Mercurial > octave
annotate libinterp/dldfcn/__glpk__.cc @ 21966:112b20240c87
move docstrings in C++ files out of C strings and into comments
* __contourc__.cc, __dispatch__.cc, __dsearchn__.cc, __ichol__.cc,
__ilu__.cc, __lin_interpn__.cc, __luinc__.cc, __magick_read__.cc,
__pchip_deriv__.cc, __qp__.cc, balance.cc, besselj.cc, betainc.cc,
bitfcns.cc, bsxfun.cc, cellfun.cc, colloc.cc, conv2.cc, daspk.cc,
dasrt.cc, dassl.cc, data.cc, debug.cc, defaults.cc, det.cc, dirfns.cc,
dlmread.cc, dot.cc, eig.cc, ellipj.cc, error.cc, fft.cc, fft2.cc,
fftn.cc, file-io.cc, filter.cc, find.cc, gammainc.cc, gcd.cc,
getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, graphics.cc,
hash.cc, help.cc, hess.cc, hex2num.cc, input.cc, inv.cc, kron.cc,
load-path.cc, load-save.cc, lookup.cc, ls-oct-text.cc, lsode.cc,
lu.cc, mappers.cc, matrix_type.cc, max.cc, mgorth.cc, nproc.cc,
oct-hist.cc, octave-link.cc, ordschur.cc, pager.cc, pinv.cc,
pr-output.cc, profiler.cc, psi.cc, pt-jit.cc, quad.cc, quadcc.cc,
qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, sighandlers.cc,
sparse.cc, spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, strfns.cc,
sub2ind.cc, svd.cc, sylvester.cc, symtab.cc, syscalls.cc, sysdep.cc,
time.cc, toplev.cc, tril.cc, tsearch.cc, typecast.cc, urlwrite.cc,
utils.cc, variables.cc, __delaunayn__.cc, __eigs__.cc,
__fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc,
__init_gnuplot__.cc, __osmesa_print__.cc, __voronoi__.cc, amd.cc,
audiodevinfo.cc, audioread.cc, ccolamd.cc, chol.cc, colamd.cc,
convhulln.cc, dmperm.cc, fftw.cc, qr.cc, symbfact.cc, symrcm.cc,
ov-base.cc, ov-bool-mat.cc, ov-cell.cc, ov-class.cc, ov-classdef.cc,
ov-fcn-handle.cc, ov-fcn-inline.cc, ov-flt-re-mat.cc, ov-int16.cc,
ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-java.cc, ov-null-mat.cc,
ov-oncleanup.cc, ov-range.cc, ov-re-mat.cc, ov-struct.cc,
ov-typeinfo.cc, ov-uint16.cc, ov-uint32.cc, ov-uint64.cc, ov-uint8.cc,
ov-usr-fcn.cc, ov.cc, octave.cc, pt-arg-list.cc, pt-binop.cc,
pt-eval.cc, pt-mat.cc, lex.ll, oct-parse.in.yy:
Docstrings are now comments instead of C strings.
* build-aux/mk-opts.pl: Emit docstrings as comments instead of C
strings.
* DASPK-opts.in, LSODE-opts.in: Don't quote " in docstring fragments.
* builtins.h: Include builtin-defun-decls.h unconditionally.
* defun.h (DEFUN, DEFUNX, DEFCONSTFUN): Simply emit declaration.
(DEFALIAS): Always expand to nothing.
* defun-dld.h: No special macro expansions for MAKE_BUILTINS.
(DEFUN_DLD): Use FORWARD_DECLARE_FUN.
(DEFUNX_DLD): Use FORWARD_DECLARE_FUNX.
* defun-int.h: No special macro expansions for MAKE_BUILTINS.
(FORWARD_DECLARE_FUN, FORWARD_DECLARE_FUNX): New macros.
(DEFINE_FUN_INSTALLER_FUN): If compiling an Octave source file, pass
"external-doc" to DEFINE_FUNX_INSTALLER_FUN.
(DEFUN_INTERNAL, DEFCONSTFUN_INTERNAL, DEFUNX_INTERNAL,
DEFALIAS_INTERNAL): Delete.
* common.mk (move_if_change_rule): New macro.
(simple_move_if_change_rule): Define using move_if_change_rule.
* find-defun-files.sh (DEFUN_PATTERN): Update. Don't transform file
name extension to ".df".
