CGAL 5.6 - Linear and Quadratic Programming Solver

This module provides makers to construct a program, as well as functions to solve and print programs.

In case you want to construct a program from complicated iterators (whose types you don't know, or simply don't want to bother with), we provide four makers.

There are four functions to solve a program, one for each program concept.

The solution process can customized by passing an object of the class

Programs can be written to an output stream in MPSFormat, using one of the following four functions.

Classes

class  CGAL::Quadratic_program_options
 This is a class used for passing options to the linear and quadratic programming solvers. More...
 

Enumerations

enum  CGAL::Quadratic_program_pricing_strategy {
  CGAL::QP_CHOOSE_DEFAULT, CGAL::QP_PARTIAL_DANTZIG, CGAL::QP_DANTZIG, CGAL::QP_PARTIAL_FILTERED_DANTZIG,
  CGAL::QP_FILTERED_DANTZIG, CGAL::QP_BLAND
}
 This is an enumeration type containing the values QP_CHOOSE_DEFAULT, QP_DANTZIG, QP_PARTIAL_DANTZIG, QP_FILTERED_DANTZIG, QP_PARTIAL_FILTERED_DANTZIG, andQP_BLAND. More...
 

Functions

template<LinearProgram >
void CGAL::print_linear_program (std::ostream &out, const LinearProgram &lp, const std::string &problem_name=std::string("MY_MPS"))
 
template<NonnegativeLinearProgram >
void CGAL::print_nonnegative_linear_program (std::ostream &out, const NonnegativeLinearProgram &lp, const std::string &problem_name=std::string("MY_MPS"))
 
template<NonnegativeQuadraticProgram >
void CGAL::print_nonnegative_quadratic_program (std::ostream &out, const NonnegativeQuadraticProgram &qp, const std::string &problem_name=std::string("MY_MPS"))
 
template<QuadraticProgram >
void CGAL::print_quadratic_program (std::ostream &out, const QuadraticProgram &qp, const std::string &problem_name=std::string("MY_MPS"))
 
template<LinearProgram , ET >
Quadratic_program_solution< ET > CGAL::solve_linear_program (const LinearProgram &lp, const ET &, const Quadratic_program_options &options=Quadratic_program_options())
 This function solves a linear program, using some exact Integral Domain ET for its computations. More...
 
template<NonnegativeLinearProgram , ET >
Quadratic_program_solution< ET > CGAL::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 computations. More...
 
template<NonnegativeQuadraticProgram , ET >
Quadratic_program_solution< ET > CGAL::solve_nonnegative_quadratic_program (const NonnegativeQuadraticProgram &qp, const ET &, const Quadratic_program_options &options=Quadratic_program_options())
 This function solves a nonnegative quadratic program, using some exact Integral Domain ET for its computations. More...
 
template<QuadraticProgram , ET >
Quadratic_program_solution< ET > CGAL::solve_quadratic_program (const QuadraticProgram &qp, const ET &, const Quadratic_program_options &options=Quadratic_program_options())
 This function solves a quadratic program, using some exact Integral Domain ET for its computations. More...
 
template<typename A_it , typename B_it , typename R_it , typename FL_it , typename L_it , typename FU_it , typename U_it , typename C_it >
Linear_program_from_iterators< A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, C_it > CGAL::make_linear_program_from_iterators (int n, int m, const A_it &a, const B_it &b, const R_it &r, const FL_it &fl, const L_it &l, const FU_it &fu, const U_it &u, const C_it &c, std::iterator_traits< C_it >::value_type c0=std::iterator_traits< C_it >::value_type(0))
 This template function creates an instance of Linear_program_from_iterators<A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, C_it> from given iterators. More...
 
template<A_it , B_it , R_it , C_it >
Nonnegative_linear_program_from_iterators< A_it, B_it, R_it, C_it > CGAL::make_nonnegative_linear_program_from_iterators (int n, int m, const A_it &a, const B_it &b, const R_it &r, const C_it &c, std::iterator_traits< C_it >::value_type c0=std::iterator_traits< C_it >::value_type(0))
 This template function creates an instance of Nonnegative_linear_program_from_iterators<A_it, B_it, R_it, C_it> from given iterators. More...
 
template<A_it , B_it , R_it , D_it , C_it >
Nonnegative_quadratic_program_from_iterators< A_it, B_it, R_it, D_it, C_it > CGAL::make_nonnegative_quadratic_program_from_iterators (int n, int m, const A_it &a, const B_it &b, const R_it &r, const D_it &d, const C_it &c, std::iterator_traits< C_it >::value_type c0=std::iterator_traits< C_it >::value_type(0))
 This template function creates an instance of Nonnegative_quadratic_program_from_iterators<A_it, B_it, R_it, D_it, C_it> from given iterators. More...
 
