Mercurial > octave-nkf
annotate scripts/optimization/glpk.m @ 14138:72c96de7a403 stable
maint: update copyright notices for 2012
| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Mon, 02 Jan 2012 14:25:41 -0500 |
| parents | f96b9b9f141b |
| children | b76f0740940e |
| rev | line source |
|---|---|
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1 ## Copyright (C) 2005-2012 Nicolo' Giorgetti |
| 5233 | 2 ## |
| 3 ## This file is part of Octave. | |
| 4 ## | |
| 5 ## Octave is free software; you can redistribute it and/or modify it | |
| 6 ## under the terms of the GNU General Public License as published by | |
| 7016 | 7 ## the Free Software Foundation; either version 3 of the License, or (at |
| 8 ## your option) any later version. | |
| 5233 | 9 ## |
| 10 ## Octave is distributed in the hope that it will be useful, but | |
| 11 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
| 12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
| 13 ## General Public License for more details. | |
| 14 ## | |
| 15 ## You should have received a copy of the GNU General Public License | |
| 7016 | 16 ## along with Octave; see the file COPYING. If not, see |
| 17 ## <http://www.gnu.org/licenses/>. | |
| 5233 | 18 |
| 5244 | 19 ## -*- texinfo -*- |
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20 ## @deftypefn {Function File} {[@var{xopt}, @var{fmin}, @var{status}, @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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21 ## Solve a linear program using the GNU @sc{glpk} library. Given three |
| 5244 | 22 ## arguments, @code{glpk} solves the following standard LP: |
| 6741 | 23 ## @tex |
| 24 ## $$ | |
| 25 ## \min_x C^T x | |
| 26 ## $$ | |
| 27 ## @end tex | |
| 28 ## @ifnottex | |
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29 ## |
| 5244 | 30 ## @example |
| 31 ## min C'*x | |
| 32 ## @end example | |
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33 ## |
| 6741 | 34 ## @end ifnottex |
| 5237 | 35 ## subject to |
| 6741 | 36 ## @tex |
| 37 ## $$ | |
| 38 ## Ax = b \qquad x \geq 0 | |
| 39 ## $$ | |
| 40 ## @end tex | |
| 41 ## @ifnottex | |
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42 ## |
| 5244 | 43 ## @example |
| 44 ## @group | |
| 45 ## A*x = b | |
| 46 ## x >= 0 | |
| 47 ## @end group | |
| 48 ## @end example | |
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49 ## |
| 6741 | 50 ## @end ifnottex |
| 5237 | 51 ## but may also solve problems of the form |
| 6741 | 52 ## @tex |
| 53 ## $$ | |
| 54 ## [ \min_x | \max_x ] C^T x | |
| 55 ## $$ | |
| 56 ## @end tex | |
| 57 ## @ifnottex | |
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58 ## |
| 5244 | 59 ## @example |
| 60 ## [ min | max ] C'*x | |
| 61 ## @end example | |
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62 ## |
| 6741 | 63 ## @end ifnottex |
| 5237 | 64 ## subject to |
| 6741 | 65 ## @tex |
| 66 ## $$ | |
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67 ## Ax [ = | \leq | \geq ] b \qquad LB \leq x \leq UB |
| 6741 | 68 ## $$ |
| 69 ## @end tex | |
| 70 ## @ifnottex | |
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71 ## |
| 5244 | 72 ## @example |
| 73 ## @group | |
| 74 ## A*x [ "=" | "<=" | ">=" ] b | |
| 75 ## x >= LB | |
| 76 ## x <= UB | |
| 77 ## @end group | |
| 78 ## @end example | |
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79 ## |
| 6741 | 80 ## @end ifnottex |
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81 ## |
| 5244 | 82 ## Input arguments: |
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83 ## |
| 5244 | 84 ## @table @var |
| 85 ## @item c | |
| 86 ## A column array containing the objective function coefficients. | |
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87 ## |
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88 ## @item A |
| 5244 | 89 ## A matrix containing the constraints coefficients. |
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90 ## |
| 5244 | 91 ## @item b |
| 92 ## A column array containing the right-hand side value for each constraint | |
| 93 ## in the constraint matrix. | |
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94 ## |
| 5244 | 95 ## @item lb |
| 96 ## An array containing the lower bound on each of the variables. If | |
| 97 ## @var{lb} is not supplied, the default lower bound for the variables is | |
| 98 ## zero. | |
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99 ## |
| 5244 | 100 ## @item ub |