* libinterp/mk-pkg-add, gendoc.pl: Operate directly on source files.
* mkbuiltins: New argument, SRCDIR. Operate directly on source files.
* mkdefs: Delete.
* libinterp/module.mk (BUILT_SOURCES): Update list to contain only
files included in other source files.
(GENERATED_MAKE_BUILTINS_INCS, DEF_FILES): Delete.
(LIBINTERP_BUILT_DISTFILES): Include $(OPT_HANDLERS) here.
(LIBINTERP_BUILT_NODISTFILES): Not here. Remove $(ALL_DEF_FILES from
the list.
(libinterp_EXTRA_DIST): Remove mkdefs from the list.
(FOUND_DEFUN_FILES): Rename from SRC_DEF_FILES.
(DLDFCN_DEFUN_FILES): Rename from DLDFCN_DEF_FILES.
(SRC_DEFUN_FILES): Rename from SRC_DEF_FILES.
(ALL_DEFUN_FILES): Rename from ALL_DEF_FILES.
(%.df: %.cc): Delete pattern rule.
(libinterp/build-env-features.cc, libinterp/builtins.cc,
libinterp/dldfcn/PKG_ADD): Use mv instead of move-if-change.
(libinterp/builtins.cc, libinterp/builtin-defun-decls.h):
Update mkbuiltins command.
($(srcdir)/libinterp/DOCSTRINGS): Update gendoc.pl command.
* liboctave/module.mk (BUILT_SOURCES): Don't include
liboctave-build-info.cc in the list.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Tue, 21 Jun 2016 16:07:51 -0400 |
parents | 2aef506f3fec |
children | e43d83253e28 |
rev | line source |
---|---|
5234 | 1 /* |
2 | |
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3 Copyright (C) 2005-2015 Nicolo' Giorgetti |
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4 Copyright (C) 2013-2015 Sébastien Villemot <sebastien@debian.org> |
5234 | 5 |
6 This file is part of Octave. | |
7 | |
8 Octave is free software; you can redistribute it and/or modify it | |
9 under the terms of the GNU General Public License as published by the | |
7016 | 10 Free Software Foundation; either version 3 of the License, or (at your |
11 option) any later version. | |
5234 | 12 |
13 Octave is distributed in the hope that it will be useful, but WITHOUT | |
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
16 for more details. | |
17 | |
18 You should have received a copy of the GNU General Public License | |
7016 | 19 along with Octave; see the file COPYING. If not, see |
20 <http://www.gnu.org/licenses/>. | |
5234 | 21 |
22 */ | |
23 | |
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24 #if defined (HAVE_CONFIG_H) |
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25 # include "config.h" |
5234 | 26 #endif |
5232 | 27 |
28 #include <cfloat> | |
29 #include <ctime> | |
30 | |
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31 #include "lo-ieee.h" |
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32 |
5234 | 33 #include "defun-dld.h" |
34 #include "error.h" | |
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35 #include "errwarn.h" |
5235 | 36 #include "oct-map.h" |
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37 #include "ovl.h" |
5235 | 38 #include "pager.h" |
39 | |
40 #if defined (HAVE_GLPK) | |
5232 | 41 |
6333 | 42 extern "C" |
43 { | |
6804 | 44 #if defined (HAVE_GLPK_GLPK_H) |
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45 # include <glpk/glpk.h> |
6804 | 46 #else |
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47 # include <glpk.h> |
6804 | 48 #endif |
6472 | 49 } |
6333 | 50 |
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51 struct control_params |
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52 { |
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53 int msglev; |
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54 int dual; |
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55 int price; |
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56 int itlim; |
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57 int outfrq; |
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58 int branch; |
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59 int btrack; |
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60 int presol; |
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61 int rtest; |
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62 int tmlim; |
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63 int outdly; |
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64 double tolbnd; |
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65 double toldj; |
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66 double tolpiv; |
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67 double objll; |
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68 double objul; |
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69 double tolint; |
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70 double tolobj; |
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71 }; |
5232 | 72 |
5234 | 73 int |
74 glpk (int sense, int n, int m, double *c, int nz, int *rn, int *cn, | |
75 double *a, double *b, char *ctype, int *freeLB, double *lb, | |
76 int *freeUB, double *ub, int *vartype, int isMIP, int lpsolver, | |
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77 int save_pb, int scale, const control_params *par, |
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78 double *xmin, double *fmin, int *status, |
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79 double *lambda, double *redcosts, double *time) |
5232 | 80 { |
5234 | 81 int typx = 0; |
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82 int errnum = 0; |
5234 | 83 |
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84 clock_t t_start = clock (); |
5234 | 85 |
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86 glp_prob *lp = glp_create_prob (); |
5232 | 87 |
20946 | 88 // Set the sense of optimization |
5234 | 89 if (sense == 1) |
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90 glp_set_obj_dir (lp, GLP_MIN); |
5234 | 91 else |
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92 glp_set_obj_dir (lp, GLP_MAX); |
5234 | 93 |
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94 glp_add_cols (lp, n); |
5234 | 95 for (int i = 0; i < n; i++) |
96 { | |
