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MCFClass.h
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2510 lines (1940 loc) · 97.6 KB
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/*--------------------------------------------------------------------------*/
/*-------------------------- File MCFClass.h -------------------------------*/
/*--------------------------------------------------------------------------*/
/** @file
* Header file for the abstract base class MCFClass, which defines a standard
* interface for (linear or convex quadratic separable) Min Cost Flow Problem
* solvers, to be implemented as derived classes.
*
* \version 3.01
*
* \date 30 - 09 - 2011
*
* \author Alessandro Bertolini \n
* Operations Research Group \n
* Dipartimento di Informatica \n
* Universita' di Pisa \n
*
* \author Antonio Frangioni \n
* Operations Research Group \n
* Dipartimento di Informatica \n
* Universita' di Pisa \n
*
* \author Claudio Gentile \n
* Istituto di Analisi di Sistemi e Informatica \n
* Consiglio Nazionale delle Ricerche \n
*
* Copyright © 1996 - 2011 by Antonio Frangioni, Claudio Gentile
*/
/*--------------------------------------------------------------------------*/
/*--------------------------------------------------------------------------*/
/*----------------------------- DEFINITIONS --------------------------------*/
/*--------------------------------------------------------------------------*/
/*--------------------------------------------------------------------------*/
#ifndef __MCFClass
#define __MCFClass /* self-identification: #endif at the end of the file */
/*--------------------------------------------------------------------------*/
/*--------------------------------- MACROS ---------------------------------*/
/*--------------------------------------------------------------------------*/
/** @defgroup MCFCLASS_MACROS Compile-time switches in MCFClass.h
These macros control some important details of the class interface.
Although using macros for activating features of the interface is not
very C++, switching off some unused features may allow some
implementation to be more efficient in running time or memory.
@{ */
/*-------------------------------- USENAME0 --------------------------------*/
#define USENAME0 0
/**< Decides if 0 or 1 is the "name" of the first node.
If USENAME0 == 1, (warning: it has to be *exactly* 1), then the node
names go from 0 to n - 1, otherwise from 1 to n. Note that this does not
affect the position of the deficit in the deficit vectors, i.e., the
deficit of the i-th node - be its "name" `i' or `i - 1' - is always in
the i-th position of the vector. */
/*@} end( group( MCFCLASS_MACROS ) ) */
/*--------------------------------------------------------------------------*/
/*------------------------------ INCLUDES ----------------------------------*/
/*--------------------------------------------------------------------------*/
#include "OPTUtils.h"
/* OPTtypes.h defines standard interfaces for timing and random routines, as
well as the namespace OPTtypes_di_unipi_it and the macro
OPT_USE_NAMESPACES, useful for switching off all namespaces in one blow
for those strange cases where they create problems. */
#include <iomanip>
#include <sstream>
#include <limits>
//Johannes Sommer
#include <iostream>
//Johannes Sommer
using namespace std;
//using std::string;
/*--------------------------------------------------------------------------*/
/*------------------------- NAMESPACE and USING ----------------------------*/
/*--------------------------------------------------------------------------*/
#if( OPT_USE_NAMESPACES )
namespace MCFClass_di_unipi_it
{
/** @namespace MCFClass_di_unipi_it
The namespace MCFClass_di_unipi_it is defined to hold the MCFClass
class and all the relative stuff. It comprises the namespace
OPTtypes_di_unipi_it. */
using namespace OPTtypes_di_unipi_it;
#endif
/*@} end( group( MCFCLASS_CONSTANTS ) ) */
/*--------------------------------------------------------------------------*/
/*-------------------------- CLASS MCFClass --------------------------------*/
/*--------------------------------------------------------------------------*/
/** @defgroup MCFCLASS_CLASSES Classes in MCFClass.h
@{ */
/*--------------------------------------------------------------------------*/
/*--------------------------- GENERAL NOTES --------------------------------*/
/*--------------------------------------------------------------------------*/
/** This abstract base class defines a standard interface for (linear or
convex quadartic separable) Min Cost Flow (MCF) problem solvers.
The data of the problem consist of a (directed) graph G = ( N , A ) with
n = |N| nodes and m = |A| (directed) arcs. Each node `i' has a deficit
b[ i ], i.e., the amount of flow that is produced/consumed by the node:
source nodes (which produce flow) have negative deficits and sink nodes
(which consume flow) have positive deficits. Each arc `(i, j)' has an
upper capacity U[ i , j ], a linear cost coefficient C[ i , j ] and a
(non negative) quadratic cost coefficient Q[ i , j ]. Flow variables
X[ i , j ] represents the amount of flow to be sent on arc (i, j).
Parallel arcs, i.e., multiple copies of the same arc `(i, j)' (with
possibily different costs and/or capacities) are in general allowed.
