bool CFeasibilityMap::SolveLP(Matrix &A, ColumnVector &b) {
lprec *lp ;
int n_row = A.nrows(); int n_col = A.ncols();
lp = make_lp(0,n_col) ;
double *input_row = new double[1+n_col];
for (int i_row=1; i_row<=n_row; i_row++){
input_row[0] = 0 ;
for (int j=1; j<=n_col; j++){
input_row[j] = A(i_row,j) ;
}
add_constraint(lp, input_row, LE, b(i_row)) ;
}
delete [] input_row;
double *input_obj = new double[1+n_col]; // The first zero is for matrix form
input_obj[0] = 0 ;
for (int j=1; j<=n_col; j++){
input_obj[j] = 1 ;
}
set_obj_fn(lp, input_obj) ;
delete [] input_obj;
set_verbose(lp, IMPORTANT); // NEUTRAL (0), IMPORTANT (3), NORMAL (4), FULL (6)
bool is_feasible = (solve(lp)==0); // 0: feasible solution found, 2: not found
// solution for minimizing objective function
delete_lp(lp);
return is_feasible;
}
int main( ) {
double x[state_dim+1];
double objective[state_dim+1] = {0, -2.5, -5.0, -3.4};
double ieq_coeff[ieq_dim] = {425, 400, 600};
double ieq_matrix[ieq_dim][state_dim+1]
= {{0,2,10,4}, {0,6,5,8}, {0, 7, 10, 8}};
double eq_coeff[eq_dim]; // = {30};
double eq_matrix[eq_dim][state_dim+1];
//
lprec *lp;
//
lp = make_lp(eq_dim+ieq_dim, state_dim);
set_obj_fn (lp, objective);
for(int i=0; i<ieq_dim; i++) {
add_constraint( lp, ieq_matrix[i], LE, ieq_coeff[i] );
}
for(int i=0; i<eq_dim; i++) {
add_constraint( lp, eq_matrix[i], EQ, eq_coeff[i] );
}
//
set_verbose(lp, 0);
set_presolve(lp, PRESOLVE_ROWS | PRESOLVE_COLS | PRESOLVE_LINDEP, get_presolveloops(lp));
solve(lp);
//
std::cout << "f : " << get_objective(lp) << std::endl;
std::cout << "x :" ;
double col0 = get_Norig_columns(lp);
double row0 = get_Norig_rows(lp);
for(int i = 1; i <= col0; i++) {
double _x = get_var_primalresult(lp, row0 + i);
std::cout << " " << _x ;
}
std::cout << std::endl;
}
void LP::setObjective(const bool maximize) {
set_obj_fn(pimpl_->lp_.get(), pimpl_->conversionData());
if (maximize)
set_maxim(pimpl_->lp_.get());
else
set_minim(pimpl_->lp_.get());
maximize_ = maximize;
}
/* set the objective function (Row 0) of the matrix */
long __declspec(dllexport) WINAPI _set_obj_fn(lprec *lp, double *row)
{
long ret;
if (lp != NULL) {
freebuferror();
ret = set_obj_fn(lp, row);
}
else
ret = 0;
return(ret);
}
bool CFeasibilityMap::SolveLP(Matrix &A, ColumnVector &b, ColumnVector &x) {
lprec *lp ;
int n_row = A.nrows(); int n_col = A.ncols();
x = ColumnVector(n_col); x = 0;
lp = make_lp(0,n_col) ;
double *input_row = new double[1+n_col];
for (int i_row=1; i_row<=n_row; i_row++){
input_row[0] = 0 ; // The first zero is for matrix form
for (int j=1; j<=n_col; j++){
input_row[j] = A(i_row,j) ;
}
add_constraint(lp, input_row, LE, b(i_row)) ;
}
delete [] input_row;
double *input_obj = new double[1+n_col]; // The first zero is for matrix form
input_obj[0] = 0 ;
for (int j=1; j<=n_col; j++){
input_obj[j] = 1 ;
}
set_obj_fn(lp, input_obj) ;
delete [] input_obj;
set_verbose(lp, IMPORTANT); // NEUTRAL (0), IMPORTANT (3), NORMAL (4), FULL (6)
bool is_feasible = (solve(lp)==0); // 0: feasible solution found, 2: not found
