com.quantego.clp

Class CLP

java.lang.Object

com.quantego.clp.CLP

public class CLP
extends java.lang.Object

Java interface for the CLP linear solver. The implementation provides a light-weight wrapper that creates as little overhead as possible. If no variables or constraints are referenced, the memory footprint in Java heap is negligible.

Chunks of a model are buffered in heap for model building before being sent to the native lib. The size of the buffer can be set with buffer(int). The buffer helps to formulate models in a row-by-row fashion, without bothering about possible performance bottlenecks. Models with millions of constraints can be generated quickly.

To update model coefficients, the model is accessed directly in native memory via direct byte buffers that are provided by the BridJ native interface. When the model gets gc'ed, native memory will be released automatically.

For debugging a model, use verbose(int) to set the internal log level of CLP which will show some solution information during the solution process. toString() returns the model as string in .lp format (Xpress style), and printModel() sends it to standard out in the same format.

Author:

Nils Loehndorf

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	CLP.ALGORITHM Solution algorithm
static class	CLP.SCALING Parameter scaling
static class	CLP.STATUS Solution status

Constructor Summary

Constructors

Constructor and Description
CLP() Create an new model instance.

Method Summary

Methods

Modifier and Type	Method and Description
CLPConstraint	addConstraint(java.util.Map<CLPVariable,java.lang.Double> lhs, CLPConstraint.TYPE type, java.lang.Double rhs) Add a new constraint to the model without using CLP#buildExpression().
CLPObjective	addObjective(java.util.Map<CLPVariable,java.lang.Double> terms, java.lang.Double offset) Set the objective function to the model without using CLP#buildExpression().
CLPVariable	addVariable() Add a new variable to the model
CLPVariableSet	addVariables(int size) Create a set of variables.
CLP	algorithm(CLP.ALGORITHM algorithm) Set the solution CLP.ALGORITHM (default=AUTO).
CLP	buffer(int size) A number of constraints remain in heap space during model building and will be passed to the native methods when needed.
CLPExpression	createExpression() Create an expression builder to add a constraint or formulate the objective function.
CLP	dualTolerance(double value) Set the dual tolerance (default=1.e-7).
void	finalize()
double	getDualSolution(CLPConstraint constraint)
int	getNumConstraints()
int	getNumVariables()
double	getObjectiveValue()
double	getSolution(CLPVariable variable)
CLP	maximization() Solve as maximization problem.
CLP.STATUS	maximize() Solve the problem as maximization problem.
CLP	maxIterations(int iter) Set the maximum number of iterations of the solution algorithm.
CLP	maxSeconds(int seconds) Set the maximum number of seconds for the solution process.
CLP	minimization() Solve as maximization problem.
CLP.STATUS	minimize() Solve the problem as minimization problem.
CLP	presolve(boolean on) Turn presolve on (default=true).
CLP	primalTolerance(double value) Set the primal tolerance (default=1.e-7).
void	printModel() Print the model in lp format to standard output.
void	reset() Rebuild the model from scratch including
CLP	scaling(CLP.SCALING scaling) Define the parameter scaling defined by CLP.SCALING (default=OFF).
void	setConstraintBounds(CLPConstraint constraint, java.lang.Double lb, java.lang.Double ub) Set constraint bounds.
void	setConstraintCoefficient(CLPConstraint constraint, CLPVariable variable, java.lang.Double value) Set the left-hand side coefficient of a constraint.
void	setConstraintLowerBound(CLPConstraint constraint, java.lang.Double value) Set constraint lower bound.
void	setConstraintName(CLPConstraint constraint, java.lang.String name)
void	setConstraintUpperBound(CLPConstraint constraint, java.lang.Double value) Set constraint upper bound.
void	setObjectiveCoefficient(CLPVariable variable, java.lang.Double value) Set the objective coefficient of the given variable.
void	setObjectiveOffset(java.lang.Double value) Set objective constant term.
void	setVariableBounds(CLPVariable variable, java.lang.Double lb, java.lang.Double ub) Set variable bounds.
void	setVariableLowerBound(CLPVariable variable, java.lang.Double value) Set variable lower bound.
void	setVariableName(CLPVariable variable, java.lang.String name)
void	setVariableUpperBound(CLPVariable variable, java.lang.Double value) Set variable upper bound.
CLP	smallestCoefficient(double value) Set the smallest coefficient value considered as non-zero (default=1.e-10).
CLP.STATUS	solve() Solve the optimization problem.
void	storeModel(java.lang.String filename) Store the model in a proprietary CLP format.
java.lang.String	toString() Return the model in lp format.
CLP	verbose(int level) Print log to standard out (default=0).

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

CLP

public CLP()

Create an new model instance.

Method Detail

storeModel

public void storeModel(java.lang.String filename)

Store the model in a proprietary CLP format.

Parameters:

filename -

getDualSolution

public double getDualSolution(CLPConstraint constraint)

Parameters:

constraint -

Returns:

Get dual solution value.

getSolution

public double getSolution(CLPVariable variable)

Parameters:

variable -

Returns:

Get solution value.

setVariableBounds

public void setVariableBounds(CLPVariable variable,
                     java.lang.Double lb,
                     java.lang.Double ub)

Set variable bounds. See CLPVariable.bounds(double, double).

Parameters:

variable -

lb -

ub -

setVariableLowerBound

public void setVariableLowerBound(CLPVariable variable,
                         java.lang.Double value)

Set variable lower bound. See CLPVariable.lb(double).

