annotate libinterp/dldfcn/__glpk__.cc @ 21082:4484384a2959

Deprecate gripe_not_supported. * gripes.h (gripe_not_supported): Mark with OCTAVE_DEPRECATED. Add FIXME note with date of deprecation and scheduled removal. * gripes.cc (gripe_not_supported): Add FIXME note with date of deprecation and scheduled removal. * __glpk__.cc (Fglpk): Replace gripe_not_supported with gripe_disabled_feature.
author Rik <rik@octave.org>
date Sat, 16 Jan 2016 15:33:45 -0800
parents 9db35d2042be
children 93d294511277
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
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1 /*
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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>
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5
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6 This file is part of Octave.
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7
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8 Octave is free software; you can redistribute it and/or modify it
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
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9 under the terms of the GNU General Public License as published by the
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10 Free Software Foundation; either version 3 of the License, or (at your
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
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11 option) any later version.
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12
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13 Octave is distributed in the hope that it will be useful, but WITHOUT
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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16 for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, see
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20 <http://www.gnu.org/licenses/>.
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21
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22 */
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23
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
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24 #ifdef HAVE_CONFIG_H
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25 #include <config.h>
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26 #endif
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27
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28 #include <cfloat>
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29 #include <csetjmp>
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30 #include <ctime>
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31
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32 #include "lo-ieee.h"
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33
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34 #include "defun-dld.h"
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35 #include "error.h"
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36 #include "gripes.h"
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37 #include "oct-map.h"
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38 #include "ovl.h"
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39 #include "pager.h"
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40
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41 #if defined (HAVE_GLPK)
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42
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43 extern "C"
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44 {
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45 #if defined (HAVE_GLPK_GLPK_H)
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46 #include <glpk/glpk.h>
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47 #else
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48 #include <glpk.h>
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49 #endif
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50 }
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51
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52 struct control_params
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53 {
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54 int msglev;
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55 int dual;
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56 int price;
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57 int itlim;
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58 int outfrq;
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59 int branch;
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60 int btrack;
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61 int presol;
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62 int rtest;
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63 int tmlim;
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64 int outdly;
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65 double tolbnd;
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66 double toldj;
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67 double tolpiv;
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68 double objll;
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69 double objul;
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70 double tolint;
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71 double tolobj;
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72 };
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73
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74 static jmp_buf mark; // Address for long jump to jump to
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75
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76 int
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77 glpk (int sense, int n, int m, double *c, int nz, int *rn, int *cn,
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78 double *a, double *b, char *ctype, int *freeLB, double *lb,
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79 int *freeUB, double *ub, int *vartype, int isMIP, int lpsolver,
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80 int save_pb, int scale, const control_params *par,
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81 double *xmin, double *fmin, int *status,
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82 double *lambda, double *redcosts, double *time)
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83 {
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84 int typx = 0;
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85 int errnum = 0;
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86
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87 clock_t t_start = clock ();
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88
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89 glp_prob *lp = glp_create_prob ();
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90
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91 // Set the sense of optimization
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92 if (sense == 1)
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93 glp_set_obj_dir (lp, GLP_MIN);
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94 else
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95 glp_set_obj_dir (lp, GLP_MAX);
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96
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97 glp_add_cols (lp, n);
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98 for (int i = 0; i < n; i++)
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99 {
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100 // Define type of the structural variables
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101 if (! freeLB[i] && ! freeUB[i])
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102 {
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103 if (lb[i] != ub[i])
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104 glp_set_col_bnds (lp, i+1, GLP_DB, lb[i], ub[i]);
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105 else
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106 glp_set_col_bnds (lp, i+1, GLP_FX, lb[i], ub[i]);
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107 }
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108 else
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109 {
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110 if (! freeLB[i] && freeUB[i])
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111 glp_set_col_bnds (lp, i+1, GLP_LO, lb[i], ub[i]);
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112 else
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113 {
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114 if (freeLB[i] && ! freeUB[i])
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115 glp_set_col_bnds (lp, i+1, GLP_UP, lb[i], ub[i]);
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116 else
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117 glp_set_col_bnds (lp, i+1, GLP_FR, lb[i], ub[i]);
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118 }
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119 }
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120
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121 // -- Set the objective coefficient of the corresponding
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122 // -- structural variable. No constant term is assumed.
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123 glp_set_obj_coef(lp,i+1,c[i]);
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124
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125 if (isMIP)
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126 glp_set_col_kind (lp, i+1, vartype[i]);
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127 }
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128
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129 glp_add_rows (lp, m);
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130
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131 for (int i = 0; i < m; i++)
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132 {
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133 // If the i-th row has no lower bound (types F,U), the
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134 // corrispondent parameter will be ignored. If the i-th row has
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135 // no upper bound (types F,L), the corrispondent parameter will be
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136 // ignored. If the i-th row is of S type, the i-th LB is used,
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137 // but the i-th UB is ignored.
