#include "gtest/gtest.h" #include "storm-config.h" #include "src/solver/GurobiLpSolver.h" #include "src/exceptions/InvalidStateException.h" #include "src/settings/Settings.h" TEST(GurobiLpSolver, LPOptimizeMax) { #ifdef STORM_HAVE_GUROBI storm::solver::GurobiLpSolver solver(storm::solver::LpSolver::MAXIMIZE); uint_fast64_t xIndex; ASSERT_NO_THROW(xIndex = solver.createContinuousVariable("x", storm::solver::LpSolver::VariableType::BOUNDED, 0, 1, -1)); uint_fast64_t yIndex; ASSERT_NO_THROW(yIndex = solver.createContinuousVariable("y", storm::solver::LpSolver::VariableType::LOWER_BOUND, 0, 0, 2)); uint_fast64_t zIndex; ASSERT_NO_THROW(zIndex = solver.createContinuousVariable("z", storm::solver::LpSolver::VariableType::LOWER_BOUND, 0, 0, 1)); ASSERT_NO_THROW(solver.update()); ASSERT_NO_THROW(solver.addConstraint("a", {xIndex, yIndex, zIndex}, {1, 1, 1}, storm::solver::LpSolver::BoundType::LESS_EQUAL, 12)); ASSERT_NO_THROW(solver.addConstraint("b", {yIndex, zIndex, xIndex}, {0.5, 1, -1}, storm::solver::LpSolver::BoundType::EQUAL, 5)); ASSERT_NO_THROW(solver.addConstraint("c", {yIndex, xIndex}, {1, -1}, storm::solver::LpSolver::BoundType::LESS_EQUAL, 5.5)); ASSERT_NO_THROW(solver.optimize()); ASSERT_TRUE(solver.isOptimal()); ASSERT_FALSE(solver.isUnbounded()); ASSERT_FALSE(solver.isInfeasible()); double xValue = 0; ASSERT_NO_THROW(xValue = solver.getContinuousValue(xIndex)); ASSERT_LT(std::abs(xValue - 1), storm::settings::Settings::getInstance()->getOptionByLongName("precision").getArgument(0).getValueAsDouble()); double yValue = 0; ASSERT_NO_THROW(yValue = solver.getContinuousValue(yIndex)); ASSERT_LT(std::abs(yValue - 6.5), storm::settings::Settings::getInstance()->getOptionByLongName("precision").getArgument(0).getValueAsDouble()); double zValue = 0; ASSERT_NO_THROW(zValue = solver.getContinuousValue(zIndex)); ASSERT_LT(std::abs(zValue - 2.75), storm::settings::Settings::getInstance()->getOptionByLongName("precision").getArgument(0).getValueAsDouble()); double objectiveValue = 0; ASSERT_NO_THROW(objectiveValue = solver.getObjectiveValue()); ASSERT_LT(std::abs(objectiveValue - 14.75), storm::settings::Settings::getInstance()->getOptionByLongName("precision").getArgument(0).getValueAsDouble()); #else ASSERT_TRUE(false) << "StoRM built without Gurobi support."; #endif } TEST(GurobiLpSolver, LPOptimizeMin) { #ifdef STORM_HAVE_GUROBI storm::solver::GurobiLpSolver solver(storm::solver::LpSolver::MINIMIZE); uint_fast64_t xIndex; ASSERT_NO_THROW(xIndex = solver.createContinuousVariable("x", storm::solver::LpSolver::VariableType::BOUNDED, 0, 1, -1)); uint_fast64_t yIndex; ASSERT_NO_THROW(yIndex = solver.createContinuousVariable("y", storm::solver::LpSolver::VariableType::LOWER_BOUND, 0, 0, 2)); uint_fast64_t zIndex; ASSERT_NO_THROW(zIndex = solver.createContinuousVariable("z", storm::solver::LpSolver::VariableType::BOUNDED, 1, 5.7, -1)); ASSERT_NO_THROW(solver.update()); ASSERT_NO_THROW(solver.addConstraint("", {xIndex, yIndex, zIndex}, {1, 