sc_lp_problem.h

/*
 *  sc_lp_problem.h
 *  DCSPackage
 *
 *  Created by David Hoerl on 12/8/10.
 *  Copyright 2010 Princeton Satellite Systems. All rights reserved.
 *
 */

#ifndef _LP_PROBLEM
#define _LP_PROBLEM

#include <MatrixLib/matrixlib.h>

class StatusReport
{
public:
        StatusReport() : 
    x(),
    fVal(),
    xConSlack(),
    xVarSlack(),
    xRelSlack(),
    err()
    {}
        ~StatusReport() {}
        bool status() const { return err ? false : true; }
        void display(const char *msg = NULL) const
    {
        printf("STATUS_REPORT: %s\n", msg ? msg : "" );
        if(err) { printf("ERROR: %s\n", err); return; }
        x.display("x"); printf("fVal=%lg\n", fVal); xConSlack.display("xConSlack"); xVarSlack.display("xVarSlack"); xRelSlack.display("xRelSlack");
    }
    
        StatusReport(const StatusReport& right) :
    x(right.x),
    fVal(right.fVal),
    xConSlack(right.xConSlack),
    xVarSlack(right.xVarSlack),
    xRelSlack(right.xRelSlack),
    err(right.err)
    {}
    
private:        
        StatusReport& operator=(const StatusReport &that);      
    
public:
        ml_matrix x;
        double fVal;
        ml_matrix xConSlack;
        ml_matrix xVarSlack;
        ml_matrix xRelSlack;
        const char *err;
};

// TODO: expand description
class lp_problem
{
public:
        lp_problem(unsigned int nv=0);
        ~lp_problem() {}
    
        void add_constraint(const ml_matrix& A, const ml_matrix& b, const ml_int_array& cType);
        void add_vars(unsigned int nv, const ml_int_array *_vType=NULL, const ml_matrix *_lb=NULL, const ml_matrix *_ub=NULL, const ml_int_array *_absVal=NULL);
        void set_cost(const ml_int_array& kv, const ml_matrix& c, const ml_int_array& absVal);
        void relax(const ml_int_array& kRelax, const ml_matrix& cRelax);
        void var_bounds(ml_int_array kv, ml_matrix lb, ml_matrix ub);
        StatusReport solve(const char *solver = "glpk");
        void display(const char *msg = "") const;
    
public:
        const ml_matrix& get_A() const { return lp_A; } // mostly for debugging
        const ml_matrix& get_b() const { return lp_b; } // mostly for debugging
        // TODO: description
        ml_int_array& set_kRelax(const ml_int_array& kRelax) { lp_kRelax = kRelax; return lp_kRelax; }
        // TODO: description
        ml_matrix& set_cRelax(const ml_matrix& cRelax) { lp_cRelax = cRelax; return lp_cRelax; }
    
private:        
        //lp_problem(const lp_problem &right);
        //lp_problem& operator=(const lp_problem &that);        
    
private:
        ml_matrix               lp_c;           // (n,1)   Cost vector
        ml_matrix               lp_A;           // (m,n)   Constraint matrix
        ml_matrix               lp_b;           // (m,1)   Constraint vector
        ml_matrix               lp_lb;          // (n,1)   Lower bounds (defaults to all 0 if [])
        ml_matrix               lp_ub;          // (n,1)   Upper bounds (defaults to all DBL_MAX if [])
        ml_int_array    lp_cType;       // (m,1)   Constraint types character array. Elements can be:
    //                  'L' lower bound   Ai*x >= bi
    //                  'U' lower bound   Ai*x >= bi
    //                  'S' equality      Ai*x == bi
        ml_int_array    lp_vType;       // (n,1)   Variable types character array. Elements can be:
    //                  'B' binary
    //                  'I' integer
    //                  'C' continuous
        ml_int_array    lp_absVal;      // Indices of vars. whose cost is prop. to its abs. val. ["v" is a non-negative integer that is less than or equal to "n"]
        ml_int_array    lp_kRelax;      // (n)
        ml_matrix               lp_cRelax;      // (n, 1) // TODO: n correct?
    
    
public: 
        static void error(const char *str);
        static void msg(int num, const char *str);
        static ml_matrix diff(const ml_matrix &a);
};


#endif