// solution for minimizing objective function
double* x_min = new double[n_col];
double* x_max = new double[n_col];
if (is_feasible) {
get_variables(lp, x_min);
set_maxim(lp);
is_feasible = (solve(lp)==0); // 0: feasible solution found, 2: not found
if (is_feasible) {
get_variables(lp, x_max);
for (int i = 0; i < n_col; i++) {
x(i+1) = (x_min[i] + x_max[i]) / 2.0;
}
}
}
delete [] x_min;
delete [] x_max;
delete_lp(lp);
return is_feasible;
}
/*
Solve the LP subproblem by calling lp_solve API
*/
int LLW_solve_lp(double **gradient, const struct TrainingCache *cache, const struct Model *model)
{
long i,k,l,ind_pattern,y_i;
const long Q = model->Q;
const double Qd = (double)Q;
const long chunk_size = cache->chunk_size;
const double *C = model->C;
const int nRows = Q-1;
const int nCols = chunk_size * Q;
double *obj = (double*)malloc(sizeof(double) * (1+nCols));
double *row = (double*)malloc(sizeof(double) * (1+nCols));
double *rhs = (double*)malloc(sizeof(double) * Q);
long **lp_sol_table = matrix_l(nCols, 2);
long **lp_sol_table_inv = matrix_l(chunk_size, Q);
double *sol = (double*)malloc(sizeof(double) * (1+nRows+nCols));
double epsel;
// Make LP
lprec *lp = make_lp(0, nCols);
set_add_rowmode(lp, TRUE);
// Make objective function
int col = 1;
for(i=1; i<=chunk_size; i++)
{
ind_pattern = cache->table_chunk[i];
for(k=1; k<=Q; k++)
{
obj[col] = gradient[ind_pattern][k];
lp_sol_table[col][1] = i; // keep a table of correspondance between
lp_sol_table[col][2] = k; // LPSOLVE vector of variables and lp_sol matrix
lp_sol_table_inv[i][k] = col++; // lp_sol[i][k] = the 'lp_solve_table_inv[i][k]'-th variable for LPSOLVE
}
}
set_obj_fn(lp, obj);
/* // Make RHS of constraints
// -- complete computation --
for(k=1; k<Q; k++)
{
rhs[k] = 0.0;
for(i=1; i<=nb_data; i++)
if(cache->in_chunk[i] == 0)
{
for(l=1; l<=Q; l++)
rhs[k] += model->alpha[i][l];
rhs[k] -= Qd * model->alpha[i][k];
}
}
*/
// Make RHS of constraints
// -- updates to cache->rhs are made in compute_new_alpha()
// to keep track of rhs
// we only need to remove the contribution of the examples in the chunk
for(k=1; k<Q; k++)
{
rhs[k] = cache->lp_rhs[k];
for(i=1; i<=chunk_size; i++)
{
ind_pattern = cache->table_chunk[i];
for(l=1; l<=Q; l++)
rhs[k] -= model->alpha[ind_pattern][l];
rhs[k] += Qd * model->alpha[ind_pattern][k];
}
}
// Make constraints
for(k=1; k<Q; k++)
{
for(col = 1;col <=nCols; col++)
row[col] = 0.0;
for(i=1; i<=chunk_size; i++)
{
ind_pattern = cache->table_chunk[i];
y_i = model->y[ind_pattern];
for(l=1; l<=Q; l++)
if(l != y_i)
{
row[lp_sol_table_inv[i][l]] = -1.0;
if(l == k)
row[lp_sol_table_inv[i][l]] += Qd;
}
}
add_constraint(lp, row, EQ, rhs[k]);
}
// Upper bound constraints: alpha <= Cy_i
for(col=1;col<=nCols;col++)
set_upbo(lp, col, C[model->y[cache->table_chunk[lp_sol_table[col][1]]]]);
/*
for(i=1; i<=chunk_size; i++) {
for(k=1; k<=Q; k++)
if(k != model->y[cache->table_chunk[i]]) {
col = (int)lp_sol_table_inv[i][k];
set_upbo(lp, col, C);
}
}
*/
