CGAL 6.2 - Linear and Quadratic Programming Solver

Loading...
Searching...
No Matches
QP_solver/cycling.cpp
// example: solve a linear program that by default leads to cycling,
// using Bland pricing
#include <iostream>
#include <fstream>
#include <CGAL/QP_models.h>
#include <CGAL/QP_functions.h>
// choose exact floating-point type
#ifdef CGAL_USE_GMP
#include <CGAL/Gmpzf.h>
typedef CGAL::Gmpzf ET;
#else
#include <CGAL/MP_Float.h>
typedef CGAL::MP_Float ET;
#endif
// program and solution types
typedef CGAL::Quadratic_program_from_mps<double> Program;
typedef CGAL::Quadratic_program_solution<ET> Solution;
int main() {
std::ifstream in ("cycling.mps");
Program lp(in); // read program from file
assert (lp.is_valid()); // we should have a valid mps file...
assert (lp.is_linear()); // ... and it should be linear...
assert (lp.is_nonnegative()); // as well as nonnegative
// solve the program, using ET as the exact type
// choose verbose mode and Bland pricing
CGAL::Quadratic_program_options options;
options.set_verbosity(1); // verbose mode
options.set_pricing_strategy(CGAL::QP_BLAND); // Bland's rule
options.set_auto_validation(true); // automatic self-check
Solution s = CGAL::solve_nonnegative_linear_program(lp, ET(), options);
assert (s.is_valid()); // did the self-check succeed?
// output solution
std::cout << s;
return 0;
}
Gmpzf.h
MP_Float.h
CGAL::Gmpzf
CGAL::MP_Float
CGAL::Quadratic_program_from_mps
An object of class Quadratic_program_from_mps describes a convex quadratic program of the general for...
Definition: QP_models.h:578
CGAL::Quadratic_program_options
This is a class used for passing options to the linear and quadratic programming solvers.
Definition: QP_options.h:30
CGAL::Quadratic_program_options::set_verbosity
void set_verbosity(int verbosity)
sets the verbosity of the solver to the value verbosity when options is passed to any of the four sol...
CGAL::Quadratic_program_options::set_pricing_strategy
void set_pricing_strategy(Quadratic_program_pricing_strategy pricing_strategy)
sets the pricing strategy of the solver to the value pricing_strategy when options is passed to any o...
CGAL::Quadratic_program_options::set_auto_validation
void set_auto_validation(bool validate)
sets the automatic validation mode of the solver to the value validate.
CGAL::Quadratic_program_solution
An object of class Quadratic_program_solution represents the solution of a linear or convex quadratic...
Definition: QP_solution.h:65
CGAL::solve_nonnegative_linear_program
Quadratic_program_solution< ET > solve_nonnegative_linear_program(const NonnegativeLinearProgram &lp, const ET &, const Quadratic_program_options &options=Quadratic_program_options())
This function solves a nonnegative linear program, using some exact Integral Domain ET for its comput...
CGAL::QP_BLAND
@ QP_BLAND
This is hardly ever the most efficient choice, but it is guaranteed to avoid internal cycling of the ...
Definition: QP_options.h:180