1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | using System;
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23 | using System.Threading;
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24 | using Google.OrTools.LinearSolver;
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25 | using HeuristicLab.Common;
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26 | using HeuristicLab.Core;
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27 | using HeuristicLab.Data;
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28 | using HeuristicLab.Optimization;
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29 | using HeuristicLab.Parameters;
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30 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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31 |
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32 | namespace HeuristicLab.MathematicalOptimization.LinearProgramming {
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33 |
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34 | [Item("Linear/Mixed Integer Programming (LP/MIP)", "Linear/mixed integer programming implemented in several solvers. " +
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35 | "See also https://dev.heuristiclab.com/trac.fcgi/wiki/Documentation/Howto/LinearMixedIntegerProgramming")] // TODO: update link
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36 | [Creatable(CreatableAttribute.Categories.ExactAlgorithms)]
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37 | [StorableClass]
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38 | public class LinearProgrammingAlgorithm : BasicAlgorithm {
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39 |
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40 | [Storable]
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41 | private readonly IFixedValueParameter<DoubleValue> dualToleranceParam;
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42 |
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43 | [Storable]
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44 | private readonly IFixedValueParameter<FileValue> exportModelParam;
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45 |
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46 | [Storable]
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47 | private readonly IFixedValueParameter<EnumValue<LpAlgorithmValues>> lpAlgorithmParam;
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48 |
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49 | [Storable]
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50 | private readonly IFixedValueParameter<BoolValue> presolveParam;
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51 |
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52 | [Storable]
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53 | private readonly IFixedValueParameter<DoubleValue> primalToleranceParam;
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54 |
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55 | [Storable]
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56 | private readonly IFixedValueParameter<PercentValue> relativeGapToleranceParam;
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57 |
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58 | [Storable]
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59 | private readonly IFixedValueParameter<BoolValue> scalingParam;
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60 |
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61 | [Storable]
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62 | private readonly IFixedValueParameter<TimeSpanValue> timeLimitParam;
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63 |
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64 | [Storable]
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65 | private IConstrainedValueParameter<ILinearSolver> linearSolverParam;
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66 |
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67 | public LinearProgrammingAlgorithm() {
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68 | Parameters.Add(linearSolverParam =
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69 | new ConstrainedValueParameter<ILinearSolver>(nameof(LinearSolver), "The solver used to solve the model."));
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70 |
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71 | ILinearSolver defaultSolver;
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72 | linearSolverParam.ValidValues.Add(new BopSolver());
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73 | linearSolverParam.ValidValues.Add(defaultSolver = new CoinOrSolver());
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74 | linearSolverParam.ValidValues.Add(new CplexSolver());
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75 | linearSolverParam.ValidValues.Add(new GlopSolver());
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76 | linearSolverParam.ValidValues.Add(new GlpkSolver());
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77 | linearSolverParam.ValidValues.Add(new GurobiSolver());
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78 | linearSolverParam.ValidValues.Add(new ScipSolver());
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79 | linearSolverParam.Value = defaultSolver;
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80 |
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81 | Parameters.Add(relativeGapToleranceParam = new FixedValueParameter<PercentValue>(nameof(RelativeGapTolerance),
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82 | "Limit for relative MIP gap.", new PercentValue(MPSolverParameters.kDefaultRelativeMipGap)));
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83 | Parameters.Add(timeLimitParam = new FixedValueParameter<TimeSpanValue>(nameof(TimeLimit),
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84 | "Limit for runtime. Set to zero for unlimited runtime.", new TimeSpanValue()));
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85 | Parameters.Add(presolveParam =
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86 | new FixedValueParameter<BoolValue>(nameof(Presolve), "Advanced usage: presolve mode.", new BoolValue()));
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87 | Parameters.Add(lpAlgorithmParam = new FixedValueParameter<EnumValue<LpAlgorithmValues>>(nameof(LpAlgorithm),
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88 | "Algorithm to solve linear programs.", new EnumValue<LpAlgorithmValues>(LpAlgorithmValues.DualSimplex)));
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89 | Parameters.Add(dualToleranceParam = new FixedValueParameter<DoubleValue>(nameof(DualTolerance),
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90 | "Advanced usage: tolerance for dual feasibility of basic solutions.",
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91 | new DoubleValue(MPSolverParameters.kDefaultDualTolerance)));
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92 | Parameters.Add(primalToleranceParam = new FixedValueParameter<DoubleValue>(nameof(PrimalTolerance),
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93 | "Advanced usage: tolerance for primal feasibility of basic solutions. " +
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94 | "This does not control the integer feasibility tolerance of integer " +
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95 | "solutions for MIP or the tolerance used during presolve.",
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96 | new DoubleValue(MPSolverParameters.kDefaultPrimalTolerance)));
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97 | Parameters.Add(scalingParam = new FixedValueParameter<BoolValue>(nameof(Scaling),
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98 | "Advanced usage: enable or disable matrix scaling.", new BoolValue()));
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99 | Parameters.Add(exportModelParam =
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100 | new FixedValueParameter<FileValue>(nameof(ExportModel),
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101 | "Path of the file the model should be exported to. Run the algorithm to export the model.",
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102 | new FileValue {
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103 | SaveFile = true,
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104 | FileDialogFilter = "CPLEX LP File (*.lp)|*.lp|" +
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105 | "Mathematical Programming System File (*.mps)|*.mps|" +
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106 | "Google OR-Tools Protocol Buffers Text File (*.prototxt)|*.prototxt|" +
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107 | "Google OR-Tools Protocol Buffers Binary File (*.bin)|*.bin"
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108 | }));
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109 |
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110 | Problem = new LinearProgrammingProblem();
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111 | }
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112 |
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113 | [StorableConstructor]
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114 | protected LinearProgrammingAlgorithm(bool deserializing)
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115 | : base(deserializing) {
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116 | }
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117 |