| 101 ## An array containing the upper bound on each of the variables. If | |
| 102 ## @var{ub} is not supplied, the default upper bound is assumed to be | |
| 103 ## infinite. | |
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104 ## |
| 5244 | 105 ## @item ctype |
| 106 ## An array of characters containing the sense of each constraint in the | |
| 107 ## constraint matrix. Each element of the array may be one of the | |
| 108 ## following values | |
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109 ## @table @asis |
| 5244 | 110 ## @item "F" |
| 7096 | 111 ## A free (unbounded) constraint (the constraint is ignored). |
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112 ## |
| 5244 | 113 ## @item "U" |
| 7096 | 114 ## An inequality constraint with an upper bound (@code{A(i,:)*x <= b(i)}). |
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115 ## |
| 5244 | 116 ## @item "S" |
| 7096 | 117 ## An equality constraint (@code{A(i,:)*x = b(i)}). |
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118 ## |
| 5244 | 119 ## @item "L" |
| 7096 | 120 ## An inequality with a lower bound (@code{A(i,:)*x >= b(i)}). |
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121 ## |
| 5244 | 122 ## @item "D" |
| 7096 | 123 ## An inequality constraint with both upper and lower bounds |
| 124 ## (@code{A(i,:)*x >= -b(i)} @emph{and} (@code{A(i,:)*x <= b(i)}). | |
| 5244 | 125 ## @end table |
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126 ## |
| 5244 | 127 ## @item vartype |
| 128 ## A column array containing the types of the variables. | |
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129 ## @table @asis |
| 7096 | 130 ## @item "C" |
| 131 ## A continuous variable. | |
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132 ## |
| 7096 | 133 ## @item "I" |
| 134 ## An integer variable. | |
| 5244 | 135 ## @end table |
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136 ## |
| 5244 | 137 ## @item sense |
| 138 ## If @var{sense} is 1, the problem is a minimization. If @var{sense} is | |
| 139 ## -1, the problem is a maximization. The default value is 1. | |
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140 ## |
| 5244 | 141 ## @item param |
| 142 ## A structure containing the following parameters used to define the | |
| 143 ## behavior of solver. Missing elements in the structure take on default | |
| 144 ## values, so you only need to set the elements that you wish to change | |
| 145 ## from the default. | |
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146 ## |
| 5244 | 147 ## Integer parameters: |
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148 ## |
| 5244 | 149 ## @table @code |
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150 ## @item msglev (@w{@code{LPX_K_MSGLEV}}, default: 1) |
| 5244 | 151 ## Level of messages output by solver routines: |
| 152 ## @table @asis | |
| 153 ## @item 0 | |
| 154 ## No output. | |
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155 ## |
| 5244 | 156 ## @item 1 |
| 157 ## Error messages only. | |
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158 ## |
| 5244 | 159 ## @item 2 |
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160 ## Normal output. |
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161 ## |
| 5244 | 162 ## @item 3 |
| 163 ## Full output (includes informational messages). | |
| 164 ## @end table | |
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165 ## |
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166 ## @item scale (@w{@code{LPX_K_SCALE}}, default: 1) |
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167 ## Scaling option: |
| 5244 | 168 ## @table @asis |
| 169 ## @item 0 | |
| 7001 | 170 ## No scaling. |
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171 ## |
| 5244 | 172 ## @item 1 |
| 7001 | 173 ## Equilibration scaling. |
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174 ## |
| 5244 | 175 ## @item 2 |
| 176 ## Geometric mean scaling, then equilibration scaling. | |
| 177 ## @end table | |
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178 ## |
| 10549 | 179 ## @item dual (@w{@code{LPX_K_DUAL}}, default: 0) |
| 5244 | 180 ## Dual simplex option: |
| 181 ## @table @asis | |
| 182 ## @item 0 | |
| 183 ## Do not use the dual simplex. | |
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184 ## |
| 5244 | 185 ## @item 1 |
| 186 ## If initial basic solution is dual feasible, use the dual simplex. | |
| 187 ## @end table | |
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188 ## |
