A wrapper class for linear programming (LP) solvers. More...

#include <OpenMS/DATASTRUCTURES/LPWrapper.h>

Collaboration diagram for LPWrapper:

Classes
struct	SolverParam
	Struct that holds the parameters of the LP solver. More...

Public Types
enum	Type { UNBOUNDED = 1 , LOWER_BOUND_ONLY , UPPER_BOUND_ONLY , DOUBLE_BOUNDED , FIXED }
	Enumeration for variable/constraint bound types. More...

enum	VariableType { CONTINUOUS = 1 , INTEGER , BINARY }
	Enumeration for variable types in the LP problem. More...

enum	Sense { MIN = 1 , MAX }
	Enumeration for optimization direction. More...

enum	WriteFormat { FORMAT_LP = 0 , FORMAT_MPS , FORMAT_GLPK }
	Enumeration for LP problem file formats. More...

enum	SOLVER { SOLVER_GLPK = 0 }
	Enumeration for available LP solvers. More...

enum	SolverStatus { UNDEFINED = 1 , OPTIMAL = 5 , FEASIBLE = 2 , NO_FEASIBLE_SOL = 4 }
	Enumeration for solver status after solving an LP problem. More...

Public Member Functions
	LPWrapper ()
	Default constructor. More...

virtual	~LPWrapper ()
	Virtual destructor. More...

Int	addRow (const std::vector< Int > &row_indices, const std::vector< double > &row_values, const String &name)
	Adds a row to the LP matrix. More...

Int	addColumn ()
	Adds an empty column to the LP matrix. More...

Int	addColumn (const std::vector< Int > &column_indices, const std::vector< double > &column_values, const String &name)
	Adds a column to the LP matrix. More...

Int	addRow (const std::vector< Int > &row_indices, const std::vector< double > &row_values, const String &name, double lower_bound, double upper_bound, Type type)
	Adds a row with boundaries to the LP matrix, returns index. More...

Int	addColumn (const std::vector< Int > &column_indices, const std::vector< double > &column_values, const String &name, double lower_bound, double upper_bound, Type type)
	Adds a column with boundaries to the LP matrix, returns index. More...

void	deleteRow (Int index)
	Delete the row at the specified index. More...

void	setColumnName (Int index, const String &name)
	Set the name of a column. More...

String	getColumnName (Int index)
	Get the name of a column. More...

String	getRowName (Int index)
	Get the name of a row. More...

Int	getRowIndex (const String &name)
	Find the index of a row by its name. More...

Int	getColumnIndex (const String &name)
	Find the index of a column by its name. More...

double	getColumnUpperBound (Int index)
	Get the upper bound of a column. More...

double	getColumnLowerBound (Int index)
	Get the lower bound of a column. More...

double	getRowUpperBound (Int index)
	Get the upper bound of a row. More...

double	getRowLowerBound (Int index)
	Get the lower bound of a row. More...

void	setRowName (Int index, const String &name)
	Set the name of a row. More...

void	setColumnBounds (Int index, double lower_bound, double upper_bound, Type type)
	Set column bounds. More...

void	setRowBounds (Int index, double lower_bound, double upper_bound, Type type)
	Set row bounds. More...

void	setColumnType (Int index, VariableType type)
	Set column/variable type. More...

VariableType	getColumnType (Int index)
	Get column/variable type. More...

void	setObjective (Int index, double obj_value)
	Set the objective coefficient for a column/variable. More...

double	getObjective (Int index)
	Get the objective coefficient for a column/variable. More...

void	setObjectiveSense (Sense sense)
	Set objective direction. More...

Sense	getObjectiveSense ()
	Get the current objective direction. More...

Int	getNumberOfColumns ()
	Get the number of columns/variables in the LP problem. More...

Int	getNumberOfRows ()
	Get the number of rows/constraints in the LP problem. More...

void	setElement (Int row_index, Int column_index, double value)
	Set the value of a matrix element at the specified position. More...

double	getElement (Int row_index, Int column_index)
	Get the value of a matrix element at the specified position. More...

void	readProblem (const String &filename, const String &format)
	Read LP from file. More...

void	writeProblem (const String &filename, const WriteFormat format) const
	Write LP formulation to a file. More...

Int	solve (SolverParam &solver_param, const Size verbose_level=0)
	solve problems, parameters like enabled heuristics can be given via solver_param More...

SolverStatus	getStatus ()
	Get solution status. More...

double	getObjectiveValue ()
	Get the objective function value of the solution. More...

double	getColumnValue (Int index)
	Get the value of a variable in the solution. More...

