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调整线性规划获取属性的接口

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This commit is contained in:
hit_lu
2025-05-16 17:39:10 +08:00
parent 6d3594c9ba
commit 0ae1785e6c
3 changed files with 311 additions and 47 deletions
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220
inc/solver.hpp
View File

@ -5,6 +5,9 @@ using std::vector;
class Expr;
class Var;
#define MDL_MINIMIZE 1
#define MDL_MAXIMIZE -1
Expr operator+(const Expr& x, const Expr& y);
Expr operator-(const Expr& x, const Expr& y);
Expr operator+(const Expr& x);
@ -25,7 +28,6 @@ Expr operator/(const Expr& x, double a);
typedef vector<vector<double>> Matrix;
enum class Rtn {
LOADED,
OPTIMAL,
@ -47,10 +49,212 @@ enum class Rtn {
PIVOT,
};
enum class IntAttr {
NumConstrs,
NumVars,
NumSOS,
NumQConstrs,
NumGenConstrs,
NumNZs,
NumQNZs,
NumQCNZs,
NumIntVars,
NumBinVars,
NumPWLObjVars,
ModelSense,
IsMIP,
IsQP,
IsQCP,
IsMultiObj,
Status,
ConcurrentWinMethod,
SolCount,
BarIterCount,
VBasis,
CBasis,
PWLObjCvx,
BranchPriority,
VarPreStat,
BoundVioIndex,
BoundSVioIndex,
ConstrVioIndex,
ConstrSVioIndex,
ConstrResidualIndex,
ConstrSResidualIndex,
DualVioIndex,
DualSVioIndex,
DualResidualIndex,
DualSResidualIndex,
ComplVioIndex,
IntVioIndex,
IISMinimal,
IISLB,
IISUB,
IISConstr,
IISSOS,
IISQConstr,
IISGenConstr,
IISLBForce,
IISUBForce,
IISConstrForce,
IISSOSForce,
IISQConstrForce,
IISGenConstrForce,
TuneResultCount,
Lazy,
VarHintPri,
ObjNPriority,
NumObj,
GenConstrType,
NumStart,
Partition,
LicenseExpiration,
NumScenarios,
FuncPieces,
BatchErrorCode,
BatchStatus,
Fingerprint,
PoolIgnore,
FuncNonlinear,
ModelColumn
};
enum class DoubleAttr{
Runtime,
Work,
ObjCon,
LB,
UB,
Obj,
Start,
PreFixVal,
RHS,
QCRHS,
Coeff,
MaxCoeff,
MinCoeff,
MaxBound,
MinBound,
MaxObjCoeff,
MinObjCoeff,
MaxRHS,
MinRHS,
MaxQCRHS,
MinQCRHS,
MaxQCCoeff,
MinQCCoeff,
MaxQCLCoeff,
MinQCLCoeff,
MaxQObjCoeff,
MinQObjCoeff,
ObjVal,
ObjBound,
ObjBoundC,
MIPGap,
IterCount,
NodeCount,
X,
RC,
Pi,
QCPi,
Slack,
QCSlack,
MaxVio,
BoundVio,
BoundSVio,
BoundVioSum,
BoundSVioSum,
ConstrVio,
ConstrSVio,
ConstrVioSum,
ConstrSVioSum,
ConstrResidual,
ConstrSResidual,
ConstrResidualSum,
ConstrSResidualSum,
DualVio,
DualSVio,
DualVioSum,
DualSVioSum,
DualResidual,
DualSResidual,
DualResidualSum,
DualSResidualSum,
ComplVio,
ComplVioSum,
IntVio,
IntVioSum,
Kappa,
KappaExact,
SAObjLow,
SAObjUp,
SALBLow,
SALBUp,
SARHSLow,
SAUBLow,
SAUBUp,
SARHSUp,
Xn,
FarkasProof,
FarkasDual,
UnbdRay,
PStart,
DStart,
BarX,
VarHintVal,
ObjN,
ObjNCon,
ObjNWeight,
ObjNRelTol,
ObjNAbsTol,
ObjNVal,
OpenNodeCount,
PoolObjBound,
PoolObjVal,
ScenNLB,
ScenNUB,
ScenNObj,
ScenNRHS,
ScenNX,
ScenNObjBound,
ScenNObjVal,
FuncPieceError,
