Ejemplo n.º 1
0
def solve(filename, method):

    s = CyClpSimplex()
    s.readMps(filename)

    s.preSolve(feasibilityTolerance=10 ** -8)
    #s.useCustomPrimal(1)

    if method == 'd':
        pivot = DantzigPivot(s)
    elif method == 'l':
        pivot = LIFOPivot(s)
    elif method == 'm':
        pivot = MostFrequentPivot(s)
    elif method == 'p':
        pivot = PositiveEdgePivot(s)
    else:
        print('Unkown solution method.')
        sys.exit(1)

    s.setPivotMethod(pivot)

    #s.setPerturbation(50)

    start = clock()
    s.primal()
    print('Problem solved in %g seconds.' % (clock() - start))
    return s.objectiveValue
Ejemplo n.º 2
0
def solve(filename, method):

    s = CyClpSimplex()
    s.readMps(filename)

    s.preSolve(feasibilityTolerance=10 ** -8)
    #s.useCustomPrimal(1)

    if method == 'd':
        pivot = DantzigPivot(s)
    elif method == 'l':
        pivot = LIFOPivot(s)
    elif method == 'm':
        pivot = MostFrequentPivot(s)
    elif method == 'p':
        pivot = PositiveEdgePivot(s)
    else:
        print 'Unkown solution method.'
        sys.exit(1)

    s.setPivotMethod(pivot)

    #s.setPerturbation(50)

    start = clock()
    s.primal()
    print 'Problem solved in %g seconds.' % (clock() - start)
    return s.objectiveValue
Ejemplo n.º 3
0
    def test_1(self):
        """simplest QP test"""
        s = CyClpSimplex()
        s.readMps(join(currentFilePath, '../input/hs35.qps'))
        #self.assertTrue(abs(cbcModel.objectiveValue - 3089.0) < 10 ** -6)

        #print s.Hessian.todense()

        p = WolfePivot(s)
        s.setPivotMethod(p)

        s.primal()
        print s.primalVariableSolution
        print s.objectiveValue
Ejemplo n.º 4
0
    def test_1(self):
        """simplest QP test"""
        s = CyClpSimplex()
        s.readMps(join(currentFilePath, '../input/hs35.qps'))
        #self.assertTrue(abs(cbcModel.objectiveValue - 3089.0) < 10 ** -6)
        
        #print s.Hessian.todense()

        p = WolfePivot(s)
        s.setPivotMethod(p)

        s.primal()
        print s.primalVariableSolution
        print s.objectiveValue
Ejemplo n.º 5
0
class TestCyClpSimplex(unittest.TestCase):

    def setUp(self):
        self.s = CyClpSimplex()
        self.s.readMps(join(currentFilePath, '../input/p0033.mps'))

    def test_PE(self):
        #pivot = PositiveEdgePivot(self.s)
        self.s.setPivotMethod(PositiveEdgePivot(self.s))
        self.s.primal()
        self.assertEqual(round(self.s.objectiveValue, 4), 2520.5717)

    def test_Dantzig(self):
        #pivot = DantzigPivot(self.s)
        self.s.setPivotMethod(DantzigPivot(self.s))
        self.s.primal()
        self.assertEqual(round(self.s.objectiveValue, 4), 2520.5717)

    def test_LIFO(self):
        #pivot = LIFOPivot(self.s)
        self.s.setPivotMethod(LIFOPivot(self.s))
        self.s.primal()
        self.assertEqual(round(self.s.objectiveValue, 4), 2520.5717)

    def test_MostFrequent(self):
        #pivot = MostFrequentPivot(self.s)
        self.s.setPivotMethod(MostFrequentPivot(self.s))
        self.s.primal()
        self.assertEqual(round(self.s.objectiveValue, 4), 2520.5717)

    def test_initialSolve(self):
        self.s.initialSolve()
        self.assertEqual(round(self.s.objectiveValue, 4), 2520.5717)