Int	getNumberOfNonZeroEntriesInRow (Int idx)
	Get the number of non-zero entries in a specific row. More...

void	getMatrixRow (Int idx, std::vector< Int > &indexes)
	Get the indices of non-zero entries in a specific row. More...

SOLVER	getSolver () const
	Get the currently active solver backend. More...

Protected Attributes
glp_prob *	lp_problem_ = nullptr
	GLPK problem object for the LP problem. More...

SOLVER	solver_
	Currently active solver backend. More...

Detailed Description

A wrapper class for linear programming (LP) solvers.

This class provides a unified interface to different linear programming solvers, including GLPK (GNU Linear Programming Kit) and COIN-OR (if available).

Linear programming is a method to find the best outcome in a mathematical model whose requirements are represented by linear relationships. It is used for optimization problems where the objective function and constraints are linear.

LPWrapper allows you to:

Create and manipulate LP problems (add rows, columns, set bounds)
Set objective functions and constraints
Solve the LP problem using different solvers
Access the solution and status information

The class supports both continuous and integer variables, allowing for mixed-integer linear programming (MILP) problems.

Member Enumeration Documentation

◆ Sense

enum Sense

Enumeration for optimization direction.

Defines whether the objective function should be minimized or maximized.

Enumerator
MIN	Minimize the objective function.
MAX	Maximize the objective function.

◆ SOLVER

enum SOLVER

Enumeration for available LP solvers.

Defines which solver backend to use for solving LP problems.

Enumerator
SOLVER_GLPK	GNU Linear Programming Kit solver.

◆ SolverStatus

enum SolverStatus

Enumeration for solver status after solving an LP problem.

Defines the possible outcomes after attempting to solve an LP problem.

Enumerator
UNDEFINED	Status is undefined (e.g., solver not run yet)
OPTIMAL	Optimal solution found.
FEASIBLE	Feasible solution found (but not necessarily optimal)
NO_FEASIBLE_SOL	No feasible solution exists for the problem.

◆ Type

enum Type

Enumeration for variable/constraint bound types.

Defines the type of bounds applied to variables or constraints in the LP problem.

Enumerator
UNBOUNDED	No bounds (free variable)
LOWER_BOUND_ONLY	Only lower bound is specified.
UPPER_BOUND_ONLY	Only upper bound is specified.
DOUBLE_BOUNDED	Both lower and upper bounds are specified.
FIXED	Lower bound equals upper bound (fixed value)

◆ VariableType

enum VariableType

Enumeration for variable types in the LP problem.

Defines whether variables are continuous or discrete (integer/binary).

Enumerator
CONTINUOUS	Continuous variable (can take any real value within bounds)
INTEGER	Integer variable (can only take integer values within bounds)
BINARY	Binary variable (can only take values 0 or 1)

◆ WriteFormat

enum WriteFormat

Enumeration for LP problem file formats.

Defines the file format used when writing LP problems to disk.

Enumerator
FORMAT_LP	LP format (human-readable)
FORMAT_MPS	MPS format (industry standard)
FORMAT_GLPK	GLPK's native format.

Constructor & Destructor Documentation

◆ LPWrapper()

LPWrapper ( )

Default constructor.

Initializes a new LP problem with the default solver (GLPK or COIN-OR if available).

◆ ~LPWrapper()

virtual ~LPWrapper ( )

virtual

Virtual destructor.

Frees all resources associated with the LP problem.

Member Function Documentation

◆ addColumn() [1/3]

Int addColumn ( )

Adds an empty column to the LP matrix.

Returns: Index of the newly added column

◆ addColumn() [2/3]

Int addColumn	(	const std::vector< Int > &	column_indices,
		const std::vector< double > &	column_values,
		const String &	name
	)

Adds a column to the LP matrix.

Parameters

column_indices	Indices of the rows that have non-zero coefficients in this column
column_values	Values of the non-zero coefficients in this column
name	Name of the column (for identification purposes)

Returns: Index of the newly added column

◆ addColumn() [3/3]

Int addColumn	(	const std::vector< Int > &	column_indices,
		const std::vector< double > &	column_values,
		const String &	name,
		double	lower_bound,
		double	upper_bound,
		Type	type
	)

Adds a column with boundaries to the LP matrix, returns index.

Parameters

column_indices
column_values
name
lower_bound
upper_bound
type	1 - unbounded, 2 - only lower bound, 3 - only upper bound, 4 - double-bounded variable, 5 - fixed variable

◆ addRow() [1/2]

Int addRow	(	const std::vector< Int > &	row_indices,
		const std::vector< double > &	row_values,
		const String &	name
	)

Adds a row to the LP matrix.