FuncPieceLength,
FuncPieceRatio,
DNumNZs
};
enum class StringAttr {
ModelName,
VarName,
ConstrName,
QCName,
GenConstrName,
ObjNName,
ScenNName,
BatchID,
VTag,
CTag,
QCTag,
BatchErrorMessage
};
enum class ConstrOper {
LESS_EQUAL,
GREATER_EQUAL,
EQUAL
};
class Var {
public:
Var(double coef = 1) :col(0), coeffs(coef) {};
Var(double coef = 1) :col(0), val(0), coeffs(coef) {};
double get(DoubleAttr attr);
int get(IntAttr attr);
friend class Model;
friend class Expr;
private:
double coeffs;
double val;
int col;
};
@ -101,18 +305,17 @@ class Model
public:
Model();
Var* addVars(int col);
void addConstr(const Expr& expr, char sense, double rhs);
void setObjective(Expr obje, int sense = 0);
void addConstr(const Expr& expr, ConstrOper sense, double rhs);
void setObjective(Expr obje, int sense = MDL_MAXIMIZE);
void print();
Rtn optimize(bool isMax = true);
double get();
Rtn optimize();
double get(DoubleAttr attr);
int get(IntAttr attr);
private:
double _simplex();
Rtn _pivot(std::pair<size_t, size_t>& p);
void _gaussian(std::pair<size_t, size_t> p);
Var* vars;
Matrix matrix;
@ -120,4 +323,5 @@ private:
vector<int> basic;
Rtn rtn;
double res;
int sense;
};

22
src/main.cpp
View File

@ -9,24 +9,26 @@ int main(int argc, char* argv[])
{
Model mdl;
Var* vars = mdl.addVars(3);
Var* vars = mdl.addVars(2);
mdl.addConstr(vars[0] + vars[1] + vars[2], '<', 4);
mdl.addConstr(vars[0], '<', 2);
mdl.addConstr(vars[2], '<', 3);
mdl.addConstr(3 * vars[1] + vars[2], '<', 6);
mdl.addConstr(vars[0] + vars[1], ConstrOper::LESS_EQUAL, 2);
mdl.addConstr(vars[0] + vars[1], ConstrOper::GREATER_EQUAL, 1);
mdl.addConstr(5 * vars[0] - 2 * vars[1], ConstrOper::GREATER_EQUAL, -2);
mdl.setObjective(vars[0] + 14 * vars[1] + 6 * vars[2]);
mdl.setObjective(vars[0] + 2 * vars[1], MDL_MAXIMIZE);
switch(mdl.optimize(false)) {
switch(mdl.optimize()) {
case Rtn::OPTIMAL:
cout << "find solution: " << mdl.get() << endl;
cout << "OPTIMAL SOLUTION: " << mdl.get(DoubleAttr::Obj) << endl;
for (int i = 0; i < mdl.get(IntAttr::NumVars); i++) {
cout << "var[" << i << "] : " << vars[i].get(DoubleAttr::X) << endl;
}
break;
case Rtn::INFEASIBLE:
cout << "no solution" << endl;
cout << "INFEASIBLE MODEL" << endl;
break;
case Rtn::UNBOUNDED:
cout << "unbounded solution" << endl;
cout << "UNBOUNDED SOLUTION" << endl;
break;
default:
assert(false);

106
src/solver.cpp
View File

@ -32,16 +32,16 @@ Expr operator+(const Expr& x)
Expr operator+(Var x, Var y)
{
Expr exp;
exp.coeffs.resize(std::max(x.col + 1, y.col + 1), 0);
exp.coeffs[x.col] = x.coeffs;
exp.coeffs[y.col] = y.coeffs;
exp.coeffs.resize(std::max(x.get(IntAttr::ModelColumn) + 1, y.get(IntAttr::ModelColumn) + 1), 0);
exp.coeffs[x.get(IntAttr::ModelColumn)] = x.get(DoubleAttr::Coeff);
