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