annotate scripts/optimization/glpk.m @ 29359:7854d5752dd2

maint: merge stable to default.
author John W. Eaton <jwe@octave.org>
date Wed, 10 Feb 2021 10:10:40 -0500
parents 0de38a6ef693 0a5b15007766
children 796f54d4ddbf
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1 ########################################################################
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2 ##
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3 ## Copyright (C) 2005-2021 The Octave Project Developers
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4 ##
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5 ## See the file COPYRIGHT.md in the top-level directory of this
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6 ## distribution or <https://octave.org/copyright/>.
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7 ##
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8 ## This file is part of Octave.
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9 ##
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10 ## Octave is free software: you can redistribute it and/or modify it
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11 ## under the terms of the GNU General Public License as published by
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12 ## the Free Software Foundation, either version 3 of the License, or
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13 ## (at your option) any later version.
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14 ##
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15 ## Octave is distributed in the hope that it will be useful, but
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16 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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17 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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18 ## GNU General Public License for more details.
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19 ##
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20 ## You should have received a copy of the GNU General Public License
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21 ## along with Octave; see the file COPYING. If not, see
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22 ## <https://www.gnu.org/licenses/>.
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23 ##
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24 ########################################################################
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25
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26 ## -*- texinfo -*-
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27 ## @deftypefn {} {[@var{xopt}, @var{fmin}, @var{errnum}, @var{extra}] =} glpk (@var{c}, @var{A}, @var{b}, @var{lb}, @var{ub}, @var{ctype}, @var{vartype}, @var{sense}, @var{param})
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28 ## Solve a linear program using the GNU @sc{glpk} library.
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29 ##
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30 ## Given three arguments, @code{glpk} solves the following standard LP:
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31 ## @tex
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32 ## $$
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33 ## \min_x C^T x
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34 ## $$
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35 ## @end tex
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36 ## @ifnottex
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37 ##
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38 ## @example
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39 ## min C'*x
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40 ## @end example
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41 ##
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42 ## @end ifnottex
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43 ## subject to
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44 ## @tex
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45 ## $$
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46 ## Ax = b \qquad x \geq 0
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47 ## $$
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48 ## @end tex
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49 ## @ifnottex
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50 ##
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51 ## @example
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52 ## @group
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53 ## A*x = b
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54 ## x >= 0
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55 ## @end group
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56 ## @end example
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57 ##
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58 ## @end ifnottex
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59 ## but may also solve problems of the form
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60 ## @tex
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61 ## $$
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62 ## [ \min_x | \max_x ] C^T x
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63 ## $$
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64 ## @end tex
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65 ## @ifnottex
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66 ##
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67 ## @example
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68 ## [ min | max ] C'*x
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69 ## @end example
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70 ##
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71 ## @end ifnottex
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72 ## subject to
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73 ## @tex
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74 ## $$
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75 ## Ax [ = | \leq | \geq ] b \qquad LB \leq x \leq UB
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76 ## $$
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77 ## @end tex
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78 ## @ifnottex
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79 ##
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80 ## @example
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81 ## @group
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82 ## A*x [ "=" | "<=" | ">=" ] b
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83 ## x >= LB
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84 ## x <= UB
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85 ## @end group
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86 ## @end example
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87 ##
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88 ## @end ifnottex
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89 ##
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90 ## Input arguments:
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91 ##
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92 ## @table @var
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93 ## @item c
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94 ## A column array containing the objective function coefficients.
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95 ##
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96 ## @item A
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97 ## A matrix containing the constraints coefficients.
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98 ##
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99 ## @item b
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100 ## A column array containing the right-hand side value for each constraint in
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101 ## the constraint matrix.
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102 ##
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103 ## @item lb
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104 ## An array containing the lower bound on each of the variables. If @var{lb}
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105 ## is not supplied, the default lower bound for the variables is zero.
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106 ##
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107 ## @item ub
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108 ## An array containing the upper bound on each of the variables. If @var{ub}
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109 ## is not supplied, the default upper bound is assumed to be infinite.
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110 ##
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111 ## @item ctype
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112 ## An array of characters containing the sense of each constraint in the
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113 ## constraint matrix. Each element of the array may be one of the following
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114 ## values
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115 ##
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116 ## @table @asis
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117 ## @item @qcode{"F"}
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118 ## A free (unbounded) constraint (the constraint is ignored).
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119 ##
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120 ## @item @qcode{"U"}
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121 ## An inequality constraint with an upper bound (@code{A(i,:)*x <= b(i)}).
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122 ##
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123 ## @item @qcode{"S"}
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124 ## An equality constraint (@code{A(i,:)*x = b(i)}).
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125 ##
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126 ## @item @qcode{"L"}
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127 ## An inequality with a lower bound (@code{A(i,:)*x >= b(i)}).
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128 ##
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129 ## @item @qcode{"D"}
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130 ## An inequality constraint with both upper and lower bounds
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131 ## (@code{A(i,:)*x >= -b(i)}) @emph{and} (@code{A(i,:)*x <= b(i)}).