1, 1}, storm::solver::LpSolver::BoundType::LESS_EQUAL, 12)); ASSERT_NO_THROW(solver.addConstraint("", {yIndex, zIndex, xIndex}, {0.5, 1, -1}, storm::solver::LpSolver::BoundType::LESS_EQUAL, 5)); ASSERT_NO_THROW(solver.addConstraint("", {yIndex, xIndex}, {1, -1}, storm::solver::LpSolver::BoundType::LESS_EQUAL, 5.5)); ASSERT_NO_THROW(solver.optimize()); ASSERT_TRUE(solver.isOptimal()); ASSERT_FALSE(solver.isUnbounded()); ASSERT_FALSE(solver.isInfeasible()); double xValue = 0; ASSERT_NO_THROW(xValue = solver.getContinuousValue(xIndex)); ASSERT_LT(std::abs(xValue - 1), storm::settings::Settings::getInstance()->getOptionByLongName("precision").getArgument(0).getValueAsDouble()); double yValue = 0; ASSERT_NO_THROW(yValue = solver.getContinuousValue(yIndex)); ASSERT_LT(std::abs(yValue - 0), storm::settings::Settings::getInstance()->getOptionByLongName("precision").getArgument(0).getValueAsDouble()); double zValue = 0; ASSERT_NO_THROW(zValue = solver.getContinuousValue(zIndex)); ASSERT_LT(std::abs(zValue - 5.7), storm::settings::Settings::getInstance()->getOptionByLongName("precision").getArgument(0).getValueAsDouble()); double objectiveValue = 0; ASSERT_NO_THROW(objectiveValue = solver.getObjectiveValue()); ASSERT_LT(std::abs(objectiveValue - (-6.7)), storm::settings::Settings::getInstance()->getOptionByLongName("precision").getArgument(0).getValueAsDouble()); #else ASSERT_TRUE(false) << "StoRM built without Gurobi support."; #endif } TEST(GurobiLpSolver, MILPOptimizeMax) { #ifdef STORM_HAVE_GUROBI storm::solver::GurobiLpSolver solver(storm::solver::LpSolver::MAXIMIZE); uint_fast64_t xIndex; ASSERT_NO_THROW(xIndex = solver.createBinaryVariable("x", -1)); uint_fast64_t yIndex; ASSERT_NO_THROW(yIndex = solver.createIntegerVariable("y", storm::solver::LpSolver::VariableType::LOWER_BOUND, 0, 0, 2)); uint_fast64_t zIndex; ASSERT_NO_THROW(zIndex = solver.createContinuousVariable("z", storm::solver::LpSolver::VariableType::LOWER_BOUND, 0, 0, 1)); ASSERT_NO_THROW(solver.update()); ASSERT_NO_THROW(solver.addConstraint("", {xIndex, yIndex, zIndex}, {1, 1, 1}, storm::solver::LpSolver::BoundType::LESS_EQUAL, 12)); ASSERT_NO_THROW(solver.addConstraint("", {yIndex, zIndex, xIndex}, {0.5, 1, -1}, storm::solver::LpSolver::BoundType::EQUAL, 5)); ASSERT_NO_THROW(solver.addConstraint("", {yIndex, xIndex}, {1, -1}, storm::solver::LpSolver::BoundType::LESS_EQUAL, 5.5)); ASSERT_NO_THROW(solver.optimize()); ASSERT_TRUE(solver.isOptimal()); ASSERT_FALSE(solver.isUnbounded()); ASSERT_FALSE(solver.isInfeasible()); bool xValue = false; ASSERT_NO_THROW(xValue = solver.getBinaryValue(xIndex)); ASSERT_EQ(true, xValue); int_fast64_t yValue = 0; ASSERT_NO_THROW(yValue = solver.getIntegerValue(yIndex)); ASSERT_EQ(6, yValue); double zValue = 0; ASSERT_NO_THROW(zValue = solver.getContinuousValue(zIndex)); ASSERT_LT(std::abs(zValue - 