Parameters

row_indices	Indices of the columns that have non-zero coefficients in this row
row_values	Values of the non-zero coefficients in this row
name	Name of the row (for identification purposes)

Returns: Index of the newly added row

◆ addRow() [2/2]

Int addRow	(	const std::vector< Int > &	row_indices,
		const std::vector< double > &	row_values,
		const String &	name,
		double	lower_bound,
		double	upper_bound,
		Type	type
	)

Adds a row with boundaries to the LP matrix, returns index.

If you have a fixed variable, GLPK requires to use the "fixed" type, instead of "double-bounded" with equal bounds.

Parameters

row_indices
row_values
name
lower_bound
upper_bound
type	Type of the row 1 - unbounded, 2 - only lower bound, 3 - only upper bound, 4 - double-bounded variable, 5 - fixed variable

◆ deleteRow()

void deleteRow ( Int index )

Delete the row at the specified index.

Parameters

index Index of the row to delete

◆ getColumnIndex()

Int getColumnIndex ( const String & name )

Find the index of a column by its name.

Parameters

name	Name of the column to find

Returns: Index of the column with the given name

◆ getColumnLowerBound()

double getColumnLowerBound ( Int index )

Get the lower bound of a column.

Parameters

index Index of the column

Returns: Lower bound value of the column

◆ getColumnName()

String getColumnName ( Int index )

Get the name of a column.

Parameters

index Index of the column

Returns: Name of the column

◆ getColumnType()

VariableType getColumnType ( Int index )

Get column/variable type.

Parameters

index

Returns: 1- continuous, 2- integer, 3- binary variable

◆ getColumnUpperBound()

double getColumnUpperBound ( Int index )

Get the upper bound of a column.

Parameters

index Index of the column

Returns: Upper bound value of the column

◆ getColumnValue()

double getColumnValue ( Int index )

Get the value of a variable in the solution.

Parameters

index Index of the column/variable

Returns: Value of the variable in the optimal solution

◆ getElement()

double getElement	(	Int	row_index,
		Int	column_index
	)

Get the value of a matrix element at the specified position.

Parameters

row_index	Index of the row
column_index	Index of the column

Returns: Value at the specified position

◆ getMatrixRow()

void getMatrixRow	(	Int	idx,
		std::vector< Int > &	indexes
	)

Get the indices of non-zero entries in a specific row.

Parameters

idx	Index of the row
indexes	Vector to store the column indices of non-zero entries

◆ getNumberOfColumns()

Int getNumberOfColumns ( )

Get the number of columns/variables in the LP problem.

Returns: Number of columns in the LP matrix

◆ getNumberOfNonZeroEntriesInRow()

Int getNumberOfNonZeroEntriesInRow ( Int idx )

Get the number of non-zero entries in a specific row.

Parameters

idx	Index of the row

Returns: Number of non-zero coefficients in the row

◆ getNumberOfRows()

Int getNumberOfRows ( )

Get the number of rows/constraints in the LP problem.

Returns: Number of rows in the LP matrix

◆ getObjective()

double getObjective ( Int index )

Get the objective coefficient for a column/variable.

Parameters

index Index of the column/variable

Returns: Coefficient value in the objective function

◆ getObjectiveSense()

Sense getObjectiveSense ( )

Get the current objective direction.

Returns: Current optimization direction (MIN or MAX)

◆ getObjectiveValue()

double getObjectiveValue ( )

Get the objective function value of the solution.

Returns: Value of the objective function at the optimal solution

◆ getRowIndex()

Int getRowIndex ( const String & name )

Find the index of a row by its name.

Parameters

name	Name of the row to find

Returns: Index of the row with the given name

◆ getRowLowerBound()

double getRowLowerBound ( Int index )

Get the lower bound of a row.

Parameters

index Index of the row

Returns: Lower bound value of the row

◆ getRowName()

String getRowName ( Int index )

Get the name of a row.

Parameters

index Index of the row

Returns: Name of the row

◆ getRowUpperBound()

double getRowUpperBound ( Int index )

Get the upper bound of a row.

Parameters

index Index of the row

Returns: Upper bound value of the row

◆ getSolver()

SOLVER getSolver ( ) const

Get the currently active solver backend.

Returns: Currently active solver (GLPK or COIN-OR)

◆ getStatus()

SolverStatus getStatus ( )

Get solution status.