20946 | 97 // Define type of the structural variables |
5234 | 98 if (! freeLB[i] && ! freeUB[i]) |
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99 { |
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100 if (lb[i] != ub[i]) |
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101 glp_set_col_bnds (lp, i+1, GLP_DB, lb[i], ub[i]); |
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102 else |
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103 glp_set_col_bnds (lp, i+1, GLP_FX, lb[i], ub[i]); |
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104 } |
5234 | 105 else |
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106 { |
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107 if (! freeLB[i] && freeUB[i]) |
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108 glp_set_col_bnds (lp, i+1, GLP_LO, lb[i], ub[i]); |
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109 else |
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110 { |
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111 if (freeLB[i] && ! freeUB[i]) |
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112 glp_set_col_bnds (lp, i+1, GLP_UP, lb[i], ub[i]); |
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113 else |
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114 glp_set_col_bnds (lp, i+1, GLP_FR, lb[i], ub[i]); |
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115 } |
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116 } |
5234 | 117 |
118 // -- Set the objective coefficient of the corresponding | |
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119 // -- structural variable. No constant term is assumed. |
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120 glp_set_obj_coef(lp,i+1,c[i]); |
5232 | 121 |
5234 | 122 if (isMIP) |
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123 glp_set_col_kind (lp, i+1, vartype[i]); |
5234 | 124 } |
125 | |
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126 glp_add_rows (lp, m); |
5234 | 127 |
128 for (int i = 0; i < m; i++) | |
129 { | |
20946 | 130 // If the i-th row has no lower bound (types F,U), the |
131 // corrispondent parameter will be ignored. If the i-th row has | |
132 // no upper bound (types F,L), the corrispondent parameter will be | |
133 // ignored. If the i-th row is of S type, the i-th LB is used, | |
134 // but the i-th UB is ignored. | |
5234 | 135 |
136 switch (ctype[i]) | |
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137 { |
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138 case 'F': |
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139 typx = GLP_FR; |
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140 break; |
5234 | 141 |
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142 case 'U': |
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143 typx = GLP_UP; |
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144 break; |
5234 | 145 |
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146 case 'L': |
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147 typx = GLP_LO; |
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148 break; |
5232 | 149 |
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150 case 'S': |
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151 typx = GLP_FX; |
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152 break; |
5232 | 153 |
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154 case 'D': |
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155 typx = GLP_DB; |
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156 break; |
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157 } |
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158 |
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159 glp_set_row_bnds (lp, i+1, typx, b[i], b[i]); |
5234 | 160 |
161 } | |
162 | |
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163 glp_load_matrix (lp, nz, rn, cn, a); |
5232 | 164 |
5234 | 165 if (save_pb) |
166 { | |
6484 | 167 static char tmp[] = "outpb.lp"; |
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168 if (glp_write_lp (lp, 0, tmp) != 0) |
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169 error ("__glpk__: unable to write problem"); |
5234 | 170 } |
171 | |
20946 | 172 // scale the problem data |
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173 if (! par->presol || lpsolver != 1) |
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174 glp_scale_prob (lp, scale); |
5234 | 175 |
20946 | 176 // build advanced initial basis (if required) |
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177 if (lpsolver == 1 && ! par->presol) |
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178 glp_adv_basis (lp, 0); |
5232 | 179 |
20946 | 180 // For MIP problems without a presolver, a first pass with glp_simplex |
181 // is required | |
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182 if ((! isMIP && lpsolver == 1) |
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183 || (isMIP && ! par->presol)) |
5234 | 184 { |
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185 glp_smcp smcp; |
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186 glp_init_smcp (&smcp); |
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187 smcp.msg_lev = par->msglev; |
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188 smcp.meth = par->dual; |
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189 smcp.pricing = par->price; |
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190 smcp.r_test = par->rtest; |
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191 smcp.tol_bnd = par->tolbnd; |
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192 smcp.tol_dj = par->toldj; |
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193 smcp.tol_piv = par->tolpiv; |
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194 smcp.obj_ll = par->objll; |
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195 smcp.obj_ul = par->objul; |
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196 smcp.it_lim = par->itlim; |