template<typename A_it , typename B_it , typename R_it , typename FL_it , typename L_it , typename FU_it , typename U_it , typename D_it , typename C_it >
Quadratic_program_from_iterators< A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, D_it, C_it > CGAL::make_quadratic_program_from_iterators (int n, int m, const A_it &a, const B_it &b, const R_it &r, const FL_it &fl, const L_it &l, const FU_it &fu, const U_it &u, const D_it &d, const C_it &c, std::iterator_traits< C_it >::value_type c0=std::iterator_traits< C_it >::value_type(0))
 This template function creates an instance of Quadratic_program_from_iterators<A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, D_it, C_it> from given iterators. More...
 

Enumeration Type Documentation

◆ Quadratic_program_pricing_strategy

#include <CGAL/QP_options.h>

This is an enumeration type containing the values QP_CHOOSE_DEFAULT, QP_DANTZIG, QP_PARTIAL_DANTZIG, QP_FILTERED_DANTZIG, QP_PARTIAL_FILTERED_DANTZIG, andQP_BLAND.

It indicates the pricing strategy to be used in solving a linear or quadratic program. This strategy determines how the solver gets from one intermediate solution to the next during any of its iterations.

Here we briefly describe when to choose which strategy.

See also
Quadratic_program_options
Enumerator
QP_CHOOSE_DEFAULT 

This is the default value of the pricing strategy in Quadratic_program_options, and it lets the solver choose the strategy that it thinks is most appropriate for the problem at hand.

There are only few reasons to deviate from this default, but you are free to experiment, of course.

QP_PARTIAL_DANTZIG 

If the input type is not double, this is usually the best choice for linear and quadratic programs of medium size.

QP_DANTZIG 

If the input type is not double, this can sometimes make a difference (be faster or slowe) than QP_PARTIAL_DANTZIG for problems with a high variable/constraint or constraint/variable ratio.

QP_PARTIAL_FILTERED_DANTZIG 

If the input type is double, this is usually the best choice for linear and quadratic programs of medium size.

If the input type is not double, this choice is equivalent to QP_PARTIAL_DANTZIG.

Note: filtered strategies may in rare cases fail due to double exponent overflows, see Section Exponent Overflow in Double Using Floating-Point Filters. In this case, the slower fallback option is the non-filtered variant QP_PARTIAL_DANTZIG of this strategy.

QP_FILTERED_DANTZIG 

If the input type is double, this can sometimes make a difference (be faster or slowe) than QP_PARTIAL_FILTERED_DANTZIG for problems with a high variable/constraint or constraint/variable ratio.

If the input type is not double, this choice is equivalent to QP_DANTZIG.

Note
Filtered strategies may in rare cases fail due to double exponent overflows, see Section Exponent Overflow in Double Using Floating-Point Filters. In this case, the slower fallback option is the non-filtered variant QP_DANTZIG of this strategy.
QP_BLAND 

This is hardly ever the most efficient choice, but it is guaranteed to avoid internal cycling of the solution algorithm, see Section The Solver Internally Cycles.

Function Documentation

◆ make_linear_program_from_iterators()

template<typename A_it , typename B_it , typename R_it , typename FL_it , typename L_it , typename FU_it , typename U_it , typename C_it >
Linear_program_from_iterators<A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, C_it> CGAL::make_linear_program_from_iterators ( int  n,
int  m,
const A_it &  a,
const B_it &  b,
const R_it &  r,
const FL_it &  fl,
const L_it &  l,
const FU_it &  fu,
const U_it &  u,
const C_it &  c,
std::iterator_traits< C_it >::value_type  c0 = std::iterator_traits< C_it >::value_type(0) 
)

#include <CGAL/QP_models.h>

This template function creates an instance of Linear_program_from_iterators<A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, C_it> from given iterators.

This function can be useful if the types of these iterators are too complicated (or of too little interest for you) to write them down explicitly.

Returns
an instance of Linear_program_from_iterators<A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, C_it>, constructed from the given iterators.

Example

The following example demonstrates the typical usage of makers with the simpler function make_nonnegative_linear_program_from_iterators().

