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annotate scripts/optimization/glpk.m @ 10549:95c3e38098bf
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| author | Rik <code@nomad.inbox5.com> |
|---|---|
| date | Fri, 23 Apr 2010 11:28:50 -0700 |
| parents | e9d1a974a517 |
| children | d1978e7364ad |
| rev | line source |
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| 9245 | 1 ## Copyright (C) 2005, 2006, 2007, 2008, 2009 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 -*- |
| 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}) | |
| 21 ## Solve a linear program using the GNU GLPK library. Given three | |
| 22 ## arguments, @code{glpk} solves the following standard LP: | |
| 23 ## | |
| 6741 | 24 ## @tex |
| 25 ## $$ | |
| 26 ## \min_x C^T x | |
| 27 ## $$ | |
| 28 ## @end tex | |
| 29 ## @ifnottex | |
| 5244 | 30 ## @example |
| 31 ## min C'*x | |
| 32 ## @end example | |
| 6741 | 33 ## @end ifnottex |
| 5244 | 34 ## |
| 5237 | 35 ## subject to |
| 5244 | 36 ## |
| 6741 | 37 ## @tex |
| 38 ## $$ | |
| 39 ## Ax = b \qquad x \geq 0 | |
| 40 ## $$ | |
| 41 ## @end tex | |
| 42 ## @ifnottex | |
| 5244 | 43 ## @example |
| 44 ## @group | |
| 45 ## A*x = b | |
| 46 ## x >= 0 | |
| 47 ## @end group | |
| 48 ## @end example | |
| 6741 | 49 ## @end ifnottex |
| 5244 | 50 ## |
| 5237 | 51 ## but may also solve problems of the form |
| 5244 | 52 ## |
| 6741 | 53 ## @tex |
| 54 ## $$ | |
| 55 ## [ \min_x | \max_x ] C^T x | |
| 56 ## $$ | |
| 57 ## @end tex | |
| 58 ## @ifnottex | |
| 5244 | 59 ## @example |
| 60 ## [ min | max ] C'*x | |
| 61 ## @end example | |
| 6741 | 62 ## @end ifnottex |
| 5244 | 63 ## |
| 5237 | 64 ## subject to |
| 5244 | 65 ## |
| 6741 | 66 ## @tex |
| 67 ## $$ | |
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68 ## Ax [ = | \leq | \geq ] b \qquad LB \leq x \leq UB |
| 6741 | 69 ## $$ |
| 70 ## @end tex | |
| 71 ## @ifnottex | |
| 5244 | 72 ## @example |
| 73 ## @group | |
| 74 ## A*x [ "=" | "<=" | ">=" ] b | |
| 75 ## x >= LB | |
| 76 ## x <= UB | |
| 77 ## @end group | |
| 78 ## @end example | |
| 6741 | 79 ## @end ifnottex |
| 5244 | 80 ## |
| 81 ## Input arguments: | |
| 82 ## | |
| 83 ## @table @var | |
| 84 ## @item c | |
| 85 ## A column array containing the objective function coefficients. | |
| 86 ## | |
| 87 ## @item a | |
| 88 ## A matrix containing the constraints coefficients. | |
| 89 ## | |
| 90 ## @item b | |
| 91 ## A column array containing the right-hand side value for each constraint | |
| 92 ## in the constraint matrix. | |
| 93 ## | |
| 94 ## @item lb | |
| 95 ## An array containing the lower bound on each of the variables. If | |
| 96 ## @var{lb} is not supplied, the default lower bound for the variables is | |
| 97 ## zero. | |
| 98 ## | |
| 99 ## @item ub | |
| 100 ## An array containing the upper bound on each of the variables. If | |
| 101 ## @var{ub} is not supplied, the default upper bound is assumed to be | |
| 102 ## infinite. | |
| 103 ## | |
| 104 ## @item ctype | |
| 105 ## An array of characters containing the sense of each constraint in the | |
| 106 ## constraint matrix. Each element of the array may be one of the | |
| 107 ## following values | |
| 108 ## @table @code | |
| 109 ## @item "F" | |
| 7096 | 110 ## A free (unbounded) constraint (the constraint is ignored). |
| 5244 | 111 ## @item "U" |