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197 smcp.tm_lim = par->tmlim; |
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198 smcp.out_frq = par->outfrq; |
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199 smcp.out_dly = par->outdly; |
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200 smcp.presolve = par->presol; |
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201 errnum = glp_simplex (lp, &smcp); |
5234 | 202 } |
203 | |
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204 if (isMIP) |
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205 { |
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206 glp_iocp iocp; |
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207 glp_init_iocp (&iocp); |
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208 iocp.msg_lev = par->msglev; |
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209 iocp.br_tech = par->branch; |
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210 iocp.bt_tech = par->btrack; |
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211 iocp.tol_int = par->tolint; |
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212 iocp.tol_obj = par->tolobj; |
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213 iocp.tm_lim = par->tmlim; |
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214 iocp.out_frq = par->outfrq; |
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215 iocp.out_dly = par->outdly; |
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216 iocp.presolve = par->presol; |
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217 errnum = glp_intopt (lp, &iocp); |
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218 } |
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219 |
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220 if (! isMIP && lpsolver == 2) |
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221 { |
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222 glp_iptcp iptcp; |
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223 glp_init_iptcp (&iptcp); |
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224 iptcp.msg_lev = par->msglev; |
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225 errnum = glp_interior (lp, &iptcp); |
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226 } |
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227 |
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228 if (errnum == 0) |
5234 | 229 { |
230 if (isMIP) | |
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231 { |
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232 *status = glp_mip_status (lp); |
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233 *fmin = glp_mip_obj_val (lp); |
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234 } |
5234 | 235 else |
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236 { |
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237 if (lpsolver == 1) |
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238 { |
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239 *status = glp_get_status (lp); |
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240 *fmin = glp_get_obj_val (lp); |
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241 } |
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242 else |
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243 { |
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244 *status = glp_ipt_status (lp); |
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245 *fmin = glp_ipt_obj_val (lp); |
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246 } |
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247 } |
5232 | 248 |
5234 | 249 if (isMIP) |
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250 { |
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251 for (int i = 0; i < n; i++) |
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252 xmin[i] = glp_mip_col_val (lp, i+1); |
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253 } |
5234 | 254 else |
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255 { |
20946 | 256 // Primal values |
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257 for (int i = 0; i < n; i++) |
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258 { |
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259 if (lpsolver == 1) |
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260 xmin[i] = glp_get_col_prim (lp, i+1); |
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261 else |
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262 xmin[i] = glp_ipt_col_prim (lp, i+1); |
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263 } |
5232 | 264 |
20946 | 265 // Dual values |
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266 for (int i = 0; i < m; i++) |
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267 { |
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268 if (lpsolver == 1) |
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269 lambda[i] = glp_get_row_dual (lp, i+1); |
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270 else |
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271 lambda[i] = glp_ipt_row_dual (lp, i+1); |
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272 } |
5234 | 273 |
20946 | 274 // Reduced costs |
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275 for (int i = 0; i < glp_get_num_cols (lp); i++) |
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276 { |
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277 if (lpsolver == 1) |
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278 redcosts[i] = glp_get_col_dual (lp, i+1); |
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279 else |
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280 redcosts[i] = glp_ipt_col_dual (lp, i+1); |
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281 } |
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282 } |
5234 | 283 |
5241 | 284 *time = (clock () - t_start) / CLOCKS_PER_SEC; |
