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| 1 | +// This is a simple example to create a model by row |
| 2 | +#include "ClpSimplex.hpp" |
| 3 | +#include "CoinBuild.hpp" |
| 4 | +#include "CoinHelperFunctions.hpp" |
| 5 | +#include "CoinModel.hpp" |
| 6 | +#include "CoinTime.hpp" |
| 7 | +#include <ClpConfig.h> |
| 8 | +#include <ClpConfig.h> |
| 9 | +#include <CoinUtilsConfig.h> |
| 10 | +#include <OsiConfig.h> |
| 11 | +#include <iostream> |
| 12 | +#include <iomanip> |
| 13 | +#include <cassert> |
| 14 | + |
| 15 | +int main(int argc, const char *argv[]) { |
| 16 | + std::cout << "coinutils version: " << COINUTILS_VERSION << std::endl; |
| 17 | + std::cout << "osi version: " << OSI_VERSION << std::endl; |
| 18 | + std::cout << "clp version: " << CLP_VERSION << std::endl; |
| 19 | +#if COIN_BIG_INDEX<2 |
| 20 | + try { |
| 21 | + // Empty model |
| 22 | + ClpSimplex model; |
| 23 | + |
| 24 | + // Objective - just nonzeros |
| 25 | + int objIndex[] = {0, 2}; |
| 26 | + double objValue[] = {1.0, 4.0}; |
| 27 | + // Upper bounds - as dense vector |
| 28 | + double upper[] = {2.0, COIN_DBL_MAX, 4.0}; |
| 29 | + |
| 30 | + // Create space for 3 columns |
| 31 | + model.resize(0, 3); |
| 32 | + // Fill in |
| 33 | + int i; |
| 34 | + // Virtuous way |
| 35 | + // First objective |
| 36 | + for (i = 0; i < 2; i++) |
| 37 | + model.setObjectiveCoefficient(objIndex[i], objValue[i]); |
| 38 | + // Now bounds (lower will be zero by default but do again) |
| 39 | + for (i = 0; i < 3; i++) { |
| 40 | + model.setColumnLower(i, 0.0); |
| 41 | + model.setColumnUpper(i, upper[i]); |
| 42 | + } |
| 43 | + /* |
| 44 | + We could also have done in non-virtuous way e.g. |
| 45 | + double * objective = model.objective(); |
| 46 | + and then set directly |
| 47 | + */ |
| 48 | + // Faster to add rows all at once - but this is easier to show |
| 49 | + // Now add row 1 as >= 2.0 |
| 50 | + int row1Index[] = {0, 2}; |
| 51 | + double row1Value[] = {1.0, 1.0}; |
| 52 | + model.addRow(2, row1Index, row1Value, |
| 53 | + 2.0, COIN_DBL_MAX); |
| 54 | + // Now add row 2 as == 1.0 |
| 55 | + int row2Index[] = {0, 1, 2}; |
| 56 | + double row2Value[] = {1.0, -5.0, 1.0}; |
| 57 | + model.addRow(3, row2Index, row2Value, |
| 58 | + 1.0, 1.0); |
| 59 | + // solve |
| 60 | + model.dual(); |
| 61 | + |
| 62 | + /* |
| 63 | + Adding one row at a time has a significant overhead so let's |
| 64 | + try a more complicated but faster way |
| 65 | +
|
| 66 | + First time adding in 10000 rows one by one |
| 67 | + */ |
| 68 | + model.allSlackBasis(); |
| 69 | + ClpSimplex modelSave = model; |
| 70 | + double time1 = CoinCpuTime(); |
| 71 | + int k; |
| 72 | + for (k = 0; k < 10000; k++) { |
| 73 | + int row2Index[] = {0, 1, 2}; |
| 74 | + double row2Value[] = {1.0, -5.0, 1.0}; |
| 75 | + model.addRow(3, row2Index, row2Value, |
| 76 | + 1.0, 1.0); |
| 77 | + } |
| 78 | + printf("Time for 10000 addRow is %g\n", CoinCpuTime() - time1); |
| 79 | + model.dual(); |
| 80 | + model = modelSave; |
| 81 | + // Now use build |
| 82 | + CoinBuild buildObject; |
| 83 | + time1 = CoinCpuTime(); |
| 84 | + for (k = 0; k < 10000; k++) { |
| 85 | + int row2Index[] = {0, 1, 2}; |
| 86 | + double row2Value[] = {1.0, -5.0, 1.0}; |
| 87 | + buildObject.addRow(3, row2Index, row2Value, |
| 88 | + 1.0, 1.0); |
| 89 | + } |
| 90 | + model.addRows(buildObject); |
| 91 | + printf("Time for 10000 addRow using CoinBuild is %g\n", CoinCpuTime() - time1); |
| 92 | + model.dual(); |
| 93 | + model = modelSave; |
| 94 | + int del[] = {0, 1, 2}; |
| 95 | + model.deleteRows(2, del); |
| 96 | + // Now use build +-1 |
| 97 | + CoinBuild buildObject2; |
| 98 | + time1 = CoinCpuTime(); |
| 99 | + for (k = 0; k < 10000; k++) { |
| 100 | + int row2Index[] = {0, 1, 2}; |
| 101 | + double row2Value[] = {1.0, -1.0, 1.0}; |
| 102 | + buildObject2.addRow(3, row2Index, row2Value, |
| 103 | + 1.0, 1.0); |
| 104 | + } |
| 105 | + model.addRows(buildObject2, true); |
