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/* $Id: addRows.cpp 1941 2013-04-10 16:52:27Z stefan $ */
// Copyright (C) 2004, International Business Machines
// Corporation and others. All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).
// This is a simple example to create a model by row
#include "ClpSimplex.hpp"
#include "CoinHelperFunctions.hpp"
#include "CoinTime.hpp"
#include "CoinBuild.hpp"
#include "CoinModel.hpp"
#include <iomanip>
#include <cassert>
int main(int argc, const char *argv[])
{
try {
// Empty model
ClpSimplex model;
// Objective - just nonzeros
int objIndex[] = {0, 2};
double objValue[] = {1.0, 4.0};
// Upper bounds - as dense vector
double upper[] = {2.0, COIN_DBL_MAX, 4.0};
// Create space for 3 columns
model.resize(0, 3);
// Fill in
int i;
// Virtuous way
// First objective
for (i = 0; i < 2; i++)
model.setObjectiveCoefficient(objIndex[i], objValue[i]);
// Now bounds (lower will be zero by default but do again)
for (i = 0; i < 3; i++) {
model.setColumnLower(i, 0.0);
model.setColumnUpper(i, upper[i]);
}
/*
We could also have done in non-virtuous way e.g.
double * objective = model.objective();
and then set directly
*/
// Faster to add rows all at once - but this is easier to show
// Now add row 1 as >= 2.0
int row1Index[] = {0, 2};
double row1Value[] = {1.0, 1.0};
model.addRow(2, row1Index, row1Value,
2.0, COIN_DBL_MAX);
// Now add row 2 as == 1.0
int row2Index[] = {0, 1, 2};
double row2Value[] = {1.0, -5.0, 1.0};
model.addRow(3, row2Index, row2Value,
1.0, 1.0);
// solve
model.dual();
/*
Adding one row at a time has a significant overhead so let's
try a more complicated but faster way
First time adding in 10000 rows one by one
*/
model.allSlackBasis();
ClpSimplex modelSave = model;
double time1 = CoinCpuTime();
int k;
for (k = 0; k < 10000; k++) {
int row2Index[] = {0, 1, 2};
double row2Value[] = {1.0, -5.0, 1.0};
model.addRow(3, row2Index, row2Value,
1.0, 1.0);
}
printf("Time for 10000 addRow is %g\n", CoinCpuTime() - time1);
model.dual();
model = modelSave;
// Now use build
CoinBuild buildObject;
time1 = CoinCpuTime();
for (k = 0; k < 10000; k++) {
int row2Index[] = {0, 1, 2};
double row2Value[] = {1.0, -5.0, 1.0};
buildObject.addRow(3, row2Index, row2Value,
1.0, 1.0);
}
model.addRows(buildObject);
printf("Time for 10000 addRow using CoinBuild is %g\n", CoinCpuTime() - time1);
model.dual();
model = modelSave;
int del[] = {0, 1, 2};
model.deleteRows(2, del);
// Now use build +-1
CoinBuild buildObject2;
time1 = CoinCpuTime();
for (k = 0; k < 10000; k++) {
int row2Index[] = {0, 1, 2};
double row2Value[] = {1.0, -1.0, 1.0};
buildObject2.addRow(3, row2Index, row2Value,
1.0, 1.0);
}
model.addRows(buildObject2, true);
printf("Time for 10000 addRow using CoinBuild+-1 is %g\n", CoinCpuTime() - time1);
model.dual();
model = modelSave;
model.deleteRows(2, del);
// Now use build +-1
CoinModel modelObject2;
time1 = CoinCpuTime();
for (k = 0; k < 10000; k++) {
int row2Index[] = {0, 1, 2};
double row2Value[] = {1.0, -1.0, 1.0};
modelObject2.addRow(3, row2Index, row2Value,
1.0, 1.0);
}
model.addRows(modelObject2, true);
printf("Time for 10000 addRow using CoinModel+-1 is %g\n", CoinCpuTime() - time1);
model.dual();
model = ClpSimplex();
// Now use build +-1
CoinModel modelObject3;
time1 = CoinCpuTime();
for (k = 0; k < 10000; k++) {
int row2Index[] = {0, 1, 2};
double row2Value[] = {1.0, -1.0, 1.0};
modelObject3.addRow(3, row2Index, row2Value,
1.0, 1.0);
}
model.loadProblem(modelObject3, true);
printf("Time for 10000 addRow using CoinModel load +-1 is %g\n", CoinCpuTime() - time1);
model.writeMps("xx.mps");
model.dual();
model = modelSave;
// Now use model
CoinModel modelObject;
time1 = CoinCpuTime();
for (k = 0; k < 10000; k++) {
int row2Index[] = {0, 1, 2};
double row2Value[] = {1.0, -5.0, 1.0};
modelObject.addRow(3, row2Index, row2Value,
1.0, 1.0);
}
model.addRows(modelObject);
printf("Time for 10000 addRow using CoinModel is %g\n", CoinCpuTime() - time1);
model.dual();
model.writeMps("b.mps");
// Method using least memory - but most complicated
time1 = CoinCpuTime();
// Assumes we know exact size of model and matrix
// Empty model
ClpSimplex model2;
{
// Create space for 3 columns and 10000 rows
int numberRows = 10000;
int numberColumns = 3;
// This is fully dense - but would not normally be so
int numberElements = numberRows * numberColumns;
// Arrays will be set to default values
model2.resize(numberRows, numberColumns);
double * elements = new double [numberElements];
CoinBigIndex * starts = new CoinBigIndex [numberColumns+1];
int * rows = new int [numberElements];;
int * lengths = new int[numberColumns];
// Now fill in - totally unsafe but ....