QP_solver/solve_convex_hull_containment_lp2.h

QP_solver/convex_hull_containment2.cpp

See also
Linear_program_from_iterators<A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, C_it>

◆ make_nonnegative_linear_program_from_iterators()

template<A_it , B_it , R_it , C_it >
Nonnegative_linear_program_from_iterators<A_it, B_it, R_it, C_it> CGAL::make_nonnegative_linear_program_from_iterators ( int  n,
int  m,
const A_it &  a,
const B_it &  b,
const R_it &  r,
const C_it &  c,
std::iterator_traits< C_it >::value_type  c0 = std::iterator_traits< C_it >::value_type(0) 
)

#include <CGAL/QP_models.h>

This template function creates an instance of Nonnegative_linear_program_from_iterators<A_it, B_it, R_it, C_it> from given iterators.

This function can be useful if the types of these iterators are too complicated (or of too little interest for you) to write them down explicitly.

Returns
an instance of Nonnegative_linear_program_from_iterators<A_it, B_it, R_it, C_it>, constructed from the given iterators.

Example

QP_solver/solve_convex_hull_containment_lp2.h

QP_solver/convex_hull_containment2.cpp

See also
Nonnegative_linear_program_from_iterators<A_it, B_it, R_it, C_it>
Examples:
QP_solver/solve_convex_hull_containment_lp2.h, and QP_solver/solve_convex_hull_containment_lp3.h.

◆ make_nonnegative_quadratic_program_from_iterators()

template<A_it , B_it , R_it , D_it , C_it >
Nonnegative_quadratic_program_from_iterators<A_it, B_it, R_it, D_it, C_it> CGAL::make_nonnegative_quadratic_program_from_iterators ( int  n,
int  m,
const A_it &  a,
const B_it &  b,
const R_it &  r,
const D_it &  d,
const C_it &  c,
std::iterator_traits< C_it >::value_type  c0 = std::iterator_traits< C_it >::value_type(0) 
)

#include <CGAL/QP_models.h>

This template function creates an instance of Nonnegative_quadratic_program_from_iterators<A_it, B_it, R_it, D_it, C_it> from given iterators.

This function can be useful if the types of these iterators are too complicated (or of too little interest for you) to write them down explicitly.

Returns
an instance of Nonnegative_quadratic_program_from_iterators<A_it, B_it, R_it, D_it,C_it>, constructed from the given iterators.

Example

The following example demonstrates the typical usage of makers with the simpler function make_nonnegative_linear_program_from_iterators().

QP_solver/solve_convex_hull_containment_lp2.h

QP_solver/convex_hull_containment2.cpp

See also
Nonnegative_quadratic_program_from_iterators<A_it, B_it, R_it, D_it, C_it>

◆ make_quadratic_program_from_iterators()

template<typename A_it , typename B_it , typename R_it , typename FL_it , typename L_it , typename FU_it , typename U_it , typename D_it , typename C_it >
Quadratic_program_from_iterators<A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, D_it, C_it> CGAL::make_quadratic_program_from_iterators ( int  n,
int  m,
const A_it &  a,
const B_it &  b,
const R_it &  r,
const FL_it &  fl,
const L_it &  l,
const FU_it &  fu,
const U_it &  u,
const D_it &  d,
const C_it &  c,
std::iterator_traits< C_it >::value_type  c0 = std::iterator_traits< C_it >::value_type(0) 
)

#include <CGAL/QP_models.h>

This template function creates an instance of Quadratic_program_from_iterators<A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, D_it, C_it> from given iterators.

This function can be useful if the types of these iterators are too complicated (or of too little interest for you) to write them down explicitly.

Returns
an instance of Quadratic_program_from_iterators<A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, D_it, C_it>, constructed from the given iterators.

Example

The following example demonstrates the typical usage of makers with the simpler function make_nonnegative_linear_program_from_iterators().

QP_solver/solve_convex_hull_containment_lp2.h

QP_solver/convex_hull_containment2.cpp

See also
Quadratic_program_from_iterators<A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, D_it, C_it>

◆ print_linear_program()

template<LinearProgram >
void CGAL::print_linear_program ( std::ostream &  out,
const LinearProgram lp,
const std::string &  problem_name = std::string("MY_MPS") 
)

#include <CGAL/QP_functions.h>

Template Parameters
LinearPrograma model of LinearProgram.

This function writes a linear program to an output stream (in MPSFormat). The time complexity is \( \Theta (mn)\), even if the program is very sparse.

It writes the linear program lp to out in MPSFormat. The name of the program will be the one provided by problem_name.

Requirements
Output operators are defined for all entry types of lp.

