LpSolver Class Reference

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LpSolver Class Referenceabstract
LP and MIP Solvers

## Detailed Description

This class is an abstract base class for LP solvers. This class provides a full interface for set and modify an LP problem, solve it and retrieve the solution. You can use one of the descendants as a concrete implementation, or the `Lp` default LP solver. However, if you would like to handle LP solvers as reference or pointer in a generic way, you can use this class directly.

`#include <lemon/lp_base.h>`

Inheritance diagram for LpSolver:
[legend]

## Public Types
enum | ProblemType { UNDEFINED = 0, INFEASIBLE = 1, FEASIBLE = 2, OPTIMAL = 3, UNBOUNDED = 4 }
| The problem types for primal and dual problems. More...
enum | VarStatus { BASIC, FREE, LOWER, UPPER, FIXED }
| The basis status of variables. More...
Public Types inherited from LpBase
enum | SolveExitStatus { SOLVED = 0, UNSOLVED = 1 }
| Possible outcomes of an LP solving procedure. More...
enum | Sense { MIN, MAX }
| Direction of the optimization. More...
enum | MessageLevel { MESSAGE_NOTHING, MESSAGE_ERROR, MESSAGE_WARNING, MESSAGE_NORMAL, MESSAGE_VERBOSE }
| Enum for `messageLevel()` parameter. More...
typedef double | Value
| The floating point type used by the solver.

## Public Member Functions
virtual LpSolver * | newSolver () const =0
| Allocate a new LP problem instance.
virtual LpSolver * | cloneSolver () const =0
| Make a copy of the LP problem.
Solve the LP
SolveExitStatus | solve ()
Obtain the Solution
ProblemType | primalType () const
| The type of the primal problem.
ProblemType | dualType () const
| The type of the dual problem.
Value | primal (Col c) const
| Return the primal value of the column. More...
Value | primal (const Expr &e) const
| Return the primal value of the expression. More...
Value | primalRay (Col c) const
| Returns a component of the primal ray. More...
Value | dual (Row r) const
| Return the dual value of the row. More...
Value | dual (const DualExpr &e) const
| Return the dual value of the dual expression. More...
Value | dualRay (Row r) const
| Returns a component of the dual ray. More...
VarStatus | colStatus (Col c) const
| Return the basis status of the column. More...
VarStatus | rowStatus (Row r) const
| Return the basis status of the row. More...
Value | primal () const
| The value of the objective function. More...
Public Member Functions inherited from LpBase
virtual | ~LpBase ()
| Virtual destructor.
const char * | solverName () const
| Gives back the name of the solver.
Col | addCol ()
| Add a new empty column (i.e a new variable) to the LP.
template<class T >
int | addColSet (T &t)
| Adds several new columns (i.e variables) at once. More...
void | col (Col c, const DualExpr &e)
| Set a column (i.e a dual constraint) of the LP. More...
DualExpr | col (Col c) const
| Get a column (i.e a dual constraint) of the LP. More...
Col | addCol (const DualExpr &e, Value o=0)
| Add a new column to the LP. More...
Row | addRow ()
| Add a new empty row (i.e a new constraint) to the LP. More...
template<class T >
int | addRowSet (T &t)
| Add several new rows (i.e constraints) at once. More...
void | row (Row r, Value l, const Expr &e, Value u)
| Set a row (i.e a constraint) of the LP. More...
void | row (Row r, const Constr &c)
| Set a row (i.e a constraint) of the LP. More...
Expr | row (Row r) const
| Get a row (i.e a constraint) of the LP. More...
Row | addRow (Value l, const Expr &e, Value u)
| Add a new row (i.e a new constraint) to the LP. More...
Row | addRow (const Constr &c)
| Add a new row (i.e a new constraint) to the LP. More...
void | erase (Col c)
| Erase a column (i.e a variable) from the LP. More...
void | erase (Row r)
| Erase a row (i.e a constraint) from the LP. More...
std::string | colName (Col c) const
| Get the name of a column. More...
void | colName (Col c, const std::string &name)
| Set the name of a column. More...
Col | colByName (const std::string &name) const
| Get the column by its name. More...
std::string | rowName (Row r) const
| Get the name of a row. More...
void | rowName (Row r, const std::string &name)
| Set the name of a row. More...
Row | rowByName (const std::string &name) const
| Get the row by its name. More...
void | coeff (Row r, Col c, Value val)
| Set an element of the coefficient matrix of the LP. More...
Value | coeff (Row r, Col c) const
| Get an element of the coefficient matrix of the LP. More...
void | colLowerBound (Col c, Value value)
| Set the lower bound of a column (i.e a variable) More...
Value | colLowerBound (Col c) const
| Get the lower bound of a column (i.e a variable) More...
template<class T >
void | colLowerBound (T &t, Value value)
| Set the lower bound of several columns (i.e variables) at once. More...
void | colUpperBound (Col c, Value value)
| Set the upper bound of a column (i.e a variable) More...
Value | colUpperBound (Col c) const
| Get the upper bound of a column (i.e a variable) More...
template<class T >
void | colUpperBound (T &t, Value value)
| Set the upper bound of several columns (i.e variables) at once. More...
void | colBounds (Col c, Value lower, Value upper)
| Set the lower and the upper bounds of a column (i.e a variable) More...
template<class T >
void | colBounds (T &t, Value lower, Value upper)
| Set the lower and the upper bound of several columns (i.e variables) at once. More...
void | rowLowerBound (Row r, Value value)
| Set the lower bound of a row (i.e a constraint) More...
Value | rowLowerBound (Row r) const
| Get the lower bound of a row (i.e a constraint) More...
void | rowUpperBound (Row r, Value value)
| Set the upper bound of a row (i.e a constraint) More...
Value | rowUpperBound (Row r) const
| Get the upper bound of a row (i.e a constraint) More...
void | objCoeff (Col c, Value v)
| Set an element of the objective function.
Value | objCoeff (Col c) const
| Get an element of the objective function.
void | obj (const Expr &e)
| Set the objective function. More...
Expr | obj () const
| Get the objective function. More...
void | sense (Sense sense)
| Set the direction of optimization.
Sense | sense () const
| Query the direction of the optimization.
void | max ()
| Set the sense to maximization.
void | min ()
| Set the sense to maximization.
void | clear ()
| Clear the problem.
void | messageLevel (MessageLevel level)
| Set the message level of the solver.
void | write (std::string file, std::string format="MPS") const
| Write the problem to a file in the given format. More...