5234 | 285 } |
286 | |
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287 glp_delete_prob (lp); |
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288 // Request that GLPK free all memory resources. |
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289 // This prevents reported memory leaks, but isn't strictly necessary. |
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290 // The memory blocks use are allocated once and don't grow with further |
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291 // calls to glpk so they would be reclaimed anyways when Octave exits. |
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292 glp_free_env (); |
5234 | 293 |
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294 return errnum; |
5232 | 295 } |
296 | |
5235 | 297 #endif |
298 | |
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299 #define OCTAVE_GLPK_GET_REAL_PARAM(NAME, VAL) \ |
5240 | 300 do \ |
301 { \ | |
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302 octave_value tmp = PARAM.getfield (NAME); \ |
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303 \ |
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304 if (tmp.is_defined ()) \ |
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305 { \ |
5240 | 306 if (! tmp.is_empty ()) \ |
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307 VAL = tmp.xscalar_value ("glpk: invalid value in PARAM" NAME); \ |
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308 else \ |
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309 error ("glpk: invalid value in PARAM" NAME); \ |
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310 } \ |
5240 | 311 } \ |
312 while (0) | |
313 | |
314 #define OCTAVE_GLPK_GET_INT_PARAM(NAME, VAL) \ | |
315 do \ | |
316 { \ | |
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317 octave_value tmp = PARAM.getfield (NAME); \ |
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318 \ |
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319 if (tmp.is_defined ()) \ |
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320 { \ |
5240 | 321 if (! tmp.is_empty ()) \ |
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322 VAL = tmp.xint_value ("glpk: invalid value in PARAM" NAME); \ |
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323 else \ |
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324 error ("glpk: invalid value in PARAM" NAME); \ |
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325 } \ |
5240 | 326 } \ |
327 while (0) | |
328 | |
5235 | 329 DEFUN_DLD (__glpk__, args, , |
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330 doc: /* -*- texinfo -*- |
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331 @deftypefn {} {[@var{values}] =} __glpk__ (@var{args}) |
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332 Undocumented internal function. |
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333 @end deftypefn */) |
5232 | 334 { |
5235 | 335 #if defined (HAVE_GLPK) |
336 | |
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337 // FIXME: Should we even need checking for an internal function? |
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338 if (args.length () != 9) |
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339 print_usage (); |
5234 | 340 |
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341 // 1nd Input. A column array containing the objective function coefficients. |
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342 int mrowsc = args(0).rows (); |
5234 | 343 |
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344 Matrix C = args(0).xmatrix_value ("__glpk__: invalid value of C"); |
5240 | 345 |
5234 | 346 double *c = C.fortran_vec (); |
5455 | 347 Array<int> rn; |
348 Array<int> cn; | |
349 ColumnVector a; | |
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350 int mrowsA; |
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351 int nz = 0; |
5232 | 352 |
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353 // 2nd Input. A matrix containing the constraints coefficients. |
5234 | 354 // If matrix A is NOT a sparse matrix |
5631 | 355 if (args(1).is_sparse_type ()) |
5455 | 356 { |
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357 SparseMatrix A = args(1).xsparse_matrix_value ("__glpk__: invalid value of A"); |
5234 | 358 |
5455 | 359 mrowsA = A.rows (); |
360 octave_idx_type Anc = A.cols (); | |
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361 octave_idx_type Anz = A.nnz (); |
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362 rn.resize (dim_vector (Anz+1, 1)); |
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363 cn.resize (dim_vector (Anz+1, 1)); |
5455 | 364 a.resize (Anz+1, 0.0); |
365 | |
366 if (Anc != mrowsc) | |
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367 error ("__glpk__: invalid value of A"); |
5455 | 368 |
369 for (octave_idx_type j = 0; j < Anc; j++) | |
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370 for (octave_idx_type i = A.cidx (j); i < A.cidx (j+1); i++) |
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371 { |
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372 nz++; |
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373 rn(nz) = A.ridx (i) + 1; |
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374 cn(nz) = j + 1; |
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375 a(nz) = A.data(i); |
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376 } |
5455 | 377 } |
5631 | 378 else |
379 { | |
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380 Matrix A = args(1).xmatrix_value ("__glpk__: invalid value of A"); |
5631 | 381 |
382 mrowsA = A.rows (); | |
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383 rn.resize (dim_vector (mrowsA*mrowsc+1, 1)); |
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384 cn.resize (dim_vector (mrowsA*mrowsc+1, 1)); |
5631 | 385 a.resize (mrowsA*mrowsc+1, 0.0); |
386 | |
387 for (int i = 0; i < mrowsA; i++) | |
