(* Title: HOL/Matrix_LP/CplexMatrixConverter.ML
Author: Steven Obua
*)
signature MATRIX_BUILDER =
sig
type vector
type matrix
val empty_vector : vector
val empty_matrix : matrix
exception Nat_expected of int
val set_elem : vector -> int -> string -> vector
val set_vector : matrix -> int -> vector -> matrix
end;
signature CPLEX_MATRIX_CONVERTER =
sig
structure cplex : CPLEX
structure matrix_builder : MATRIX_BUILDER
type vector = matrix_builder.vector
type matrix = matrix_builder.matrix
type naming = int * (int -> string) * (string -> int)
exception Converter of string
(* program must fulfill is_normed_cplexProg and must be an element of the image of elim_nonfree_bounds *)
(* convert_prog maximize c A b naming *)
val convert_prog : cplex.cplexProg -> bool * vector * matrix * vector * naming
(* results must be optimal, converts_results returns the optimal value as string and the solution as vector *)
(* convert_results results name2index *)
val convert_results : cplex.cplexResult -> (string -> int) -> string * vector
end;
functor MAKE_CPLEX_MATRIX_CONVERTER (structure cplex: CPLEX and matrix_builder: MATRIX_BUILDER) : CPLEX_MATRIX_CONVERTER =
struct
structure cplex = cplex
structure matrix_builder = matrix_builder
type matrix = matrix_builder.matrix
type vector = matrix_builder.vector
type naming = int * (int -> string) * (string -> int)
open matrix_builder
open cplex
exception Converter of string;
fun neg_term (cplexNeg t) = t
| neg_term (cplexSum ts) = cplexSum (map neg_term ts)
| neg_term t = cplexNeg t
fun convert_prog (cplexProg (_, goal, constrs, bounds)) =
let
fun build_naming index i2s s2i [] = (index, i2s, s2i)
| build_naming index i2s s2i (cplexBounds (cplexNeg cplexInf, cplexLeq, cplexVar v, cplexLeq, cplexInf)::bounds)
= build_naming (index+1) (Inttab.update (index, v) i2s) (Symtab.update_new (v, index) s2i) bounds
| build_naming _ _ _ _ = raise (Converter "nonfree bound")
val (varcount, i2s_tab, s2i_tab) = build_naming 0 Inttab.empty Symtab.empty bounds
fun i2s i = case Inttab.lookup i2s_tab i of NONE => raise (Converter "index not found")
| SOME n => n
fun s2i s = case Symtab.lookup s2i_tab s of NONE => raise (Converter ("name not found: "^s))
| SOME i => i
fun num2str positive (cplexNeg t) = num2str (not positive) t
| num2str positive (cplexNum num) = if positive then num else "-"^num
| num2str _ _ = raise (Converter "term is not a (possibly signed) number")
fun setprod vec positive (cplexNeg t) = setprod vec (not positive) t
| setprod vec positive (cplexVar v) = set_elem vec (s2i v) (if positive then "1" else "-1")
| setprod vec positive (cplexProd (cplexNum num, cplexVar v)) =
set_elem vec (s2i v) (if positive then num else "-"^num)
| setprod _ _ _ = raise (Converter "term is not a normed product")
fun sum2vec (cplexSum ts) = fold (fn t => fn vec => setprod vec true t) ts empty_vector
| sum2vec t = setprod empty_vector true t
fun constrs2Ab j A b [] = (A, b)
| constrs2Ab j A b ((_, cplexConstr (cplexLeq, (t1,t2)))::cs) =
constrs2Ab (j+1) (set_vector A j (sum2vec t1)) (set_elem b j (num2str true t2)) cs
| constrs2Ab j A b ((_, cplexConstr (cplexGeq, (t1,t2)))::cs) =
constrs2Ab (j+1) (set_vector A j (sum2vec (neg_term t1))) (set_elem b j (num2str true (neg_term t2))) cs
| constrs2Ab j A b ((_, cplexConstr (cplexEq, (t1,t2)))::cs) =
constrs2Ab j A b ((NONE, cplexConstr (cplexLeq, (t1,t2)))::
(NONE, cplexConstr (cplexGeq, (t1, t2)))::cs)
| constrs2Ab _ _ _ _ = raise (Converter "no strict constraints allowed")
val (A, b) = constrs2Ab 0 empty_matrix empty_vector constrs
val (goal_maximize, goal_term) =
case goal of
(cplexMaximize t) => (true, t)
| (cplexMinimize t) => (false, t)
in
(goal_maximize, sum2vec goal_term, A, b, (varcount, i2s, s2i))
end
fun convert_results (cplex.Optimal (opt, entries)) name2index =
let
fun setv (name, value) v = matrix_builder.set_elem v (name2index name) value
in
(opt, fold setv entries (matrix_builder.empty_vector))
end
| convert_results _ _ = raise (Converter "No optimal result")
end;
structure SimpleMatrixBuilder : MATRIX_BUILDER =
struct
type vector = (int * string) list
type matrix = (int * vector) list
val empty_matrix = []
val empty_vector = []
exception Nat_expected of int;
fun set_elem v i s = v @ [(i, s)]
fun set_vector m i v = m @ [(i, v)]
end;
structure SimpleCplexMatrixConverter =
MAKE_CPLEX_MATRIX_CONVERTER(structure cplex = Cplex and matrix_builder = SimpleMatrixBuilder);