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249 lines
12 KiB
249 lines
12 KiB
#include "gtest/gtest.h"
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#include "storm-config.h"
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#ifdef STORM_HAVE_GLPK
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#include "src/storage/expressions/Variable.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/exceptions/InvalidAccessException.h"
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#include "src/settings/SettingsManager.h"
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#include "src/settings/modules/GeneralSettings.h"
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#include "src/storage/expressions/Expressions.h"
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#include "src/solver/OptimizationDirection.h"
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#include <cmath>
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TEST(GlpkLpSolver, LPOptimizeMax) {
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storm::solver::GlpkLpSolver solver(storm::OptimizationDirection::Maximize);
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storm::expressions::Variable x;
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storm::expressions::Variable y;
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storm::expressions::Variable z;
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ASSERT_NO_THROW(x = solver.addBoundedContinuousVariable("x", 0, 1, -1));
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ASSERT_NO_THROW(y = solver.addLowerBoundedContinuousVariable("y", 0, 2));
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ASSERT_NO_THROW(z = solver.addLowerBoundedContinuousVariable("z", 0, 1));
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ASSERT_NO_THROW(solver.update());
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ASSERT_NO_THROW(solver.addConstraint("", x + y + z <= solver.getConstant(12)));
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ASSERT_NO_THROW(solver.addConstraint("", solver.getConstant(0.5) * y + z - x == solver.getConstant(5)));
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ASSERT_NO_THROW(solver.addConstraint("", y - x <= solver.getConstant(5.5)));
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ASSERT_NO_THROW(solver.update());
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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(x));
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ASSERT_LT(std::fabs(xValue - 1), storm::settings::getModule<storm::settings::modules::GeneralSettings>().getPrecision());
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double yValue = 0;
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ASSERT_NO_THROW(yValue = solver.getContinuousValue(y));
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ASSERT_LT(std::fabs(yValue - 6.5), storm::settings::getModule<storm::settings::modules::GeneralSettings>().getPrecision());
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double zValue = 0;
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ASSERT_NO_THROW(zValue = solver.getContinuousValue(z));
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ASSERT_LT(std::fabs(zValue - 2.75), storm::settings::getModule<storm::settings::modules::GeneralSettings>().getPrecision());
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double objectiveValue = 0;
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ASSERT_NO_THROW(objectiveValue = solver.getObjectiveValue());
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ASSERT_LT(std::fabs(objectiveValue - 14.75), storm::settings::getModule<storm::settings::modules::GeneralSettings>().getPrecision());
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}
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TEST(GlpkLpSolver, LPOptimizeMin) {
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storm::solver::GlpkLpSolver solver(storm::OptimizationDirection::Minimize);
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storm::expressions::Variable x;
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storm::expressions::Variable y;
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storm::expressions::Variable z;
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ASSERT_NO_THROW(x = solver.addBoundedContinuousVariable("x", 0, 1, -1));
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ASSERT_NO_THROW(y = solver.addLowerBoundedContinuousVariable("y", 0, 2));
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ASSERT_NO_THROW(z = solver.addBoundedContinuousVariable("z", 1, 5.7, -1));
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ASSERT_NO_THROW(solver.update());
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ASSERT_NO_THROW(solver.addConstraint("", x + y + z <= solver.getConstant(12)));
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ASSERT_NO_THROW(solver.addConstraint("", solver.getConstant(0.5) * y + z - x <= solver.getConstant(5)));
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ASSERT_NO_THROW(solver.addConstraint("", y - x <= solver.getConstant(5.5)));
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ASSERT_NO_THROW(solver.update());
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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(x));
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ASSERT_LT(std::fabs(xValue - 1), storm::settings::getModule<storm::settings::modules::GeneralSettings>().getPrecision());
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double yValue = 0;
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ASSERT_NO_THROW(yValue = solver.getContinuousValue(y));
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ASSERT_LT(std::fabs(yValue - 0), storm::settings::getModule<storm::settings::modules::GeneralSettings>().getPrecision());
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double zValue = 0;
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ASSERT_NO_THROW(zValue = solver.getContinuousValue(z));
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ASSERT_LT(std::fabs(zValue - 5.7), storm::settings::getModule<storm::settings::modules::GeneralSettings>().getPrecision());
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double objectiveValue = 0;
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ASSERT_NO_THROW(objectiveValue = solver.getObjectiveValue());
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ASSERT_LT(std::fabs(objectiveValue - (-6.7)), storm::settings::getModule<storm::settings::modules::GeneralSettings>().getPrecision());
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}