Parameters:

variable -

value -

setVariableUpperBound

public void setVariableUpperBound(CLPVariable variable,
                         java.lang.Double value)

Set variable upper bound. See CLPVariable.ub(double).

Parameters:

variable -

value -

setVariableName

public void setVariableName(CLPVariable variable,
                   java.lang.String name)

Parameters:

variable -

name -

setConstraintCoefficient

public void setConstraintCoefficient(CLPConstraint constraint,
                            CLPVariable variable,
                            java.lang.Double value)

Set the left-hand side coefficient of a constraint. See CLPConstraint.setLhs(CLPVariable, double).

Parameters:

constraint -

variable -

value -

setConstraintBounds

public void setConstraintBounds(CLPConstraint constraint,
                       java.lang.Double lb,
                       java.lang.Double ub)

Set constraint bounds. See CLPConstraint.setRhs(double).

Parameters:

constraint -

lb -

ub -

setConstraintLowerBound

public void setConstraintLowerBound(CLPConstraint constraint,
                           java.lang.Double value)

Set constraint lower bound. See CLPConstraint.setRhs(double).

Parameters:

constraint -

value -

setConstraintUpperBound

public void setConstraintUpperBound(CLPConstraint constraint,
                           java.lang.Double value)

Set constraint upper bound. See CLPConstraint.setRhs(double).

Parameters:

constraint -

value -

setConstraintName

public void setConstraintName(CLPConstraint constraint,
                     java.lang.String name)

Parameters:

constraint -

name -

verbose

public CLP verbose(int level)

Print log to standard out (default=0).

Parameters:

level -

Returns:

builder

buffer

public CLP buffer(int size)

A number of constraints remain in heap space during model building and will be passed to the native methods when needed. The buffer gets flushed either when solve() gets executed or when the maximum buffer size is reached (default=10000).

Returns:

builder

maximization

public CLP maximization()

Solve as maximization problem.

Returns:

builder

minimization

public CLP minimization()

Solve as maximization problem.

Returns:

builder

addVariable

public CLPVariable addVariable()

Add a new variable to the model

Returns:

addVariables

public CLPVariableSet addVariables(int size)

Create a set of variables.

Parameters:

size -

Returns:

setObjectiveCoefficient

public void setObjectiveCoefficient(CLPVariable variable,
                           java.lang.Double value)

Set the objective coefficient of the given variable.

Parameters:

variable -

value -

setObjectiveOffset

public void setObjectiveOffset(java.lang.Double value)

Set objective constant term.

Parameters:

value -

createExpression

public CLPExpression createExpression()

Create an expression builder to add a constraint or formulate the objective function.

Returns:

builder

addObjective

public CLPObjective addObjective(java.util.Map<CLPVariable,java.lang.Double> terms,
                        java.lang.Double offset)

Set the objective function to the model without using CLP#buildExpression(). Objective coefficients not set remain unchanged.

Parameters:

lhs - terms on the left-hand side

type - constraint type

rhs - right-hand side coefficient

Returns:

addConstraint

public CLPConstraint addConstraint(java.util.Map<CLPVariable,java.lang.Double> lhs,
                          CLPConstraint.TYPE type,
                          java.lang.Double rhs)

Add a new constraint to the model without using CLP#buildExpression().

Parameters:

lhs - terms on the left-hand side

type - constraint type

rhs - right-hand side coefficient

Returns:

solve

public CLP.STATUS solve()

Solve the optimization problem.

Returns:

solution CLP.STATUS

reset

public void reset()

Rebuild the model from scratch including

maximize

public CLP.STATUS maximize()

Solve the problem as maximization problem.

Returns:

solution CLP.STATUS

minimize

public CLP.STATUS minimize()

Solve the problem as minimization problem.

Returns:

solution CLP.STATUS

getObjectiveValue

public double getObjectiveValue()

Returns:

the optimal objective value

getNumVariables

public int getNumVariables()

Returns:

number of variables in model

getNumConstraints

public int getNumConstraints()

Returns:

number of constraints in model

dualTolerance

public CLP dualTolerance(double value)

Set the dual tolerance (default=1.e-7).

Parameters:

value -

Returns:

builder

smallestCoefficient

public CLP smallestCoefficient(double value)

Set the smallest coefficient value considered as non-zero (default=1.e-10). All values smaller than this will be set to zero.

Parameters:

value -

Returns:

builder

primalTolerance

public CLP primalTolerance(double value)

Set the primal tolerance (default=1.e-7).

Parameters:

value -

Returns:

builder

maxIterations

public CLP maxIterations(int iter)

Set the maximum number of iterations of the solution algorithm.

Parameters:

iter -

Returns:

builder

maxSeconds

public CLP maxSeconds(int seconds)

Set the maximum number of seconds for the solution process.

Parameters:

seconds -

Returns:

builder

scaling

public CLP scaling(CLP.SCALING scaling)

Define the parameter scaling defined by CLP.SCALING (default=OFF).

Parameters:

scaling -

Returns:

builder

presolve

public CLP presolve(boolean on)

Turn presolve on (default=true).

Parameters:

on -

Returns:

builder

algorithm

public CLP algorithm(CLP.ALGORITHM algorithm)

Set the solution CLP.ALGORITHM (default=AUTO).

Parameters:

algorithm -

Returns:

builder

finalize

public void finalize()

Overrides:

finalize in class java.lang.Object

printModel

public void printModel()

Print the model in lp format to standard output.

See Also:

CLP#toString()}

toString

public java.lang.String toString()

Return the model in lp format.

Overrides:

toString in class java.lang.Object