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132 ## @end table
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133 ##
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134 ## @item vartype
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135 ## A column array containing the types of the variables.
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136 ##
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137 ## @table @asis
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138 ## @item @qcode{"C"}
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139 ## A continuous variable.
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140 ##
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141 ## @item @qcode{"I"}
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142 ## An integer variable.
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143 ## @end table
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144 ##
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145 ## @item sense
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146 ## If @var{sense} is 1, the problem is a minimization. If @var{sense} is -1,
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147 ## the problem is a maximization. The default value is 1.
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148 ##
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149 ## @item param
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150 ## A structure containing the following parameters used to define the
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151 ## behavior of solver. Missing elements in the structure take on default
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152 ## values, so you only need to set the elements that you wish to change from
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153 ## the default.
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154 ##
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155 ## Integer parameters:
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156 ##
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157 ## @table @code
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158 ## @item msglev (default: 1)
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159 ## Level of messages output by solver routines:
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160 ##
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161 ## @table @asis
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162 ## @item 0 (@w{@code{GLP_MSG_OFF}})
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163 ## No output.
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164 ##
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165 ## @item 1 (@w{@code{GLP_MSG_ERR}})
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166 ## Error and warning messages only.
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167 ##
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168 ## @item 2 (@w{@code{GLP_MSG_ON}})
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169 ## Normal output.
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170 ##
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171 ## @item 3 (@w{@code{GLP_MSG_ALL}})
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172 ## Full output (includes informational messages).
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173 ## @end table
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174 ##
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175 ## @item scale (default: 16)
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176 ## Scaling option. The values can be combined with the bitwise OR operator and
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177 ## may be the following:
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178 ##
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179 ## @table @asis
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180 ## @item 1 (@w{@code{GLP_SF_GM}})
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181 ## Geometric mean scaling.
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182 ##
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183 ## @item 16 (@w{@code{GLP_SF_EQ}})
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184 ## Equilibration scaling.
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185 ##
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186 ## @item 32 (@w{@code{GLP_SF_2N}})
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187 ## Round scale factors to power of two.
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188 ##
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189 ## @item 64 (@w{@code{GLP_SF_SKIP}})
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190 ## Skip if problem is well scaled.
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191 ## @end table
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192 ##
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193 ## Alternatively, a value of 128 (@w{@env{GLP_SF_AUTO}}) may be also
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194 ## specified, in which case the routine chooses the scaling options
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195 ## automatically.
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196 ##
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197 ## @item dual (default: 1)
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198 ## Simplex method option:
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199 ##
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200 ## @table @asis
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201 ## @item 1 (@w{@code{GLP_PRIMAL}})
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202 ## Use two-phase primal simplex.
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203 ##
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204 ## @item 2 (@w{@code{GLP_DUALP}})
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205 ## Use two-phase dual simplex, and if it fails, switch to the primal simplex.
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206 ##
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207 ## @item 3 (@w{@code{GLP_DUAL}})
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208 ## Use two-phase dual simplex.
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209 ## @end table
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210 ##
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211 ## @item price (default: 34)
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212 ## Pricing option (for both primal and dual simplex):
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213 ##
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214 ## @table @asis
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215 ## @item 17 (@w{@code{GLP_PT_STD}})
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216 ## Textbook pricing.
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217 ##
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218 ## @item 34 (@w{@code{GLP_PT_PSE}})
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219 ## Steepest edge pricing.
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220 ## @end table
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221 ##
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222 ## @item itlim (default: intmax)
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223 ## Simplex iterations limit. It is decreased by one each time when one simplex
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224 ## iteration has been performed, and reaching zero value signals the solver to
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225 ## stop the search.
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226 ##
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227 ## @item outfrq (default: 200)
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228 ## Output frequency, in iterations. This parameter specifies how frequently
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229 ## the solver sends information about the solution to the standard output.
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230 ##
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231 ## @item branch (default: 4)
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232 ## Branching technique option (for MIP only):
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233 ##
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234 ## @table @asis
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235 ## @item 1 (@w{@code{GLP_BR_FFV}})
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236 ## First fractional variable.
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237 ##
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238 ## @item 2 (@w{@code{GLP_BR_LFV}})
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239 ## Last fractional variable.
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240 ##
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241 ## @item 3 (@w{@code{GLP_BR_MFV}})
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242 ## Most fractional variable.
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243 ##
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244 ## @item 4 (@w{@code{GLP_BR_DTH}})
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245 ## Heuristic by @nospell{Driebeck and Tomlin}.
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246 ##
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247 ## @item 5 (@w{@code{GLP_BR_PCH}})
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248 ## Hybrid @nospell{pseudocost} heuristic.
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249 ## @end table
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250 ##
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251 ## @item btrack (default: 4)
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252 ## Backtracking technique option (for MIP only):
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253 ##
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254 ## @table @asis
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255 ## @item 1 (@w{@code{GLP_BT_DFS}})
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256 ## Depth first search.
