101 lines
3.4 KiB
C
101 lines
3.4 KiB
C
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/*
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* LPSolver.h
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* @brief:
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* @date: May 1, 2014
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* @author: Duy-Nguyen Ta
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*/
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#pragma once
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#include <boost/range/irange.hpp>
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#include <gtsam/3rdparty/lp_solve_5.5/lp_lib.h>
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#include <gtsam/linear/GaussianFactorGraph.h>
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#include <gtsam/linear/VectorValues.h>
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#include <gtsam/inference/Symbol.h>
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namespace gtsam {
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/**
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* Class to solve a LP problem, using lpsolve
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* TODO: This class might currently be inefficient due to lots of memory copy.
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* Consider making lp a class variable and support setConstraints to allow to reuse
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* this class and avoid building meta information every time.
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*/
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class LPSolver {
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VectorValues objectiveCoeffs_;
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GaussianFactorGraph::shared_ptr constraints_;
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VectorValues lowerBounds_, upperBounds_;
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std::map<Key, size_t> variableColumnNo_, variableDims_;
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size_t nrColumns_;
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KeySet freeVars_;
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public:
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/** Constructor with optional lower/upper bounds
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* Note that lpsolve by default enforces a 0.0 lower bound and no upper bound on each variable, i.e. x>=0
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* We do NOT adopt this convention here. If no lower/upper bounds are specified, the variable will be
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* set as unbounded, i.e. -inf <= x <= inf.
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*/
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LPSolver(const VectorValues& objectiveCoeffs, const GaussianFactorGraph::shared_ptr& constraints,
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const VectorValues& lowerBounds = VectorValues(), const VectorValues& upperBounds = VectorValues()) :
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objectiveCoeffs_(objectiveCoeffs), constraints_(constraints), lowerBounds_(
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lowerBounds), upperBounds_(upperBounds) {
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buildMetaInformation();
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}
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/**
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* Build data structures to support converting between gtsam and lpsolve
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* TODO: consider lp as a class variable and support setConstraints
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* to avoid rebuild this meta data
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*/
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void buildMetaInformation();
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/// Get functions for unittest checking
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const std::map<Key, size_t>& variableColumnNo() const { return variableColumnNo_; }
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const std::map<Key, size_t>& variableDims() const { return variableDims_; }
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size_t nrColumns() const {return nrColumns_;}
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const KeySet& freeVars() const { return freeVars_; }
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/**
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* Build lpsolve's column number for a list of keys
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*/
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template<class KEYLIST>
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std::vector<int> buildColumnNo(const KEYLIST& keyList) const {
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std::vector<int> columnNo;
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BOOST_FOREACH(Key key, keyList) {
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std::vector<int> varIndices = boost::copy_range<std::vector<int> >(
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boost::irange(variableColumnNo_.at(key), variableColumnNo_.at(key) + variableDims_.at(key)));
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columnNo.insert(columnNo.end(), varIndices.begin(), varIndices.end());
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}
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return columnNo;
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}
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/// Add all [scalar] constraints in a constrained Jacobian factor to lp
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void addConstraints(const boost::shared_ptr<lprec>& lp,
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const JacobianFactor::shared_ptr& jacobian) const;
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/**
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* Add all bounds to lp.
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* Note: lp by default enforces a 0.0 lower bound and no upper bound on each variable, i.e. x>=0
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* We do NOT adopt this convention here. If no lower/upper bounds are specified, the variable will be
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* set as unbounded, i.e. -inf <= x <= inf.
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*/
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void addBounds(const boost::shared_ptr<lprec>& lp) const;
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/**
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* Main function to build lpsolve model
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* TODO: consider lp as a class variable and support setConstraints
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* to avoid rebuild meta data
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*/
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boost::shared_ptr<lprec> buildModel() const;
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/// Convert lpsolve result back to gtsam's VectorValues
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VectorValues convertToVectorValues(REAL* row) const;
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/// Solve
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VectorValues solve() const;
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};
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} /* namespace gtsam */
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