1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430
|
// Copyright (c) 1997-2007 ETH Zurich (Switzerland).
// All rights reserved.
//
// This file is part of CGAL (www.cgal.org).
// You can redistribute it and/or modify it under the terms of the GNU
// General Public License as published by the Free Software Foundation,
// either version 3 of the License, or (at your option) any later version.
//
// Licensees holding a valid commercial license may use this file in
// accordance with the commercial license agreement provided with the software.
//
// This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
// WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
//
// $URL: svn+ssh://scm.gforge.inria.fr/svn/cgal/branches/next/QP_solver/include/CGAL/QP_solver/QP_functions_impl.h $
// $Id: QP_functions_impl.h 67117 2012-01-13 18:14:48Z lrineau $
//
//
// Author(s) : Bernd Gaertner <gaertner@inf.ethz.ch>
#ifndef CGAL_QP_FUNCTIONS_IMPL_H
#define CGAL_QP_FUNCTIONS_IMPL_H
#include <iostream>
#include <fstream>
#include <CGAL/iterator.h>
#include <CGAL/QP_solver/QP_solver.h>
#include <CGAL/QP_models.h>
#include <CGAL/QP_solution.h>
namespace CGAL {
namespace QP_functions_detail {
// test whether the system is of the form A x == b (equations only)
template <typename R>
bool is_in_equational_form (const R& r)
{
typename R::R_iterator it = r.get_r();
typename R::R_iterator end = it + r.get_m();
for (; it < end; ++it)
if (*it != CGAL::EQUAL) return false;
return true;
}
// test whether the row vectors of A that correpsond to equations
// are linearly independent; this is done using type ET. The value
// type of LinearInequalitySystem must be convertible to ET
template <class Ar, class ET>
bool has_linearly_independent_equations
(const Ar& ar, const ET& dummy) {
// we solve the following auxiliary LP, using exact type ET:
// --------
// min 0
// A x r 0
// x >= 0
// --------
// Then A has linearly independent equations if and only if all
// artificials have left the basis after phase I; the QP_solver
// diagnostics tells us this
//
// auxiliary LP type
typedef typename
std::iterator_traits<typename Ar::C_iterator>::value_type C_value;
typedef typename
std::iterator_traits<typename Ar::B_iterator>::value_type B_value;
typedef Const_oneset_iterator <C_value> C_iterator;
typedef Const_oneset_iterator <B_value> B_iterator;
typedef Nonnegative_linear_program_from_iterators
<typename Ar::A_iterator, B_iterator,
typename Ar::R_iterator, C_iterator> LP;
// auxiliary LP
LP lp (ar.get_n(), ar.get_m(), ar.get_a(), B_iterator(0), ar.get_r(), C_iterator(0));
// solver Tags
typedef QP_solver_impl::QP_tags<
Tag_true, // Is_linear
Tag_true> // Is_nonnegative
Tags;
// solver type
typedef QP_solver<LP, ET, Tags> Solver;
// now solve auxiliary LP and compute predicate value
Solver solver (lp);
return !solver.diagnostics.redundant_equations;
}
// helper for MPS output: BOUNDS
template <typename P>
void print_bounds
(std::ostream& , const P& ,
CGAL::Tag_true /*is_nonnegative*/)
{
// nop (default bounds are nonnegative)
}
// helper for MPS output: BOUNDS
template <typename P>
void print_bounds
(std::ostream& out, const P& p,
CGAL::Tag_false /*is_nonnegative*/)
{
typename P::FL_iterator fl = p.get_fl();
typename P::FU_iterator fu = p.get_fu();
typename P::L_iterator l = p.get_l();
typename P::U_iterator u = p.get_u();
int n = p.get_n();
out << "BOUNDS\n";
for (int j=0; j<n; ++j, ++fl, ++l, ++fu, ++u) {
if (!*fl || !CGAL::is_zero(*l)) {
if (*fl)
out << " LO BND x" << j << " " << *l << "\n";
else
out << " MI BND x" << j << "\n";
}
if (*fu)
out << " UP BND x" << j << " " << *u << "\n";
}
}
// helper for MPS output: DMATRIX/QMATRIX
template <typename P>
void print_qmatrix
(std::ostream& , const P& ,
CGAL::Tag_true /*is_linear*/)
{
// nop
}
// helper for MPS output: DMATRIX/QMATRIX
template <typename P>
void print_qmatrix
(std::ostream& out, const P& p,
CGAL::Tag_false /*is_linear*/)
{
typename P::D_iterator it = p.get_d();
int n = p.get_n();
bool empty_D = true;
for (int i=0; i<n; ++i, ++it) {
// handle only entries on/below diagonal
for (int j=0; j<i+1; ++j)
if (!CGAL::is_zero(*(*it + j))) {
if (empty_D) {
// first time we see a nonzero entry