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257 ##
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258 ## @item 2 (@w{@code{GLP_BT_BFS}})
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259 ## Breadth first search.
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260 ##
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261 ## @item 3 (@w{@code{GLP_BT_BLB}})
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262 ## Best local bound.
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263 ##
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264 ## @item 4 (@w{@code{GLP_BT_BPH}})
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265 ## Best projection heuristic.
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266 ## @end table
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267 ##
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268 ## @item presol (default: 1)
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269 ## If this flag is set, the simplex solver uses the built-in LP presolver.
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270 ## Otherwise the LP presolver is not used.
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271 ##
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272 ## @item lpsolver (default: 1)
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273 ## Select which solver to use. If the problem is a MIP problem this flag
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274 ## will be ignored.
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275 ##
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276 ## @table @asis
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277 ## @item 1
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278 ## Revised simplex method.
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279 ##
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280 ## @item 2
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281 ## Interior point method.
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282 ## @end table
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283 ##
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284 ## @item rtest (default: 34)
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285 ## Ratio test technique:
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286 ##
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287 ## @table @asis
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288 ## @item 17 (@w{@code{GLP_RT_STD}})
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289 ## Standard ("textbook").
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290 ##
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291 ## @item 34 (@w{@code{GLP_RT_HAR}})
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292 ## Harris' two-pass ratio test.
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293 ## @end table
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294 ##
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295 ## @item tmlim (default: intmax)
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296 ## Searching time limit, in milliseconds.
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297 ##
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298 ## @item outdly (default: 0)
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299 ## Output delay, in seconds. This parameter specifies how long the solver
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300 ## should delay sending information about the solution to the standard output.
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301 ##
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302 ## @item save (default: 0)
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303 ## If this parameter is nonzero, save a copy of the problem in @nospell{CPLEX}
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304 ## LP format to the file @file{"outpb.lp"}. There is currently no way to
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305 ## change the name of the output file.
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306 ## @end table
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307 ##
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308 ## Real parameters:
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309 ##
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310 ## @table @code
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311 ## @item tolbnd (default: 1e-7)
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312 ## Relative tolerance used to check if the current basic solution is primal
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313 ## feasible. It is not recommended that you change this parameter unless you
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314 ## have a detailed understanding of its purpose.
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315 ##
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316 ## @item toldj (default: 1e-7)
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317 ## Absolute tolerance used to check if the current basic solution is dual
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318 ## feasible. It is not recommended that you change this parameter unless you
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319 ## have a detailed understanding of its purpose.
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320 ##
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321 ## @item tolpiv (default: 1e-10)
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322 ## Relative tolerance used to choose eligible pivotal elements of the simplex
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323 ## table. It is not recommended that you change this parameter unless you have
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324 ## a detailed understanding of its purpose.
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325 ##
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326 ## @item objll (default: -DBL_MAX)
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327 ## Lower limit of the objective function. If the objective function reaches
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328 ## this limit and continues decreasing, the solver stops the search. This
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329 ## parameter is used in the dual simplex method only.
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330 ##
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331 ## @item objul (default: +DBL_MAX)
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332 ## Upper limit of the objective function. If the objective function reaches
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333 ## this limit and continues increasing, the solver stops the search. This
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334 ## parameter is used in the dual simplex only.
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335 ##
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336 ## @item tolint (default: 1e-5)
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337 ## Relative tolerance used to check if the current basic solution is integer
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338 ## feasible. It is not recommended that you change this parameter unless you
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339 ## have a detailed understanding of its purpose.
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340 ##
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341 ## @item tolobj (default: 1e-7)
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342 ## Relative tolerance used to check if the value of the objective function is
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343 ## not better than in the best known integer feasible solution. It is not
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344 ## recommended that you change this parameter unless you have a detailed
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345 ## understanding of its purpose.
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346 ## @end table
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347 ## @end table
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348 ##
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349 ## Output values:
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350 ##
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351 ## @table @var
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352 ## @item xopt
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353 ## The optimizer (the value of the decision variables at the optimum).
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354 ##
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355 ## @item fopt
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356 ## The optimum value of the objective function.
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357 ##
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358 ## @item errnum
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359 ## Error code.
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360 ##
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361 ## @table @asis
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362 ## @item 0
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363 ## No error.
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364 ##
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365 ## @item 1 (@w{@code{GLP_EBADB}})
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366 ## Invalid basis.
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367 ##
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368 ## @item 2 (@w{@code{GLP_ESING}})
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369 ## Singular matrix.
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370 ##
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371 ## @item 3 (@w{@code{GLP_ECOND}})
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372 ## Ill-conditioned matrix.
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373 ##
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374 ## @item 4 (@w{@code{GLP_EBOUND}})
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375 ## Invalid bounds.
5232
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376 ##
17180
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377 ## @item 5 (@w{@code{GLP_EFAIL}})
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378 ## Solver failed.
