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* Allow LPs in which not all variables are part of the objective functionBjoern Brandenburg2013-02-12
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* Add support for dumping LPs to iostreamsBjoern Brandenburg2013-02-12
| | | | Quite handy when debugging LPs...
* C++ LP analysis: add LP debugging helperBjoern Brandenburg2013-02-12
| | | | Dump a LP solution to a stream for inspection.
* Implement CPLEX integration via C APIBjoern Brandenburg2013-02-12
| | | | | | | | Using the plain, old C API seems to be *much* faster. single: lp_dpcp_bounds::cpu_costs: total=19569.9ms last=93.2767ms average=88.9543ms count=220 lp_dflp_bounds::cpu_costs: total=21537.3ms last=102.459ms average=97.8969ms count=220
* Set CPLEX options to improve solving speedBjoern Brandenburg2013-02-12
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | With CPLEX 12, we are seeing the following solving speeds. single + Primal + PreDuall=-1: lp_dpcp_bounds::cpu_costs: total=23692.1ms last=403.739ms average=401.561ms count=59 lp_dflp_bounds::cpu_costs: total=27054.6ms last=459.518ms average=458.553ms count=59 single + Primal + PreDual=1: lp_dpcp_bounds::cpu_costs: total=33478.5ms last=404.556ms average=403.355ms count=83 lp_dflp_bounds::cpu_costs: total=38773.8ms last=467.097ms average=467.154ms count=83 single + Primal + DepInd=3: lp_dpcp_bounds::cpu_costs: total=18319.7ms last=419.785ms average=416.356ms count=44 lp_dflp_bounds::cpu_costs: total=21017.1ms last=477.474ms average=477.661ms count=44 single + Primal + DepInd=1: lp_dpcp_bounds::cpu_costs: total=12046.9ms last=419.514ms average=415.411ms count=29 lp_dflp_bounds::cpu_costs: total=13843.3ms last=477.015ms average=477.356ms count=29 single + Primal + PreInd=0: lp_dpcp_bounds::cpu_costs: total=17678.5ms last=445.003ms average=441.964ms count=40 lp_dflp_bounds::cpu_costs: total=17841.8ms last=446.056ms average=446.044ms count=40 single + Sifting: lp_dpcp_bounds::cpu_costs: total=42553.6ms last=657.655ms average=709.227ms count=60 lp_dflp_bounds::cpu_costs: total=50444.8ms last=728.922ms average=840.746ms count=60 single + Barrier: lp_dpcp_bounds::cpu_costs: total=28709.2ms last=453.862ms average=455.701ms count=63 lp_dflp_bounds::cpu_costs: total=43688.5ms last=625.312ms average=693.468ms count=63 single + Barrier + DepInd=1: lp_dpcp_bounds::cpu_costs: total=5358.42ms last=452.804ms average=446.535ms count=12 lp_dflp_bounds::cpu_costs: total=9561.53ms last=808.225ms average=796.794ms count=12 single + Dual: lp_dpcp_bounds::cpu_costs: total=63654.2ms last=419.534ms average=418.778ms count=152 lp_dflp_bounds::cpu_costs: total=72434.2ms last=476.049ms average=476.541ms count=152 single + Dual + PreDual: lp_dpcp_bounds::cpu_costs: total=24125.4ms last=403.458ms average=402.089ms count=60 lp_dflp_bounds::cpu_costs: total=27963.9ms last=465.245ms average=466.065ms count=60 single + Dual + PreDual + DepInd=3: lp_dpcp_bounds::cpu_costs: total=28022.3ms last=419.838ms average=418.243ms count=67 lp_dflp_bounds::cpu_costs: total=32532.4ms last=485.097ms average=485.558ms count=67 single + Dual + DepInd=3: lp_dpcp_bounds::cpu_costs: total=123606ms last=419.05ms average=419.002ms count=295 lp_dflp_bounds::cpu_costs: total=140686ms last=477.03ms average=476.903ms count=295
* Set GLPK options to improve solving speedBjoern Brandenburg2013-02-12
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | With GLPK v4.43, we are seeing the following solving speends on wks-50-12 with testmain. single: lp_dpcp_bounds::cpu_costs: total=338281ms last=561.457ms average=560.996ms count=603 lp_dflp_bounds::cpu_costs: total=109988ms last=183.426ms average=182.401ms count=603 single+GLP_DUALP: lp_dpcp_bounds::cpu_costs: total=27461.7ms last=397.327ms average=397.996ms count=69 lp_dflp_bounds::cpu_costs: total=31928.1ms last=461.537ms average=462.726ms count=69 single + GLP_DUALP + GLP_PT_STD: lp_dpcp_bounds::cpu_costs: total=16134.9ms last=404.367ms average=403.373ms count=40 lp_dflp_bounds::cpu_costs: total=18827.3ms last=487.815ms average=470.683ms count=40 single + GLP_PT_STD: lp_dpcp_bounds::cpu_costs: total=28215.7ms last=511.512ms average=503.852ms count=56 lp_dflp_bounds::cpu_costs: total=9944.36ms last=177.432ms average=177.578ms count=56 bsingle + GLP_RT_STD: lp_dpcp_bounds::cpu_costs: total=105168ms last=562.115ms average=559.402ms count=188 lp_dflp_bounds::cpu_costs: total=34179ms last=182.362ms average=181.803ms count=188 single + GLP_RT_STD + GLP_PT_STD: lp_dpcp_bounds::cpu_costs: total=190591ms last=510.497ms average=509.602ms count=374 lp_dflp_bounds::cpu_costs: total=65934.2ms last=176.804ms average=176.295ms count=374 With merged LPs, it's unbearably slow: lp_dpcp_bounds::cpu_costs: total=30727.3ms last=15253.7ms average=10242.4ms count=3 lp_dflp_bounds::cpu_costs: total=6389.68ms last=2128.94ms average=2129.89ms count=3
* Add GLPK IntegrationBjoern Brandenburg2013-02-12
| | | | | Add a bridge to the GLPK library. Availability is auto-discovered by the build system. Most of the code is solver-agnostic.
* Add support for tracking total LP generation / solving costBjoern Brandenburg2013-02-12
| | | | | | Interestingly, this shows that generating huge LPs is not necessarily any faster than creating and solving many small LPs. Further investigation required.
* Add CPLEX integrationBjoern Brandenburg2013-02-12
| | | | | | | This patch introduces a concrete subclass of Solution that implements the actual solving of linear programs by means of invoking the CPLEX Concert Technology API. The project can still be compiled on systems that do not have CPLEX installed.
* Add simple C++ linear program representationBjoern Brandenburg2013-02-12
- Constraints are expressed as lists of terms. - Linear programs consist of only equalities and less-than-or-equal constraints. - Solvers hide behind an abstract solution class that can evaluate linear expressions.
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