| 10549 | 189 ## @item price (@w{@code{LPX_K_PRICE}}, default: 1) |
| 5244 | 190 ## Pricing option (for both primal and dual simplex): |
| 191 ## @table @asis | |
| 192 ## @item 0 | |
| 193 ## Textbook pricing. | |
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194 ## |
| 5244 | 195 ## @item 1 |
| 196 ## Steepest edge pricing. | |
| 197 ## @end table | |
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198 ## |
| 10549 | 199 ## @item round (@w{@code{LPX_K_ROUND}}, default: 0) |
| 5244 | 200 ## Solution rounding option: |
| 201 ## @table @asis | |
| 202 ## @item 0 | |
| 203 ## Report all primal and dual values "as is". | |
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204 ## |
| 5244 | 205 ## @item 1 |
| 206 ## Replace tiny primal and dual values by exact zero. | |
| 207 ## @end table | |
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208 ## |
| 10549 | 209 ## @item itlim (@w{@code{LPX_K_ITLIM}}, default: -1) |
| 5244 | 210 ## Simplex iterations limit. If this value is positive, it is decreased by |
| 211 ## one each time when one simplex iteration has been performed, and | |
| 212 ## reaching zero value signals the solver to stop the search. Negative | |
| 213 ## value means no iterations limit. | |
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214 ## |
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215 ## @item itcnt (@w{@code{LPX_K_OUTFRQ}}, default: 200) |
| 5244 | 216 ## Output frequency, in iterations. This parameter specifies how |
| 217 ## frequently the solver sends information about the solution to the | |
| 218 ## standard output. | |
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219 ## |
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220 ## @item branch (@w{@code{LPX_K_BRANCH}}, default: 2) |
| 5244 | 221 ## Branching heuristic option (for MIP only): |
| 222 ## @table @asis | |
| 223 ## @item 0 | |
| 224 ## Branch on the first variable. | |
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225 ## |
| 5244 | 226 ## @item 1 |
| 227 ## Branch on the last variable. | |
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228 ## |
| 5244 | 229 ## @item 2 |
| 230 ## Branch using a heuristic by Driebeck and Tomlin. | |
| 231 ## @end table | |
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232 ## |
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233 ## @item btrack (@w{@code{LPX_K_BTRACK}}, default: 2) |
| 5244 | 234 ## Backtracking heuristic option (for MIP only): |
| 235 ## @table @asis | |
| 236 ## @item 0 | |
| 237 ## Depth first search. | |
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238 ## |
| 5244 | 239 ## @item 1 |
| 240 ## Breadth first search. | |
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241 ## |
| 5244 | 242 ## @item 2 |
| 243 ## Backtrack using the best projection heuristic. | |
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244 ## @end table |
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245 ## |
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246 ## @item presol (@w{@code{LPX_K_PRESOL}}, default: 1) |
| 5244 | 247 ## If this flag is set, the routine lpx_simplex solves the problem using |
| 248 ## the built-in LP presolver. Otherwise the LP presolver is not used. | |
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249 ## |
| 5244 | 250 ## @item lpsolver (default: 1) |
| 251 ## Select which solver to use. If the problem is a MIP problem this flag | |
| 252 ## will be ignored. | |
| 253 ## @table @asis | |
| 254 ## @item 1 | |
| 255 ## Revised simplex method. | |
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256 ## |
| 5244 | 257 ## @item 2 |
| 258 ## Interior point method. | |
| 259 ## @end table | |
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260 ## |
| 5244 | 261 ## @item save (default: 0) |
| 7001 | 262 ## If this parameter is nonzero, save a copy of the problem in |
| 5244 | 263 ## CPLEX LP format to the file @file{"outpb.lp"}. There is currently no |
| 264 ## way to change the name of the output file. | |
| 265 ## @end table | |
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266 ## |
| 5244 | 267 ## Real parameters: |
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268 ## |
| 5244 | 269 ## @table @code |
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270 ## @item relax (@w{@code{LPX_K_RELAX}}, default: 0.07) |
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271 ## Relaxation parameter used in the ratio test. If it is zero, the textbook |