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379 ##
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380 ## @item 6 (@w{@code{GLP_EOBJLL}})
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381 ## Objective function lower limit reached.
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382 ##
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383 ## @item 7 (@w{@code{GLP_EOBJUL}})
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384 ## Objective function upper limit reached.
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385 ##
17180
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386 ## @item 8 (@w{@code{GLP_EITLIM}})
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387 ## Iterations limit exhausted.
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388 ##
17180
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389 ## @item 9 (@w{@code{GLP_ETMLIM}})
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390 ## Time limit exhausted.
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391 ##
17180
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392 ## @item 10 (@w{@code{GLP_ENOPFS}})
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393 ## No primal feasible solution.
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394 ##
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395 ## @item 11 (@w{@code{GLP_ENODFS}})
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396 ## No dual feasible solution.
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397 ##
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398 ## @item 12 (@w{@code{GLP_EROOT}})
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399 ## Root LP optimum not provided.
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400 ##
17180
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401 ## @item 13 (@w{@code{GLP_ESTOP}})
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402 ## Search terminated by application.
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403 ##
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404 ## @item 14 (@w{@code{GLP_EMIPGAP}})
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405 ## Relative MIP gap tolerance reached.
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406 ##
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407 ## @item 15 (@w{@code{GLP_ENOFEAS}})
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408 ## No primal/dual feasible solution.
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diff changeset
409 ##
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410 ## @item 16 (@w{@code{GLP_ENOCVG}})
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411 ## No convergence.
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412 ##
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413 ## @item 17 (@w{@code{GLP_EINSTAB}})
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414 ## Numerical instability.
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Rik <octave@nomad.inbox5.com>
parents: 11595
diff changeset
415 ##
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
416 ## @item 18 (@w{@code{GLP_EDATA}})
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
417 ## Invalid data.
12642
f96b9b9f141b doc: Periodic grammarcheck and spellcheck of documentation.
Rik <octave@nomad.inbox5.com>
parents: 11595
diff changeset
418 ##
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
419 ## @item 19 (@w{@code{GLP_ERANGE}})
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
420 ## Result out of range.
5244
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
421 ## @end table
10821
693e22af08ae Grammarcheck documentation of m-files
Rik <octave@nomad.inbox5.com>
parents: 10793
diff changeset
422 ##
5244
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
423 ## @item extra
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
424 ## A data structure containing the following fields:
14366
b76f0740940e doc: Periodic grammar check of documentation.
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
425 ##
5244
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
426 ## @table @code
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
427 ## @item lambda
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
428 ## Dual variables.
10821
693e22af08ae Grammarcheck documentation of m-files
Rik <octave@nomad.inbox5.com>
parents: 10793
diff changeset
429 ##
5244
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
430 ## @item redcosts
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
431 ## Reduced Costs.
10821
693e22af08ae Grammarcheck documentation of m-files
Rik <octave@nomad.inbox5.com>
parents: 10793
diff changeset
432 ##
5244
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
433 ## @item time
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
434 ## Time (in seconds) used for solving LP/MIP problem.
10821
693e22af08ae Grammarcheck documentation of m-files
Rik <octave@nomad.inbox5.com>
parents: 10793
diff changeset
435 ##
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
436 ## @item status
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
437 ## Status of the optimization.
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
438 ##
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
439 ## @table @asis
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
440 ## @item 1 (@w{@code{GLP_UNDEF}})
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
441 ## Solution status is undefined.
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
442 ##
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
443 ## @item 2 (@w{@code{GLP_FEAS}})
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
444 ## Solution is feasible.
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
445 ##
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
446 ## @item 3 (@w{@code{GLP_INFEAS}})
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
447 ## Solution is infeasible.
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
448 ##
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
449 ## @item 4 (@w{@code{GLP_NOFEAS}})
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
450 ## Problem has no feasible solution.
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
451 ##
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
452 ## @item 5 (@w{@code{GLP_OPT}})
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
453 ## Solution is optimal.
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
454 ##
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
455 ## @item 6 (@w{@code{GLP_UNBND}})
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
456 ## Problem has no unbounded solution.
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
457 ## @end table
5244
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
458 ## @end table
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
459 ## @end table
11587
c792872f8942 all script files: untabify and strip trailing whitespace
John W. Eaton <jwe@octave.org>
parents: 11523
diff changeset
460 ##
5244
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
461 ## Example:
11587
c792872f8942 all script files: untabify and strip trailing whitespace
John W. Eaton <jwe@octave.org>
parents: 11523
diff changeset
462 ##
5244
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
463 ## @example
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
464 ## @group
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
465 ## c = [10, 6, 4]';
11471
994e2a93a8e2 Use uppercase 'A' to refer to matrix inputs in m-files.