// End of LP making
set_add_rowmode(lp, FALSE);
//print_lp(lp);
// Solve LP
int jump = false;
set_outputfile(lp,"");
if(solve(lp)) {
printf("Problem with the LP... \n");
jump = true;
}
else {
// Recover solution in the matrix lp_sol
get_primal_solution(lp, sol); // sol: template for lp_solve solution format
// sol=[obj, constraints, variables]
epsel = get_epsel(lp); // tolerance in lp_solve
// Put solution into lp_sol
for(col=1; col<= nCols; col++) {
// Check feasibility of the col-th variable
if((sol[nRows+col] < -epsel) || (sol[nRows+col] > C[model->y[cache->table_chunk[lp_sol_table[col][1]]]] + epsel)) {
jump = true;
break;
}
// Round off tolerance
if(fabs(sol[nRows+col]) < epsel)
sol[nRows+col] = 0.0;
else if(fabs(sol[nRows+col] - C[model->y[cache->table_chunk[lp_sol_table[col][1]]]]) < epsel)
sol[nRows+col] = C[model->y[cache->table_chunk[lp_sol_table[col][1]]]];
// Set the value in lp_sol matrix
cache->lp_sol[lp_sol_table[col][1]][lp_sol_table[col][2]] = sol[nRows+col];
}
}
delete_lp(lp);
free(obj);
free(row);
free(rhs);
free(lp_sol_table[1]);free(lp_sol_table);
free(lp_sol_table_inv[1]);free(lp_sol_table_inv);
free(sol);
return jump;
}
int StateConstraints::fireVectorSize(const PetriNet& net,
const MarkVal* m0,
const VarVal*) const{
assert(nPlaces == net.numberOfPlaces());
assert(nVars == net.numberOfVariables());
// Create linary problem
lprec* lp;
lp = make_lp(0, net.numberOfTransitions()); // One variable for each entry in the firing vector
assert(lp);
if(!lp) return false;
// Set verbosity
set_verbose(lp, IMPORTANT);
// Set transition names (not strictly needed)
for(size_t i = 0; i < net.numberOfTransitions(); i++)
set_col_name(lp, i+1, const_cast<char*>(net.transitionNames()[i].c_str()));
// Start adding rows
set_add_rowmode(lp, TRUE);
REAL row[net.numberOfTransitions() + 1];
for(size_t p = 0; p < nPlaces; p++){
// Set row zero
memset(row, 0, sizeof(REAL) * net.numberOfTransitions() + 1);
for(size_t t = 0; t < net.numberOfTransitions(); t++){
int d = net.outArc(t, p) - net.inArc(p, t);
row[1+t] = d;
}
if(pcs[p].min == pcs[p].max &&
pcs[p].max != CONSTRAINT_INFTY){
double target = pcs[p].min - m0[p];
add_constraint(lp, row, EQ, target);
}else{
// There's always a min, even zero is interesting
double target = pcs[p].min - m0[p];
add_constraint(lp, row, GE, target);
if(pcs[p].max != CONSTRAINT_INFTY){
double target = pcs[p].max - m0[p];
add_constraint(lp, row, LE, target);
}
}
}
// Finished adding rows
set_add_rowmode(lp, FALSE);
// Create objective
memset(row, 0, sizeof(REAL) * net.numberOfTransitions() + 1);
for(size_t t = 0; t < net.numberOfTransitions(); t++)
row[1+t] = 1; // The sum the components in the firing vector
// Set objective
set_obj_fn(lp, row);
// Minimize the objective
set_minim(lp);
// Set variables as integer variables
for(size_t i = 0; i < net.numberOfTransitions(); i++)
set_int(lp, 1+i, TRUE);
// Attempt to solve the problem
int result = solve(lp);
// Limit on traps to test
size_t traplimit = nPlaces * OVER_APPROX_TRAP_FACTOR;