The formulation of the problem is therefore:
\f[
\min \sum_{ (i, j) \in A } C[ i , j ] X[ i, j ] +
Q[ i , j ] X[ i, j ]^2 / 2
\f]
\f[
(1) \sum_{ (j, i) \in A } X[ j , i ] -
\sum_{ (i, j) \in A } X[ i , j ] = b[ i ]
\hspace{1cm} i \in N
\f]
\f[
(2) 0 \leq X[ i , j ] \leq U[ i , j ]
\hspace{1cm} (i, j) \in A
\f]
The n equations (1) are the flow conservation constraints and the 2m
inequalities (2) are the flow nonnegativity and capacity constraints.
At least one of the flow conservation constraints is redundant, as the
demands must be balanced (\f$\sum_{ i \in N } b[ i ] = 0\f$); indeed,
exactly n - ConnectedComponents( G ) flow conservation constraints are
redundant, as demands must be balanced in each connected component of G.
Let us denote by QA and LA the disjoint subsets of A containing,
respectively, "quadratic" arcs (with Q[ i , j ] > 0) and "linear" arcs
(with Q[ i , j ] = 0); the (MCF) problem is linear if QA is empty, and
nonlinear (convex quadratic) if QA is nonempty.
The dual of the problem is:
\f[
\max \sum_{ i \in N } Pi[ i ] b[ i ] -
\sum_{ (i, j) \in A } W[ i , j ] U[ i , j ] -
\sum_{ (i, j) \in AQ } V[ i , j ]^2 / ( 2 * Q[ i , j ] )
\f]
\f[
(3.a) C[ i , j ] - Pi[ j ] + Pi[ i ] + W[ i , j ] - Z[ i , j ] = 0
\hspace{1cm} (i, j) \in AL
\f]
\f[
(3.b) C[ i , j ] - Pi[ j ] + Pi[ i ] + W[ i , j ] - Z[ i , j ] =
V[ i , j ]
\hspace{1cm} (i, j) \in AQ
\f]
\f[
(4.a) W[ i , j ] \geq 0 \hspace{1cm} (i, j) \in A
\f]
\f[
(4.b) Z[ i , j ] \geq 0 \hspace{1cm} (i, j) \in A
\f]
Pi[] is said the vector of node potentials for the problem, W[] are
bound variables and Z[] are slack variables. Given Pi[], the quantities
\f[
RC[ i , j ] = C[ i , j ] + Q[ i , j ] * X[ i , j ] - Pi[ j ] + Pi[ i ]
\f]
are said the "reduced costs" of arcs.
A primal and dual feasible solution pair is optimal if and only if the
complementary slackness conditions
\f[
RC[ i , j ] > 0 \Rightarrow X[ i , j ] = 0
\f]
\f[
RC[ i , j ] < 0 \Rightarrow X[ i , j ] = U[ i , j ]
\f]
are satisfied for all arcs (i, j) of A.
The MCFClass class provides an interface with methods for managing and
solving problems of this kind. Actually, the class can also be used as
an interface for more general NonLinear MCF problems, where the cost
function either nonseparable ( C( X ) ) or arc-separable
( \f$\sum_{ (i, j) \in A } C_{i,j}( X[ i, j ] )\f$ ). However, solvers
for NonLinear MCF problems are typically objective-function-specific,
and there is no standard way for inputting a nonlinear function different
from a separable convex quadratic one, so only the simplest form is dealt
with in the interface, leaving more complex NonLinear parts to the
interface of derived classes. */
//Johannes Sommer: Because SWIG does not support nested classes
template <typename T>
class Inf {
public:
Inf() {}
operator T() { return( std::numeric_limits<T>::max() ); }
};
/*--------------------------------------------------------------------------*/
/** Very small class to simplify extracting the "machine epsilon" for a
basic type (FNumber, CNumber); just use Eps<type>(). */
template <typename T>
class Eps {
public:
Eps() {}
operator T() { return( std::numeric_limits<T>::epsilon() ); }
};
/*--------------------------------------------------------------------------*/
/** Small class for exceptions. Derives from std::exception implementing the
virtual method what() -- and since what is virtual, remember to always
catch it by reference (catch exception &e) if you want the thing to work.