Rik <octave@nomad.inbox5.com>
parents: 10821
diff changeset
466 ## A = [ 1, 1, 1;
5244
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
467 ## 10, 4, 5;
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
468 ## 2, 2, 6];
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
469 ## b = [100, 600, 300]';
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
470 ## lb = [0, 0, 0]';
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
471 ## ub = [];
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
472 ## ctype = "UUU";
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
473 ## vartype = "CCC";
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
474 ## s = -1;
11587
c792872f8942 all script files: untabify and strip trailing whitespace
John W. Eaton <jwe@octave.org>
parents: 11523
diff changeset
475 ##
5244
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
476 ## param.msglev = 1;
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
477 ## param.itlim = 100;
11587
c792872f8942 all script files: untabify and strip trailing whitespace
John W. Eaton <jwe@octave.org>
parents: 11523
diff changeset
478 ##
9758
09da0bd91412 Periodic grammar check of Octave documentation files to ensure common format
Rik <rdrider0-list@yahoo.com>
parents: 9245
diff changeset
479 ## [xmin, fmin, status, extra] = ...
11471
994e2a93a8e2 Use uppercase 'A' to refer to matrix inputs in m-files.
Rik <octave@nomad.inbox5.com>
parents: 10821
diff changeset
480 ## glpk (c, A, b, lb, ub, ctype, vartype, s, param);
5244
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
481 ## @end group
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
482 ## @end example
a34c3c5c37cf [project @ 2005-03-25 03:29:52 by jwe]
jwe
parents: 5237
diff changeset
483 ## @end deftypefn
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
484
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
485 function [xopt, fmin, errnum, extra] = glpk (c, A, b, lb, ub, ctype, vartype, sense, param)
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
486
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
487 ## If there is no input output the version and syntax
28789
28de41192f3c Eliminate unneeded verification of nargin, nargout in m-files.
Rik <rik@octave.org>
parents: 27978
diff changeset
488 if (nargin < 3)
6046
34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe]
jwe
parents: 5307
diff changeset
489 print_usage ();
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
490 endif
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
491
28807
f0588f913755 glpk.m: Check if input is finite (bug #58505).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27978
diff changeset
492 if (! isvector (c) || iscomplex (c) || ischar (c) || any (! isfinite (c)))
f0588f913755 glpk.m: Check if input is finite (bug #58505).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27978
diff changeset
493 error ("glpk: C must be a real vector with finite values");
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
494 endif
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
495 nx = length (c);
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
496 ## Force column vector.
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
497 c = c(:);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
498
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
499 ## 2) Matrix constraint
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
500
11471
994e2a93a8e2 Use uppercase 'A' to refer to matrix inputs in m-files.
Rik <octave@nomad.inbox5.com>
parents: 10821
diff changeset
501 if (isempty (A))
10635
d1978e7364ad Print name of function in error() string messages.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
502 error ("glpk: A cannot be an empty matrix");
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
503 endif
22224
20e0c0b8820c Allow sequential quadratic programs with infeasible QPs (bug #36015).
Lachlan Andrew <lachlanbis@gmail.com>
parents: 21580
diff changeset
504 if (! isreal (A))
20e0c0b8820c Allow sequential quadratic programs with infeasible QPs (bug #36015).
Lachlan Andrew <lachlanbis@gmail.com>
parents: 21580
diff changeset
505 error ("glpk: A must be real valued, not %s", typeinfo (A));
20e0c0b8820c Allow sequential quadratic programs with infeasible QPs (bug #36015).
Lachlan Andrew <lachlanbis@gmail.com>
parents: 21580
diff changeset
506 endif
28807
f0588f913755 glpk.m: Check if input is finite (bug #58505).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27978
diff changeset
507 if (any (! isfinite (A(:))))
f0588f913755 glpk.m: Check if input is finite (bug #58505).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27978
diff changeset
508 error ("glpk: The values in A must be finite");
f0588f913755 glpk.m: Check if input is finite (bug #58505).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27978
diff changeset
509 endif
f0588f913755 glpk.m: Check if input is finite (bug #58505).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27978
diff changeset
510
14868
5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory
Rik <octave@nomad.inbox5.com>
parents: 14366
diff changeset
511 [nc, nxa] = size (A);
22224
20e0c0b8820c Allow sequential quadratic programs with infeasible QPs (bug #36015).
Lachlan Andrew <lachlanbis@gmail.com>
parents: 21580
diff changeset
512 if (nxa != nx)
28814
697562e2b09a glpk.m: Correct English in error() messages.
Rik <rik@octave.org>
parents: 28812
diff changeset
513 error ("glpk: A must be %d-by-%d, not %d-by-%d",
22225
42456fc9bf6c glpk.m: Style fixes for cset 20e0c0b8820c.
Rik <rik@octave.org>
parents: 22224
diff changeset
514 nc, nx, rows (A), columns (A));
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
515 endif
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
516
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
517 ## 3) RHS
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
518
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
519 if (isempty (b))
10635
d1978e7364ad Print name of function in error() string messages.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
520 error ("glpk: B cannot be an empty vector");
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
521 endif
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
522 if (! isreal (b) || length (b) != nc)
28814
697562e2b09a glpk.m: Correct English in error() messages.