// Try to add a minimal trap constraint
while((result == OPTIMAL) && traplimit-- < 0){
memset(row, 0, sizeof(REAL) * net.numberOfTransitions() + 1);
// Get the firing vector
get_variables(lp, row);
// Compute the resulting marking
MarkVal rMark[net.numberOfPlaces()];
for(size_t p = 0; p < nPlaces; p++){
rMark[p] = m0[p];
for(size_t t = 0; t < net.numberOfTransitions(); t++)
rMark[p] += (net.outArc(t, p) - net.inArc(p, t)) * (int)row[t];
}
// Find an M-trap
BitField trap(minimalTrap(net, m0, rMark));
//Break if there's no trap
if(trap.none()) break;
// Compute the new equation
for(size_t t = 0; t < net.numberOfTransitions(); t++){
row[1+t] = 0;
for(size_t p = 0; p < nPlaces; p++)
if(trap.test(p))
row[1+t] += net.outArc(t, p) - net.inArc(p, t);
}
// Add a new row with target as greater than equal to 1
set_add_rowmode(lp, TRUE);
add_constraint(lp, row, GE, 1);
set_add_rowmode(lp, FALSE);
// Attempt to solve the again
result = solve(lp);
}
int retval = 0;
if(result != INFEASIBLE){
get_variables(lp, row);
for(size_t t = 0; t < net.numberOfTransitions(); t++)
retval += (int)row[t];
}
// Delete the linear problem
delete_lp(lp);
lp = NULL;
// Return true, if it was infeasible
return retval;
}
int main ( int argv, char * argc[] )
{
# if defined ERROR
# undef ERROR
# endif
# define ERROR() { fprintf(stderr, "Error\n"); exit(1); }
lprec *lp;
int majorversion, minorversion, release, build;
#if defined FORTIFY
Fortify_EnterScope();
#endif
lp_solve_version(&majorversion, &minorversion, &release, &build);
printf("lp_solve %d.%d.%d.%d demo\n\n", majorversion, minorversion, release, build);
printf("This demo will show most of the features of lp_solve %d.%d.%d.%d\n", majorversion, minorversion, release, build);
press_ret();
printf("\nWe start by creating a new problem with 4 variables and 0 constraints\n");
printf("We use: lp=make_lp(0,4);\n");
if ((lp = make_lp(0,4)) == NULL)
ERROR();
press_ret();
printf("We can show the current problem with print_lp(lp)\n");
print_lp(lp);
press_ret();
printf("Now we add some constraints\n");
printf("add_constraint(lp, {0, 3, 2, 2, 1}, LE, 4)\n");
{
double row[] = {0, 3, 2, 2, 1};
if (!add_constraint(lp, row, LE, 4))
ERROR();
}
print_lp(lp);
press_ret();
printf("add_constraintex is now used to add a row. Only the npn-zero values must be specfied with this call.\n");
printf("add_constraintex(lp, 3, {4, 3, 1}, {2, 3, 4}, GE, 3)\n");
{
int colno[] = {2, 3, 4};
double row[] = {4, 3, 1};
if (!add_constraintex(lp, sizeof(colno) / sizeof(*colno), row, colno, GE, 3))
ERROR();
}
print_lp(lp);
press_ret();
printf("Set the objective function\n");
printf("set_obj_fn(lp, {0, 2, 3, -2, 3})\n");
{
double row[] = {0, 2, 3, -2, 3};
if (!set_obj_fn(lp, row))
ERROR();
}
print_lp(lp);
press_ret();
printf("Now solve the problem with printf(solve(lp));\n");
printf("%d",solve(lp));
press_ret();
printf("The value is 0, this means we found an optimal solution\n");
printf("We can display this solution with print_objective(lp) and print_solution(lp)\n");