3), storm::settings::Settings::getInstance()->getOptionByLongName("precision").getArgument(0).getValueAsDouble()); double objectiveValue = 0; ASSERT_NO_THROW(objectiveValue = solver.getObjectiveValue()); ASSERT_LT(std::abs(objectiveValue - 14), storm::settings::Settings::getInstance()->getOptionByLongName("precision").getArgument(0).getValueAsDouble()); #else ASSERT_TRUE(false) << "StoRM built without Gurobi support."; #endif } TEST(GurobiLpSolver, MILPOptimizeMin) { #ifdef STORM_HAVE_GUROBI storm::solver::GurobiLpSolver solver(storm::solver::LpSolver::MINIMIZE); uint_fast64_t xIndex; ASSERT_NO_THROW(xIndex = solver.createBinaryVariable("x", -1)); uint_fast64_t yIndex; ASSERT_NO_THROW(yIndex = solver.createContinuousVariable("y", storm::solver::LpSolver::VariableType::LOWER_BOUND, 0, 0, 2)); uint_fast64_t zIndex; ASSERT_NO_THROW(zIndex = solver.createIntegerVariable("z", storm::solver::LpSolver::VariableType::BOUNDED, 0, 5.7, -1)); ASSERT_NO_THROW(solver.update()); ASSERT_NO_THROW(solver.addConstraint("", {xIndex, yIndex, zIndex}, {1, 1, 1}, storm::solver::LpSolver::BoundType::LESS_EQUAL, 12)); ASSERT_NO_THROW(solver.addConstraint("", {yIndex, zIndex, xIndex}, {0.5, 1, -1}, storm::solver::LpSolver::BoundType::LESS_EQUAL, 5)); ASSERT_NO_THROW(solver.addConstraint("", {yIndex, xIndex}, {1, -1}, storm::solver::LpSolver::BoundType::LESS_EQUAL, 5.5)); ASSERT_NO_THROW(solver.optimize()); ASSERT_TRUE(solver.isOptimal()); ASSERT_FALSE(solver.isUnbounded()); ASSERT_FALSE(solver.isInfeasible()); bool xValue = false; ASSERT_NO_THROW(xValue = solver.getBinaryValue(xIndex)); ASSERT_EQ(true, xValue); int_fast64_t yValue = 0; ASSERT_NO_THROW(yValue = solver.getIntegerValue(yIndex)); ASSERT_EQ(0, yValue); double zValue = 0; ASSERT_NO_THROW(zValue = solver.getContinuousValue(zIndex)); ASSERT_LT(std::abs(zValue - 5), storm::settings::Settings::getInstance()->getOptionByLongName("precision").getArgument(0).getValueAsDouble()); double objectiveValue = 0; ASSERT_NO_THROW(objectiveValue = solver.getObjectiveValue()); ASSERT_LT(std::abs(objectiveValue - (-6)), storm::settings::Settings::getInstance()->getOptionByLongName("precision").getArgument(0).getValueAsDouble()); #else ASSERT_TRUE(false) << "StoRM built without Gurobi support."; #endif } TEST(GurobiLpSolver, LPInfeasible) { #ifdef STORM_HAVE_GUROBI storm::solver::GurobiLpSolver solver(storm::solver::LpSolver::MAXIMIZE); uint_fast64_t xIndex; ASSERT_NO_THROW(xIndex = solver.createContinuousVariable("x", storm::solver::LpSolver::VariableType::BOUNDED, 0, 1, -1)); uint_fast64_t yIndex; ASSERT_NO_THROW(yIndex = solver.createContinuousVariable("y", storm::solver::LpSolver::VariableType::LOWER_BOUND, 0, 0, 2)); uint_fast64_t zIndex; ASSERT_NO_THROW(zIndex = solver.createContinuousVariable("z", storm::solver::LpSolver::VariableType::LOWER_BOUND, 0, 0, 1)); ASSERT_NO_THROW(solver.update()); ASSERT_NO_THROW(solver.addConstraint("", {xIndex, yIndex, zIndex}, {1, 1, 1}, storm::solver::LpSolver::BoundType::LESS_EQUAL, 