Examples:
QP_solver/print_first_lp.cpp.

◆ print_nonnegative_linear_program()

template<NonnegativeLinearProgram >
void CGAL::print_nonnegative_linear_program ( std::ostream &  out,
const NonnegativeLinearProgram lp,
const std::string &  problem_name = std::string("MY_MPS") 
)

#include <CGAL/QP_functions.h>

Template Parameters
NonnegativeLinearPrograma model of NonnegativeLinearProgram

This function writes a nonnegative linear program to an output stream (in MPSFormat). The time complexity is \( \Theta (mn)\), even if the program is very sparse.

Writes the nonnegative linear program lp to out in MPSFormat. The name of the program will be the one provided by problem_name.

Requirements
Output operators are defined for all entry types of lp.

Examples:
QP_solver/print_first_nonnegative_lp.cpp.

◆ print_nonnegative_quadratic_program()

template<NonnegativeQuadraticProgram >
void CGAL::print_nonnegative_quadratic_program ( std::ostream &  out,
const NonnegativeQuadraticProgram qp,
const std::string &  problem_name = std::string("MY_MPS") 
)

#include <CGAL/QP_functions.h>

Template Parameters
NonnegativeQuadraticPrograma model of NonnegativeQuadraticProgram

This function writes a nonnegative quadratic program to an output stream (in MPSFormat). The time complexity is \( \Theta (n^2 + mn)\), even if the program is very sparse.

Writes the nonnegative quadratic program qp to out in MPSFormat. The name of the program will be the one provided by problem_name.

Requirements
Output operators are defined for all entry types of qp.

Examples:
QP_solver/print_first_nonnegative_qp.cpp, and QP_solver/print_first_qp.cpp.

◆ print_quadratic_program()

template<QuadraticProgram >
void CGAL::print_quadratic_program ( std::ostream &  out,
const QuadraticProgram qp,
const std::string &  problem_name = std::string("MY_MPS") 
)

#include <CGAL/QP_functions.h>

Template Parameters
QuadraticPrograma model of QuadraticProgram

This function writes a quadratic program to an output stream (in MPSFormat). The time complexity is \( \Theta (n^2 + mn)\), even if the program is very sparse.

Writes the quadratic program qp to out in MPSFormat. The name of the program will be the one provided by problem_name.

Requirements
Output operators are defined for all entry types of qp.

◆ solve_linear_program()

template<LinearProgram , ET >
Quadratic_program_solution<ET> CGAL::solve_linear_program ( const LinearProgram lp,
const ET &  ,
const Quadratic_program_options options = Quadratic_program_options() 
)

#include <CGAL/QP_functions.h>

This function solves a linear program, using some exact Integral Domain ET for its computations.

Various options may be provided, see Quadratic_program_options.

Template Parameters
LinearPrograma model of LinearProgram such as Quadratic_program<NT>, Quadratic_program_from_mps<NT>, or Linear_program_from_iterators<A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, C_it>
ETa model of the concepts IntegralDomain and RealEmbeddable; it must be an exact type, and all entries of qp are convertible to ET.

Here are some recommended combinations of input type (the type of the qp entries) and ET.

input type ET
double MP_Float, Gmpzf, or Gmpq
int MP_Float, or Gmpz
any exact type NT NT
Note
By default, this function performs a large number of runtime-checks to ensure consistency during the solution process. However, these checks slow down the computations by a considerable factor. For maximum efficiency, it is advisable to define the macros CGAL_QP_NO_ASSERTIONS or NDEBUG.
Returns
the solution of the linear program lp, solved with exact number type ET.
Examples:
QP_solver/first_lp.cpp, QP_solver/first_lp_from_iterators.cpp, QP_solver/first_lp_from_mps.cpp, and QP_solver/invert_matrix.cpp.

◆ solve_nonnegative_linear_program()

template<NonnegativeLinearProgram , ET >
Quadratic_program_solution<ET> CGAL::solve_nonnegative_linear_program ( const NonnegativeLinearProgram lp,
const ET &  ,
const Quadratic_program_options options = Quadratic_program_options() 
)

#include <CGAL/QP_functions.h>

This function solves a nonnegative linear program, using some exact Integral Domain ET for its computations.

Various options may be provided, see Quadratic_program_options.

Template Parameters
NonnegativeQuadraticPrograma model of NonnegativeQuadraticProgram such as Quadratic_program<NT>, Quadratic_program_from_mps<NT>, or Nonnegative_quadratic_program_from_iterators<A_it, B_it, R_it, D_it, C_it>.
ETis a model of the concepts IntegralDomain and RealEmbeddable; it must be an exact type, and all entries of qp are convertible to ET.