Rik <rik@octave.org>
parents: 28812
diff changeset
523 error ("glpk: B must be a real-valued %d-by-1 vector", nc);
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
524 endif
28807
f0588f913755 glpk.m: Check if input is finite (bug #58505).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27978
diff changeset
525 if (any (! isfinite (b(:))))
f0588f913755 glpk.m: Check if input is finite (bug #58505).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27978
diff changeset
526 error ("glpk: The values in B must be finite");
f0588f913755 glpk.m: Check if input is finite (bug #58505).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27978
diff changeset
527 endif
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
528
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
529 ## 4) Vector with the lower bound of each variable
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
530
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
531 if (nargin > 3)
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
532 if (isempty (lb))
8036
854683691d7a fix invalid memory read in glpk
Jaroslav Hajek <highegg@gmail.com>
parents: 7151
diff changeset
533 lb = zeros (nx, 1);
28807
f0588f913755 glpk.m: Check if input is finite (bug #58505).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27978
diff changeset
534 elseif (! isreal (lb) || all (size (lb) > 1) || length (lb) != nx
28812
f864f78440e6 allow glpk bounds to be infinite (bug #58505)
John W. Eaton <jwe@octave.org>
parents: 28807
diff changeset
535 || any (isnan (lb)))
28814
697562e2b09a glpk.m: Correct English in error() messages.
Rik <rik@octave.org>
parents: 28812
diff changeset
536 error ("glpk: LB must be a real-valued %d-by-1 column vector", nx);
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
537 endif
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
538 else
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
539 lb = zeros (nx, 1);
7151
aeeb646f6538 [project @ 2007-11-09 19:34:17 by jwe]
jwe
parents: 7096
diff changeset
540 endif
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
541
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
542 ## 5) Vector with the upper bound of each variable
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
543
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
544 if (nargin > 4)
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
545 if (isempty (ub))
10541
e9d1a974a517 Eliminate repmat (Inf, x , y) and simply use Inf (x,y)
Rik <code@nomad.inbox5.com>
parents: 9758
diff changeset
546 ub = Inf (nx, 1);
28807
f0588f913755 glpk.m: Check if input is finite (bug #58505).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27978
diff changeset
547 elseif (! isreal (ub) || all (size (ub) > 1) || length (ub) != nx
28812
f864f78440e6 allow glpk bounds to be infinite (bug #58505)
John W. Eaton <jwe@octave.org>
parents: 28807
diff changeset
548 || any (isnan (ub)))
28814
697562e2b09a glpk.m: Correct English in error() messages.
Rik <rik@octave.org>
parents: 28812
diff changeset
549 error ("glpk: UB must be a real-valued %d-by-1 column vector", nx);
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
550 endif
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
551 else
10541
e9d1a974a517 Eliminate repmat (Inf, x , y) and simply use Inf (x,y)
Rik <code@nomad.inbox5.com>
parents: 9758
diff changeset
552 ub = Inf (nx, 1);
7151
aeeb646f6538 [project @ 2007-11-09 19:34:17 by jwe]
jwe
parents: 7096
diff changeset
553 endif
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
554
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
555 ## 6) Sense of each constraint
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
556
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
557 if (nargin > 5)
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
558 if (isempty (ctype))
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
559 ctype = repmat ("S", nc, 1);
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
560 elseif (! ischar (ctype) || all (size (ctype) > 1) || length (ctype) != nc)
28814
697562e2b09a glpk.m: Correct English in error() messages.
Rik <rik@octave.org>
parents: 28812
diff changeset
561 error ("glpk: CTYPE must be a char vector of length %d", nc);
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
562 elseif (! all (ctype == "F" | ctype == "U" | ctype == "S"
10549
95c3e38098bf Untabify .m scripts
Rik <code@nomad.inbox5.com>
parents: 10541
diff changeset
563 | ctype == "L" | ctype == "D"))
10635
d1978e7364ad Print name of function in error() string messages.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
564 error ("glpk: CTYPE must contain only F, U, S, L, or D");
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
565 endif
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
566 else
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
567 ctype = repmat ("S", nc, 1);
7151
aeeb646f6538 [project @ 2007-11-09 19:34:17 by jwe]
jwe
parents: 7096
diff changeset
568 endif
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
569
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
570 ## 7) Vector with the type of variables
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
571
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5233
diff changeset
572 if (nargin > 6)
5289
b98bf1d70a0a [project @ 2005-04-21 14:43:14 by jwe]
jwe
parents: 5244
diff changeset
573 if (isempty (vartype))
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
574 vartype = repmat ("C", nx, 1);
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
575 elseif (! ischar (vartype) || all (size (vartype) > 1)
10549
95c3e38098bf Untabify .m scripts
Rik <code@nomad.inbox5.com>
parents: 10541
diff changeset
576 || length (vartype) != nx)
28814
697562e2b09a glpk.m: Correct English in error() messages.
