public LPSolver(
int input_dimension,
int total_constraint_count,
double[] origin, // Just the image, not the epsilon
double originbound // Bounding rectangle
)
{
solver_ = new GurobiSolver();
input_dimension_ = input_dimension;
int varCount = LPSTerm.TotalVarCount();
Console.WriteLine("Number of variables: " + varCount);
vars_ = new int[varCount];
for (int i = 0; i < varCount; i++)
{
int vid;
solver_.AddVariable("x" + i, out vid);
solver_.SetIntegrality(vid, RobustnessOptions.Integrality);
if (i < origin.Length)
{
double lb = Math.Max(Utils.RobustnessOptions.MinValue, origin[i] - originbound);
double ub = Math.Min(Utils.RobustnessOptions.MaxValue, origin[i] + originbound);
if (lb <= ub)
{
// Tighter bounds for the image variables!
solver_.SetBounds(vid, lb, ub);
}
else
{
// Bound validation failed, very weird. Oh well just don't use the bounds.
// The programmer got the Min/Max values wrong.
solver_.SetBounds(vid, origin[i] - originbound, origin[i] + originbound);
}
}
else
{
solver_.SetBounds(vid, Utils.RobustnessOptions.MinValue, Utils.RobustnessOptions.MaxValue);
}
vars_[i] = vid;
}
}
public void AddConstraint(LPSConstraint ct)
{
int ctid = ct_cnt;
solver_.AddRow("constraint" + ct_cnt, out ctid);
Vector <double> coefficients = ct.Term.GetCoefficients();
int totalvars = LPSTerm.TotalVarCount();
for (int j = 0; j < totalvars; j++)
{
// Due to the way MSF works, if we are adding a 0 coefficient
// this amounts to actually removing it. However, the coefficient
// is not there to start with, hence let's not add it, at all!
if (coefficients[j] != 0)
{
solver_.SetCoefficient(ctid, vars_[j], coefficients[j]);
}
}
switch (ct.Inequality)
{
case InequalityType.LT:
solver_.SetUpperBound(ctid, -ct.Term.Intercept); // - RobustnessOptions.StrictInequalityLambda * Math.Abs(ct.Term.Intercept));
break;
case InequalityType.LE:
solver_.SetUpperBound(ctid, -ct.Term.Intercept);
break;
case InequalityType.GT:
solver_.SetLowerBound(ctid, -ct.Term.Intercept); // + RobustnessOptions.StrictInequalityLambda * Math.Abs(ct.Term.Intercept));
break;
case InequalityType.GE:
solver_.SetLowerBound(ctid, -ct.Term.Intercept);
break;
case InequalityType.EQ:
// solver_.SetValue(ctid, -ct.Term.Intercept); WRONG
solver_.SetBounds(ctid, -ct.Term.Intercept, -ct.Term.Intercept);
break;
default:
break;
}
ct_cnt++;
}