Merge pull request #3 from hedtke/make-upper-and-lower-bounds-optional

Make upper and lower bounds in addVar(s) optional

Author: hedtke

include/scippp/model.hpp

@@ -3,6 +3,7 @@
 #include <algorithm>
 #include <array>
 #include <functional>
+#include <optional>
 #include <scip/scip.h>
 #include <string>
 #include <type_traits>
@@ -86,16 +87,16 @@ class Model {
      * @param name of the variable when the model is written.
      * @param coeff Coefficient in the objective function.
      * @param varType variable type.
-     * @param lb lower bound.
-     * @param ub upper bound.
+     * @param lb lower bound. \c std::nullopt is interpreted as -infinity.
+     * @param ub upper bound. \c std::nullopt is interpreted as infinity.
      * @return Reference to the newly created variable.
      */
     Var& addVar(
         const std::string& name,
         SCIP_Real coeff = 0.0,
         VarType varType = VarType::CONTINUOUS,
-        SCIP_Real lb = 0.0,
-        SCIP_Real ub = 1.0);
+        std::optional<SCIP_Real> lb = 0.0,
+        std::optional<SCIP_Real> ub = 1.0);
 
     /**
      * Adds multiple variables to the model.
@@ -106,8 +107,8 @@ class Model {
      * @param numVars number of variables to create.
      * @param coeffs Object holding the coefficients for the objective function.
      * @param varType variable type.
-     * @param lb lower bound.
-     * @param ub upper bound.
+     * @param lb lower bound. \c std::nullopt is interpreted as -infinity.
+     * @param ub upper bound. \c std::nullopt is interpreted as infinity.
      * @return Vector of variables.
      */
     template <typename CoeffType = ConstantCoefficient>
@@ -116,8 +117,8 @@ class Model {
         size_t numVars,
         const CoeffType& coeffs = COEFF_ZERO,
         VarType varType = VarType::CONTINUOUS,
-        SCIP_Real lb = 0.0,
-        SCIP_Real ub = 1.0)
+        std::optional<SCIP_Real> lb = 0.0,
+        std::optional<SCIP_Real> ub = 1.0)
     {
         std::vector<Var> result;
         result.reserve(numVars);
@@ -149,8 +150,8 @@ class Model {
         const std::string& prefix,
         const CoeffType& coeffs = COEFF_ZERO,
         VarType varType = VarType::CONTINUOUS,
-        SCIP_Real lb = 0.0,
-        SCIP_Real ub = 1.0)
+        std::optional<SCIP_Real> lb = 0.0,
+        std::optional<SCIP_Real> ub = 1.0)
     {
         std::array<Var, NumVars> result;
         auto vec { addVars(prefix, NumVars, coeffs, varType, lb, ub) };

source/model.cpp

@@ -6,15 +6,20 @@
 
 namespace scippp {
 
-Var& Model::addVar(const std::string& name, SCIP_Real coeff, VarType varType, SCIP_Real lb, SCIP_Real ub)
+Var& Model::addVar(
+    const std::string& name,
+    SCIP_Real coeff,
+    VarType varType,
+    std::optional<SCIP_Real> lb,
+    std::optional<SCIP_Real> ub)
 {
     SCIP_VAR* var { nullptr };
     m_scipCallWrapper(SCIPcreateVarBasic(
         m_scip, /* SCIP environment */
         &var, /* reference to the variable */
         name.c_str(), /* name of the variable */
-        lb, /* lower bound of the variable */
-        ub, /* upper bound of the variable */
+        lb != std::nullopt ? lb.value() : -SCIPinfinity(m_scip), /* lower bound of the variable */
+        ub != std::nullopt ? ub.value() : SCIPinfinity(m_scip), /* upper bound of the variable */
         coeff, /* obj. coefficient. */
         static_cast<SCIP_Vartype>(varType) /* variable is binary */
         ));