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388 { |
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389 for (int j = 0; j < mrowsc; j++) |
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390 { |
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391 if (A(i,j) != 0) |
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392 { |
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393 nz++; |
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394 rn(nz) = i + 1; |
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395 cn(nz) = j + 1; |
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396 a(nz) = A(i,j); |
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397 } |
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398 } |
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399 } |
5631 | 400 |
401 } | |
5232 | 402 |
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403 // 3rd Input. A column array containing the right-hand side value |
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404 // for each constraint in the constraint matrix. |
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405 Matrix B = args(2).xmatrix_value ("__glpk__: invalid value of B"); |
5240 | 406 |
5234 | 407 double *b = B.fortran_vec (); |
408 | |
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409 // 4th Input. An array of length mrowsc containing the lower |
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410 // bound on each of the variables. |
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411 Matrix LB = args(3).xmatrix_value ("__glpk__: invalid value of LB"); |
5240 | 412 |
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413 if (LB.numel () < mrowsc) |
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414 error ("__glpk__: invalid dimensions for LB"); |
5240 | 415 |
5234 | 416 double *lb = LB.fortran_vec (); |
417 | |
20946 | 418 // LB argument, default: Free |
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419 Array<int> freeLB (dim_vector (mrowsc, 1)); |
5234 | 420 for (int i = 0; i < mrowsc; i++) |
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421 { |
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422 if (octave::math::isinf (lb[i])) |
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423 { |
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424 freeLB(i) = 1; |
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425 lb[i] = -octave::numeric_limits<double>::Inf (); |
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426 } |
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427 else |
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428 freeLB(i) = 0; |
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429 } |
5234 | 430 |
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431 // 5th Input. An array of at least length numcols containing the upper |
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432 // bound on each of the variables. |
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433 Matrix UB = args(4).xmatrix_value ("__glpk__: invalid value of UB"); |
5234 | 434 |
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435 if (UB.numel () < mrowsc) |
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436 error ("__glpk__: invalid dimensions for UB"); |
5240 | 437 |
5234 | 438 double *ub = UB.fortran_vec (); |
5232 | 439 |
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440 Array<int> freeUB (dim_vector (mrowsc, 1)); |
5234 | 441 for (int i = 0; i < mrowsc; i++) |
442 { | |
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443 if (octave::math::isinf (ub[i])) |
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444 { |
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445 freeUB(i) = 1; |
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446 ub[i] = octave::numeric_limits<double>::Inf (); |
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447 } |
5234 | 448 else |
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449 freeUB(i) = 0; |
5234 | 450 } |
451 | |
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452 // 6th Input. A column array containing the sense of each constraint |
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453 // in the constraint matrix. |
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454 charMatrix CTYPE = args(5).xchar_matrix_value ("__glpk__: invalid value of CTYPE"); |
5240 | 455 |
5237 | 456 char *ctype = CTYPE.fortran_vec (); |
457 | |
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458 // 7th Input. A column array containing the types of the variables. |
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459 charMatrix VTYPE = args(6).xchar_matrix_value ("__glpk__: invalid value of VARTYPE"); |
5240 | 460 |
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461 Array<int> vartype (dim_vector (mrowsc, 1)); |
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462 int isMIP = 0; |
5234 | 463 for (int i = 0; i < mrowsc ; i++) |
464 { | |
465 if (VTYPE(i,0) == 'I') | |
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466 { |
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467 isMIP = 1; |
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468 vartype(i) = GLP_IV; |
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469 } |
5234 | 470 else |
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471 vartype(i) = GLP_CV; |
5234 | 472 } |
473 | |
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474 // 8th Input. Sense of optimization. |
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475 int sense; |
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476 double SENSE = args(7).xscalar_value ("__glpk__: invalid value of SENSE"); |
5240 | 477 |
5237 | 478 if (SENSE >= 0) |
479 sense = 1; | |
480 else | |
481 sense = -1; | |
482 | |
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483 // 9th Input. A structure containing the control parameters. |