## Additional Inherited Members
Static Public Member Functions inherited from LpBase
static int | id (const Col &col)
| Returns the ID of the column.
static Col | colFromId (int id)
| Returns the column with the given ID. More...
static int | id (const Row &row)
| Returns the ID of the row.
static Row | rowFromId (int id)
| Returns the row with the given ID. More...
Static Public Attributes inherited from LpBase
static const Value | INF
| The infinity constant.
static const Value | NaN
| The not a number constant.

## Member Enumeration Documentation

enum ProblemType

Enumerator
UNDEFINED | = 0. Feasible solution hasn't been found (but may exist).
INFEASIBLE | = 1. The problem has no feasible solution.
FEASIBLE | = 2. Feasible solution found.
OPTIMAL | = 3. Optimal solution exists and found.
UNBOUNDED | = 4. The cost function is unbounded.

enum VarStatus

Enumerator
BASIC | The variable is in the basis.
FREE | The variable is free, but not basic.
LOWER | The variable has active lower bound.
UPPER | The variable has active upper bound.
FIXED | The variable is non-basic and fixed.

## Member Function Documentation

SolveExitStatus solve | ( |  | ) |
| inline

Solve the LP problem at hand

Returns
  The result of the optimization procedure. Possible values and their meanings can be found in the documentation of SolveExitStatus.

Value primal | ( | Col | c | ) | const
| inline

Return the primal value of the column.

Precondition
  The problem is solved.

Value primal | ( | const Expr & | e | ) | const
| inline

Return the primal value of the expression, i.e. the dot product of the primal solution and the expression.

Precondition
  The problem is solved.

Value primalRay | ( | Col | c | ) | const
| inline

The primal ray is solution of the modified primal problem, where we change each finite bound to 0, and we looking for a negative objective value in case of minimization, and positive objective value for maximization. If there is such solution, that proofs the unsolvability of the dual problem, and if a feasible primal solution exists, then the unboundness of primal problem.

Precondition
  The problem is solved and the dual problem is infeasible.

Note
  Some solvers does not provide primal ray calculation functions.

Value dual | ( | Row | r | ) | const
| inline

Return the dual value of the row.

Precondition
  The problem is solved.

Value dual | ( | const DualExpr & | e | ) | const
| inline

Return the dual value of the dual expression, i.e. the dot product of the dual solution and the dual expression.

Precondition
  The problem is solved.

Value dualRay | ( | Row | r | ) | const
| inline

The dual ray is solution of the modified primal problem, where we change each finite bound to 0 (i.e. the objective function coefficients in the primal problem), and we looking for a ositive objective value. If there is such solution, that proofs the unsolvability of the primal problem, and if a feasible dual solution exists, then the unboundness of dual problem.

Precondition
  The problem is solved and the primal problem is infeasible.

Note
  Some solvers does not provide dual ray calculation functions.

VarStatus colStatus | ( | Col | c | ) | const
| inline

See Also
  VarStatus

VarStatus rowStatus | ( | Row | r | ) | const
| inline

See Also
  VarStatus

Value primal | ( |  | ) | const
| inline

Returns
  - INF or -INF means either infeasibility or unboundedness of the primal problem, depending on whether we minimize or maximize.
  - NaN if no primal solution is found.
  - The (finite) objective value if an optimal solution is found.