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// example: extracting and verifying a proof of optimality from the solution
#include <cassert>
#include <CGAL/basic.h>
#include <CGAL/QP_models.h>
#include <CGAL/QP_functions.h>
// choose exact integral type
#ifdef CGAL_USE_GMP
#include <CGAL/Gmpz.h>
typedef CGAL::Gmpz ET;
#else
#include <CGAL/MP_Float.h>
typedef CGAL::MP_Float ET;
#endif
// program and solution types
typedef CGAL::Nonnegative_linear_program_from_iterators
<int**, // for A
int*, // for b
CGAL::Comparison_result*, // for r
int*> // for c
Program;
typedef CGAL::Quadratic_program_solution<ET> Solution;
// we demonstrate the optimality certificate: if the
// linear program
// min c^T x
// A x <= b
// x >= 0
// has an optimal solution x*, then there exists y (in fact an optimal
// solution of the dual linear program) such that
// y >= 0
// y^T A >= -c^T,
// y^T b = -c^T x*
//
// In the following instance, the linear program has an optimal solution,
// since it is feasible (take (1,0)) and bounded, due to the first
// constraint:
// min x_1 + 2x_2
// x_1 + 3x_2 <= 1
// -x_1 + x_2 <= -1
// x_1, x_2 >= 0
int main() {
int Ax1[] = { 1, -1}; // column for x1
int Ax2[] = { 3, 1}; // column for x2
int* A[] = {Ax1, Ax2}; // A comes columnwise
int b[] = { 1, -1}; // right-hand side
CGAL::Comparison_result
r[] = {CGAL::SMALLER, CGAL::SMALLER}; // constraints are "<="
int c[] = { 1, 2}; // objective function
// now construct the linear program; the first two parameters are
// the number of variables and the number of constraints (rows of A)
Program lp (2, 2, A, b, r, c);
// solve the program, using ET as the exact type
Solution s = CGAL::solve_nonnegative_linear_program(lp, ET());
// get certificate for optimality
assert (s.is_optimal());
Solution::Variable_value_iterator x =
s.variable_values_begin();
Solution::Optimality_certificate_iterator y =
s.optimality_certificate_begin();
// check y >= 0
assert (y[0] >= 0);
assert (y[1] >= 0);
// check y^T A >= -c^T
assert (y[0] * A[0][0] + y[1] * A[0][1] >= -c[0]);
assert (y[0] * A[1][0] + y[1] * A[1][1] >= -c[1]);
// check y^T b = c^T x*
assert (y[0] * b[0] + y[1] * b[1] == -c[0] * x[0] - c[1] * x[1]);
return 0;
}
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