| 7096 | 112 ## An inequality constraint with an upper bound (@code{A(i,:)*x <= b(i)}). |
| 5244 | 113 ## @item "S" |
| 7096 | 114 ## An equality constraint (@code{A(i,:)*x = b(i)}). |
| 5244 | 115 ## @item "L" |
| 7096 | 116 ## An inequality with a lower bound (@code{A(i,:)*x >= b(i)}). |
| 5244 | 117 ## @item "D" |
| 7096 | 118 ## An inequality constraint with both upper and lower bounds |
| 119 ## (@code{A(i,:)*x >= -b(i)} @emph{and} (@code{A(i,:)*x <= b(i)}). | |
| 5244 | 120 ## @end table |
| 121 ## | |
| 122 ## @item vartype | |
| 123 ## A column array containing the types of the variables. | |
| 124 ## @table @code | |
| 7096 | 125 ## @item "C" |
| 126 ## A continuous variable. | |
| 127 ## @item "I" | |
| 128 ## An integer variable. | |
| 5244 | 129 ## @end table |
| 130 ## | |
| 131 ## @item sense | |
| 132 ## If @var{sense} is 1, the problem is a minimization. If @var{sense} is | |
| 133 ## -1, the problem is a maximization. The default value is 1. | |
| 134 ## | |
| 135 ## @item param | |
| 136 ## A structure containing the following parameters used to define the | |
| 137 ## behavior of solver. Missing elements in the structure take on default | |
| 138 ## values, so you only need to set the elements that you wish to change | |
| 139 ## from the default. | |
| 140 ## | |
| 141 ## Integer parameters: | |
| 142 ## | |
| 143 ## @table @code | |
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144 ## @item msglev (@w{@code{LPX_K_MSGLEV}}, default: 1) |
| 5244 | 145 ## Level of messages output by solver routines: |
| 146 ## @table @asis | |
| 147 ## @item 0 | |
| 148 ## No output. | |
| 149 ## @item 1 | |
| 150 ## Error messages only. | |
| 151 ## @item 2 | |
| 152 ## Normal output . | |
| 153 ## @item 3 | |
| 154 ## Full output (includes informational messages). | |
| 155 ## @end table | |
| 156 ## | |
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157 ## @item scale (@w{@code{LPX_K_SCALE}}, default: 1) |
| 5244 | 158 ## Scaling option: |
| 159 ## @table @asis | |
| 160 ## @item 0 | |
| 7001 | 161 ## No scaling. |
| 5244 | 162 ## @item 1 |
| 7001 | 163 ## Equilibration scaling. |
| 5244 | 164 ## @item 2 |
| 165 ## Geometric mean scaling, then equilibration scaling. | |
| 166 ## @end table | |
| 167 ## | |
| 10549 | 168 ## @item dual (@w{@code{LPX_K_DUAL}}, default: 0) |
| 5244 | 169 ## Dual simplex option: |
| 170 ## @table @asis | |
| 171 ## @item 0 | |
| 172 ## Do not use the dual simplex. | |
| 173 ## @item 1 | |
| 174 ## If initial basic solution is dual feasible, use the dual simplex. | |
| 175 ## @end table | |
| 176 ## | |
| 10549 | 177 ## @item price (@w{@code{LPX_K_PRICE}}, default: 1) |
| 5244 | 178 ## Pricing option (for both primal and dual simplex): |
| 179 ## @table @asis | |
| 180 ## @item 0 | |
| 181 ## Textbook pricing. | |
| 182 ## @item 1 | |
| 183 ## Steepest edge pricing. | |
| 184 ## @end table | |
| 185 ## | |
| 10549 | 186 ## @item round (@w{@code{LPX_K_ROUND}}, default: 0) |
| 5244 | 187 ## Solution rounding option: |
| 188 ## @table @asis | |
| 189 ## @item 0 | |
| 190 ## Report all primal and dual values "as is". | |
| 191 ## @item 1 | |
| 192 ## Replace tiny primal and dual values by exact zero. | |
| 193 ## @end table | |
| 194 ## | |
| 10549 | 195 ## @item itlim (@w{@code{LPX_K_ITLIM}}, default: -1) |
| 5244 | 196 ## Simplex iterations limit. If this value is positive, it is decreased by |