MCFException class are thought to be of the "fatal" type, i.e., problems
for which no solutions exists apart from aborting the program. Other kinds
of exceptions can be properly handled by defining derived classes with
more information. */
class MCFException : public exception {
public:
MCFException( const char *const msg = 0 ) { errmsg = msg; }
const char* what( void ) const throw () { return( errmsg ); }
private:
const char *errmsg;
};
/*--------------------------------------------------------------------------*/
/** Base class for representing the internal state of the MCF algorithm. */
class MCFState {
public:
MCFState( void ) {};
virtual ~MCFState() {};
};
typedef MCFState *MCFStatePtr; ///< pointer to a MCFState
class MCFClass {
/*--------------------------------------------------------------------------*/
/*----------------------- PUBLIC PART OF THE CLASS -------------------------*/
/*--------------------------------------------------------------------------*/
/*-- --*/
/*-- The following methods and data are the actual interface of the --*/
/*-- class: the standard user should use these methods and data only. --*/
/*-- --*/
/*--------------------------------------------------------------------------*/
public:
/*--------------------------------------------------------------------------*/
/*---------------------------- PUBLIC TYPES --------------------------------*/
/*--------------------------------------------------------------------------*/
/** @name Public types
The MCFClass defines four main public types:
- Index, the type of arc and node indices;
- FNumber, the type of flow variables, arc capacities, and node deficits;
- CNumber, the type of flow costs, node potentials, and arc reduced costs;
- FONumber, the type of objective function value.
By re-defining the types in this section, most MCFSolver should be made
to work with any reasonable choice of data type (= one that is capable of
properly representing the data of the instances to be solved). This may
be relevant due to an important property of MCF problems: *if all arc
capacities and node deficits are integer, then there exists an integral
optimal primal solution*, and *if all arc costs are integer, then there
exists an integral optimal dual solution*. Even more importantly, *many
solution algorithms will in fact produce an integral primal/dual
solution for free*, because *every primal/dual solution they generate
during the solution process is naturally integral*. Therefore, one can
use integer data types to represent everything connected with flows and/or
costs if the corresponding data is integer in all instances one needs to
solve. This directly translates in significant memory savings and/or speed
improvements.
*It is the user's responsibility to ensure that these types are set to
reasonable values*. So, the experienced user may want to experiment with
setting this data properly if memory footprint and/or speed is a primary
concern. Note, however, that *not all solution algorithms will happily
accept integer data*; one example are Interior-Point approaches, which
require both flow and cost variables to be continuous (float). So, the
viability of setting integer data (as well as its impact on performances)
is strictly related to the specific kind of algorithm used. Since these
types are common to all derived classes, they have to be set taking into
account the needs of all the solvers that are going to be used, and
adapting to the "worst case"; of course, FNumber == CNumber == double is
going to always be an acceptable "worst case" setting. MCFClass may in a
future be defined as a template class, with these as template parameters,
but this is currently deemed overkill and avoided.
Finally, note that the above integrality property only holds for *linear*
MCF problems. If any arc has a nonzero quadratic cost coefficient, optimal
flows and potentials may be fractional even if all the data of the problem
(comprised quadratic cost coefficients) is integer. Hence, for *quadratic*
MCF solvers, a setting like FNumber == CNumber == double is actually
*mandatory*, for any reasonable algorithm will typically misbehave
otherwise.
@{ */
/*--------------------------------------------------------------------------*/
typedef unsigned int Index; ///< index of a node or arc ( >= 0 )
typedef Index *Index_Set; ///< set (array) of indices
typedef const Index cIndex; ///< a read-only index
typedef cIndex *cIndex_Set; ///< read-only index array
/*--------------------------------------------------------------------------*/
typedef int SIndex; ///< index of a node or arc
typedef SIndex *SIndex_Set; ///< set (array) of indices
typedef const SIndex cSIndex; ///< a read-only index
typedef cSIndex *cSIndex_Set; ///< read-only index array
/*--------------------------------------------------------------------------*/
typedef double FNumber; ///< type of arc flow
typedef FNumber *FRow; ///< vector of flows
typedef const FNumber cFNumber; ///< a read-only flow
typedef cFNumber *cFRow; ///< read-only flow array
/*--------------------------------------------------------------------------*/
typedef double CNumber; ///< type of arc flow cost
typedef CNumber *CRow; ///< vector of costs
typedef const CNumber cCNumber; ///< a read-only cost
typedef cCNumber *cCRow; ///< read-only cost array
/*--------------------------------------------------------------------------*/
typedef double FONumber;
/**< type of the objective function: has to hold sums of products of
FNumber(s) by CNumber(s) */
typedef const FONumber cFONumber; ///< a read-only o.f. value
//Johannes Sommer: Because SWIG does not support nested classes
///*--------------------------------------------------------------------------*/
///** Very small class to simplify extracting the "+ infinity" value for a
// basic type (FNumber, CNumber, Index); just use Inf<type>(). */
//
// template <typename T>
// class Inf {
// public:
// Inf() {}
// operator T() { return( std::numeric_limits<T>::max() ); }
// };
//
///*--------------------------------------------------------------------------*/
///** Very small class to simplify extracting the "machine epsilon" for a
// basic type (FNumber, CNumber); just use Eps<type>(). */
//
// template <typename T>
// class Eps {
// public:
// Eps() {}
// operator T() { return( std::numeric_limits<T>::epsilon() ); }
// };
//
///*--------------------------------------------------------------------------*/
///** Small class for exceptions. Derives from std::exception implementing the
// virtual method what() -- and since what is virtual, remember to always
// catch it by reference (catch exception &e) if you want the thing to work.