test/test_add_var.cpp

@@ -0,0 +1,78 @@
+#include <boost/test/unit_test.hpp>
+
+#include "scippp/model.hpp"
+
+using namespace scippp;
+using namespace std;
+
+BOOST_AUTO_TEST_SUITE(AddVar)
+
+// lb nullopt ub value lNuD
+// lb nullopt ub nullopt lNuN
+// lb value ub value GetSolVal
+// lb value ub nullopt lDuN
+
+const SCIP_Real LB_DEFAULT { 0.0 };
+const SCIP_Real UB_DEFAULT { 1.0 };
+
+BOOST_AUTO_TEST_CASE(lDuN, *boost::unit_test::tolerance(1e-3))
+{
+    Model m1("Simple");
+    auto x1 = m1.addVar("x_1", 1, VarType::CONTINUOUS, LB_DEFAULT, nullopt);
+    auto x2 = m1.addVar("x_2", 1);
+    m1.addConstr(x1 + x2 <= 1, "line");
+    m1.setObjsense(Sense::MINIMIZE);
+    m1.solve();
+    BOOST_REQUIRE(m1.getNSols() > 0);
+    BOOST_TEST(m1.getPrimalbound() == 0);
+
+    Model m2("Simple");
+    x1 = m2.addVar("x_1", 1, VarType::CONTINUOUS, LB_DEFAULT, nullopt);
+    x2 = m2.addVar("x_2", 1);
+    m2.addConstr(x1 + x2 >= 1, "line");
+    m2.setObjsense(Sense::MAXIMIZE);
+    m2.solve();
+    BOOST_TEST(m2.getStatus() == SCIP_STATUS_UNBOUNDED);
+}
+
+BOOST_AUTO_TEST_CASE(lNuD, *boost::unit_test::tolerance(1e-3))
+{
+    Model m1("Simple");
+    auto x1 = m1.addVar("x_1", 1, VarType::CONTINUOUS, nullopt, UB_DEFAULT);
+    auto x2 = m1.addVar("x_2", 1);
+    m1.addConstr(x1 + x2 <= 1, "line");
+    m1.setObjsense(Sense::MINIMIZE);
+    m1.solve();
+    BOOST_TEST(m1.getStatus() == SCIP_STATUS_UNBOUNDED);
+
+    Model m2("Simple");
+    x1 = m2.addVar("x_1", 1, VarType::CONTINUOUS, nullopt, UB_DEFAULT);
+    x2 = m2.addVar("x_2", 1);
+    m2.addConstr(x1 + x2 <= 1, "line");
+    m2.setObjsense(Sense::MAXIMIZE);
+    m2.solve();
+    BOOST_REQUIRE(m2.getNSols() > 0);
+    BOOST_TEST(m2.getPrimalbound() == 1);
+}
+
+BOOST_AUTO_TEST_CASE(lNuN, *boost::unit_test::tolerance(1e-3))
+{
+    Model m1("Simple");
+    auto x1 = m1.addVar("x_1", 1, VarType::CONTINUOUS, nullopt, nullopt);
+    auto x2 = m1.addVar("x_2", 1);
+    m1.addConstr(x1 + x2 <= 1, "line");
+    m1.setObjsense(Sense::MINIMIZE);
+    m1.solve();
+    BOOST_TEST(m1.getStatus() == SCIP_STATUS_UNBOUNDED);
+
+    Model m2("Simple");
+    x1 = m2.addVar("x_1", 1, VarType::CONTINUOUS, nullopt, nullopt);
+    x2 = m2.addVar("x_2", 1);
+    m2.addConstr(x1 + x2 <= 1, "line");
+    m2.setObjsense(Sense::MAXIMIZE);
+    m2.solve();
+    BOOST_REQUIRE(m2.getNSols() > 0);
+    BOOST_TEST(m2.getPrimalbound() == 1);
+}
+
+BOOST_AUTO_TEST_SUITE_END()

test/test_var.cpp

@@ -1,7 +1,6 @@
 #include <boost/test/unit_test.hpp>
 
 #include "scippp/model.hpp"
-#include "scippp/parameters.hpp"
 
 using namespace scippp;
 using namespace std;