| 197 ## one each time when one simplex iteration has been performed, and | |
| 198 ## reaching zero value signals the solver to stop the search. Negative | |
| 199 ## value means no iterations limit. | |
| 200 ## | |
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201 ## @item itcnt (@w{@code{LPX_K_OUTFRQ}}, default: 200) |
| 5244 | 202 ## Output frequency, in iterations. This parameter specifies how |
| 203 ## frequently the solver sends information about the solution to the | |
| 204 ## standard output. | |
| 205 ## | |
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206 ## @item branch (@w{@code{LPX_K_BRANCH}}, default: 2) |
| 5244 | 207 ## Branching heuristic option (for MIP only): |
| 208 ## @table @asis | |
| 209 ## @item 0 | |
| 210 ## Branch on the first variable. | |
| 211 ## @item 1 | |
| 212 ## Branch on the last variable. | |
| 213 ## @item 2 | |
| 214 ## Branch using a heuristic by Driebeck and Tomlin. | |
| 215 ## @end table | |
| 216 ## | |
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217 ## @item btrack (@w{@code{LPX_K_BTRACK}}, default: 2) |
| 5244 | 218 ## Backtracking heuristic option (for MIP only): |
| 219 ## @table @asis | |
| 220 ## @item 0 | |
| 221 ## Depth first search. | |
| 222 ## @item 1 | |
| 223 ## Breadth first search. | |
| 224 ## @item 2 | |
| 225 ## Backtrack using the best projection heuristic. | |
| 226 ## @end table | |
| 227 ## | |
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228 ## @item presol (@w{@code{LPX_K_PRESOL}}, default: 1) |
| 5244 | 229 ## If this flag is set, the routine lpx_simplex solves the problem using |
| 230 ## the built-in LP presolver. Otherwise the LP presolver is not used. | |
| 231 ## | |
| 232 ## @item lpsolver (default: 1) | |
| 233 ## Select which solver to use. If the problem is a MIP problem this flag | |
| 234 ## will be ignored. | |
| 235 ## @table @asis | |
| 236 ## @item 1 | |
| 237 ## Revised simplex method. | |
| 238 ## @item 2 | |
| 239 ## Interior point method. | |
| 240 ## @end table | |
| 241 ## @item save (default: 0) | |
| 7001 | 242 ## If this parameter is nonzero, save a copy of the problem in |
| 5244 | 243 ## CPLEX LP format to the file @file{"outpb.lp"}. There is currently no |
| 244 ## way to change the name of the output file. | |
| 245 ## @end table | |
| 246 ## | |
| 247 ## Real parameters: | |
| 248 ## | |
| 249 ## @table @code | |
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250 ## @item relax (@w{@code{LPX_K_RELAX}}, default: 0.07) |
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251 ## Relaxation parameter used in the ratio test. If it is zero, the textbook |
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252 ## ratio test is used. If it is non-zero (should be positive), Harris' |
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253 ## two-pass ratio test is used. In the latter case on the first pass of the |
| 5244 | 254 ## ratio test basic variables (in the case of primal simplex) or reduced |
| 255 ## costs of non-basic variables (in the case of dual simplex) are allowed | |
| 256 ## to slightly violate their bounds, but not more than | |
| 257 ## @code{relax*tolbnd} or @code{relax*toldj (thus, @code{relax} is a | |
| 6248 | 258 ## percentage of @code{tolbnd} or @code{toldj}}. |
| 5244 | 259 ## |
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260 ## @item tolbnd (@w{@code{LPX_K_TOLBND}}, default: 10e-7) |