out << "QMATRIX\n";
empty_D = false;
}
out << " x" << i << " x" << j << " " << *(*it + j) << "\n";
// QMATRIX format prescribes symmetric matrix
if (i != j)
out << " x" << j << " x" << i << " " << *(*it + j) << "\n";
}
}
}
// check whether the two qp's have the same data; this is the case iff
// they agree in n, m, a, b, r, fl, l, fu, u, d, c, c0
// PRE: qp1, qp2 have the same internal number type
template <typename Quadratic_program1, typename Quadratic_program2>
bool are_equal_qp
(const Quadratic_program1 &qp1, const Quadratic_program2 &qp2)
{
bool return_val = true;
// check n
if (qp1.get_n() != qp2.get_n()) {
std::cerr << "Equality test fails with n: "
<< qp1.get_n() << " vs. " << qp2.get_n() << std::endl;
return false; // wildly wrong, abort now
}
// check m
if (qp1.get_m() != qp2.get_m()) {
std::cerr << "Equality test fails with m: "
<< qp1.get_m() << " vs. " << qp2.get_m() << std::endl;
return false; // wildly wrong, abort now
}
int n = qp1.get_n();
int m = qp1.get_m();
// check A
typename Quadratic_program1::A_iterator a1 = qp1.get_a();
typename Quadratic_program2::A_iterator a2 = qp2.get_a();
for (int j=0; j<n; ++j, ++a1, ++a2)
for (int i=0; i<m; ++i)
if (*((*a1)+i) != *((*a2)+i)) {
std::cerr << "Equality test fails with A["
<< j << "][" << i << "]: "
<< *((*a1)+i) << " vs. " << *((*a2)+i) << std::endl;
return_val = false;
}
// check b
typename Quadratic_program1::B_iterator b1 = qp1.get_b();
typename Quadratic_program2::B_iterator b2 = qp2.get_b();
for (int i=0; i<m; ++i, ++b1, ++b2)
if (*b1 != *b2) {
std::cerr << "Equality test fails with b[" << i << "]: "
<< *b1 << " vs. " << *b2 << std::endl;
return_val = false;
}
// check r
typename Quadratic_program1::R_iterator r1 = qp1.get_r();
typename Quadratic_program2::R_iterator r2 = qp2.get_r();
for (int i=0; i<m; ++i, ++r1, ++r2)
if (*r1 != *r2) {
std::cerr << "Equality test fails with r[" << i << "]: "
<< *r1 << " vs. " << *r2 << std::endl;
return_val = false;
}
// check fl, l
typename Quadratic_program1::FL_iterator fl1 = qp1.get_fl();
typename Quadratic_program2::FL_iterator fl2 = qp2.get_fl();
typename Quadratic_program1::L_iterator l1 = qp1.get_l();
typename Quadratic_program2::L_iterator l2 = qp2.get_l();
for (int j=0; j<n; ++j, ++fl1, ++fl2, ++l1, ++l2) {
if (*fl1 != *fl2) {
std::cerr << "Equality test fails with fl[" << j << "]: "
<< *fl1 << " vs. " << *fl2 << std::endl;
return_val = false;
}
if ((*fl1 == true) && (*l1 != *l2)) {
std::cerr << "Equality test fails with l[" << j << "]: "
<< *l1 << " vs. " << *l2 << std::endl;
return_val = false;
}
}
// check fu, u
typename Quadratic_program1::FU_iterator fu1 = qp1.get_fu();
typename Quadratic_program2::FU_iterator fu2 = qp2.get_fu();
typename Quadratic_program1::U_iterator u1 = qp1.get_u();
typename Quadratic_program2::U_iterator u2 = qp2.get_u();
for (int j=0; j<n; ++j, ++fu1, ++fu2, ++u1, ++u2) {
if (*fu1 != *fu2) {
std::cerr << "Equality test fails with fu[" << j << "]: "
<< *fu1 << " vs. " << *fu2 << std::endl;
return_val = false;
}
if ((*fu1 == true) && (*u1 != *u2)) {
std::cerr << "Equality test fails with u[" << j << "]: "
<< *u1 << " vs. " << *u2 << std::endl;
return_val = false;
}
}
// check d
typename Quadratic_program1::D_iterator d1 = qp1.get_d();
typename Quadratic_program2::D_iterator d2 = qp2.get_d();
for (int i=0; i<n; ++i, ++d1, ++d2)
for (int j=0; j<i+1; ++j) // only access entries on/below diagonal
if (*((*d1)+j) != *((*d2)+j)) {
std::cerr << "Equality test fails with D["
<< i << "][" << j << "]: "
<< *((*d1)+j) << " vs. " << *((*d2)+j) << std::endl;
return_val = false;
}
// check c
typename Quadratic_program1::C_iterator c1 = qp1.get_c();
typename Quadratic_program2::C_iterator c2 = qp2.get_c();
for (int j=0; j<n; ++j, ++c1, ++c2)
if (*c1 != *c2) {
std::cerr << "Equality test fails with c[" << j << "]: "
<< *c1 << " vs. " << *c2 << std::endl;
return_val = false;
}
// check c0
typename Quadratic_program1::C_entry c01 = qp1.get_c0();
typename Quadratic_program2::C_entry c02 = qp2.get_c0();
if (c01 != c02) {
std::cerr << "Equality test fails with c0: "
<< c01 << " vs. " << c02 << std::endl;
return_val = false;
}
return return_val;
}
template <typename P, typename Is_linear, typename Is_nonnegative>