Rik <rik@octave.org>
parents: 28812
diff changeset
577 error ("glpk: VARTYPE must be a char vector of length %d", nx);
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
578 elseif (! all (vartype == "C" | vartype == "I"))
10635
d1978e7364ad Print name of function in error() string messages.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
579 error ("glpk: VARTYPE must contain only C or I");
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
580 endif
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
581 else
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
582 ## As default we consider continuous vars
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
583 vartype = repmat ("C", nx, 1);
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
584 endif
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
585
5289
b98bf1d70a0a [project @ 2005-04-21 14:43:14 by jwe]
jwe
parents: 5244
diff changeset
586 ## 8) Sense of optimization
b98bf1d70a0a [project @ 2005-04-21 14:43:14 by jwe]
jwe
parents: 5244
diff changeset
587
b98bf1d70a0a [project @ 2005-04-21 14:43:14 by jwe]
jwe
parents: 5244
diff changeset
588 if (nargin > 7)
b98bf1d70a0a [project @ 2005-04-21 14:43:14 by jwe]
jwe
parents: 5244
diff changeset
589 if (isempty (sense))
b98bf1d70a0a [project @ 2005-04-21 14:43:14 by jwe]
jwe
parents: 5244
diff changeset
590 sense = 1;
28807
f0588f913755 glpk.m: Check if input is finite (bug #58505).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27978
diff changeset
591 elseif (ischar (sense) || all (size (sense) > 1) || ! isreal (sense)
f0588f913755 glpk.m: Check if input is finite (bug #58505).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27978
diff changeset
592 || any (! isfinite (sense)))
10635
d1978e7364ad Print name of function in error() string messages.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
593 error ("glpk: SENSE must be an integer value");
5289
b98bf1d70a0a [project @ 2005-04-21 14:43:14 by jwe]
jwe
parents: 5244
diff changeset
594 elseif (sense >= 0)
b98bf1d70a0a [project @ 2005-04-21 14:43:14 by jwe]
jwe
parents: 5244
diff changeset
595 sense = 1;
b98bf1d70a0a [project @ 2005-04-21 14:43:14 by jwe]
jwe
parents: 5244
diff changeset
596 else
b98bf1d70a0a [project @ 2005-04-21 14:43:14 by jwe]
jwe
parents: 5244
diff changeset
597 sense = -1;
b98bf1d70a0a [project @ 2005-04-21 14:43:14 by jwe]
jwe
parents: 5244
diff changeset
598 endif
b98bf1d70a0a [project @ 2005-04-21 14:43:14 by jwe]
jwe
parents: 5244
diff changeset
599 else
b98bf1d70a0a [project @ 2005-04-21 14:43:14 by jwe]
jwe
parents: 5244
diff changeset
600 sense = 1;
b98bf1d70a0a [project @ 2005-04-21 14:43:14 by jwe]
jwe
parents: 5244
diff changeset
601 endif
b98bf1d70a0a [project @ 2005-04-21 14:43:14 by jwe]
jwe
parents: 5244
diff changeset
602
b98bf1d70a0a [project @ 2005-04-21 14:43:14 by jwe]
jwe
parents: 5244
diff changeset
603 ## 9) Parameters vector
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
604
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
605 if (nargin > 8)
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
606 if (! isstruct (param))
10635
d1978e7364ad Print name of function in error() string messages.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
607 error ("glpk: PARAM must be a structure");
5233
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
608 endif
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
609 else
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
610 param = struct ();
bdf892d3b024 [project @ 2005-03-22 17:44:31 by jwe]
jwe
parents: 5232
diff changeset
611 endif
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
612
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15007
diff changeset
613 [xopt, fmin, errnum, extra] = ...
11471
994e2a93a8e2 Use uppercase 'A' to refer to matrix inputs in m-files.
Rik <octave@nomad.inbox5.com>
parents: 10821
diff changeset
614 __glpk__ (c, A, b, lb, ub, ctype, vartype, sense, param);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
615
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
616 endfunction
17338
1c89599167a6 maint: End m-files with 1 blank line.
Rik <rik@octave.org>
parents: 17290
diff changeset
617
21030
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
618
21130
9d7619605e5e * glpk.m: Make tests conditional on HAVE_GLPK.
John W. Eaton <jwe@octave.org>
parents: 21030
diff changeset
619 %!testif HAVE_GLPK
21030
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
620 %! sense = -1;
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
621 %! c = [10, 6, 4]';
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
622 %! A = [1, 1, 1; 10, 4, 5; 2, 2, 6];
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
623 %! b = [100, 600, 300]';
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
624 %! ctype = ['U', 'U', 'U']';
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
625 %! lb = [0, 0, 0]';
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
626 %! ub = [];
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
627 %! vartype = ['C', 'C', 'C']';
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
628 %! param.msglev = 0;
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
629 %! param.lpsolver = 1;
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
630 %! [xmin, fmin, errnum, extra] = glpk (c, A, b, lb, ub, ctype, vartype, ...