Here are some recommended combinations of input type (the type of the qp entries) and ET.

input type ET
double MP_Float, Gmpzf, or Gmpq
int MP_Float, or Gmpz
any exact type NT NT
Note
By default, this function performs a large number of runtime-checks to ensure consistency during the solution process. However, these checks slow down the computations by a considerable factor. For maximum efficiency, it is advisable to define the macros CGAL_QP_NO_ASSERTIONS or NDEBUG.
Returns
the solution of the nonnegative linear program lp, solved with exact number type ET.
Examples:
QP_solver/cycling.cpp, QP_solver/first_nonnegative_lp.cpp, QP_solver/first_nonnegative_lp_from_iterators.cpp, QP_solver/first_nonnegative_lp_from_mps.cpp, QP_solver/infeasibility_certificate.cpp, QP_solver/optimality_certificate.cpp, QP_solver/solve_convex_hull_containment_lp.h, QP_solver/solve_convex_hull_containment_lp2.h, QP_solver/solve_convex_hull_containment_lp3.h, and QP_solver/unboundedness_certificate.cpp.

◆ solve_nonnegative_quadratic_program()

template<NonnegativeQuadraticProgram , ET >
Quadratic_program_solution<ET> CGAL::solve_nonnegative_quadratic_program ( const NonnegativeQuadraticProgram qp,
const ET &  ,
const Quadratic_program_options options = Quadratic_program_options() 
)

#include <CGAL/QP_functions.h>

This function solves a nonnegative quadratic program, using some exact Integral Domain ET for its computations.

Various options may be provided, see Quadratic_program_options.

Template Parameters
NonnegativeQuadraticPrograma model of NonnegativeQuadraticProgram such as Quadratic_program<NT>, Quadratic_program_from_mps<NT>, or Nonnegative_quadratic_program_from_iterators<A_it, B_it, R_it, D_it, C_it>.
ETa model of the concepts IntegralDomain and RealEmbeddable; it must be an exact type, and all entries of qp are convertible to ET.

Here are some recommended combinations of input type (the type of the qp entries) and ET.

input type ET
double MP_Float, Gmpzf, or Gmpq
int MP_Float, or Gmpz
any exact type NT NT
Note
By default, this function performs a large number of runtime-checks to ensure consistency during the solution process. However, these checks slow down the computations by a considerable factor. For maximum efficiency, it is advisable to define the macros CGAL_QP_NO_ASSERTIONS or NDEBUG.
Returns
the solution of the nonnegative quadratic program qp, solved with exact number type ET.
Examples:
QP_solver/first_nonnegative_qp.cpp, QP_solver/first_nonnegative_qp_from_iterators.cpp, and QP_solver/first_nonnegative_qp_from_mps.cpp.

◆ solve_quadratic_program()

template<QuadraticProgram , ET >
Quadratic_program_solution<ET> CGAL::solve_quadratic_program ( const QuadraticProgram qp,
const ET &  ,
const Quadratic_program_options options = Quadratic_program_options() 
)

#include <CGAL/QP_functions.h>

This function solves a quadratic program, using some exact Integral Domain ET for its computations.

Various options may be provided, see Quadratic_program_options.

Template Parameters
NonnegativeQuadraticPrograma model of NonnegativeQuadraticProgram such as Quadratic_program<NT>, Quadratic_program_from_mps<NT>, or Nonnegative_quadratic_program_from_iterators<A_it, B_it, R_it, D_it, C_it>.
ETis a model of the concepts IntegralDomain and RealEmbeddable; it must be an exact type, and all entries of qp are convertible to ET.

Here are some recommended combinations of input type (the type of the qp entries) and ET.

input type ET
double MP_Float, Gmpzf, or Gmpq
int MP_Float, or Gmpz
any exact type NT NT
Note
By default, this function performs a large number of runtime-checks to ensure consistency during the solution process. However, these checks slow down the computations by a considerable factor. For maximum efficiency, it is advisable to define the macros CGAL_QP_NO_ASSERTIONS or NDEBUG.
Returns
the solution of the quadratic program qp, solved with exact number type ET.
Examples:
QP_solver/first_qp.cpp, QP_solver/first_qp_basic_constraints.cpp, QP_solver/first_qp_from_iterators.cpp, and QP_solver/first_qp_from_mps.cpp.