| 5289 | 261 ## Relative tolerance used to check if the current basic solution is primal |
| 5244 | 262 ## feasible. It is not recommended that you change this parameter unless you |
| 263 ## have a detailed understanding of its purpose. | |
| 264 ## | |
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265 ## @item toldj (@w{@code{LPX_K_TOLDJ}}, default: 10e-7) |
| 5244 | 266 ## Absolute tolerance used to check if the current basic solution is dual |
| 267 ## feasible. It is not recommended that you change this parameter unless you | |
| 268 ## have a detailed understanding of its purpose. | |
| 269 ## | |
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270 ## @item tolpiv (@w{@code{LPX_K_TOLPIV}}, default: 10e-9) |
| 5244 | 271 ## Relative tolerance used to choose eligible pivotal elements of the |
| 272 ## simplex table. It is not recommended that you change this parameter unless you | |
| 273 ## have a detailed understanding of its purpose. | |
| 274 ## | |
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275 ## @item objll (@w{@code{LPX_K_OBJLL}}, default: -DBL_MAX) |
| 5244 | 276 ## Lower limit of the objective function. If on the phase II the objective |
| 277 ## function reaches this limit and continues decreasing, the solver stops | |
| 278 ## the search. This parameter is used in the dual simplex method only. | |
| 279 ## | |
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280 ## @item objul (@w{@code{LPX_K_OBJUL}}, default: +DBL_MAX) |
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281 ## Upper limit of the objective function. If on the phase II the objective |
| 5244 | 282 ## function reaches this limit and continues increasing, the solver stops |
| 283 ## the search. This parameter is used in the dual simplex only. | |
| 284 ## | |
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285 ## @item tmlim (@w{@code{LPX_K_TMLIM}}, default: -1.0) |
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286 ## Searching time limit, in seconds. If this value is positive, it is |
| 5244 | 287 ## decreased each time when one simplex iteration has been performed by the |
| 288 ## amount of time spent for the iteration, and reaching zero value signals | |
| 289 ## the solver to stop the search. Negative value means no time limit. | |
| 290 ## | |
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291 ## @item outdly (@w{@code{LPX_K_OUTDLY}}, default: 0.0) |
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292 ## Output delay, in seconds. This parameter specifies how long the solver |
| 5244 | 293 ## should delay sending information about the solution to the standard |
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294 ## output. Non-positive value means no delay. |
| 5244 | 295 ## |
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296 ## @item tolint (@w{@code{LPX_K_TOLINT}}, default: 10e-5) |
| 5289 | 297 ## Relative tolerance used to check if the current basic solution is integer |
| 5244 | 298 ## feasible. It is not recommended that you change this parameter unless |
| 299 ## you have a detailed understanding of its purpose. | |
| 300 ## | |
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301 ## @item tolobj (@w{@code{LPX_K_TOLOBJ}}, default: 10e-7) |
| 5244 | 302 ## Relative tolerance used to check if the value of the objective function |
| 303 ## is not better than in the best known integer feasible solution. It is | |