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118 | protected LinearProgrammingAlgorithm(LinearProgrammingAlgorithm original, Cloner cloner)
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119 | : base(original, cloner) {
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120 | linearSolverParam = cloner.Clone(original.linearSolverParam);
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121 | relativeGapToleranceParam = cloner.Clone(original.relativeGapToleranceParam);
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122 | timeLimitParam = cloner.Clone(original.timeLimitParam);
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123 | presolveParam = cloner.Clone(original.presolveParam);
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124 | lpAlgorithmParam = cloner.Clone(original.lpAlgorithmParam);
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125 | dualToleranceParam = cloner.Clone(original.dualToleranceParam);
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126 | primalToleranceParam = cloner.Clone(original.primalToleranceParam);
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127 | scalingParam = cloner.Clone(original.scalingParam);
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128 | exportModelParam = cloner.Clone(original.exportModelParam);
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129 | }
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130 |
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131 | public double DualTolerance {
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132 | get => dualToleranceParam.Value.Value;
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133 | set => dualToleranceParam.Value.Value = value;
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134 | }
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135 |
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136 | public string ExportModel {
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137 | get => exportModelParam.Value.Value;
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138 | set => exportModelParam.Value.Value = value;
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139 | }
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140 |
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141 | public ILinearSolver LinearSolver {
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142 | get => linearSolverParam.Value;
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143 | set => linearSolverParam.Value = value;
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144 | }
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145 |
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146 | public IConstrainedValueParameter<ILinearSolver> LinearSolverParameter {
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147 | get => linearSolverParam;
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148 | set => linearSolverParam = value;
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149 | }
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150 |
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151 | public LpAlgorithmValues LpAlgorithm {
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152 | get => lpAlgorithmParam.Value.Value;
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153 | set => lpAlgorithmParam.Value.Value = value;
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154 | }
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155 |
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156 | public bool Presolve {
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157 | get => presolveParam.Value.Value;
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158 | set => presolveParam.Value.Value = value;
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159 | }
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160 |
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161 | public double PrimalTolerance {
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162 | get => primalToleranceParam.Value.Value;
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163 | set => primalToleranceParam.Value.Value = value;
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164 | }
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165 |
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166 | public new LinearProgrammingProblem Problem {
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167 | get => (LinearProgrammingProblem)base.Problem;
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168 | set => base.Problem = value;
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169 | }
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170 |
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171 | public override Type ProblemType { get; } = typeof(LinearProgrammingProblem);
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172 |
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173 | public double RelativeGapTolerance {
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174 | get => relativeGapToleranceParam.Value.Value;
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175 | set => relativeGapToleranceParam.Value.Value = value;
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176 | }
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177 |
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178 | public override ResultCollection Results { get; } = new ResultCollection();
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179 |
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180 | public bool Scaling {
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181 | get => scalingParam.Value.Value;
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182 | set => scalingParam.Value.Value = value;
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183 | }
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184 |
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185 | public override bool SupportsPause => LinearSolver.SupportsPause;
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186 |
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187 | public override bool SupportsStop => LinearSolver.SupportsStop;
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188 |
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189 | public TimeSpan TimeLimit {
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190 | get => timeLimitParam.Value.Value;
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191 | set => timeLimitParam.Value.Value = value;
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192 | }
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193 |
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194 | public override IDeepCloneable Clone(Cloner cloner) => new LinearProgrammingAlgorithm(this, cloner);
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195 |
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196 | public override void Pause() {
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197 | base.Pause();
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198 | LinearSolver.InterruptSolve();
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199 | }
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200 |
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201 | public override void Prepare() {
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202 | base.Prepare();
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203 | Results.Clear();
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204 |
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205 | foreach (var solver in linearSolverParam.ValidValues) {
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206 | solver.Reset();
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207 | }
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208 | }
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209 |
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210 | public override void Stop() {
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211 | base.Stop();
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212 | LinearSolver.InterruptSolve();
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213 | }
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214 |
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215 | protected override void Run(CancellationToken cancellationToken) {
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216 | LinearSolver.PrimalTolerance = PrimalTolerance;
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217 | LinearSolver.DualTolerance = DualTolerance;
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218 | LinearSolver.LpAlgorithm = LpAlgorithm;
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219 | LinearSolver.Presolve = Presolve;
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220 | LinearSolver.RelativeGapTolerance = RelativeGapTolerance;
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221 | LinearSolver.Scaling = Scaling;
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222 | LinearSolver.TimeLimit = TimeLimit;
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223 | LinearSolver.ExportModel = ExportModel;
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224 | var executionTime = ExecutionTime;
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225 | ExecutionTimeChanged += (sender, args) => executionTime = ExecutionTime;
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226 | LinearSolver.Solve(Problem.ProblemDefinition, ref executionTime, Results, cancellationToken);
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227 | }
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228 | }
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229 | }
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