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272 ## ratio test is used. If it is non-zero (should be positive), Harris' |
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273 ## two-pass ratio test is used. In the latter case on the first pass of the |
| 5244 | 274 ## ratio test basic variables (in the case of primal simplex) or reduced |
| 275 ## costs of non-basic variables (in the case of dual simplex) are allowed | |
| 276 ## to slightly violate their bounds, but not more than | |
| 277 ## @code{relax*tolbnd} or @code{relax*toldj (thus, @code{relax} is a | |
| 6248 | 278 ## percentage of @code{tolbnd} or @code{toldj}}. |
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279 ## |
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280 ## @item tolbnd (@w{@code{LPX_K_TOLBND}}, default: 10e-7) |
| 5289 | 281 ## Relative tolerance used to check if the current basic solution is primal |
| 5244 | 282 ## feasible. It is not recommended that you change this parameter unless you |
| 283 ## have a detailed understanding of its purpose. | |
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284 ## |
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285 ## @item toldj (@w{@code{LPX_K_TOLDJ}}, default: 10e-7) |
| 5244 | 286 ## Absolute tolerance used to check if the current basic solution is dual |
| 287 ## feasible. It is not recommended that you change this parameter unless you | |
| 288 ## have a detailed understanding of its purpose. | |
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289 ## |
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290 ## @item tolpiv (@w{@code{LPX_K_TOLPIV}}, default: 10e-9) |
| 5244 | 291 ## Relative tolerance used to choose eligible pivotal elements of the |
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292 ## simplex table. It is not recommended that you change this parameter unless |
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293 ## you have a detailed understanding of its purpose. |
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294 ## |
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295 ## @item objll (@w{@code{LPX_K_OBJLL}}, default: -DBL_MAX) |
| 5244 | 296 ## Lower limit of the objective function. If on the phase II the objective |
| 297 ## function reaches this limit and continues decreasing, the solver stops | |
| 298 ## the search. This parameter is used in the dual simplex method only. | |
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299 ## |
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300 ## @item objul (@w{@code{LPX_K_OBJUL}}, default: +DBL_MAX) |
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301 ## Upper limit of the objective function. If on the phase II the objective |
| 5244 | 302 ## function reaches this limit and continues increasing, the solver stops |
| 303 ## the search. This parameter is used in the dual simplex only. | |
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304 ## |
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305 ## @item tmlim (@w{@code{LPX_K_TMLIM}}, default: -1.0) |
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306 ## Searching time limit, in seconds. If this value is positive, it is |
| 5244 | 307 ## decreased each time when one simplex iteration has been performed by the |
| 308 ## amount of time spent for the iteration, and reaching zero value signals | |
| 309 ## the solver to stop the search. Negative value means no time limit. | |
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310 ## |
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311 ## @item outdly (@w{@code{LPX_K_OUTDLY}}, default: 0.0) |
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312 ## Output delay, in seconds. This parameter specifies how long the solver |
| 5244 | 313 ## should delay sending information about the solution to the standard |
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314 ## output. Non-positive value means no delay. |
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315 ## |
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316 ## @item tolint (@w{@code{LPX_K_TOLINT}}, default: 10e-5) |
| 5289 | 317 ## Relative tolerance used to check if the current basic solution is integer |
| 5244 | 318 ## feasible. It is not recommended that you change this parameter unless |
| 319 ## you have a detailed understanding of its purpose. | |
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320 ## |
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321 ## @item tolobj (@w{@code{LPX_K_TOLOBJ}}, default: 10e-7) |