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TEST(GlpkLpSolver, MILPOptimizeMax) {
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storm::solver::GlpkLpSolver solver(storm::OptimizationDirection::Maximize);
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storm::expressions::Variable x;
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storm::expressions::Variable y;
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storm::expressions::Variable z;
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ASSERT_NO_THROW(x = solver.addBinaryVariable("x", -1));
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ASSERT_NO_THROW(y = solver.addLowerBoundedIntegerVariable("y", 0, 2));
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ASSERT_NO_THROW(z = solver.addLowerBoundedContinuousVariable("z", 0, 1));
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ASSERT_NO_THROW(solver.update());
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ASSERT_NO_THROW(solver.addConstraint("", x + y + z <= solver.getConstant(12)));
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ASSERT_NO_THROW(solver.addConstraint("", solver.getConstant(0.5) * y + z - x == solver.getConstant(5)));
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ASSERT_NO_THROW(solver.addConstraint("", y - x <= solver.getConstant(5.5)));
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ASSERT_NO_THROW(solver.update());
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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(x));
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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(y));
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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(z));
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ASSERT_LT(std::fabs(zValue - 3), storm::settings::getModule<storm::settings::modules::GeneralSettings>().getPrecision());
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double objectiveValue = 0;
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ASSERT_NO_THROW(objectiveValue = solver.getObjectiveValue());
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ASSERT_LT(std::fabs(objectiveValue - 14), storm::settings::getModule<storm::settings::modules::GeneralSettings>().getPrecision());
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}
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TEST(GlpkLpSolver, MILPOptimizeMin) {
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storm::solver::GlpkLpSolver solver(storm::OptimizationDirection::Minimize);
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storm::expressions::Variable x;
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storm::expressions::Variable y;
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storm::expressions::Variable z;
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ASSERT_NO_THROW(x = solver.addBinaryVariable("x", -1));
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ASSERT_NO_THROW(y = solver.addLowerBoundedIntegerVariable("y", 0, 2));
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ASSERT_NO_THROW(z = solver.addBoundedContinuousVariable("z", 0, 5, -1));
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ASSERT_NO_THROW(solver.update());
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ASSERT_NO_THROW(solver.addConstraint("", x + y + z <= solver.getConstant(12)));
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ASSERT_NO_THROW(solver.addConstraint("", solver.getConstant(0.5) * y + z - x <= solver.getConstant(5)));
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ASSERT_NO_THROW(solver.addConstraint("", y - x <= solver.getConstant(5.5)));
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ASSERT_NO_THROW(solver.update());
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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(x));
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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(y));
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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(z));
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ASSERT_LT(std::fabs(zValue - 5), storm::settings::getModule<storm::settings::modules::GeneralSettings>().getPrecision());
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double objectiveValue = 0;
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ASSERT_NO_THROW(objectiveValue = solver.getObjectiveValue());
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ASSERT_LT(std::fabs(objectiveValue - (-6)), storm::settings::getModule<storm::settings::modules::GeneralSettings>().getPrecision());
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}
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TEST(GlpkLpSolver, LPInfeasible) {
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storm::solver::GlpkLpSolver solver(storm::OptimizationDirection::Maximize);
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storm::expressions::Variable x;
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storm::expressions::Variable y;
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storm::expressions::Variable z;
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ASSERT_NO_THROW(x = solver.addBoundedContinuousVariable("x", 0, 1, -1));
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ASSERT_NO_THROW(y = solver.addLowerBoundedContinuousVariable("y", 0, 2));
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ASSERT_NO_THROW(z = solver.addLowerBoundedContinuousVariable("z", 0, 1));
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ASSERT_NO_THROW(solver.update());
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ASSERT_NO_THROW(solver.addConstraint("", x + y + z <= solver.getConstant(12)));
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ASSERT_NO_THROW(solver.addConstraint("", solver.getConstant(0.5) * y + z - x == solver.getConstant(5)));
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ASSERT_NO_THROW(solver.addConstraint("", y - x <= solver.getConstant(5.5)));
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ASSERT_NO_THROW(solver.addConstraint("", y > solver.getConstant(7)));
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ASSERT_NO_THROW(solver.update());
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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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ASSERT_THROW(solver.getContinuousValue(x), storm::exceptions::InvalidAccessException);
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ASSERT_THROW(solver.getContinuousValue(y), storm::exceptions::InvalidAccessException);