// no need as defaults to 0.0 double * columnLower = model2.columnLower();
double * columnUpper = model2.columnUpper();
double * objective = model2.objective();
double * rowLower = model2.rowLower();
double * rowUpper = model2.rowUpper();
// Columns - objective was packed
for (k = 0; k < 2; k++) {
int iColumn = objIndex[k];
objective[iColumn] = objValue[k];
}
for (k = 0; k < numberColumns; k++)
columnUpper[k] = upper[k];
// Rows
for (k = 0; k < numberRows; k++) {
rowLower[k] = 1.0;
rowUpper[k] = 1.0;
}
// Now elements
double row2Value[] = {1.0, -5.0, 1.0};
CoinBigIndex put = 0;
for (k = 0; k < numberColumns; k++) {
starts[k] = put;
lengths[k] = numberRows;
double value = row2Value[k];
for (int i = 0; i < numberRows; i++) {
rows[put] = i;
elements[put] = value;
put++;
}
}
starts[numberColumns] = put;
// assign to matrix
CoinPackedMatrix * matrix = new CoinPackedMatrix(true, 0.0, 0.0);
matrix->assignMatrix(true, numberRows, numberColumns, numberElements,
elements, rows, starts, lengths);
ClpPackedMatrix * clpMatrix = new ClpPackedMatrix(matrix);
model2.replaceMatrix(clpMatrix, true);
printf("Time for 10000 addRow using hand written code is %g\n", CoinCpuTime() - time1);
// If matrix is really big could switch off creation of row copy
// model2.setSpecialOptions(256);
}
model2.dual();
model2.writeMps("a.mps");
// Print column solution
int numberColumns = model.numberColumns();
// Alternatively getColSolution()
double * columnPrimal = model.primalColumnSolution();
// Alternatively getReducedCost()
double * columnDual = model.dualColumnSolution();
// Alternatively getColLower()
double * columnLower = model.columnLower();
// Alternatively getColUpper()
double * columnUpper = model.columnUpper();
// Alternatively getObjCoefficients()
double * columnObjective = model.objective();
int iColumn;
std::cout << " Primal Dual Lower Upper Cost"
<< std::endl;
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
double value;
std::cout << std::setw(6) << iColumn << " ";
value = columnPrimal[iColumn];
if (fabs(value) < 1.0e5)
std::cout << setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << setiosflags(std::ios::scientific) << std::setw(14) << value;
value = columnDual[iColumn];
if (fabs(value) < 1.0e5)
std::cout << setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << setiosflags(std::ios::scientific) << std::setw(14) << value;
value = columnLower[iColumn];
if (fabs(value) < 1.0e5)
std::cout << setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << setiosflags(std::ios::scientific) << std::setw(14) << value;
value = columnUpper[iColumn];
if (fabs(value) < 1.0e5)
std::cout << setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << setiosflags(std::ios::scientific) << std::setw(14) << value;
value = columnObjective[iColumn];
if (fabs(value) < 1.0e5)
std::cout << setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << setiosflags(std::ios::scientific) << std::setw(14) << value;
std::cout << std::endl;
}
std::cout << "--------------------------------------" << std::endl;
// Test CoinAssert
std::cout << "If Clp compiled without NDEBUG below should give assert, if with NDEBUG or COIN_ASSERT CoinError" << std::endl;
model = modelSave;
model.deleteRows(2, del);
// Deliberate error
model.deleteColumns(1, del + 2);
// Now use build +-1
CoinBuild buildObject3;
time1 = CoinCpuTime();
for (k = 0; k < 10000; k++) {
int row2Index[] = {0, 1, 2};
double row2Value[] = {1.0, -1.0, 1.0};
buildObject3.addRow(3, row2Index, row2Value,
1.0, 1.0);
}
model.addRows(buildObject3, true);
} catch (CoinError e) {
e.print();
if (e.lineNumber() >= 0)
std::cout << "This was from a CoinAssert" << std::endl;
}
return 0;
}
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