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484 octave_scalar_map PARAM = args(8).xscalar_map_value ("__glpk__: invalid value of PARAM"); |
5240 | 485 |
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486 control_params par; |
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487 |
20946 | 488 // Integer parameters |
5234 | 489 |
20946 | 490 // Level of messages output by the solver |
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491 par.msglev = 1; |
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492 OCTAVE_GLPK_GET_INT_PARAM ("msglev", par.msglev); |
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493 if (par.msglev < 0 || par.msglev > 3) |
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494 error ("__glpk__: PARAM.msglev must be 0 (no output) or 1 (error and warning messages only [default]) or 2 (normal output) or 3 (full output)"); |
5232 | 495 |
20946 | 496 // scaling option |
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497 int scale = 16; |
17180
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498 OCTAVE_GLPK_GET_INT_PARAM ("scale", scale); |
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|
499 if (scale < 0 || scale > 128) |
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500 error ("__glpk__: PARAM.scale must either be 128 (automatic selection of scaling options), or a bitwise or of: 1 (geometric mean scaling), 16 (equilibration scaling), 32 (round scale factors to power of two), 64 (skip if problem is well scaled"); |
5232 | 501 |
20946 | 502 // Dual simplex option |
17180
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503 par.dual = 1; |
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|
504 OCTAVE_GLPK_GET_INT_PARAM ("dual", par.dual); |
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|
505 if (par.dual < 1 || par.dual > 3) |
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506 error ("__glpk__: PARAM.dual must be 1 (use two-phase primal simplex [default]) or 2 (use two-phase dual simplex) or 3 (use two-phase dual simplex, and if it fails, switch to the primal simplex)"); |
5232 | 507 |
20946 | 508 // Pricing option |
17180
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509 par.price = 34; |
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|
510 OCTAVE_GLPK_GET_INT_PARAM ("price", par.price); |
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|
511 if (par.price != 17 && par.price != 34) |
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|
512 error ("__glpk__: PARAM.price must be 17 (textbook pricing) or 34 (steepest edge pricing [default])"); |
5234 | 513 |
20946 | 514 // Simplex iterations limit |
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515 par.itlim = std::numeric_limits<int>::max (); |
17180
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|
516 OCTAVE_GLPK_GET_INT_PARAM ("itlim", par.itlim); |
5234 | 517 |
20946 | 518 // Output frequency, in iterations |
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519 par.outfrq = 200; |
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|
520 OCTAVE_GLPK_GET_INT_PARAM ("outfrq", par.outfrq); |
5234 | 521 |
20946 | 522 // Branching heuristic option |
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|
523 par.branch = 4; |
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|
524 OCTAVE_GLPK_GET_INT_PARAM ("branch", par.branch); |
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|
525 if (par.branch < 1 || par.branch > 5) |
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526 error ("__glpk__: PARAM.branch must be 1 (first fractional variable) or 2 (last fractional variable) or 3 (most fractional variable) or 4 (heuristic by Driebeck and Tomlin [default]) or 5 (hybrid pseudocost heuristic)"); |
5232 | 527 |
20946 | 528 // Backtracking heuristic option |
17180
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529 par.btrack = 4; |
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Use the new GLPK API (bug #39038).
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530 OCTAVE_GLPK_GET_INT_PARAM ("btrack", par.btrack); |
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531 if (par.btrack < 1 || par.btrack > 4) |
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|
532 error ("__glpk__: PARAM.btrack must be 1 (depth first search) or 2 (breadth first search) or 3 (best local bound) or 4 (best projection heuristic [default]"); |
5232 | 533 |
20946 | 534 // Presolver option |
17180
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535 par.presol = 1; |
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|
536 OCTAVE_GLPK_GET_INT_PARAM ("presol", par.presol); |
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537 if (par.presol < 0 || par.presol > 1) |
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|
538 error ("__glpk__: PARAM.presol must be 0 (do NOT use LP presolver) or 1 (use LP presolver [default])"); |
5234 | 539 |
20946 | 540 // LPsolver option |
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541 int lpsolver = 1; |
5240 | 542 OCTAVE_GLPK_GET_INT_PARAM ("lpsolver", lpsolver); |
543 if (lpsolver < 1 || lpsolver > 2) | |
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544 error ("__glpk__: PARAM.lpsolver must be 1 (simplex method) or 2 (interior point method)"); |
5237 | 545 |
20946 | 546 // Ratio test option |
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547 par.rtest = 34; |
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|
548 OCTAVE_GLPK_GET_INT_PARAM ("rtest", par.rtest); |
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549 if (par.rtest != 17 && par.rtest != 34) |
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550 error ("__glpk__: PARAM.rtest must be 17 (standard ratio test) or 34 (Harris' two-pass ratio test [default])"); |
17180
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551 |
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552 par.tmlim = std::numeric_limits<int>::max (); |
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553 OCTAVE_GLPK_GET_INT_PARAM ("tmlim", par.tmlim); |