print_objective(lp);
print_solution(lp, 1);
print_constraints(lp, 1);
press_ret();
printf("The dual variables of the solution are printed with\n");
printf("print_duals(lp);\n");
print_duals(lp);
press_ret();
printf("We can change a single element in the matrix with\n");
printf("set_mat(lp,2,1,0.5)\n");
if (!set_mat(lp,2,1,0.5))
ERROR();
print_lp(lp);
press_ret();
printf("If we want to maximize the objective function use set_maxim(lp);\n");
set_maxim(lp);
print_lp(lp);
press_ret();
printf("after solving this gives us:\n");
solve(lp);
print_objective(lp);
print_solution(lp, 1);
print_constraints(lp, 1);
print_duals(lp);
press_ret();
printf("Change the value of a rhs element with set_rh(lp,1,7.45)\n");
set_rh(lp,1,7.45);
print_lp(lp);
solve(lp);
print_objective(lp);
print_solution(lp, 1);
print_constraints(lp, 1);
press_ret();
printf("We change %s to the integer type with\n", get_col_name(lp, 4));
printf("set_int(lp, 4, TRUE)\n");
set_int(lp, 4, TRUE);
print_lp(lp);
printf("We set branch & bound debugging on with set_debug(lp, TRUE)\n");
set_debug(lp, TRUE);
printf("and solve...\n");
press_ret();
solve(lp);
print_objective(lp);
print_solution(lp, 1);
print_constraints(lp, 1);
press_ret();
printf("We can set bounds on the variables with\n");
printf("set_lowbo(lp,2,2); & set_upbo(lp,4,5.3)\n");
set_lowbo(lp,2,2);
set_upbo(lp,4,5.3);
print_lp(lp);
press_ret();
solve(lp);
print_objective(lp);
print_solution(lp, 1);
print_constraints(lp, 1);
press_ret();
printf("Now remove a constraint with del_constraint(lp, 1)\n");
del_constraint(lp,1);
print_lp(lp);
printf("Add an equality constraint\n");
{
double row[] = {0, 1, 2, 1, 4};
if (!add_constraint(lp, row, EQ, 8))
ERROR();
}
print_lp(lp);
press_ret();
printf("A column can be added with:\n");
printf("add_column(lp,{3, 2, 2});\n");
{
double col[] = {3, 2, 2};
if (!add_column(lp, col))
ERROR();
}
print_lp(lp);
press_ret();
printf("A column can be removed with:\n");
printf("del_column(lp,3);\n");
del_column(lp,3);
print_lp(lp);
press_ret();
printf("We can use automatic scaling with:\n");
printf("set_scaling(lp, SCALE_MEAN);\n");
set_scaling(lp, SCALE_MEAN);
print_lp(lp);
press_ret();
printf("The function get_mat(lprec *lp, int row, int column) returns a single\n");
printf("matrix element\n");
printf("%s get_mat(lp,2,3), get_mat(lp,1,1); gives\n","printf(\"%f %f\\n\",");
printf("%f %f\n", (double)get_mat(lp,2,3), (double)get_mat(lp,1,1));
printf("Notice that get_mat returns the value of the original unscaled problem\n");
press_ret();
printf("If there are any integer type variables, then only the rows are scaled\n");
printf("set_scaling(lp, SCALE_MEAN);\n");
set_scaling(lp, SCALE_MEAN);
printf("set_int(lp,3,FALSE);\n");
set_int(lp,3,FALSE);
print_lp(lp);
press_ret();
solve(lp);
printf("print_objective, print_solution gives the solution to the original problem\n");
print_objective(lp);
print_solution(lp, 1);
print_constraints(lp, 1);
press_ret();
printf("Scaling is turned off with unscale(lp);\n");
