example.cpp

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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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/*                  This file is part of the class library                   */
/*       SoPlex --- the Sequential object-oriented simPlex.                  */
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/*  Copyright (c) 1996-2023 Zuse Institute Berlin (ZIB)                      */
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */

/**@file   example.cpp
 * @brief  simple example of how to build up and solve an lp using the SoPlex callable library
 *
 * @author Ambros Gleixner
 */

#include <iostream>
#include "soplex.h"

using namespace soplex;


void test_real()
{
   SoPlex mysoplex;

   /* set the objective sense */
   mysoplex.setIntParam(SoPlex::OBJSENSE, SoPlex::OBJSENSE_MINIMIZE);

   /* we first add variables */
   DSVector dummycol(0);
   mysoplex.addColReal(LPCol(3.0, dummycol, infinity, 1.0));
   mysoplex.addColReal(LPCol(2.0, dummycol, infinity, 1.0));

   /* then constraints one by one */
   DSVector row1(2);
   row1.add(0, 0.2);
   row1.add(1, 1.0);
   mysoplex.addRowReal(LPRow(2.0, row1, infinity));

   /* NOTE: alternatively, we could have added the matrix nonzeros in dummycol already; nonexisting rows are then
    * created automatically. */

   /* write LP in .lp format */
   mysoplex.writeFileReal("dump_real.lp", NULL, NULL, NULL);

   /* solve LP */
   SPxSolver::Status stat;
   DVector prim(2);
   DVector dual(1);
   stat = mysoplex.optimize();

   /* get solution */
   if(stat == SPxSolver::OPTIMAL)
   {
      mysoplex.getPrimal(prim);
      mysoplex.getDual(dual);
      std::cout << "LP solved to optimality.\n";
      std::cout << "Objective value is " << mysoplex.objValueReal() << ".\n";
      std::cout << "Primal solution is [" << prim[0] << ", " << prim[1] << "].\n";
      std::cout << "Dual solution is [" << dual[0] << "].\n";
   }
   else
   {
      std::cout << "Error: SoPlex returned with status " << stat << ".\n";
   }
}


void test_rational()
{
   SoPlex mysoplex;

   /* set parameters for exact solving */
   mysoplex.setIntParam(SoPlex::READMODE, SoPlex::READMODE_RATIONAL);
   mysoplex.setIntParam(SoPlex::SOLVEMODE, SoPlex::SOLVEMODE_RATIONAL);
   mysoplex.setIntParam(SoPlex::CHECKMODE, SoPlex::CHECKMODE_RATIONAL);
   mysoplex.setIntParam(SoPlex::SYNCMODE, SoPlex::SYNCMODE_AUTO);
   mysoplex.setRealParam(SoPlex::FEASTOL, 0.0);
   mysoplex.setRealParam(SoPlex::OPTTOL, 0.0);

   /* set the objective sense */
   mysoplex.setIntParam(SoPlex::OBJSENSE, SoPlex::OBJSENSE_MINIMIZE);

   /* we first add variables (the integer data is converted to type Rational) */
   DSVectorRational dummycol(0);
   mysoplex.addColRational(LPColRational(3, dummycol, infinity, 1));
   mysoplex.addColRational(LPColRational(2, dummycol, infinity, 1));

   /* then constraints one by one (here we show how Rationals can be used directly) */
   DSVectorRational row1(2);
   Rational r;
   r = 1;
   r /= 5;
   row1.add(0, r);
   r = 1;
   row1.add(1, r);
   r = 2;
   mysoplex.addRowRational(LPRowRational(r, row1, infinity));

   /* NOTE: alternatively, we could have added the matrix nonzeros in dummycol already; nonexisting rows are then
    * automatically created. */

   /* write LP in .lp format */
   mysoplex.writeFileRational("dump_rational.lp", NULL, NULL, NULL);

   /* solve LP */
   SPxSolver::Status stat;
   DVectorRational prim(2);
   DVectorRational dual(1);
   stat = mysoplex.optimize();

   /* get solution */
   if(stat == SPxSolver::OPTIMAL)
   {
      mysoplex.getPrimalRational(prim);
      mysoplex.getDualRational(dual);
      std::cout << "LP solved to optimality.\n";
      std::cout << "Objective value is " << mysoplex.objValueRational() << ".\n";
      std::cout << "Primal solution is [" << prim[0] << ", " << prim[1] << "].\n";
      std::cout << "Dual solution is [" << dual[0] << "].\n";
   }
   else
   {
      std::cout << "Error: SoPlex returned with status " << stat << ".\n";
   }
}


int main()
{
   std::cout << "Testing SoPlex as floating-point LP solver:\n\n";
   test_real();

   std::cout << "\nTesting SoPlex as exact rational LP solver:\n\n";
   test_rational();

   return 0;
}