| 5244 | 322 ## Relative tolerance used to check if the value of the objective function |
| 323 ## is not better than in the best known integer feasible solution. It is | |
| 324 ## not recommended that you change this parameter unless you have a | |
| 325 ## detailed understanding of its purpose. | |
| 326 ## @end table | |
| 327 ## @end table | |
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328 ## |
| 5244 | 329 ## Output values: |
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330 ## |
| 5244 | 331 ## @table @var |
| 332 ## @item xopt | |
| 333 ## The optimizer (the value of the decision variables at the optimum). | |
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334 ## |
| 5244 | 335 ## @item fopt |
| 336 ## The optimum value of the objective function. | |
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337 ## |
| 5244 | 338 ## @item status |
| 339 ## Status of the optimization. | |
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340 ## |
| 5244 | 341 ## Simplex Method: |
| 342 ## @table @asis | |
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343 ## @item 180 (@w{@code{LPX_OPT}}) |
| 5244 | 344 ## Solution is optimal. |
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345 ## |
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346 ## @item 181 (@w{@code{LPX_FEAS}}) |
| 5244 | 347 ## Solution is feasible. |
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348 ## |
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349 ## @item 182 (@w{@code{LPX_INFEAS}}) |
| 5244 | 350 ## Solution is infeasible. |
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351 ## |
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352 ## @item 183 (@w{@code{LPX_NOFEAS}}) |
| 5244 | 353 ## Problem has no feasible solution. |
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354 ## |
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355 ## @item 184 (@w{@code{LPX_UNBND}}) |
| 5244 | 356 ## Problem has no unbounded solution. |
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357 ## |
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358 ## @item 185 (@w{@code{LPX_UNDEF}}) |
| 5244 | 359 ## Solution status is undefined. |
| 360 ## @end table | |
| 361 ## Interior Point Method: | |
| 362 ## @table @asis | |
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363 ## @item 150 (@w{@code{LPX_T_UNDEF}}) |
| 5244 | 364 ## The interior point method is undefined. |
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365 ## |
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366 ## @item 151 (@w{@code{LPX_T_OPT}}) |
| 5244 | 367 ## The interior point method is optimal. |
| 368 ## @end table | |
| 369 ## Mixed Integer Method: | |
| 370 ## @table @asis | |
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371 ## @item 170 (@w{@code{LPX_I_UNDEF}}) |
| 5244 | 372 ## The status is undefined. |
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373 ## |
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374 ## @item 171 (@w{@code{LPX_I_OPT}}) |
| 5244 | 375 ## The solution is integer optimal. |
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376 ## |
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377 ## @item 172 (@w{@code{LPX_I_FEAS}}) |
| 5244 | 378 ## Solution integer feasible but its optimality has not been proven |
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379 ## |
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380 ## @item 173 (@w{@code{LPX_I_NOFEAS}}) |
| 5244 | 381 ## No integer feasible solution. |
| 382 ## @end table | |
| 383 ## @noindent | |
| 384 ## If an error occurs, @var{status} will contain one of the following | |
| 385 ## codes: | |
| 5232 | 386 ## |
| 5244 | 387 ## @table @asis |
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388 ## @item 204 (@w{@code{LPX_E_FAULT}}) |
| 5244 | 389 ## Unable to start the search. |
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390 ## |
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391 ## @item 205 (@w{@code{LPX_E_OBJLL}}) |
| 5244 | 392 ## Objective function lower limit reached. |
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393 ## |
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394 ## @item 206 (@w{@code{LPX_E_OBJUL}}) |
| 5244 | 395 ## Objective function upper limit reached. |
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396 ## |
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397 ## @item 207 (@w{@code{LPX_E_ITLIM}}) |