12)); ASSERT_NO_THROW(solver.addConstraint("", {yIndex, zIndex, xIndex}, {0.5, 1, -1}, storm::solver::LpSolver::BoundType::EQUAL, 5)); ASSERT_NO_THROW(solver.addConstraint("", {yIndex, xIndex}, {1, -1}, storm::solver::LpSolver::BoundType::LESS_EQUAL, 5.5)); ASSERT_NO_THROW(solver.addConstraint("", {yIndex}, {1}, storm::solver::LpSolver::BoundType::GREATER_EQUAL, 7)); ASSERT_NO_THROW(solver.optimize()); ASSERT_FALSE(solver.isOptimal()); ASSERT_FALSE(solver.isUnbounded()); ASSERT_TRUE(solver.isInfeasible()); double xValue = 0; ASSERT_THROW(xValue = solver.getContinuousValue(xIndex), storm::exceptions::InvalidStateException); double yValue = 0; ASSERT_THROW(yValue = solver.getContinuousValue(yIndex), storm::exceptions::InvalidStateException); double zValue = 0; ASSERT_THROW(zValue = solver.getContinuousValue(zIndex), storm::exceptions::InvalidStateException); double objectiveValue = 0; ASSERT_THROW(objectiveValue = solver.getObjectiveValue(), storm::exceptions::InvalidStateException); #else ASSERT_TRUE(false) << "StoRM built without Gurobi support."; #endif } TEST(GurobiLpSolver, MILPInfeasible) { #ifdef STORM_HAVE_GUROBI storm::solver::GurobiLpSolver solver(storm::solver::LpSolver::MAXIMIZE); uint_fast64_t xIndex; ASSERT_NO_THROW(xIndex = solver.createBinaryVariable("x", -1)); uint_fast64_t yIndex; ASSERT_NO_THROW(yIndex = solver.createIntegerVariable("y", storm::solver::LpSolver::VariableType::LOWER_BOUND, 0, 0, 2)); uint_fast64_t zIndex; ASSERT_NO_THROW(zIndex = solver.createContinuousVariable("z", storm::solver::LpSolver::VariableType::LOWER_BOUND, 0, 0, 1)); ASSERT_NO_THROW(solver.update()); ASSERT_NO_THROW(solver.addConstraint("", {xIndex, yIndex, zIndex}, {1, 1, 1}, storm::solver::LpSolver::BoundType::LESS_EQUAL, 12)); ASSERT_NO_THROW(solver.addConstraint("", {yIndex, zIndex, xIndex}, {0.5, 1, -1}, storm::solver::LpSolver::BoundType::EQUAL, 5)); ASSERT_NO_THROW(solver.addConstraint("", {yIndex, xIndex}, {1, -1}, storm::solver::LpSolver::BoundType::LESS_EQUAL, 5.5)); ASSERT_NO_THROW(solver.addConstraint("", {yIndex}, {1}, storm::solver::LpSolver::BoundType::GREATER_EQUAL, 7)); ASSERT_NO_THROW(solver.optimize()); ASSERT_FALSE(solver.isOptimal()); ASSERT_FALSE(solver.isUnbounded()); ASSERT_TRUE(solver.isInfeasible()); bool xValue = false; ASSERT_THROW(xValue = solver.getBinaryValue(xIndex), storm::exceptions::InvalidStateException); int_fast64_t yValue = 0; ASSERT_THROW(yValue = solver.getIntegerValue(yIndex), storm::exceptions::InvalidStateException); double zValue = 0; ASSERT_THROW(zValue = solver.getContinuousValue(zIndex), storm::exceptions::InvalidStateException); double objectiveValue = 0; ASSERT_THROW(objectiveValue = solver.getObjectiveValue(), storm::exceptions::InvalidStateException); #else ASSERT_TRUE(false) << "StoRM built without Gurobi support."; #endif } TEST(GurobiLpSolver, LPUnbounded) { #ifdef STORM_HAVE_GUROBI storm::solver::GurobiLpSolver solver(storm::solver::LpSolver::MAXIMIZE); uint_fast64_t