| 304 ## not recommended that you change this parameter unless you have a | |
| 305 ## detailed understanding of its purpose. | |
| 306 ## @end table | |
| 307 ## @end table | |
| 308 ## | |
| 309 ## Output values: | |
| 310 ## | |
| 311 ## @table @var | |
| 312 ## @item xopt | |
| 313 ## The optimizer (the value of the decision variables at the optimum). | |
| 314 ## @item fopt | |
| 315 ## The optimum value of the objective function. | |
| 316 ## @item status | |
| 317 ## Status of the optimization. | |
| 318 ## | |
| 319 ## Simplex Method: | |
| 320 ## @table @asis | |
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321 ## @item 180 (@w{@code{LPX_OPT}}) |
| 5244 | 322 ## Solution is optimal. |
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323 ## @item 181 (@w{@code{LPX_FEAS}}) |
| 5244 | 324 ## Solution is feasible. |
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325 ## @item 182 (@w{@code{LPX_INFEAS}}) |
| 5244 | 326 ## Solution is infeasible. |
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327 ## @item 183 (@w{@code{LPX_NOFEAS}}) |
| 5244 | 328 ## Problem has no feasible solution. |
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329 ## @item 184 (@w{@code{LPX_UNBND}}) |
| 5244 | 330 ## Problem has no unbounded solution. |
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331 ## @item 185 (@w{@code{LPX_UNDEF}}) |
| 5244 | 332 ## Solution status is undefined. |
| 333 ## @end table | |
| 334 ## Interior Point Method: | |
| 335 ## @table @asis | |
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336 ## @item 150 (@w{@code{LPX_T_UNDEF}}) |
| 5244 | 337 ## The interior point method is undefined. |
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338 ## @item 151 (@w{@code{LPX_T_OPT}}) |
| 5244 | 339 ## The interior point method is optimal. |
| 340 ## @end table | |
| 341 ## Mixed Integer Method: | |
| 342 ## @table @asis | |
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343 ## @item 170 (@w{@code{LPX_I_UNDEF}}) |
| 5244 | 344 ## The status is undefined. |
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345 ## @item 171 (@w{@code{LPX_I_OPT}}) |
| 5244 | 346 ## The solution is integer optimal. |
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347 ## @item 172 (@w{@code{LPX_I_FEAS}}) |
| 5244 | 348 ## Solution integer feasible but its optimality has not been proven |
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349 ## @item 173 (@w{@code{LPX_I_NOFEAS}}) |
| 5244 | 350 ## No integer feasible solution. |
| 351 ## @end table | |
| 352 ## @noindent | |
| 353 ## If an error occurs, @var{status} will contain one of the following | |
| 354 ## codes: | |
| 5232 | 355 ## |
| 5244 | 356 ## @table @asis |
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357 ## @item 204 (@w{@code{LPX_E_FAULT}}) |
| 5244 | 358 ## Unable to start the search. |
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359 ## @item 205 (@w{@code{LPX_E_OBJLL}}) |
| 5244 | 360 ## Objective function lower limit reached. |
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361 ## @item 206 (@w{@code{LPX_E_OBJUL}}) |
| 5244 | 362 ## Objective function upper limit reached. |
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363 ## @item 207 (@w{@code{LPX_E_ITLIM}}) |
| 5244 | 364 ## Iterations limit exhausted. |
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365 ## @item 208 (@w{@code{LPX_E_TMLIM}}) |