| 5244 | 398 ## Iterations limit exhausted. |
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399 ## |
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400 ## @item 208 (@w{@code{LPX_E_TMLIM}}) |
| 5244 | 401 ## Time limit exhausted. |
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402 ## |
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403 ## @item 209 (@w{@code{LPX_E_NOFEAS}}) |
| 5244 | 404 ## No feasible solution. |
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405 ## |
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406 ## @item 210 (@w{@code{LPX_E_INSTAB}}) |
| 5244 | 407 ## Numerical instability. |
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408 ## |
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409 ## @item 211 (@w{@code{LPX_E_SING}}) |
| 5244 | 410 ## Problems with basis matrix. |
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411 ## |
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412 ## @item 212 (@w{@code{LPX_E_NOCONV}}) |
| 5244 | 413 ## No convergence (interior). |
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414 ## |
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415 ## @item 213 (@w{@code{LPX_E_NOPFS}}) |
| 5244 | 416 ## No primal feasible solution (LP presolver). |
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417 ## |
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418 ## @item 214 (@w{@code{LPX_E_NODFS}}) |
| 5244 | 419 ## No dual feasible solution (LP presolver). |
| 420 ## @end table | |
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421 ## |
| 5244 | 422 ## @item extra |
| 423 ## A data structure containing the following fields: | |
| 424 ## @table @code | |
| 425 ## @item lambda | |
| 426 ## Dual variables. | |
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427 ## |
| 5244 | 428 ## @item redcosts |
| 429 ## Reduced Costs. | |
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430 ## |
| 5244 | 431 ## @item time |
| 432 ## Time (in seconds) used for solving LP/MIP problem. | |
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433 ## |
| 5244 | 434 ## @item mem |
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435 ## Memory (in bytes) used for solving LP/MIP problem (this is not |
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436 ## available if the version of @sc{glpk} is 4.15 or later). |
| 5244 | 437 ## @end table |
| 438 ## @end table | |
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439 ## |
| 5244 | 440 ## Example: |
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441 ## |
| 5244 | 442 ## @example |
| 443 ## @group | |
| 444 ## c = [10, 6, 4]'; | |
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445 ## A = [ 1, 1, 1; |
| 5244 | 446 ## 10, 4, 5; |
| 447 ## 2, 2, 6]; | |
| 448 ## b = [100, 600, 300]'; | |
| 449 ## lb = [0, 0, 0]'; | |
| 450 ## ub = []; | |
| 451 ## ctype = "UUU"; | |
| 452 ## vartype = "CCC"; | |
| 453 ## s = -1; | |
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454 ## |
| 5244 | 455 ## param.msglev = 1; |
| 456 ## param.itlim = 100; | |
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457 ## |
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458 ## [xmin, fmin, status, extra] = ... |
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459 ## glpk (c, A, b, lb, ub, ctype, vartype, s, param); |
| 5244 | 460 ## @end group |
| 461 ## @end example | |
| 462 ## @end deftypefn | |
| 5232 | 463 |
| 5233 | 464 ## Author: Nicolo' Giorgetti <giorgetti@dii.unisi.it> |
| 465 ## Adapted-by: jwe | |
| 5232 | 466 |
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467 function [xopt, fmin, status, extra] = glpk (c, A, b, lb, ub, ctype, vartype, sense, param) |
| 5232 | 468 |
| 5233 | 469 ## If there is no input output the version and syntax |
| 5237 | 470 if (nargin < 3 || nargin > 9) |
| 6046 | 471 print_usage (); |
| 5233 | 472 return; |
| 473 endif | |
| 5232 | 474 |
| 5233 | 475 if (all (size (c) > 1) || iscomplex (c) || ischar (c)) |
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476 error ("glpk:C must be a real vector"); |
| 5233 | 477 return; |
| 478 endif | |
| 479 nx = length (c); | |
| 480 ## Force column vector. | |
| 481 c = c(:); | |
| 5232 | 482 |
| 5237 | 483 ## 2) Matrix constraint |
| 5232 | 484 |
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485 if (isempty (A)) |
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486 error ("glpk: A cannot be an empty matrix"); |
| 5233 | 487 return; |