    def test_initialPrimalSolve(self):
        self.s.initialPrimalSolve()
        self.assertEqual(round(self.s.objectiveValue, 4), 2520.5717)

    def test_initialDualSolve(self):
        self.s.initialDualSolve()
        self.assertEqual(round(self.s.objectiveValue, 4), 2520.5717)

    def test_direction(self):
        self.assertEqual(self.s.optimizationDirection, 'min')
        self.s.optimizationDirection = 'max'
        self.assertEqual(self.s.optimizationDirection, 'max')
Ejemplo n.º 6
0
class TestCyClpSimplex(unittest.TestCase):
    def setUp(self):
        self.s = CyClpSimplex()
        self.s.readMps(join(currentFilePath, '../input/p0033.mps'))

    def test_PE(self):
        #pivot = PositiveEdgePivot(self.s)
        self.s.setPivotMethod(PositiveEdgePivot(self.s))
        self.s.primal()
        self.assertEqual(round(self.s.objectiveValue, 4), 2520.5717)

    def test_Dantzig(self):
        #pivot = DantzigPivot(self.s)
        self.s.setPivotMethod(DantzigPivot(self.s))
        self.s.primal()
        self.assertEqual(round(self.s.objectiveValue, 4), 2520.5717)

    def test_LIFO(self):
        #pivot = LIFOPivot(self.s)
        self.s.setPivotMethod(LIFOPivot(self.s))
        self.s.primal()
        self.assertEqual(round(self.s.objectiveValue, 4), 2520.5717)

    def test_MostFrequent(self):
        #pivot = MostFrequentPivot(self.s)
        self.s.setPivotMethod(MostFrequentPivot(self.s))
        self.s.primal()
        self.assertEqual(round(self.s.objectiveValue, 4), 2520.5717)

    def test_initialSolve(self):
        self.s.initialSolve()
        self.assertEqual(round(self.s.objectiveValue, 4), 2520.5717)

    def test_initialPrimalSolve(self):
        self.s.initialPrimalSolve()
        self.assertEqual(round(self.s.objectiveValue, 4), 2520.5717)

    def test_initialDualSolve(self):
        self.s.initialDualSolve()
        self.assertEqual(round(self.s.objectiveValue, 4), 2520.5717)

    def test_direction(self):
        self.assertEqual(self.s.optimizationDirection, 'min')
        self.s.optimizationDirection = 'max'
        self.assertEqual(self.s.optimizationDirection, 'max')
Ejemplo n.º 7
0
            #del rc2
            return  indicesToConsider[ind]
        return -1

    def saveWeights(self, model, mode):
        self.clpModel = model

    def isPivotAcceptable(self):
        return True


def getMpsExample():
    import os
    import inspect
    cylpDir = os.environ['CYLP_SOURCE_DIR']
    return os.path.join(cylpDir, 'cylp', 'input', 'p0033.mps')


if __name__ == "__main__":
    if len(sys.argv) == 1:
        import doctest
        doctest.testmod()
    else:
        from cylp.cy import CyClpSimplex
        from cylp.py.pivots import DantzigPivot
        s = CyClpSimplex()
        s.readMps(sys.argv[1])
        pivot = DantzigPivot(s)
        s.setPivotMethod(pivot)
        s.primal()
Ejemplo n.º 8
0
            #del rc2
            return  indicesToConsider[ind]
        return -1

    def saveWeights(self, model, mode):
        self.clpModel = model

    def isPivotAcceptable(self):
        return True


def getMpsExample():
    import os
    import inspect
    cylpDir = os.environ['CYLP_SOURCE_DIR']
    return os.path.join(cylpDir, 'cylp', 'input', 'p0033.mps')


if __name__ == "__main__":
    if len(sys.argv) == 1:
        import doctest
        doctest.testmod()
    else:
        from cylp.cy import CyClpSimplex
        from cylp.py.pivots import DantzigPivot
        s = CyClpSimplex()
        s.readMps(sys.argv[1])
        pivot = DantzigPivot(s)
        s.setPivotMethod(pivot)
        s.primal()