| 5244 | 366 ## Time limit exhausted. |
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367 ## @item 209 (@w{@code{LPX_E_NOFEAS}}) |
| 5244 | 368 ## No feasible solution. |
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369 ## @item 210 (@w{@code{LPX_E_INSTAB}}) |
| 5244 | 370 ## Numerical instability. |
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371 ## @item 211 (@w{@code{LPX_E_SING}}) |
| 5244 | 372 ## Problems with basis matrix. |
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373 ## @item 212 (@w{@code{LPX_E_NOCONV}}) |
| 5244 | 374 ## No convergence (interior). |
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375 ## @item 213 (@w{@code{LPX_E_NOPFS}}) |
| 5244 | 376 ## No primal feasible solution (LP presolver). |
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377 ## @item 214 (@w{@code{LPX_E_NODFS}}) |
| 5244 | 378 ## No dual feasible solution (LP presolver). |
| 379 ## @end table | |
| 380 ## @item extra | |
| 381 ## A data structure containing the following fields: | |
| 382 ## @table @code | |
| 383 ## @item lambda | |
| 384 ## Dual variables. | |
| 385 ## @item redcosts | |
| 386 ## Reduced Costs. | |
| 387 ## @item time | |
| 388 ## Time (in seconds) used for solving LP/MIP problem. | |
| 389 ## @item mem | |
| 6333 | 390 ## Memory (in bytes) used for solving LP/MIP problem (this is not |
| 391 ## available if the version of GLPK is 4.15 or later). | |
| 5244 | 392 ## @end table |
| 393 ## @end table | |
| 394 ## | |
| 395 ## Example: | |
| 396 ## | |
| 397 ## @example | |
| 398 ## @group | |
| 399 ## c = [10, 6, 4]'; | |
| 400 ## a = [ 1, 1, 1; | |
| 401 ## 10, 4, 5; | |
| 402 ## 2, 2, 6]; | |
| 403 ## b = [100, 600, 300]'; | |
| 404 ## lb = [0, 0, 0]'; | |
| 405 ## ub = []; | |
| 406 ## ctype = "UUU"; | |
| 407 ## vartype = "CCC"; | |
| 408 ## s = -1; | |
| 409 ## | |
| 410 ## param.msglev = 1; | |
| 411 ## param.itlim = 100; | |
| 412 ## | |
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413 ## [xmin, fmin, status, extra] = ... |
| 5244 | 414 ## glpk (c, a, b, lb, ub, ctype, vartype, s, param); |
| 415 ## @end group | |
| 416 ## @end example | |
| 417 ## @end deftypefn | |
| 5232 | 418 |
| 5233 | 419 ## Author: Nicolo' Giorgetti <giorgetti@dii.unisi.it> |
| 420 ## Adapted-by: jwe | |
| 5232 | 421 |
| 5237 | 422 function [xopt, fmin, status, extra] = glpk (c, a, b, lb, ub, ctype, vartype, sense, param) |
| 5232 | 423 |
| 5233 | 424 ## If there is no input output the version and syntax |
| 5237 | 425 if (nargin < 3 || nargin > 9) |
| 6046 | 426 print_usage (); |
| 5233 | 427 return; |
| 428 endif | |
| 5232 | 429 |
| 5233 | 430 if (all (size (c) > 1) || iscomplex (c) || ischar (c)) |
| 431 error ("C must be a real vector"); | |
| 432 return; | |
| 433 endif | |
| 434 nx = length (c); | |
| 435 ## Force column vector. | |
| 436 c = c(:); | |
| 5232 | 437 |
| 5237 | 438 ## 2) Matrix constraint |
| 5232 | 439 |
| 5233 | 440 if (isempty (a)) |
| 441 error ("A cannot be an empty matrix"); | |
| 442 return; | |
| 443 endif | |
| 444 [nc, nxa] = size(a); | |
| 445 if (! isreal (a) || nxa != nx) | |
| 446 error ("A must be a real valued %d by %d matrix", nc, nx); | |
| 447 return; | |
| 448 endif | |
| 449 | |
| 5237 | 450 ## 3) RHS |
| 5232 | 451 |
| 5233 | 452 if (isempty (b)) |
| 453 error ("B cannot be an empty vector"); | |
| 454 return; | |
