cuts.insert(rc); siC1.applyCuts(cuts); // Since model was changed, test that cached // data is now freed. assert( siC1.rowrange_==NULL ); assert( siC1.rowsense_==NULL ); assert( siC1.rhs_==NULL ); assert( siC1.colsol_==NULL ); assert( siC1.rowsol_==NULL ); assert( siC1.matrixByRow_==NULL ); assert( siC1.matrixByCol_==NULL ); siC1rs = siC1.getRowSense(); siC1rhs = siC1.getRightHandSide(); siC1rr = siC1.getRowRange(); assert( siC1rs[0]=='G' ); assert( siC1rs[1]=='L' ); assert( siC1rs[2]=='E' ); assert( siC1rs[3]=='R' ); assert( siC1rs[4]=='R' ); assert( siC1rs[5]=='N' ); assert( eq(siC1rhs[0],2.5) ); assert( eq(siC1rhs[1],2.1) ); assert( eq(siC1rhs[2],4.0) ); assert( eq(siC1rhs[3],5.0) ); assert( eq(siC1rhs[4],15.) ); assert( eq(siC1rhs[5],0.0) ); assert( eq(siC1rr[0],0.0) ); assert( eq(siC1rr[1],0.0) ); assert( eq(siC1rr[2],0.0) ); assert( eq(siC1rr[3],5.0-1.8) ); assert( eq(siC1rr[4],15.0-3.0) ); assert( eq(siC1rr[5],0.0) ); lhs=siC1; } // Test that lhs has correct values even though siC1 has gone out of scope assert( lhs.rowrange_==NULL ); assert( lhs.rowsense_==NULL ); assert( lhs.rhs_==NULL ); assert( lhs.colsol_!=NULL ); assert( lhs.rowsol_!=NULL ); assert( lhs.matrixByRow_==NULL ); assert( lhs.matrixByCol_==NULL ); const char * lhsrs = lhs.getRowSense(); assert( lhsrs[0]=='G' ); assert( lhsrs[1]=='L' ); assert( lhsrs[2]=='E' ); assert( lhsrs[3]=='R' ); assert( lhsrs[4]=='R' ); assert( lhsrs[5]=='N' ); const double * lhsrhs = lhs.getRightHandSide(); assert( eq(lhsrhs[0],2.5) ); assert( eq(lhsrhs[1],2.1) ); assert( eq(lhsrhs[2],4.0) ); assert( eq(lhsrhs[3],5.0) ); assert( eq(lhsrhs[4],15.) ); assert( eq(lhsrhs[5],0.0) ); const double *lhsrr = lhs.getRowRange(); assert( eq(lhsrr[0],0.0) ); assert( eq(lhsrr[1],0.0) ); assert( eq(lhsrr[2],0.0) ); assert( eq(lhsrr[3],5.0-1.8) ); assert( eq(lhsrr[4],15.0-3.0) ); assert( eq(lhsrr[5],0.0) ); const OsiPackedMatrix * lhsmbr = lhs.getMatrixByRow(); assert( lhsmbr != NULL ); const double * ev = lhsmbr->getElements(); assert( eq(ev[0], 3.0) ); assert( eq(ev[1], 1.0) ); assert( eq(ev[2], -2.0) ); assert( eq(ev[3], -1.0) ); assert( eq(ev[4], -1.0) ); assert( eq(ev[5], 2.0) ); assert( eq(ev[6], 1.1) ); assert( eq(ev[7], 1.0) ); assert( eq(ev[8], 1.0) ); assert( eq(ev[9], 2.8) ); assert( eq(ev[10], -1.2) ); assert( eq(ev[11], 5.6) ); assert( eq(ev[12], 1.0) ); assert( eq(ev[13], 1.9) ); const int * mi = lhsmbr->getVectorStarts(); assert( mi[0]==0 ); assert( mi[1]==5 ); assert( mi[2]==7 ); assert( mi[3]==9 ); assert( mi[4]==11 ); assert( mi[5]==14 ); const int * ei = lhsmbr->getIndices(); assert( ei[0] == 0 ); assert( ei[1] == 1 ); assert( ei[2] == 3 ); assert( ei[3] == 4 ); assert( ei[4] == 7 ); assert( ei[5] == 1 ); assert( ei[6] == 2 ); assert( ei[7] == 2 ); assert( ei[8] == 5 ); assert( ei[9] == 3 ); assert( ei[10] == 6 ); assert( ei[11] == 0 ); assert( ei[12] == 4 ); assert( ei[13] == 7 ); int md = lhsmbr->getMajorDim(); assert( md == 6 ); assert( lhsmbr->getNumElements() == 14 ); } //-------------- } // Do common solverInterface testing by calling the // base class testing method. { OsiSpxSolverInterface m; OsiSolverInterfaceCommonUnitTest(&m, mpsDir); } } #endif