simplex.h

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00001 #ifndef SIMPLEXH
00002 #define SIMPLEXH
00003 
00004 #include "box.h"
00005 #include "interval.h"
00006 #include "linear_constraint.h"
00007 #include "equation.h"
00008 
00009 #if (_SIMPLEX_ENGINE==_GLPK)
00010   #include <glpk.h>
00015   #define SimplexType LPX
00016 #endif
00017 
00018 #if (_SIMPLEX_ENGINE==_CLP)
00019   #include <Clp/Clp_C_Interface.h>  
00024   #define SimplexType Clp_Simplex
00025 #endif
00026 
00027 #if (_SIMPLEX_ENGINE==_LP_SOLVE)
00028   #include <lp_solve/lp_lib.h>
00033   #define SimplexType lprec
00034 #endif
00035 
00055 /************************************************************************************/
00063 #define SIMPLEX_TIMEOUT  10
00064 /************************************************************************************/
00065 
00073 typedef struct {
00074 
00075   SimplexType *lp; 
00077   #if (_SIMPLEX_ENGINE==_CLP)
00078     unsigned int fakeRows; 
00080     double *lower; 
00081     double *upper; 
00082     double *obj; 
00083   #endif
00084 
00085   #if (_SIMPLEX_ENGINE==_LP_SOLVE)
00086     double inf; 
00088   #endif
00089 
00090 } TSimplex;
00091 
00092 /* Functions implemented in particular for each simplex engine
00093    (GLPK,CLP,...) in simplex_glpk.c simplex_clp.c,.... */
00094 
00106 void SimplexCreate(double epsilon,unsigned int ncols,TSimplex *s);
00107 
00108 
00116 void ResetSimplex(TSimplex *s);
00117 
00127 unsigned int SimplexNColumns(TSimplex *s);
00128 
00129 
00139 unsigned int SimplexNRows(TSimplex *s);
00140 
00150 void SimplexSetColBounds(unsigned int ncol,Tinterval *i,TSimplex *s);
00151 
00161 void SimplexGetColBounds(unsigned int ncol,Tinterval *i,TSimplex *s);
00162 
00172 void SimplexGetColConstraint(unsigned int ncol,TLinearConstraint *lc,TSimplex *s);
00173 
00184 boolean SimplexColEmpty(unsigned int ncol,TSimplex *s);
00185 
00196 double SimplexGetColPrimal(unsigned int ncol,TSimplex *s);
00197 
00198 
00209 double SimplexGetColDual(unsigned int ncol,TSimplex *s);
00210 
00220 void SimplexSetRowBounds(unsigned int nrow,Tinterval *i,TSimplex *s);
00221 
00231 void SimplexGetRowBounds(unsigned int nrow,Tinterval *i,TSimplex *s);
00232 
00242 void SimplexGetRowConstraint(unsigned int nrow,TLinearConstraint *lc,TSimplex *s);
00243 
00254 double SimplexGetRowPrimal(unsigned int nrow,TSimplex *s);
00255 
00266 double SimplexGetRowDual(unsigned int nrow,TSimplex *s);
00267 
00282 void SimplexAddNewConstraintRaw(TLinearConstraint *lc,
00283                                 TSimplex *s);
00284 
00297 void SimplexSetOptimizationFunction(TLinearConstraint *obj,TSimplex *s);
00298 
00307 void SimplexGetOptimizationFunction(TLinearConstraint *obj,TSimplex *s);
00308 
00323 double SimplexGetOptimalValueRaw(TSimplex *s);
00324 
00336 unsigned int SimplexSolve(TSimplex *s);
00337 
00338 
00346 void SimplexDelete(TSimplex *s);
00347 
00348 
00368 void SimplexExpandBounds(unsigned int eq_type,Tinterval *b);
00369 
00370 
00380 void SetSimplexBounds(Tbox *b,TSimplex *lp);
00381 
00404 boolean SimplexAddNewConstraint(double epsilon,
00405                                 TLinearConstraint *lc,
00406                                 unsigned int eq_type,
00407                                 Tinterval *is,
00408                                 TSimplex *s);
00409 
00431 double SimplexGetOptimalValue(unsigned int safe_simplex,double m,Tbox *b,TSimplex *s);
00432 
00458 unsigned int ReduceRange(double epsilon,unsigned int safe_simplex,unsigned int nv,Tbox *b,TSimplex *lp);
00459 #endif