// MCFException class are thought to be of the "fatal" type, i.e., problems
// for which no solutions exists apart from aborting the program. Other kinds
// of exceptions can be properly handled by defining derived classes with
// more information. */
//
// class MCFException : public exception {
// public:
// MCFException( const char *const msg = 0 ) { errmsg = msg; }
//
// const char* what( void ) const throw () { return( errmsg ); }
// private:
// const char *errmsg;
// };
/*--------------------------------------------------------------------------*/
/** Public enum describing the possible parameters of the MCF solver, to be
used with the methods SetPar() and GetPar(). */
enum MCFParam { kMaxTime = 0 , ///< max time
kMaxIter , ///< max number of iteration
kEpsFlw , ///< tolerance for flows
kEpsDfct , ///< tolerance for deficits
kEpsCst , ///< tolerance for costs
kReopt , ///< whether or not to reoptimize
kLastParam /**< dummy parameter: this is used to
allow derived classes to "extend"
the set of parameters. */
};
/*--------------------------------------------------------------------------*/
/** Public enum describing the possible status of the MCF solver. */
enum MCFStatus { kUnSolved = -1 , ///< no solution available
kOK = 0 , ///< optimal solution found
kStopped , ///< optimization stopped
kUnfeasible , ///< problem is unfeasible
kUnbounded , ///< problem is unbounded
kError ///< error in the solver
};
/*--------------------------------------------------------------------------*/
/** Public enum describing the possible reoptimization status of the MCF
solver. */
enum MCFAnswer { kNo = 0 , ///< no
kYes ///< yes
};
/*--------------------------------------------------------------------------*/
/** Public enum describing the possible file formats in WriteMCF(). */
enum MCFFlFrmt { kDimacs = 0 , ///< DIMACS file format for MCF
kQDimacs , ///< quadratic DIMACS file format for MCF
kMPS , ///< MPS file format for LP
kFWMPS ///< "Fixed Width" MPS format
};
// Johannes Sommer: Because SWIG does not support nested classes
///*--------------------------------------------------------------------------*/
///** Base class for representing the internal state of the MCF algorithm. */
//
// class MCFState {
// public:
// MCFState( void ) {};
// virtual ~MCFState() {};
// };
//
// typedef MCFState *MCFStatePtr; ///< pointer to a MCFState
/*@} -----------------------------------------------------------------------*/
/*--------------------------- PUBLIC METHODS -------------------------------*/
/*--------------------------------------------------------------------------*/
/*---------------------------- CONSTRUCTOR ---------------------------------*/
/*--------------------------------------------------------------------------*/
/** @name Constructors
@{ */
MCFClass( cIndex nmx = 0 , cIndex mmx = 0 )
{
nmax = nmx;
mmax = mmx;
n = m = 0;
status = kUnSolved;
Senstv = true;
EpsFlw = Eps<FNumber>() * 100;
EpsCst = Eps<CNumber>() * 100;
EpsDfct = EpsFlw * ( nmax ? nmax : 100 );
MaxTime = 0;
MaxIter = 0;
MCFt = NULL;
}
/**< Constructor of the class.
nmx and mmx, if provided, are taken to be respectively the maximum number
of nodes and arcs in the network. If nonzero values are passed, memory
allocation can be anticipated in the constructor, which is sometimes
desirable. The maximum values are stored in the protected fields nmax and
mmax, and can be changed with LoadNet() [see below]; however, changing
them typically requires memory allocation/deallocation, which is
sometimes undesirable outside the constructor.
After that an object has been constructed, no problem is loaded; this has
to be done with LoadNet() [see below]. Thus, it is an error to invoke any
method which requires the presence of a problem (typicall all except those
in the initializations part). The base class provides two protected fields
n and m for the current number of nodes and arcs, respectively, that are
set to 0 in the constructor precisely to indicate that no instance is
currently loaded. */
/*@} -----------------------------------------------------------------------*/
/*-------------------------- OTHER INITIALIZATIONS -------------------------*/
/*--------------------------------------------------------------------------*/
/** @name Other initializations
@{ */
virtual void LoadNet( cIndex nmx = 0 , cIndex mmx = 0 , cIndex pn = 0 ,
cIndex pm = 0 , cFRow pU = NULL , cCRow pC = NULL ,
cFRow pDfct = NULL , cIndex_Set pSn = NULL ,
cIndex_Set pEn = NULL ) = 0;
/**< Inputs a new network.