Returns: status: 1 - undefined, 2 - integer optimal, 3- integer feasible (no optimality proven), 4- no integer feasible solution

◆ readProblem()

void readProblem	(	const String &	filename,
		const String &	format
	)

Read LP from file.

Parameters

filename	Filename where to store the LP problem.
format	LP, MPS or GLPK.

◆ setColumnBounds()

void setColumnBounds	(	Int	index,
		double	lower_bound,
		double	upper_bound,
		Type	type
	)

Set column bounds.

Parameters

index
lower_bound
upper_bound
type	1 - unbounded, 2 - only lower bound, 3 - only upper bound, 4 - double-bounded variable, 5 - fixed variable

◆ setColumnName()

void setColumnName	(	Int	index,
		const String &	name
	)

Set the name of a column.

Parameters

index	Index of the column to rename
name	New name for the column

◆ setColumnType()

void setColumnType	(	Int	index,
		VariableType	type
	)

Set column/variable type.

Parameters

index
type	1- continuous, 2- integer, 3- binary variable

◆ setElement()

void setElement	(	Int	row_index,
		Int	column_index,
		double	value
	)

Set the value of a matrix element at the specified position.

Parameters

row_index	Index of the row
column_index	Index of the column
value	Value to set at the specified position

◆ setObjective()

void setObjective	(	Int	index,
		double	obj_value
	)

Set the objective coefficient for a column/variable.

Parameters

index	Index of the column/variable
obj_value	Coefficient value in the objective function

◆ setObjectiveSense()

void setObjectiveSense ( Sense sense )

Set objective direction.

Parameters

sense 1- minimize, 2- maximize

◆ setRowBounds()

void setRowBounds	(	Int	index,
		double	lower_bound,
		double	upper_bound,
		Type	type
	)

Set row bounds.

Parameters

index
lower_bound
upper_bound
type	1 - unbounded, 2 - only lower bound, 3 - only upper bound, 4 - double-bounded variable, 5 - fixed constraint

◆ setRowName()

void setRowName	(	Int	index,
		const String &	name
	)

Set the name of a row.

Parameters

index	Index of the row to rename
name	New name for the row

◆ solve()

Int solve	(	SolverParam &	solver_param,
		const Size	verbose_level = `0`
	)

solve problems, parameters like enabled heuristics can be given via solver_param

The verbose level (0,1,2) determines if the solver prints status messages and internals.

Parameters

solver_param
verbose_level

Returns: solver dependent (todo: fix)

◆ writeProblem()

void writeProblem	(	const String &	filename,
		const WriteFormat	format
	)		const

Write LP formulation to a file.

Parameters

filename	output filename, if the filename ends with '.gz' it will be compressed
format	MPS-format is supported by GLPK and COIN-OR; LP and GLPK-formats only by GLPK

Member Data Documentation

◆ lp_problem_

glp_prob* lp_problem_ = nullptr

protected

GLPK problem object for the LP problem.

◆ solver_

SOLVER solver_

protected

Currently active solver backend.

Classes

Public Types

Public Member Functions

Protected Attributes

Detailed Description

Member Enumeration Documentation

◆ Sense

◆ SOLVER

◆ SolverStatus

◆ Type

◆ VariableType

◆ WriteFormat

Constructor & Destructor Documentation

◆ LPWrapper()

◆ ~LPWrapper()

Member Function Documentation

◆ addColumn() [1/3]

◆ addColumn() [2/3]

◆ addColumn() [3/3]

◆ addRow() [1/2]

◆ addRow() [2/2]

◆ deleteRow()

◆ getColumnIndex()

◆ getColumnLowerBound()

◆ getColumnName()

◆ getColumnType()

◆ getColumnUpperBound()

◆ getColumnValue()

◆ getElement()

◆ getMatrixRow()

◆ getNumberOfColumns()

◆ getNumberOfNonZeroEntriesInRow()

◆ getNumberOfRows()

◆ getObjective()

◆ getObjectiveSense()

◆ getObjectiveValue()

◆ getRowIndex()

◆ getRowLowerBound()

◆ getRowName()

◆ getRowUpperBound()

◆ getSolver()

◆ getStatus()

◆ readProblem()

◆ setColumnBounds()

◆ setColumnName()

◆ setColumnType()

◆ setElement()

◆ setObjective()

◆ setObjectiveSense()

◆ setRowBounds()

◆ setRowName()

◆ solve()

◆ writeProblem()

Member Data Documentation

◆ lp_problem_

◆ solver_