/* * testlpsolve.cpp * @brief: * @date: Apr 30, 2014 * @author: Duy-Nguyen Ta */ #include "lp_lib.h" #include using namespace std; using namespace gtsam; // lpsolve's simple demo from its website http://lpsolve.sourceforge.net/5.5/formulate.htm#C/C++ int demo() { lprec *lp; int Ncol, *colno = NULL, j, ret = 0; REAL *row = NULL; /* We will build the model row by row So we start with creating a model with 0 rows and 2 columns */ Ncol = 2; /* there are two variables in the model */ lp = make_lp(0, Ncol); if(lp == NULL) ret = 1; /* couldn't construct a new model... */ if(ret == 0) { /* let us name our variables. Not required, but can be useful for debugging */ // set_col_name(lp, 1, 'x'); // set_col_name(lp, 2, 'y'); /* create space large enough for one row */ colno = (int *) malloc(Ncol * sizeof(*colno)); row = (REAL *) malloc(Ncol * sizeof(*row)); if((colno == NULL) || (row == NULL)) ret = 2; } if(ret == 0) { set_add_rowmode(lp, TRUE); /* makes building the model faster if it is done rows by row */ /* construct first row (120 x + 210 y <= 15000) */ j = 0; colno[j] = 1; /* first column */ row[j++] = 120; colno[j] = 2; /* second column */ row[j++] = 210; /* add the row to lpsolve */ if(!add_constraintex(lp, j, row, colno, LE, 15000)) ret = 3; } if(ret == 0) { /* construct second row (110 x + 30 y <= 4000) */ j = 0; colno[j] = 1; /* first column */ row[j++] = 110; colno[j] = 2; /* second column */ row[j++] = 30; /* add the row to lpsolve */ if(!add_constraintex(lp, j, row, colno, LE, 4000)) ret = 3; } if(ret == 0) { /* construct third row (x + y <= 75) */ j = 0; colno[j] = 1; /* first column */ row[j++] = 1; colno[j] = 2; /* second column */ row[j++] = 1; /* add the row to lpsolve */ if(!add_constraintex(lp, j, row, colno, LE, 75)) ret = 3; } if(ret == 0) { set_add_rowmode(lp, FALSE); /* rowmode should be turned off again when done building the model */ /* set the objective function (143 x + 60 y) */ j = 0; colno[j] = 1; /* first column */ row[j++] = 143; colno[j] = 2; /* second column */ row[j++] = 60; /* set the objective in lpsolve */ if(!set_obj_fnex(lp, j, row, colno)) ret = 4; } if(ret == 0) { /* set the object direction to maximize */ set_maxim(lp); /* just out of curioucity, now show the model in lp format on screen */ /* this only works if this is a console application. If not, use write_lp and a filename */ write_LP(lp, stdout); /* write_lp(lp, "model.lp"); */ /* I only want to see important messages on screen while solving */ set_verbose(lp, IMPORTANT); /* Now let lpsolve calculate a solution */ ret = solve(lp); if(ret == OPTIMAL) ret = 0; else ret = 5; } if(ret == 0) { /* a solution is calculated, now lets get some results */ /* objective value */ printf("Objective value: %f\n", get_objective(lp)); /* variable values */ get_variables(lp, row); for(j = 0; j < Ncol; j++) printf("%s: %f\n", get_col_name(lp, j + 1), row[j]); /* we are done now */ } /* free allocated memory */ if(row != NULL) free(row); if(colno != NULL) free(colno); if(lp != NULL) { /* clean up such that all used memory by lpsolve is freed */ delete_lp(lp); } return(ret); } // Try to convert from gtsam's Matrix and Vector to lpsolve for a // simple Matlab example http://www.mathworks.com/help/optim/ug/linprog.html int demo2() { Vector f(3); f << -5, -4, -6; Matrix A(3,3); A << 1,-1,1,3,2,4,3,2,0; Vector b(3); b << 20,42,30; lprec *lp; int Ncol, j, ret = 0; /* We will build the model row by row So we start with creating a model with 0 rows and 2 columns */ Ncol = 3; /* there are two variables in the model */ lp = make_lp(0, Ncol); if(lp == NULL) return 1; /* couldn't construct a new model... */ int colno[] = {1,2,3}; set_add_rowmode(lp, TRUE); /* makes building the model faster if it is done rows by row */ for (int i = 0; i