exp.coeffs[y.get(IntAttr::ModelColumn)] = y.get(DoubleAttr::Coeff);
return exp;
}
Expr operator+(Var x, double a)
{
Expr exp;
exp.coeffs.resize(x.col + 1);
exp.coeffs.resize(x.get(IntAttr::ModelColumn) + 1);
exp.constant = a;
return exp;
}
@ -85,9 +85,9 @@ Expr operator-(Var x)
Expr operator-(Var x, Var y)
{
Expr exp;
exp.coeffs.resize(std::max(x.col + 1, y.col + 1), 0);
exp.coeffs[x.col] = x.coeffs;
exp.coeffs[y.col] = -y.coeffs;
exp.coeffs.resize(std::max(x.get(IntAttr::ModelColumn) + 1, y.get(IntAttr::ModelColumn) + 1), 0);
exp.coeffs[x.get(IntAttr::ModelColumn)] = x.get(DoubleAttr::Coeff);
exp.coeffs[y.get(IntAttr::ModelColumn)] = -y.get(DoubleAttr::Coeff);
return exp;
}
@ -104,8 +104,8 @@ Expr operator-(double a, Var x)
Expr operator*(double a, Var x)
{
Expr exp;
exp.coeffs.resize(x.col + 1, 0);
exp.coeffs[x.col] = a * x.coeffs;
exp.coeffs.resize(x.get(IntAttr::ModelColumn) + 1, 0);
exp.coeffs[x.get(IntAttr::ModelColumn)] = a * x.get(DoubleAttr::Coeff);
return exp;
}
@ -147,6 +147,7 @@ Expr operator/(const Expr& x, double a)
Model::Model():
cn(0),
bn(0),
sense(0),
vars(nullptr)
{
@ -165,22 +166,50 @@ Var* Model::addVars(int num)
return vars;
}
void Model::addConstr(const Expr& expr, char sense, double rhs)
void Model::addConstr(const Expr& expr, ConstrOper sense, double rhs)
{
matrix.push_back(vector<double>(1, rhs)); // TODO<44><4F>û<EFBFBD>ȴ<EFBFBD>С<EFBFBD><D0A1>û<EFBFBD><C3BB><EFBFBD>dz<EFBFBD><C7B3><EFBFBD>
if (sense == ConstrOper::LESS_EQUAL) {
matrix.push_back(vector<double>(1, rhs - expr.constant));
matrix.back().insert(matrix.back().end(), expr.coeffs.begin(), expr.coeffs.end());
}
else if (sense == ConstrOper::GREATER_EQUAL) {
matrix.push_back(vector<double>(1, expr.constant - rhs));
for (int coeff : expr.coeffs) {
matrix.back().push_back(-coeff);
}
}
else {
addConstr(expr, ConstrOper::LESS_EQUAL, rhs);
addConstr(expr, ConstrOper::GREATER_EQUAL, rhs);
}
for (int c = matrix.back().size(); c <= cn; c++) {
matrix.back().push_back(0);
}
}
void Model::setObjective(Expr obje, int sense)
void Model::setObjective(Expr obje, int _sense)
{
assert(_sense == 1 || _sense == -1);
if (sense == 0) {
matrix.insert(matrix.begin(), obje.coeffs);
matrix.front().insert(matrix.front().begin(), obje.constant); // TODO<44><4F>д<EFBFBD>IJ<EFBFBD><C4B2><EFBFBD><EFBFBD><EFBFBD>
for (int c = matrix.front().size(); c <= cn; c++) {
matrix.front().insert(matrix.front().begin(), -obje.constant);
for (int c = obje.coeffs.size() + 1; c <= cn; c++) {
matrix.front().push_back(0);
}
}
else {
matrix.front().front() = -obje.constant;
for (int c = 0; c < obje.coeffs.size(); c++) {
matrix.front()[c + 1] = obje.coeffs[c];
}
