move src to ortools; simplified python generation; remove some namespaces in the ortools/base helper files

This commit is contained in:
Laurent Perron
2017-04-26 17:30:25 +02:00
parent a50732924c
commit 66b8d23079
611 changed files with 6579 additions and 5848 deletions

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// Copyright 2010-2014 Google
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
#ifndef OR_TOOLS_LINEAR_SOLVER_LINEAR_EXPR_H_
#define OR_TOOLS_LINEAR_SOLVER_LINEAR_EXPR_H_
// This file allows you to write natural code (like a mathematical equation) to
// model optimization problems with MPSolver. It is syntatic sugar on top of
// the MPSolver API, it provides no additional functionality. Use of these APIs
// makes it much easier to write code that is both simple and big-O optimal for
// creating your model, at the cost of some additional constant factor
// overhead. If model creation is a bottleneck in your problem, consider using
// the MPSolver API directly instead.
//
// This file contains two classes:
// 1. LinearExpr: models offset + sum_{i in S} a_i*x_i for decision var x_i,
// 2. LinearRange: models lb <= sum_{i in S} a_i*x_i <= ub,
// and it provides various operator overloads to build up "LinearExpr"s and
// then convert them to "LinearRange"s.
//
// Recommended use (avoids dangerous code):
//
// MPSolver solver = ...;
// const LinearExpr x = solver.MakeVar(...); // Note: implicit conversion
// const LinearExpr y = solver.MakeVar(...);
// const LinearExpr z = solver.MakeVar(...);
// const LinearExpr e1 = x + y;
// const LinearExpr e2 = (e1 + 7.0 + z)/3.0;
// const LinearRange r = e1 <= e2;
// solver.AddRowConstraint(r);
//
// WARNING, AVOID THIS TRAP:
//
// MPSolver solver = ...;
// MPVariable* x = solver.MakeVar(...);
// LinearExpr y = x + 5;
//
// In evaluating "x+5" above, x is NOT converted to a LinearExpr before the
// addition, but rather is treated as a pointer, so x+5 gives a new pointer to
// garbage memory.
//
// For this reason, when using LinearExpr, it is best practice to:
// 1. use double literals instead of ints (e.g. "x + 5.0", not "x + 5"),
// 2. Immediately convert all MPVariable* to LinearExpr on creation, and only
// hold references to the "LinearExpr"s.
//
// Likewise, the following code is NOT recommended:
// MPSolver solver = ...;
// MPVariable* x = solver.MakeVar(...);
// MPVariable* y = solver.MakeVar(...);
// LinearExpr e1 = LinearExpr(x) + y + 5;
//
// While it is correct, it violates the natural assumption that the + operator
// is associative. Thus you are setting a trap for future modifications of the
// code, as any of the following changes would lead to the above failure mode:
// * LinearExpr e1 = LinearExpr(x) + (y + 5);
// * LinearExpr e1 = y + 5 + LinearExpr(x);
#include <unordered_map>
namespace operations_research {
// NOTE(user): forward declaration is necessary due to cyclic dependencies,
// MPVariable is defined in linear_solver.h, which depends on LinearExpr.
class MPVariable;
// LinearExpr models a quantity that is linear in the decision variables
// (MPVariable) of an optimization problem, i.e.
//
// offset + sum_{i in S} a_i*x_i,
//
// where the a_i and offset are constants and the x_i are MPVariables. You can
// use a LinearExpr "linear_expr" with an MPSolver "solver" to:
// * Set as the objective of your optimization problem, e.g.
//
// solver.MutableObjective()->MaximizeLinearExpr(linear_expr);
//
// * Create a constraint in your optimization, e.g.
//
// solver.AddRowConstraint(linear_expr1 <= linear_expr2);
//
// * Get the value of the quantity after solving, e.g.
//
// solver.Solve();
// solver.SolutionValue(linear_expr);
//
// LinearExpr is allowed to delete variables with coefficient zero from the map,
// but is not obligated to do so.
class LinearExpr {
public:
LinearExpr();
// Possible implicit conversions are intentional.
LinearExpr(double constant); // NOLINT
// Possible implicit conversions are intentional.
// Warning: var is not owned.
LinearExpr(const MPVariable* var); // NOLINT
// Returns 1-var.
// NOTE(user): if var is binary variable, this corresponds to the logical
// negation of var.
// Passing by value is intentional, see the discussion on binary ops.
static LinearExpr NotVar(LinearExpr var);
LinearExpr& operator+=(const LinearExpr& rhs);
LinearExpr& operator-=(const LinearExpr& rhs);
LinearExpr& operator*=(double rhs);
LinearExpr& operator/=(double rhs);
LinearExpr operator-() const;
double offset() const { return offset_; }
const std::unordered_map<const MPVariable*, double>& terms() const {
return terms_;
}
private:
double offset_;
std::unordered_map<const MPVariable*, double> terms_;
};
// NOTE(user): in the ops below, the non-"const LinearExpr&" are intentional.
// We need to create a new LinearExpr for the result, so we lose nothing by
// passing one argument by value, mutating it, and then returning it. In
// particular, this allows (with move semantics and RVO) an optimized
// evaluation of expressions such as
// a + b + c + d
// (see http://en.cppreference.com/w/cpp/language/operators).
LinearExpr operator+(LinearExpr lhs, const LinearExpr& rhs);
LinearExpr operator-(LinearExpr lhs, const LinearExpr& rhs);
LinearExpr operator*(LinearExpr lhs, double rhs);
LinearExpr operator/(LinearExpr lhs, double rhs);
LinearExpr operator*(double lhs, LinearExpr rhs);
// An expression of the form:
// lower_bound <= sum_{i in S} a_i*x_i <= upper_bound.
// The sum is represented as a LinearExpr with offset 0.
//
// Must be added to model with
// MPSolver::AddRowConstraint(const LinearRange& range[, const std::string& name]);
class LinearRange {
public:
LinearRange();
// The bounds of the linear range are updated so that they include the offset
// from "linear_expr", i.e., we form the range:
// lower_bound - offset <= linear_expr - offset <= upper_bound - offset.
LinearRange(double lower_bound, const LinearExpr& linear_expr,
double upper_bound);
double lower_bound() const { return lower_bound_; }
const LinearExpr& linear_expr() const { return linear_expr_; }
double upper_bound() const { return upper_bound_; }
private:
double lower_bound_;
// invariant: linear_expr_.offset() == 0.
LinearExpr linear_expr_;
double upper_bound_;
};
LinearRange operator<=(const LinearExpr& lhs, const LinearExpr& rhs);
LinearRange operator==(const LinearExpr& lhs, const LinearExpr& rhs);
LinearRange operator>=(const LinearExpr& lhs, const LinearExpr& rhs);
// TODO(user, ondrasej): explore defining more overloads to support:
// solver.AddRowConstraint(0.0 <= x + y + z <= 1.0);
} // namespace operations_research
#endif // OR_TOOLS_LINEAR_SOLVER_LINEAR_EXPR_H_