| 106 | + printf("Time for 10000 addRow using CoinBuild+-1 is %g\n", CoinCpuTime() - time1); |
| 107 | + model.dual(); |
| 108 | + model = modelSave; |
| 109 | + model.deleteRows(2, del); |
| 110 | + // Now use build +-1 |
| 111 | + CoinModel modelObject2; |
| 112 | + time1 = CoinCpuTime(); |
| 113 | + for (k = 0; k < 10000; k++) { |
| 114 | + int row2Index[] = {0, 1, 2}; |
| 115 | + double row2Value[] = {1.0, -1.0, 1.0}; |
| 116 | + modelObject2.addRow(3, row2Index, row2Value, |
| 117 | + 1.0, 1.0); |
| 118 | + } |
| 119 | + model.addRows(modelObject2, true); |
| 120 | + printf("Time for 10000 addRow using CoinModel+-1 is %g\n", CoinCpuTime() - time1); |
| 121 | + model.dual(); |
| 122 | + model = ClpSimplex(); |
| 123 | + // Now use build +-1 |
| 124 | + CoinModel modelObject3; |
| 125 | + time1 = CoinCpuTime(); |
| 126 | + for (k = 0; k < 10000; k++) { |
| 127 | + int row2Index[] = {0, 1, 2}; |
| 128 | + double row2Value[] = {1.0, -1.0, 1.0}; |
| 129 | + modelObject3.addRow(3, row2Index, row2Value, |
| 130 | + 1.0, 1.0); |
| 131 | + } |
| 132 | + model.loadProblem(modelObject3, true); |
| 133 | + printf("Time for 10000 addRow using CoinModel load +-1 is %g\n", CoinCpuTime() - time1); |
| 134 | + model.writeMps("xx.mps"); |
| 135 | + model.dual(); |
| 136 | + model = modelSave; |
| 137 | + // Now use model |
| 138 | + CoinModel modelObject; |
| 139 | + time1 = CoinCpuTime(); |
| 140 | + for (k = 0; k < 10000; k++) { |
| 141 | + int row2Index[] = {0, 1, 2}; |
| 142 | + double row2Value[] = {1.0, -5.0, 1.0}; |
| 143 | + modelObject.addRow(3, row2Index, row2Value, |
| 144 | + 1.0, 1.0); |
| 145 | + } |
| 146 | + model.addRows(modelObject); |
| 147 | + printf("Time for 10000 addRow using CoinModel is %g\n", CoinCpuTime() - time1); |
| 148 | + model.dual(); |
| 149 | + model.writeMps("b.mps"); |
| 150 | + // Method using least memory - but most complicated |
| 151 | + time1 = CoinCpuTime(); |
| 152 | + // Assumes we know exact size of model and matrix |
| 153 | + // Empty model |
| 154 | + ClpSimplex model2; |
| 155 | + { |
| 156 | + // Create space for 3 columns and 10000 rows |
| 157 | + int numberRows = 10000; |
| 158 | + int numberColumns = 3; |
| 159 | + // This is fully dense - but would not normally be so |
| 160 | + int numberElements = numberRows * numberColumns; |
| 161 | + // Arrays will be set to default values |
| 162 | + model2.resize(numberRows, numberColumns); |
| 163 | + double * elements = new double [numberElements]; |
| 164 | + CoinBigIndex * starts = new CoinBigIndex [numberColumns+1]; |
| 165 | + int * rows = new int [numberElements];; |
| 166 | + int * lengths = new int[numberColumns]; |
| 167 | + // Now fill in - totally unsafe but .... |
| 168 | + // no need as defaults to 0.0 double * columnLower = model2.columnLower(); |
| 169 | + double * columnUpper = model2.columnUpper(); |
| 170 | + double * objective = model2.objective(); |
| 171 | + double * rowLower = model2.rowLower(); |
| 172 | + double * rowUpper = model2.rowUpper(); |
| 173 | + // Columns - objective was packed |
| 174 | + for (k = 0; k < 2; k++) { |
| 175 | + int iColumn = objIndex[k]; |
| 176 | + objective[iColumn] = objValue[k]; |
| 177 | + } |
| 178 | + for (k = 0; k < numberColumns; k++) |
| 179 | + columnUpper[k] = upper[k]; |
| 180 | + // Rows |
| 181 | + for (k = 0; k < numberRows; k++) { |
| 182 | + rowLower[k] = 1.0; |
| 183 | + rowUpper[k] = 1.0; |
| 184 | + } |
| 185 | + // Now elements |
| 186 | + double row2Value[] = {1.0, -5.0, 1.0}; |
| 187 | + CoinBigIndex put = 0; |
| 188 | + for (k = 0; k < numberColumns; k++) { |
| 189 | + starts[k] = put; |
| 190 | + lengths[k] = numberRows; |
| 191 | + double value = row2Value[k]; |
| 192 | + for (int i = 0; i < numberRows; i++) { |
| 193 | + rows[put] = i; |
| 194 | + elements[put] = value; |
| 195 | + put++; |
| 196 | + } |
| 197 | + } |
| 198 | + starts[numberColumns] = put; |
| 199 | + // assign to matrix |
| 200 | + CoinPackedMatrix * matrix = new CoinPackedMatrix(true, 0.0, 0.0); |