| 488 endif | |
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489 [nc, nxa] = size(A); |
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490 if (! isreal (A) || nxa != nx) |
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491 error ("glpk: A must be a real valued %d by %d matrix", nc, nx); |
| 5233 | 492 return; |
| 493 endif | |
| 494 | |
| 5237 | 495 ## 3) RHS |
| 5232 | 496 |
| 5233 | 497 if (isempty (b)) |
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498 error ("glpk: B cannot be an empty vector"); |
| 5233 | 499 return; |
| 500 endif | |
| 501 if (! isreal (b) || length (b) != nc) | |
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502 error ("glpk: B must be a real valued %d by 1 vector", nc); |
| 5233 | 503 return; |
| 504 endif | |
| 505 | |
| 5237 | 506 ## 4) Vector with the lower bound of each variable |
| 5232 | 507 |
| 5237 | 508 if (nargin > 3) |
| 5233 | 509 if (isempty (lb)) |
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510 lb = zeros (nx, 1); |
| 5233 | 511 elseif (! isreal (lb) || all (size (lb) > 1) || length (lb) != nx) |
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512 error ("glpk: LB must be a real valued %d by 1 column vector", nx); |
| 5233 | 513 return; |
| 514 endif | |
| 515 else | |
| 5237 | 516 lb = zeros (nx, 1); |
| 7151 | 517 endif |
| 5233 | 518 |
| 5237 | 519 ## 5) Vector with the upper bound of each variable |
| 5232 | 520 |
| 5237 | 521 if (nargin > 4) |
| 5233 | 522 if (isempty (ub)) |
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523 ub = Inf (nx, 1); |
| 5233 | 524 elseif (! isreal (ub) || all (size (ub) > 1) || length (ub) != nx) |
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525 error ("glpk: UB must be a real valued %d by 1 column vector", nx); |
| 5233 | 526 return; |
| 527 endif | |
| 528 else | |
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529 ub = Inf (nx, 1); |
| 7151 | 530 endif |
| 5232 | 531 |
| 5237 | 532 ## 6) Sense of each constraint |
| 5232 | 533 |
| 5237 | 534 if (nargin > 5) |
| 535 if (isempty (ctype)) | |
| 536 ctype = repmat ("S", nc, 1); | |
| 537 elseif (! ischar (ctype) || all (size (ctype) > 1) || length (ctype) != nc) | |
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538 error ("glpk: CTYPE must be a char valued vector of length %d", nc); |
| 5237 | 539 return; |
| 540 elseif (! all (ctype == "F" | ctype == "U" | ctype == "S" | |
| 10549 | 541 | ctype == "L" | ctype == "D")) |
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542 error ("glpk: CTYPE must contain only F, U, S, L, or D"); |
| 5237 | 543 return; |
| 544 endif | |
| 545 else | |
| 546 ctype = repmat ("S", nc, 1); | |
| 7151 | 547 endif |
| 5237 | 548 |
| 549 ## 7) Vector with the type of variables | |
| 550 | |
| 551 if (nargin > 6) | |
| 5289 | 552 if (isempty (vartype)) |
| 5233 | 553 vartype = repmat ("C", nx, 1); |
| 554 elseif (! ischar (vartype) || all (size (vartype) > 1) | |
| 10549 | 555 || length (vartype) != nx) |
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556 error ("glpk: VARTYPE must be a char valued vector of length %d", nx); |
| 5233 | 557 return; |
| 558 elseif (! all (vartype == "C" | vartype == "I")) | |
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559 error ("glpk: VARTYPE must contain only C or I"); |
| 5233 | 560 return; |
| 561 endif | |
| 562 else | |
| 563 ## As default we consider continuous vars | |
| 564 vartype = repmat ("C", nx, 1); | |
| 565 endif | |
| 5232 | 566 |
| 5289 | 567 ## 8) Sense of optimization |
| 568 | |
| 569 if (nargin > 7) | |
| 570 if (isempty (sense)) | |
| 571 sense = 1; | |
| 572 elseif (ischar (sense) || all (size (sense) > 1) || ! isreal (sense)) | |
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573 error ("glpk: SENSE must be an integer value"); |
| 5289 | 574 elseif (sense >= 0) |
| 575 sense = 1; | |
| 576 else | |
| 577 sense = -1; | |
| 578 endif | |
| 579 else | |
| 580 sense = 1; | |
| 581 endif | |
| 582 | |
| 583 ## 9) Parameters vector | |
| 5233 | 584 |
| 585 if (nargin > 8) | |
| 586 if (! isstruct (param)) | |
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587 error ("glpk: PARAM must be a structure"); |
| 5233 | 588 return; |
| 589 endif | |
| 590 else | |
| 591 param = struct (); | |
| 592 endif | |
| 5232 | 593 |
| 5233 | 594 [xopt, fmin, status, extra] = ... |
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595 __glpk__ (c, A, b, lb, ub, ctype, vartype, sense, param); |
| 5232 | 596 |
| 597 endfunction |