void print_program
(std::ostream& out, const P& p,
const std::string& problem_name,
Is_linear is_linear,
Is_nonnegative is_nonnegative)
{
// NAME:
out << "NAME " << problem_name << "\n";
int n = p.get_n();
int m = p.get_m();
// ROWS section:
typename P::R_iterator r = p.get_r();
out << "ROWS\n"
<< " N obj\n"; // for the objective function
for (int i=0; i<m; ++i, ++r) {
if (*r == CGAL::SMALLER)
out << " L";
else if (*r == CGAL::EQUAL)
out << " E";
else if (*r == CGAL::LARGER)
out << " G";
else
CGAL_qpe_assertion_msg(false, "incorrect row-type");
out << " c" << i << "\n"; // row name is CI
}
// COLUMNS section:
typename P::A_iterator a = p.get_a();
typename P::C_iterator c = p.get_c();
typedef
typename std::iterator_traits<typename P::C_iterator>::value_type IT;
out << "COLUMNS\n";
for (int j=0; j<n; ++j, ++c, ++a) {
// make sure that variable appears here even if it has only
// zero coefficients
bool written = false;
if (!CGAL_NTS is_zero (*c)) {
out << " x" << j << " obj " << *c << "\n";
written = true;
}
for (int i=0; i<m; ++i) {
if (!CGAL_NTS is_zero (*((*a)+i))) {
out << " x" << j << " c" << i << " " << *((*a)+i) << "\n";
written = true;
}
}
if (!written)
out << " x" << j << " obj " << IT(0) << "\n";
}
// RHS section:
typename P::B_iterator b = p.get_b();
out << "RHS\n";
if (!CGAL_NTS is_zero (p.get_c0()))
out << " rhs obj " << -p.get_c0() << "\n";
for (int i=0; i<m; ++i, ++b)
if (!CGAL_NTS is_zero (*b))
out << " rhs c" << i << " " << *b << "\n";
// BOUNDS section:
QP_functions_detail::print_bounds (out, p, is_nonnegative);
// QMATRIX section:
QP_functions_detail::print_qmatrix (out, p, is_linear);
// output end:
out << "ENDATA\n";
}
template <typename Program, typename ET,
typename Is_linear,typename Is_nonnegative >
Quadratic_program_solution<ET> solve_program
(const Program &p, const ET&,
Is_linear,
Is_nonnegative,
const Quadratic_program_options& options)
{
typedef QP_solver<
Program, ET,
QP_solver_impl::QP_tags<Is_linear, Is_nonnegative> >
Solver;
const Solver* s = new Solver(p, options);
Quadratic_program_solution<ET> solution(s);
if (options.get_auto_validation()) {
// validate solution
if (options.get_verbosity() > 0)
std::cout << "Validating solution...\n";
if (!solution.solves_program(p, Is_linear(), Is_nonnegative())) {
// write log file
std::ofstream out("QP_solver.log");
out << "Error: Program solution is invalid\n"
<< " (error message: " << solution.get_error() << ")\n"
<< "------------------\n"
<< "Solution function:\n"
<< "------------------\n";
print_solution_function (out, Is_linear(), Is_nonnegative());
out << "\n"
<< "--------\n"
<< "Program:\n"
<< "--------\n";
print_program (out, p, "unsolved", Is_linear(), Is_nonnegative());
out << "--------\n"
<< "Options:\n"
<< "--------\n"
<< options << std::endl;
// print warning
std::cerr
<< "Error: Program solution is invalid "
<< "(see QP_solver.log for details)" << std::endl;
}
}
return solution;
}
}
template <typename QuadraticProgram, typename ET>
Quadratic_program_solution<ET> solve_quadratic_program
(const QuadraticProgram &qp, const ET& dummy,
const Quadratic_program_options& options)
{
return QP_functions_detail::
solve_program(qp, dummy, Tag_false(), Tag_false(), options);
}
template <typename NonnegativeQuadraticProgram, typename ET>
Quadratic_program_solution<ET> solve_nonnegative_quadratic_program
(const NonnegativeQuadraticProgram &qp, const ET& dummy,
const Quadratic_program_options& options)
{
return QP_functions_detail::
solve_program(qp, dummy, Tag_false(), Tag_true(), options);
}
template <typename LinearProgram, typename ET>
Quadratic_program_solution<ET> solve_linear_program
(const LinearProgram &lp, const ET& dummy,
const Quadratic_program_options& options)
{
return QP_functions_detail::
solve_program(lp, dummy, Tag_true(), Tag_false(), options);
}
template <typename NonnegativeLinearProgram, typename ET>
Quadratic_program_solution<ET> solve_nonnegative_linear_program
(const NonnegativeLinearProgram &lp, const ET& dummy,
const Quadratic_program_options& options)
{
return QP_functions_detail::
solve_program(lp, dummy, Tag_true(), Tag_true(), options);
}
} //namespace CGAL
#endif // CGAL_QP_FUNCTIONS_IMPL_H
|