| 455 endif | |
| 456 if (! isreal (b) || length (b) != nc) | |
| 457 error ("B must be a real valued %d by 1 vector", nc); | |
| 458 return; | |
| 459 endif | |
| 460 | |
| 5237 | 461 ## 4) Vector with the lower bound of each variable |
| 5232 | 462 |
| 5237 | 463 if (nargin > 3) |
| 5233 | 464 if (isempty (lb)) |
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465 lb = zeros (nx, 1); |
| 5233 | 466 elseif (! isreal (lb) || all (size (lb) > 1) || length (lb) != nx) |
| 467 error ("LB must be a real valued %d by 1 column vector", nx); | |
| 468 return; | |
| 469 endif | |
| 470 else | |
| 5237 | 471 lb = zeros (nx, 1); |
| 7151 | 472 endif |
| 5233 | 473 |
| 5237 | 474 ## 5) Vector with the upper bound of each variable |
| 5232 | 475 |
| 5237 | 476 if (nargin > 4) |
| 5233 | 477 if (isempty (ub)) |
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478 ub = Inf (nx, 1); |
| 5233 | 479 elseif (! isreal (ub) || all (size (ub) > 1) || length (ub) != nx) |
| 480 error ("UB must be a real valued %d by 1 column vector", nx); | |
| 481 return; | |
| 482 endif | |
| 483 else | |
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484 ub = Inf (nx, 1); |
| 7151 | 485 endif |
| 5232 | 486 |
| 5237 | 487 ## 6) Sense of each constraint |
| 5232 | 488 |
| 5237 | 489 if (nargin > 5) |
| 490 if (isempty (ctype)) | |
| 491 ctype = repmat ("S", nc, 1); | |
| 492 elseif (! ischar (ctype) || all (size (ctype) > 1) || length (ctype) != nc) | |
| 5244 | 493 error ("CTYPE must be a char valued vector of length %d", nc); |
| 5237 | 494 return; |
| 495 elseif (! all (ctype == "F" | ctype == "U" | ctype == "S" | |
| 10549 | 496 | ctype == "L" | ctype == "D")) |
| 5237 | 497 error ("CTYPE must contain only F, U, S, L, or D"); |
| 498 return; | |
| 499 endif | |
| 500 else | |
| 501 ctype = repmat ("S", nc, 1); | |
| 7151 | 502 endif |
| 5237 | 503 |
| 504 ## 7) Vector with the type of variables | |
| 505 | |
| 506 if (nargin > 6) | |
| 5289 | 507 if (isempty (vartype)) |
| 5233 | 508 vartype = repmat ("C", nx, 1); |
| 509 elseif (! ischar (vartype) || all (size (vartype) > 1) | |
| 10549 | 510 || length (vartype) != nx) |
| 5244 | 511 error ("VARTYPE must be a char valued vector of length %d", nx); |
| 5233 | 512 return; |
| 513 elseif (! all (vartype == "C" | vartype == "I")) | |
| 514 error ("VARTYPE must contain only C or I"); | |
| 515 return; | |
| 516 endif | |
| 517 else | |
| 518 ## As default we consider continuous vars | |
| 519 vartype = repmat ("C", nx, 1); | |
| 520 endif | |
| 5232 | 521 |
| 5289 | 522 ## 8) Sense of optimization |
| 523 | |
| 524 if (nargin > 7) | |
| 525 if (isempty (sense)) | |
| 526 sense = 1; | |
| 527 elseif (ischar (sense) || all (size (sense) > 1) || ! isreal (sense)) | |
| 528 error ("SENSE must be an integer value"); | |
| 529 elseif (sense >= 0) | |
| 530 sense = 1; | |
| 531 else | |
| 532 sense = -1; | |
| 533 endif | |
| 534 else | |
| 535 sense = 1; | |
| 536 endif | |
| 537 | |
| 538 ## 9) Parameters vector | |
| 5233 | 539 |
| 540 if (nargin > 8) | |
| 541 if (! isstruct (param)) | |
| 542 error ("PARAM must be a structure"); | |
| 543 return; | |
| 544 endif | |
| 545 else | |
| 546 param = struct (); | |
| 547 endif | |
| 5232 | 548 |
| 5233 | 549 [xopt, fmin, status, extra] = ... |
| 5237 | 550 __glpk__ (c, a, b, lb, ub, ctype, vartype, sense, param); |
| 5232 | 551 |
| 552 endfunction |