The parameters nmx and mmx are the new max number of nodes and arcs,
possibly overriding those set in the constructor [see above], altough at
the likely cost of memory allocation and deallocation. Passing nmx ==
mmx == 0 is intended as a signal to the solver to deallocate everything
and wait for new orders; in this case, all the other parameters are ignored.
Otherwise, in principle all the other parameters have to be provided.
Actually, some of them may not be needed for special classes of MCF
problems (e.g., costs in a MaxFlow problem, or start/end nodes in a
problem defined over a graph with fixed topology, such as a complete
graph). Also, passing NULL is allowed to set default values.
The meaning of the parameters is the following:
- pn is the current number of nodes of the network (<= nmax).
- pm is the number of arcs of the network (<= mmax).
- pU is the m-vector of the arc upper capacities; capacities must be
nonnegative, but can in principle be infinite (== F_INF); passing
pU == NULL means that all capacities are infinite;
- pC is the m-vector of the arc costs; costs must be finite (< C_INF);
passing pC == NULL means that all costs must be 0.
- pDfct is the n-vector of the node deficits; source nodes have negative
deficits and sink nodes have positive deficits; passing pDfct ==
NULL means that all deficits must be 0 (a circulation problem);
- pSn is the m-vector of the arc starting nodes; pSn == NULL is in
principle not allowed, unless the topology of the graph is fixed;
- pEn is the m-vector of the arc ending nodes; same comments as for pSn.
Note that node "names" in the arrays pSn and pEn must go from 1 to pn if
the macro USANAME0 [see above] is set to 0, while they must go from 0 to
pn - 1 if USANAME0 is set to 1. In both cases, however, the deficit of the
first node is read from the first (0-th) position of pDfct, that is if
USANAME0 == 0 then the deficit of the node with name `i' is read from
pDfct[ i - 1 ].
The data passed to LoadNet() can be used to specify that the arc `i' must
not "exist" in the problem. This is done by passing pC[ i ] == C_INF;
solvers which don't read costs are forced to read them in order to check
this, unless they provide alternative solver-specific ways to accomplish
the same tasks. These arcs are "closed", as for the effect of CloseArc()
[see below]. "invalid" costs (== C_INF) are set to 0 in order to being
subsequently capable of "opening" them back with OpenArc() [see below].
The way in which these non-existent arcs are phisically dealt with is
solver-specific; in some solvers, for instance, this could be obtained by
simply putting their capacity to zero. Details about these issues should
be found in the interface of derived classes.
Note that the quadratic part of the objective function, if any, is not
dealt with in LoadNet(); it can only be separately provided with
ChgQCoef() [see below]. By default, the problem is linear, i.e., all
coefficients of the second-order terms in the objective function are
assumed to be zero. */
/*--------------------------------------------------------------------------*/
//Johannes Sommer
virtual inline void LoadDMX( string &src , bool IsQuad = false );
virtual inline void LoadDMX( istream &DMXs , bool IsQuad = false );
/**< Read a MCF instance in DIMACS standard format from the istream. The
format is the following. The first line must be
p min <number of nodes> <number of arcs>
Then the node definition lines must be found, in the form
n <node number> <node supply>
Not all nodes need have a node definition line; these are given zero
supply, i.e., they are transhipment nodes (supplies are the inverse of
deficits, i.e., a node with positive supply is a source node). Finally,
the arc definition lines must be found, in the form
a <start node> <end node> <lower bound> <upper bound> <flow cost>
There must be exactly <number of arcs> arc definition lines in the file.
This method is *not* pure virtual because an implementation is provided by
the base class, using the LoadNet() method (which *is* pure virtual).
However, the method *is* virtual to allow derived classes to implement
more efficient versions, should they have any reason to do so.
\note Actually, the file format accepted by LoadDMX (at least in the
base class implementation) is more general than the DIMACS standard
format, in that it is allowed to mix node and arc definitions in
any order, while the DIMACS file requires all node information to
appear before all arc information.
\note Other than for the above, this method is assumed to allow for
*quadratic* Dimacs files, encoding for convex quadratic separable
Min Cost Flow instances. This is a simple extension where each arc
descriptor has a sixth field, <quadratic cost>. The provided
istream is assumed to be quadratic Dimacs file if IsQuad is true,
and a regular linear Dimacs file otherwise. */
/*--------------------------------------------------------------------------*/
virtual void PreProcess( void ) {}
/**< Extract a smaller/easier equivalent MCF problem. The data of the instance
is changed and the easier one is solved instead of the original one. In the
MCF case, preprocessing may involve reducing bounds, identifying
disconnected components of the graph etc. However, proprocessing is
solver-specific.