unscale(lp);
print_lp(lp);
press_ret();
printf("Now turn B&B debugging off and simplex tracing on with\n");
printf("set_debug(lp, FALSE), set_trace(lp, TRUE) and solve(lp)\n");
set_debug(lp, FALSE);
set_trace(lp, TRUE);
press_ret();
solve(lp);
printf("Where possible, lp_solve will start at the last found basis\n");
printf("We can reset the problem to the initial basis with\n");
printf("default_basis(lp). Now solve it again...\n");
press_ret();
default_basis(lp);
solve(lp);
printf("It is possible to give variables and constraints names\n");
printf("set_row_name(lp,1,\"speed\"); & set_col_name(lp,2,\"money\")\n");
if (!set_row_name(lp,1,"speed"))
ERROR();
if (!set_col_name(lp,2,"money"))
ERROR();
print_lp(lp);
printf("As you can see, all column and rows are assigned default names\n");
printf("If a column or constraint is deleted, the names shift place also:\n");
press_ret();
printf("del_column(lp,1);\n");
del_column(lp,1);
print_lp(lp);
press_ret();
write_lp(lp, "lp.lp");
delete_lp(lp);
printf("An lp structure can be created and read from a .lp file\n");
printf("lp = read_lp(\"lp.lp\", TRUE);\n");
printf("The verbose option is used\n");
if ((lp = read_LP("lp.lp", TRUE, "test")) == NULL)
ERROR();
press_ret();
printf("lp is now:\n");
print_lp(lp);
press_ret();
printf("solution:\n");
set_debug(lp, TRUE);
solve(lp);
set_debug(lp, FALSE);
print_objective(lp);
print_solution(lp, 1);
print_constraints(lp, 1);
press_ret();
delete_lp(lp);
#if defined FORTIFY
Fortify_LeaveScope();
#endif
return 0;
}
void CLPLpsolve::setFunction(CLPFunction* function)
{
m_status = 0;
m_lpFunction = function;
const int nVars = function->getNumCoefficients();
// Creates an empty problem with getNumCoefficients variables
m_env = make_lp(0, nVars);
if(m_env == NULL)
{
m_status = 1;
}
//if(!set_add_rowmode(m_env, FALSE))
//{
// m_status = 1;
//}
//Allowing memory for rows
//int * colno = new int[nVars];
REAL * row= new REAL[nVars + 1];
//set variables names
for (int i = 0; i < nVars; ++i)
{
int lpIndex = i + 1;
row[lpIndex] = function->getCoefficients().at(i);
//colno[i] = lpIndex;
//Determines the type
switch(function->getIntegers().at(i)) {
case 'C' :
m_status = set_unbounded(m_env, lpIndex);
break;
case 'B' :
m_status = set_binary(m_env, lpIndex, TRUE);
break;
case 'I' :
m_status = set_int(m_env, lpIndex, TRUE);
break;
case 'S' :
m_status = set_semicont(m_env, lpIndex, TRUE);
break;
default:
assert(false);
break;
}
//Sets upper bound and lower bound
set_upbo(m_env, lpIndex, function->getUpperBounds().at(i));
set_lowbo(m_env, lpIndex, function->getLowerBounds().at(i));
set_col_name(m_env, lpIndex, const_cast<char*>(function->getVarNames().at(i).c_str()));
}
//set_obj_fnex(m_env, nVars, row, colno);
set_obj_fn(m_env, row);
// Set the type of the problem (Min or Max)
switch (function->getType()) {
case lpMinFunction:
set_minim(m_env);
break;
case lpMaxFunction:
set_maxim(m_env);
break;
}
if(!set_add_rowmode(m_env, TRUE))
{
m_status = 1;
}
delete [] row;
}