for (int c = obje.coeffs.size() + 1; c <= cn; c++) {
matrix.front()[c] = 0;
}
}
sense = _sense;
}
void Model::print()
@ -193,7 +222,7 @@ void Model::print()
}
}
Rtn Model::optimize(bool isMax)
Rtn Model::optimize()
{
bn = matrix.size();
for (int row = 1; row < bn; row++) {
@ -203,10 +232,8 @@ Rtn Model::optimize(bool isMax)
}
}
cn = matrix.front().size();
if (!isMax) {
for (int i = 0; i < cn; i++) {
matrix.front()[i] = -matrix.front()[i];
}
matrix.front()[i] = sense * matrix.front()[i];
}
for (size_t i = 1; i < bn; i++) {
@ -246,9 +273,9 @@ Rtn Model::optimize(bool isMax)
auto iter = find(basic.begin(), basic.end(), cn);
if (iter != basic.end()) {
for (int col = 1; col < matrix.front().size(); col++) {
if (matrix.front()[col] != 1) {
t = make_pair(iter - basic.begin(), col);
_pivot(t);
if (fabs(matrix.front()[col]) > 1e-10) {
t = make_pair(iter - basic.begin() + 1, col);
_gaussian(t);
break;
}
}
@ -270,15 +297,25 @@ Rtn Model::optimize(bool isMax)
}
}
res = isMax ? _simplex() : _simplex();
res = -sense * _simplex();
for (int row = 1; row < bn; row++) {
if (basic[row - 1] - 1 < cn - bn) {
vars[basic[row - 1] - 1].val = matrix[row].front();
}
}
return rtn;
}
double Model::get()
double Model::get(DoubleAttr attr)
{
return res;
}
int Model::get(IntAttr attr)
{
return cn - bn;
}
double Model::_simplex()
{
pair<size_t, size_t> t;
@ -289,7 +326,6 @@ double Model::_simplex()
}
_gaussian(t);
}
return matrix.front().front();
}
@ -381,6 +417,7 @@ void Expr::operator+=(const Expr& expr)
for (int c = 0; c < expr.coeffs.size(); c++) {
coeffs[c] += expr.coeffs[c];
}
constant += expr.constant;
}
void Expr::operator-=(const Expr& expr)
@ -389,6 +426,7 @@ void Expr::operator-=(const Expr& expr)
for (int c = 0; c < expr.coeffs.size(); c++) {
coeffs[c] -= expr.coeffs[c];
}
constant -= expr.constant;
}
void Expr::operator*=(double mult)
@ -396,6 +434,7 @@ void Expr::operator*=(double mult)
for (int c = 0; c < coeffs.size(); c++) {
coeffs[c] *= mult;
}
constant *= mult;
}
void Expr::operator/=(double a)
@ -403,6 +442,7 @@ void Expr::operator/=(double a)
for (int c = 0; c < coeffs.size(); c++) {
coeffs[c] /= a;
}
constant /= a;
}
Expr Expr::operator+(const Expr& rhs)
@ -411,6 +451,7 @@ Expr Expr::operator+(const Expr& rhs)
for (int c = 0; c < rhs.coeffs.size(); c++) {
coeffs[c] += rhs.coeffs[c];
}
constant += rhs.constant;
return *this;
}
@ -420,5 +461,22 @@ Expr Expr::operator-(const Expr& rhs)
for (int c = 0; c < rhs.coeffs.size(); c++) {
coeffs[c] -= rhs.coeffs[c];
}
constant -= rhs.constant;
return *this;
}
double Var::get(DoubleAttr attr)
{
switch (attr) {
case DoubleAttr::Coeff:
return coeffs;
case DoubleAttr::X:
return val;
}
return val;
}
int Var::get(IntAttr attr)
{
return col;
}