This method can be implemented by derived classes in their solver-specific
way. Preprocessing may reveal unboundedness or unfeasibility of the
problem; if that happens, PreProcess() should properly set the `status'
field, that can then be read with MCFGetStatus() [see below].
Note that preprocessing may destroy all the solution information. Also, it
may be allowed to change the data of the problem, such as costs/capacities
of the arcs.
A valid preprocessing is doing nothing, and that's what the default
implementation of this method (that is *not* pure virtual) does. */
/*--------------------------------------------------------------------------*/
virtual inline void SetPar( int par , int val );
/**< Set integer parameters of the algorithm.
@param par is the parameter to be set; the enum MCFParam can be used, but
'par' is an int (every enum is an int) so that the method can
be extended by derived classes for the setting of their
parameters
@param value is the value to assign to the parameter.
The base class implementation handles these parameters:
- kMaxIter: the max number of iterations in which the MCF Solver can find
an optimal solution (default 0, which means no limit)
- kReopt: tells the solver if it has to reoptimize. The implementation in
the base class sets a flag, the protected \c bool field \c
Senstv; if true (default) this field instructs the MCF solver to
to try to exploit the information about the latest optimal
solution to speedup the optimization of the current problem,
while if the field is false the MCF solver should restart the
optimization "from scratch" discarding any previous information.
Usually reoptimization speeds up the computation considerably,
but this is not always true, especially if the data of the
problem changes a lot.*/
/*--------------------------------------------------------------------------*/
virtual inline void SetPar( int par , double val );
/**< Set float parameters of the algorithm.
@param par is the parameter to be set; the enum MCFParam can be used, but
'par' is an int (every enum is an int) so that the method can
be extended by derived classes for the setting of their
parameters
@param value is the value to assign to the parameter.
The base class implementation handles these parameters:
- kEpsFlw: sets the tolerance for controlling if the flow on an arc is zero
to val. This also sets the tolerance for controlling if a node
deficit is zero (see kEpsDfct) to val * < max number of nodes >;
this value should be safe for graphs in which any node has less
than < max number of nodes > adjacent nodes, i.e., for all graphs
but for very dense ones with "parallel arcs"
- kEpsDfct: sets the tolerance for controlling if a node deficit is zero to
val, in case a better value than that autmatically set by
kEpsFlw (see above) is available (e.g., val * k would be good
if no node has more than k neighbours)
- kEpsCst: sets the tolerance for controlling if the reduced cost of an arc
is zero to val. A feasible solution satisfying eps-complementary
slackness, i.e., such that
\f[
RC[ i , j ] < - eps \Rightarrow X[ i , j ] = U[ ij ]
\f]
and
\f[
RC[ i , j ] > eps \Rightarrow X[ i , j ] == 0 ,
\f]
is known to be ( eps * n )-optimal.
- kMaxTime: sets the max time (in seconds) in which the MCF Solver can find
an optimal solution (default 0, which means no limit). */
/*--------------------------------------------------------------------------*/
virtual inline void GetPar( int par , int &val );
/**< This method returns one of the integer parameter of the algorithm.
@param par is the parameter to return [see SetPar( int ) for comments];
@param val upon return, it will contain the value of the parameter.
The base class implementation handles the parameters kMaxIter and kReopt.
*/
/*--------------------------------------------------------------------------*/
virtual inline void GetPar( int par , double &val );
/**< This method returns one of the integer parameter of the algorithm.
@param par is the parameter to return [see SetPar( double ) for comments];
@param val upon return, it will contain the value of the parameter.
The base class implementation handles the parameters kEpsFlw, kEpsDfct,
kEpsCst, and kMaxTime. */
/*--------------------------------------------------------------------------*/
virtual void SetMCFTime( bool TimeIt = true )
{
if( TimeIt )
if( MCFt )
MCFt->ReSet();
else
MCFt = new OPTtimers();
else {
delete MCFt;
MCFt = NULL;
}
}
/**< Allocate an OPTtimers object [see OPTtypes.h] to be used for timing the
methods of the class. The time can be read with TimeMCF() [see below]. By
default, or if SetMCFTime( false ) is called, no timing is done. Note that,
since all the relevant methods ot the class are pure virtual, MCFClass can
only manage the OPTtimers object, but it is due to derived classes to
actually implement the timing.
@note time accumulates over the calls: calling SetMCFTime(), however,
resets the counters, allowing to time specific groups of calls.