| 201 | + matrix->assignMatrix(true, numberRows, numberColumns, numberElements, |
| 202 | + elements, rows, starts, lengths); |
| 203 | + ClpPackedMatrix * clpMatrix = new ClpPackedMatrix(matrix); |
| 204 | + model2.replaceMatrix(clpMatrix, true); |
| 205 | + printf("Time for 10000 addRow using hand written code is %g\n", CoinCpuTime() - time1); |
| 206 | + // If matrix is really big could switch off creation of row copy |
| 207 | + // model2.setSpecialOptions(256); |
| 208 | + } |
| 209 | + model2.dual(); |
| 210 | + model2.writeMps("a.mps"); |
| 211 | + // Print column solution |
| 212 | + int numberColumns = model.numberColumns(); |
| 213 | + |
| 214 | + // Alternatively getColSolution() |
| 215 | + double * columnPrimal = model.primalColumnSolution(); |
| 216 | + // Alternatively getReducedCost() |
| 217 | + double * columnDual = model.dualColumnSolution(); |
| 218 | + // Alternatively getColLower() |
| 219 | + double * columnLower = model.columnLower(); |
| 220 | + // Alternatively getColUpper() |
| 221 | + double * columnUpper = model.columnUpper(); |
| 222 | + // Alternatively getObjCoefficients() |
| 223 | + double * columnObjective = model.objective(); |
| 224 | + |
| 225 | + int iColumn; |
| 226 | + |
| 227 | + std::cout << " Primal Dual Lower Upper Cost" |
| 228 | + << std::endl; |
| 229 | + |
| 230 | + for (iColumn = 0; iColumn < numberColumns; iColumn++) { |
| 231 | + double value; |
| 232 | + std::cout << std::setw(6) << iColumn << " "; |
| 233 | + value = columnPrimal[iColumn]; |
| 234 | + if (fabs(value) < 1.0e5) |
| 235 | + std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value; |
| 236 | + else |
| 237 | + std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value; |
| 238 | + value = columnDual[iColumn]; |
| 239 | + if (fabs(value) < 1.0e5) |
| 240 | + std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value; |
| 241 | + else |
| 242 | + std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value; |
| 243 | + value = columnLower[iColumn]; |
| 244 | + if (fabs(value) < 1.0e5) |
| 245 | + std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value; |
| 246 | + else |
| 247 | + std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value; |
| 248 | + value = columnUpper[iColumn]; |
| 249 | + if (fabs(value) < 1.0e5) |
| 250 | + std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value; |
| 251 | + else |
| 252 | + std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value; |
| 253 | + value = columnObjective[iColumn]; |
| 254 | + if (fabs(value) < 1.0e5) |
| 255 | + std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value; |
| 256 | + else |
| 257 | + std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value; |
| 258 | + |
| 259 | + std::cout << std::endl; |
| 260 | + } |
| 261 | + std::cout << "--------------------------------------" << std::endl; |
| 262 | + // Test CoinAssert |
| 263 | + std::cout << "If Clp compiled without NDEBUG below should give assert, if with NDEBUG or COIN_ASSERT CoinError" << std::endl; |
| 264 | + model = modelSave; |
| 265 | + model.deleteRows(2, del); |
| 266 | + // Deliberate error |
| 267 | + model.deleteColumns(1, del + 2); |
| 268 | + // Now use build +-1 |
| 269 | + CoinBuild buildObject3; |
| 270 | + time1 = CoinCpuTime(); |
| 271 | + for (k = 0; k < 10000; k++) { |
| 272 | + int row2Index[] = {0, 1, 2}; |
| 273 | + double row2Value[] = {1.0, -1.0, 1.0}; |
| 274 | + buildObject3.addRow(3, row2Index, row2Value, |
| 275 | + 1.0, 1.0); |
| 276 | + } |
| 277 | + model.addRows(buildObject3, true); |
| 278 | + } catch (CoinError e) { |
| 279 | + e.print(); |
| 280 | + if (e.lineNumber() >= 0) |
| 281 | + std::cout << "This was from a CoinAssert" << std::endl; |
| 282 | + } |
| 283 | +#else |
| 284 | + printf("addRows not available with COIN_BIG_INDEX=2\n"); |
| 285 | +#endif |
| 286 | + return 0; |
| 287 | +} |
| 288 | + |
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