1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
|
{-# LANGUAGE ViewPatterns #-}
{-|
Module : Math.LinProg.LPSolve
Description : Binding for solving LPs with lp_solve library.
Copyright : (c) Justin Bedő, 2014
License : BSD
Maintainer : cu@cua0.org
Stability : experimental
This module allows finding the solution to an LP using the lp_solve library.
The LP is specified using the monad and expressions in Math.LinProg.Types.
Note that the objective is minimised by default, so negation is needed to
maximise instead.
-}
module Math.LinProg.LPSolve (
solve
,solveWithTimeout
,ResultCode(..)
) where
import Control.Applicative
import Control.Monad
import Data.List
import Control.Lens
import Math.LinProg.LPSolve.FFI hiding (solve)
import qualified Math.LinProg.LPSolve.FFI as F
import Math.LinProg.LP
import Math.LinProg.Types
import qualified Data.HashMap.Strict as M
import Data.Hashable
import Prelude hiding (EQ)
solve :: (Hashable v, Eq v, Ord v) => LinProg Double v () -> IO (Maybe ResultCode, [(v, Double)])
solve = solveWithTimeout 0
-- | Solves an LP using lp_solve.
solveWithTimeout :: (Hashable v, Eq v, Ord v) => Integer -> LinProg Double v () -> IO (Maybe ResultCode, [(v, Double)])
solveWithTimeout t (compile -> lp) = do
model <- makeLP nconstr nvars
case model of
Nothing -> return (Nothing, [])
Just m' -> with m' $ \m -> do
setTimeout m t
-- Eqs
forM_ (zip [1..] $ lp ^. equals) $ \(i, eq) ->
forM_ (varTerms (fst eq)) $ \(v, w) -> do
let c = negate $ snd eq
setMat m i (varLUT M.! v) w
setConstrType m i EQ
setRHS m i c
return ()
-- Leqs
forM_ (zip [1+nequals..] $ lp ^. leqs) $ \(i, eq) ->
forM_ (varTerms (fst eq)) $ \(v, w) -> do
let c = negate $ snd eq
setMat m i (varLUT M.! v) w
setConstrType m i LE
setRHS m i c
return ()
-- Ints
forM_ (lp ^. ints) $ \v -> do
setInt m (varLUT M.! v)
-- Bins
forM_ (lp ^. bins) $ \v -> do
setBin m (varLUT M.! v)
-- Objective
forM_ (varTerms (lp ^. objective)) $ \(v, w) -> do
void $ setMat m 0 (varLUT M.! v) w
res <- F.solve m
sol <- snd <$> getSol nvars m
let vars = zip (M.keys varLUT) sol
return (Just res, vars)
where
nconstr = length allConstr
nvars = M.size varLUT
nequals = length (lp ^. equals)
allConstr = (lp ^. equals) ++ (lp ^. leqs)
varLUT = M.fromList $ zip (sort $ nub $ concatMap (vars . fst) allConstr ++ vars (lp ^. objective)) [1..]
with m f = do
r <- f m
freeLP m
return r
|