@note of course, setting kMaxTime [see SetPar() above] to any nonzero
value has no effect unless SetMCFTime( true ) has been called. */
/*@} -----------------------------------------------------------------------*/
/*---------------------- METHODS FOR SOLVING THE PROBLEM -------------------*/
/*--------------------------------------------------------------------------*/
/** @name Solving the problem
@{ */
virtual void SolveMCF( void ) = 0;
/**< Solver of the Min Cost Flow Problem. Attempts to solve the MCF instance
currently loaded in the object. */
/*--------------------------------------------------------------------------*/
inline int MCFGetStatus( void )
{
return( status );
}
/**< Returns an int describing the current status of the MCF solver. Possible
return values are:
- kUnSolved SolveMCF() has not been called yet, or the data of the
problem has been changed since the last call;
- kOK optimization has been carried out succesfully;
- kStopped optimization have been stopped before that the stopping
conditions of the solver applied, e.g. because of the
maximum allowed number of "iterations" [see SetPar( int )]
or the maximum allowed time [see SetPar( double )] has been
reached; this is not necessarily an error, as it might just
be required to re-call SolveMCF() giving it more "resources"
in order to solve the problem;
- kUnfeasible if the current MCF instance is (primal) unfeasible;
- kUnbounded if the current MCF instance is (primal) unbounded (this can
only happen if the solver actually allows F_INF capacities,
which is nonstandard in the interface);
- kError if there was an error during the optimization; this
typically indicates that computation cannot be resumed,
although solver-dependent ways of dealing with
solver-dependent errors may exist.
MCFClass has a protected \c int \c member \c status \c that can be used by
derived classes to hold status information and that is returned by the
standard implementation of this method. Note that \c status \c is an
\c int \c and not an \c enum \c, and that an \c int \c is returned by this
method, in order to allow the derived classes to extend the set of return
values if they need to do so. */
/*@} -----------------------------------------------------------------------*/
/*---------------------- METHODS FOR READING RESULTS -----------------------*/
/*--------------------------------------------------------------------------*/
/** @name Reading flow solution
@{ */
virtual void MCFGetX( FRow F , Index_Set nms = NULL ,
cIndex strt = 0 , Index stp = Inf<Index>() ) = 0;
/**< Write the optimal flow solution in the vector F[]. If nms == NULL, F[]
will be in "dense" format, i.e., the flow relative to arc `i'
(i in 0 .. m - 1) is written in F[ i ]. If nms != NULL, F[] will be in
"sparse" format, i.e., the indices of the nonzero elements in the flow
solution are written in nms (that is then Inf<Index>()-terminated) and
the flow value of arc nms[ i ] is written in F[ i ]. Note that nms is
*not* guaranteed to be ordered. Also, note that, unlike MCFGetRC() and
MCFGetPi() [see below], nms is an *output* of the method.
The parameters `strt' and `stp' allow to restrict the output of the method
to all and only the arcs `i' with strt <= i < min( MCFm() , stp ). */
/*- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
virtual cFRow MCFGetX( void )
{
return( NULL );
}
/**< Return a read-only pointer to an internal data structure containing the
flow solution in "dense" format. Since this may *not always be available*,
depending on the implementation, this method can (uniformly) return NULL.
This is done by the base class already, so a derived class that does not
have the information ready does not need to implement the method. */
/*- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
virtual bool HaveNewX( void )
{
return( false );
}
/**< Return true if a different (approximately) optimal primal solution is
available. If the method returns true, then any subsequent call to (any
form of) MCFGetX() will return a different primal solution w.r.t. the one
that was being returned *before* the call to HaveNewX(). This solution need
not be optimal (although, ideally, it has to be "good); this can be checked
by comparing its objective function value, that will be returned by a call
to MCFGetFO() [see below].
Any subsequent call of HaveNewX() that returns true produces a new
solution, until the first that returns false; from then on, no new
solutions will be generated until something changes in the problem's
data.
Note that a default implementation of HaveNewX() is provided which is
good for those solvers that only produce one optimal primal solution. */
/*@} -----------------------------------------------------------------------*/
/** @name Reading potentials
@{ */
virtual void MCFGetPi( CRow P , cIndex_Set nms = NULL ,
cIndex strt = 0 , Index stp = Inf<Index>() ) = 0;
/**< Writes the optimal node potentials in the vector P[]. If nms == NULL,
the node potential of node `i' (i in 0 .. n - 1) is written in P[ i ]
(note that here node names always start from zero, regardless to the value
of USENAME0). If nms != NULL, it must point to a vector of indices in
0 .. n - 1 (ordered in increasing sense and Inf<Index>()-terminated), and
the node potential of nms[ i ] is written in P[ i ]. Note that, unlike
MCFGetX() above, nms is an *input* of the method.