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554 |
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555 par.outdly = 0; |
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556 OCTAVE_GLPK_GET_INT_PARAM ("outdly", par.outdly); |
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557 |
20946 | 558 // Save option |
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559 int save_pb = 0; |
5240 | 560 OCTAVE_GLPK_GET_INT_PARAM ("save", save_pb); |
561 save_pb = save_pb != 0; | |
5237 | 562 |
20946 | 563 // Real parameters |
5234 | 564 |
20946 | 565 // Relative tolerance used to check if the current basic solution |
566 // is primal feasible | |
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|
567 par.tolbnd = 1e-7; |
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changeset
|
568 OCTAVE_GLPK_GET_REAL_PARAM ("tolbnd", par.tolbnd); |
5234 | 569 |
20946 | 570 // Absolute tolerance used to check if the current basic solution |
571 // is dual feasible | |
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|
572 par.toldj = 1e-7; |
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|
573 OCTAVE_GLPK_GET_REAL_PARAM ("toldj", par.toldj); |
5232 | 574 |
20946 | 575 // Relative tolerance used to choose eligible pivotal elements of |
576 // the simplex table in the ratio test | |
17180
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577 par.tolpiv = 1e-10; |
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changeset
|
578 OCTAVE_GLPK_GET_REAL_PARAM ("tolpiv", par.tolpiv); |
5234 | 579 |
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changeset
|
580 par.objll = -std::numeric_limits<double>::max (); |
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changeset
|
581 OCTAVE_GLPK_GET_REAL_PARAM ("objll", par.objll); |
5232 | 582 |
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583 par.objul = std::numeric_limits<double>::max (); |
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|
584 OCTAVE_GLPK_GET_REAL_PARAM ("objul", par.objul); |
5234 | 585 |
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586 par.tolint = 1e-5; |
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587 OCTAVE_GLPK_GET_REAL_PARAM ("tolint", par.tolint); |
5234 | 588 |
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589 par.tolobj = 1e-7; |
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changeset
|
590 OCTAVE_GLPK_GET_REAL_PARAM ("tolobj", par.tolobj); |
5234 | 591 |
20946 | 592 // Assign pointers to the output parameters |
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diff
changeset
|
593 ColumnVector xmin (mrowsc, octave_NA); |
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|
594 double fmin = octave_NA; |
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changeset
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595 ColumnVector lambda (mrowsA, octave_NA); |
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changeset
|
596 ColumnVector redcosts (mrowsc, octave_NA); |
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597 double time; |
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avoid warning from GCC about variables possibly clobbered by longjmp
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598 int status; |
5232 | 599 |
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600 int errnum = glpk (sense, mrowsc, mrowsA, c, nz, rn.fortran_vec (), |
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601 cn.fortran_vec (), a.fortran_vec (), b, ctype, |
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changeset
|
602 freeLB.fortran_vec (), lb, freeUB.fortran_vec (), |
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603 ub, vartype.fortran_vec (), isMIP, lpsolver, |
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604 save_pb, scale, &par, xmin.fortran_vec (), &fmin, |
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605 &status, lambda.fortran_vec (), |
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changeset
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606 redcosts.fortran_vec (), &time); |
5232 | 607 |
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608 octave_scalar_map extra; |
5234 | 609 |
5238 | 610 if (! isMIP) |
611 { | |
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|
612 extra.assign ("lambda", lambda); |
10c65e01f042
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|
613 extra.assign ("redcosts", redcosts); |
5238 | 614 } |
615 | |
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diff
changeset
|
616 extra.assign ("time", time); |
17180
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|
617 extra.assign ("status", status); |
5232 | 618 |
20939
b17fda023ca6
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20867
diff
changeset
|
619 return ovl (xmin, fmin, errnum, extra); |
5234 | 620 |
5235 | 621 #else |
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|
622 |
263d18409fdf
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|
623 octave_unused_parameter (args); |
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Eliminate unused variable warnings for conditionally compiled code.
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changeset
|
624 |
21100
e39e05d90788
Switch gripe_XXX to either err_XXX or warn_XXX naming scheme.
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21091
diff
changeset
|
625 err_disabled_feature ("glpk", "GNU Linear Programming Kit"); |
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626 |
5235 | 627 #endif |
5232 | 628 } |
12805
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629 |
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|
630 /* |
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|
631 ## No test needed for internal helper function. |
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|
632 %!assert (1) |
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codesprint: *.cc helper functions do not need tests
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diff
changeset
|
633 */ |