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
631 %! sense, param);
21580
ecce63c99c3f maint: Add semicolons to terminate code in %! blocks.
Rik <rik@octave.org>
parents: 21130
diff changeset
632 %! assert (fmin, c' * xmin);
21030
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
633 %! for i = 1:3
21580
ecce63c99c3f maint: Add semicolons to terminate code in %! blocks.
Rik <rik@octave.org>
parents: 21130
diff changeset
634 %! assert (A(i,:) * xmin <= b(i));
21030
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
635 %! endfor
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
636
21130
9d7619605e5e * glpk.m: Make tests conditional on HAVE_GLPK.
John W. Eaton <jwe@octave.org>
parents: 21030
diff changeset
637 %!testif HAVE_GLPK
21030
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
638 %! sense = 1;
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
639 %! c = [-1, -1]';
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
640 %! A = [-2, 5; 2, -2];
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
641 %! b = [5, 1]';
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
642 %! ctype = ['U', 'U']';
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
643 %! lb = [0, 0]';
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
644 %! ub = [];
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
645 %! vartype = ['I', 'I']';
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
646 %! param.msglev = 0;
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
647 %! [xmin, fmin, errnum, extra] = glpk (c, A, b, lb, ub, ctype, vartype, ...
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
648 %! sense, param);
21580
ecce63c99c3f maint: Add semicolons to terminate code in %! blocks.
Rik <rik@octave.org>
parents: 21130
diff changeset
649 %! assert (fmin, c' * xmin);
21030
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
650 %! for i = 1:2
21580
ecce63c99c3f maint: Add semicolons to terminate code in %! blocks.
Rik <rik@octave.org>
parents: 21130
diff changeset
651 %! assert (A(i,:) * xmin <= b(i));
21030
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
652 %! endfor
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
653
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
654
21130
9d7619605e5e * glpk.m: Make tests conditional on HAVE_GLPK.
John W. Eaton <jwe@octave.org>
parents: 21030
diff changeset
655 %!testif HAVE_GLPK
21030
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
656 %! sense = 1;
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
657 %! c = [0, 0, 0, -1, -1]';
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
658 %! A = [-2, 0, 0, 1, 0; 0, 1, 0, 0, 2; 0, 0, 1, 3, 2];
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
659 %! b = [4, 12, 18]';
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
660 %! ctype = ['S', 'S', 'S']';
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
661 %! lb = [0, 0, 0, 0, 0]';
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
662 %! ub = [];
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
663 %! vartype = ['C', 'C', 'C', 'C', 'C']';
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
664 %! param.msglev = 0;
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
665 %! [xmin, fmin, errnum, extra] = glpk (c, A, b, lb, ub, ctype, vartype, ...
e204d44f5069 glpk.m: Remove useless return statements after error and print_usage. Merged
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 20852
diff changeset
666 %! sense, param);
21580
ecce63c99c3f maint: Add semicolons to terminate code in %! blocks.
Rik <rik@octave.org>
parents: 21130
diff changeset
667 %! assert (fmin, c' * xmin);
ecce63c99c3f maint: Add semicolons to terminate code in %! blocks.
Rik <rik@octave.org>
parents: 21130
diff changeset
668 %! assert (A * xmin, b);
28807
f0588f913755 glpk.m: Check if input is finite (bug #58505).
Markus Mützel <markus.muetzel@gmx.de>
parents: 27978
diff changeset
669
28912
0de38a6ef693 maint: Use Octave convention of space after function name in scripts dir.
Rik <rik@octave.org>
parents: 28815
diff changeset
670 %!error <C .* finite values> glpk (NaN, 2, 3)
0de38a6ef693 maint: Use Octave convention of space after function name in scripts dir.
Rik <rik@octave.org>
parents: 28815
diff changeset
671 %!error <A must be finite> glpk (1, NaN, 3)
0de38a6ef693 maint: Use Octave convention of space after function name in scripts dir.
Rik <rik@octave.org>
parents: 28815
diff changeset
672 %!error <B must be finite> glpk (1, 2, NaN)
0de38a6ef693 maint: Use Octave convention of space after function name in scripts dir.
Rik <rik@octave.org>
parents: 28815
diff changeset
673 %!error <LB must be a real-valued> glpk (1, 2, 3, NaN)
0de38a6ef693 maint: Use Octave convention of space after function name in scripts dir.
Rik <rik@octave.org>
parents: 28815
diff changeset
674 %!error <UB must be a real-valued> glpk (1, 2, 3, 4, NaN)
0de38a6ef693 maint: Use Octave convention of space after function name in scripts dir.
Rik <rik@octave.org>
parents: 28815
diff changeset
675 %!error <SENSE must be .* integer> glpk (1, 2, 3, 4, 5, "F", "C", NaN)