The parameters `strt' and `stp' allow to restrict the output of the method
to all and only the nodes `i' with strt <= i < min( MCFn() , stp ). `strt'
and `stp' work in "&&" with nms; that is, if nms != NULL then only the
values corresponding to nodes which are *both* in nms[] and whose index is
in the correct range are returned. */
/*- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
virtual cCRow MCFGetPi( void )
{
return( NULL );
}
/**< Return a read-only pointer to an internal data structure containing the
node potentials. Since this may *not always be available*, depending on
the implementation, this method can (uniformly) return NULL.
This is done by the base class already, so a derived class that does not
have the information ready does not need to implement the method. */
/*- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
virtual bool HaveNewPi( void )
{
return( false );
}
/**< Return true if a different (approximately) optimal dual solution is
available. If the method returns true, then any subsequent call to (any
form of) MCFGetPi() will return a different dual solution, and MCFGetRC()
[see below] will return the corresponding reduced costs. The new solution
need not be optimal (although, ideally, it has to be "good); this can be
checked by comparing its objective function value, that will be returned
by a call to MCFGetDFO() [see below].
Any subsequent call of HaveNewPi() that returns true produces a new
solution, until the first that returns false; from then on, no new
solutions will be generated until something changes in the problem's
data.
Note that a default implementation of HaveNewPi() is provided which is
good for those solvers that only produce one optimal dual solution. */
/*@} -----------------------------------------------------------------------*/
/** @name Reading reduced costs
@{ */
virtual void MCFGetRC( CRow CR , cIndex_Set nms = NULL ,
cIndex strt = 0 , Index stp = Inf<Index>() ) = 0;
/**< Write the reduced costs corresponding to the current dual solution in
RC[]. If nms == NULL, the reduced cost of arc `i' (i in 0 .. m - 1) is
written in RC[ i ]; if nms != NULL, it must point to a vector of indices
in 0 .. m - 1 (ordered in increasing sense and Inf<Index>()-terminated),
and the reduced cost of arc nms[ i ] is written in RC[ i ]. Note that,
unlike MCFGetX() above, nms is an *input* of the method.
The parameters `strt' and `stp' allow to restrict the output of the method
to all and only the arcs `i' with strt <= i < min( MCFm() , stp ). `strt'
and `stp' work in "&&" with nms; that is, if nms != NULL then only the
values corresponding to arcs which are *both* in nms[] and whose index is
in the correct range are returned.
@note the output of MCFGetRC() will change after any call to HaveNewPi()
[see above] which returns true. */
/*- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
virtual cCRow MCFGetRC( void )
{
return( NULL );
}
/**< Return a read-only pointer to an internal data structure containing the
reduced costs. Since this may *not always be available*, depending on the
implementation, this method can (uniformly) return NULL.
This is done by the base class already, so a derived class that does not
have the information ready does not need to implement the method.
@note the output of MCFGetRC() will change after any call to HaveNewPi()
[see above] which returns true. */
/*- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
virtual CNumber MCFGetRC( cIndex i ) = 0;
/**< Return the reduced cost of the i-th arc. This information should be
cheapily available in most implementations.
@note the output of MCFGetRC() will change after any call to HaveNewPi()
[see above] which returns true. */
/*@} -----------------------------------------------------------------------*/
/** @name Reading the objective function value
@{ */
virtual FONumber MCFGetFO( void ) = 0;
/**< Return the objective function value of the primal solution currently
returned by MCFGetX().
If MCFGetStatus() == kOK, this is guaranteed to be the optimal objective
function value of the problem (to within the optimality tolerances), but
only prior to any call to HaveNewX() that returns true. MCFGetFO()
typically returns Inf<FONumber>() if MCFGetStatus() == kUnfeasible and
- Inf<FONumber>() if MCFGetStatus() == kUnbounded. If MCFGetStatus() ==
kStopped and MCFGetFO() returns a finite value, it must be an upper bound
on the optimal objective function value (typically, the objective function
value of one primal feasible solution). */
/*- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
virtual FONumber MCFGetDFO( void )
{
switch( MCFGetStatus() ) {
case( kUnSolved ):
case( kStopped ):
case( kError ): return( -Inf<FONumber>() );
default: return( MCFGetFO() );
}
}
/**< Return the objective function value of the dual solution currently
returned by MCFGetPi() / MCFGetRC(). This value (possibly) changes after
any call to HaveNewPi() that returns true. The relations between
MCFGetStatus() and MCFGetDFO() are analogous to these of MCFGetFO(),
except that a finite value corresponding to kStopped must be a lower
bound on the optimal objective function value (typically, the objective
function value one dual feasible solution).
A default implementation is provided for MCFGetDFO(), which is good for
MCF solvers where the primal and dual optimal solution values always