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ASSERT_THROW(solver.getContinuousValue(z), storm::exceptions::InvalidAccessException);
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ASSERT_THROW(solver.getObjectiveValue(), storm::exceptions::InvalidAccessException);
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}
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TEST(GlpkLpSolver, MILPInfeasible) {
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storm::solver::GlpkLpSolver solver(storm::OptimizationDirection::Maximize);
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storm::expressions::Variable x;
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storm::expressions::Variable y;
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storm::expressions::Variable z;
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ASSERT_NO_THROW(x = solver.addBinaryVariable("x", -1));
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ASSERT_NO_THROW(y = solver.addLowerBoundedContinuousVariable("y", 0, 2));
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ASSERT_NO_THROW(z = solver.addLowerBoundedContinuousVariable("z", 0, 1));
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ASSERT_NO_THROW(solver.update());
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ASSERT_NO_THROW(solver.addConstraint("", x + y + z <= solver.getConstant(12)));
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ASSERT_NO_THROW(solver.addConstraint("", solver.getConstant(0.5) * y + z - x == solver.getConstant(5)));
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ASSERT_NO_THROW(solver.addConstraint("", y - x <= solver.getConstant(5.5)));
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ASSERT_NO_THROW(solver.addConstraint("", y > solver.getConstant(7)));
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ASSERT_NO_THROW(solver.update());
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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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ASSERT_THROW(solver.getBinaryValue(x), storm::exceptions::InvalidAccessException);
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ASSERT_THROW(solver.getIntegerValue(y), storm::exceptions::InvalidAccessException);
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ASSERT_THROW(solver.getContinuousValue(z), storm::exceptions::InvalidAccessException);
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ASSERT_THROW(solver.getObjectiveValue(), storm::exceptions::InvalidAccessException);
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}
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TEST(GlpkLpSolver, LPUnbounded) {
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storm::solver::GlpkLpSolver solver(storm::OptimizationDirection::Maximize);
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storm::expressions::Variable x;
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storm::expressions::Variable y;
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storm::expressions::Variable z;
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ASSERT_NO_THROW(x = solver.addBoundedContinuousVariable("x", 0, 1, -1));
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ASSERT_NO_THROW(y = solver.addLowerBoundedContinuousVariable("y", 0, 2));
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ASSERT_NO_THROW(z = solver.addLowerBoundedContinuousVariable("z", 0, 1));
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ASSERT_NO_THROW(solver.update());
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ASSERT_NO_THROW(solver.addConstraint("", x + y - z <= solver.getConstant(12)));
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ASSERT_NO_THROW(solver.addConstraint("", y - x <= solver.getConstant(5.5)));
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ASSERT_NO_THROW(solver.update());
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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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ASSERT_THROW(solver.getContinuousValue(x), storm::exceptions::InvalidAccessException);
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ASSERT_THROW(solver.getContinuousValue(y), storm::exceptions::InvalidAccessException);
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ASSERT_THROW(solver.getContinuousValue(z), storm::exceptions::InvalidAccessException);
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ASSERT_THROW(solver.getObjectiveValue(), storm::exceptions::InvalidAccessException);
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}
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TEST(GlpkLpSolver, MILPUnbounded) {
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storm::solver::GlpkLpSolver solver(storm::OptimizationDirection::Maximize);
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storm::expressions::Variable x;
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storm::expressions::Variable y;
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storm::expressions::Variable z;
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ASSERT_NO_THROW(x = solver.addBinaryVariable("x", -1));
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ASSERT_NO_THROW(y = solver.addLowerBoundedContinuousVariable("y", 0, 2));
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ASSERT_NO_THROW(z = solver.addLowerBoundedContinuousVariable("z", 0, 1));
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ASSERT_NO_THROW(solver.update());
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ASSERT_NO_THROW(solver.addConstraint("", x + y - z <= solver.getConstant(12)));
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ASSERT_NO_THROW(solver.addConstraint("", y - x <= solver.getConstant(5.5)));
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ASSERT_NO_THROW(solver.update());
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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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ASSERT_THROW(solver.getBinaryValue(x), storm::exceptions::InvalidAccessException);
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ASSERT_THROW(solver.getIntegerValue(y), storm::exceptions::InvalidAccessException);
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ASSERT_THROW(solver.getContinuousValue(z), storm::exceptions::InvalidAccessException);
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ASSERT_THROW(solver.getObjectiveValue(), storm::exceptions::InvalidAccessException);
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}
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#endif
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