xIndex; ASSERT_NO_THROW(xIndex = solver.createContinuousVariable("x", storm::solver::LpSolver::VariableType::BOUNDED, 0, 1, -1)); uint_fast64_t yIndex; ASSERT_NO_THROW(yIndex = solver.createContinuousVariable("y", storm::solver::LpSolver::VariableType::LOWER_BOUND, 0, 0, 2)); uint_fast64_t zIndex; ASSERT_NO_THROW(zIndex = solver.createContinuousVariable("z", storm::solver::LpSolver::VariableType::LOWER_BOUND, 0, 0, 1)); ASSERT_NO_THROW(solver.update()); ASSERT_NO_THROW(solver.addConstraint("", {xIndex, yIndex, zIndex}, {1, 1, -1}, storm::solver::LpSolver::BoundType::LESS_EQUAL, 12)); ASSERT_NO_THROW(solver.addConstraint("", {yIndex, xIndex}, {1, -1}, storm::solver::LpSolver::BoundType::LESS_EQUAL, 5.5)); ASSERT_NO_THROW(solver.optimize()); ASSERT_FALSE(solver.isOptimal()); ASSERT_TRUE(solver.isUnbounded()); ASSERT_FALSE(solver.isInfeasible()); double xValue = 0; ASSERT_THROW(xValue = solver.getContinuousValue(xIndex), storm::exceptions::InvalidStateException); double yValue = 0; ASSERT_THROW(yValue = solver.getContinuousValue(yIndex), storm::exceptions::InvalidStateException); double zValue = 0; ASSERT_THROW(zValue = solver.getContinuousValue(zIndex), storm::exceptions::InvalidStateException); double objectiveValue = 0; ASSERT_THROW(objectiveValue = solver.getObjectiveValue(), storm::exceptions::InvalidStateException); #else ASSERT_TRUE(false) << "StoRM built without Gurobi support."; #endif } TEST(GurobiLpSolver, MILPUnbounded) { #ifdef STORM_HAVE_GUROBI storm::solver::GurobiLpSolver solver(storm::solver::LpSolver::MAXIMIZE); uint_fast64_t xIndex; ASSERT_NO_THROW(xIndex = solver.createBinaryVariable("x", -1)); uint_fast64_t yIndex; ASSERT_NO_THROW(yIndex = solver.createIntegerVariable("y", storm::solver::LpSolver::VariableType::LOWER_BOUND, 0, 0, 2)); uint_fast64_t zIndex; ASSERT_NO_THROW(zIndex = solver.createContinuousVariable("z", storm::solver::LpSolver::VariableType::LOWER_BOUND, 0, 0, 1)); ASSERT_NO_THROW(solver.update()); ASSERT_NO_THROW(solver.addConstraint("", {xIndex, yIndex, zIndex}, {1, 1, -1}, storm::solver::LpSolver::BoundType::LESS_EQUAL, 12)); ASSERT_NO_THROW(solver.addConstraint("", {yIndex, xIndex}, {1, -1}, storm::solver::LpSolver::BoundType::LESS_EQUAL, 5.5)); ASSERT_NO_THROW(solver.optimize()); ASSERT_FALSE(solver.isOptimal()); ASSERT_TRUE(solver.isUnbounded()); ASSERT_FALSE(solver.isInfeasible()); bool xValue = false; ASSERT_THROW(xValue = solver.getBinaryValue(xIndex), storm::exceptions::InvalidStateException); int_fast64_t yValue = 0; ASSERT_THROW(yValue = solver.getIntegerValue(yIndex), storm::exceptions::InvalidStateException); double zValue = 0; ASSERT_THROW(zValue = solver.getContinuousValue(zIndex), storm::exceptions::InvalidStateException); double objectiveValue = 0; ASSERT_THROW(objectiveValue = solver.getObjectiveValue(), storm::exceptions::InvalidStateException); #else ASSERT_TRUE(false) << "StoRM built without Gurobi support."; #endif }