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138
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139 switch (ctype[i])
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diff changeset
140 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
141 case 'F':
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
142 typx = GLP_FR;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
143 break;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
144
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
145 case 'U':
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
146 typx = GLP_UP;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
147 break;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
148
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
149 case 'L':
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
150 typx = GLP_LO;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
151 break;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
152
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
153 case 'S':
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
154 typx = GLP_FX;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
155 break;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
156
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
157 case 'D':
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
158 typx = GLP_DB;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
159 break;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
160 }
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11574
diff changeset
161
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
162 glp_set_row_bnds (lp, i+1, typx, b[i], b[i]);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
163
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
164 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
165
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
166 glp_load_matrix (lp, nz, rn, cn, a);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
167
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
168 if (save_pb)
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
169 {
6484
1ece41c144a6 [project @ 2007-04-04 03:22:16 by jwe]
jwe
parents: 6472
diff changeset
170 static char tmp[] = "outpb.lp";
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
171 if (glp_write_lp (lp, NULL, tmp) != 0)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
172 {
20957
9db35d2042be maint: eliminate special cases of statements after error.
Rik <rik@octave.org>
parents: 20955
diff changeset
173 // FIXME: This doesn't work anymore now that error does not return.
9db35d2042be maint: eliminate special cases of statements after error.
Rik <rik@octave.org>
parents: 20955
diff changeset
174 // Should longjmp just be deleted?
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
175 error ("__glpk__: unable to write problem");
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
176 longjmp (mark, -1);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
177 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
178 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
179
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
180 // scale the problem data
20955
77f5591878bf maint: Use '! expr' rather than '!expr' to conform to coding guidelines.
Rik <rik@octave.org>
parents: 20946
diff changeset
181 if (! par->presol || lpsolver != 1)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
182 glp_scale_prob (lp, scale);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
183
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
184 // build advanced initial basis (if required)
20955
77f5591878bf maint: Use '! expr' rather than '!expr' to conform to coding guidelines.
Rik <rik@octave.org>
parents: 20946
diff changeset
185 if (lpsolver == 1 && ! par->presol)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
186 glp_adv_basis (lp, 0);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
187
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
188 // For MIP problems without a presolver, a first pass with glp_simplex
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
189 // is required
20955
77f5591878bf maint: Use '! expr' rather than '!expr' to conform to coding guidelines.
Rik <rik@octave.org>
parents: 20946
diff changeset
190 if ((! isMIP && lpsolver == 1)
77f5591878bf maint: Use '! expr' rather than '!expr' to conform to coding guidelines.
Rik <rik@octave.org>
parents: 20946
diff changeset
191 || (isMIP && ! par->presol))
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
192 {
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
193 glp_smcp smcp;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
194 glp_init_smcp (&smcp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
195 smcp.msg_lev = par->msglev;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
196 smcp.meth = par->dual;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
197 smcp.pricing = par->price;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
198 smcp.r_test = par->rtest;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
199 smcp.tol_bnd = par->tolbnd;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
200 smcp.tol_dj = par->toldj;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
201 smcp.tol_piv = par->tolpiv;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
202 smcp.obj_ll = par->objll;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
203 smcp.obj_ul = par->objul;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
204 smcp.it_lim = par->itlim;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
205 smcp.tm_lim = par->tmlim;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
206 smcp.out_frq = par->outfrq;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
207 smcp.out_dly = par->outdly;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
208 smcp.presolve = par->presol;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
209 errnum = glp_simplex (lp, &smcp);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
210 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
211
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
212 if (isMIP)
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
213 {
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
214 glp_iocp iocp;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
215 glp_init_iocp (&iocp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
216 iocp.msg_lev = par->msglev;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
217 iocp.br_tech = par->branch;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
218 iocp.bt_tech = par->btrack;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
219 iocp.tol_int = par->tolint;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
220 iocp.tol_obj = par->tolobj;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
221 iocp.tm_lim = par->tmlim;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
222 iocp.out_frq = par->outfrq;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
223 iocp.out_dly = par->outdly;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
224 iocp.presolve = par->presol;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
225 errnum = glp_intopt (lp, &iocp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
226 }
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
227
20955
77f5591878bf maint: Use '! expr' rather than '!expr' to conform to coding guidelines.
Rik <rik@octave.org>
parents: 20946
diff changeset
228 if (! isMIP && lpsolver == 2)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
229 {
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
230 glp_iptcp iptcp;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
231 glp_init_iptcp (&iptcp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
232 iptcp.msg_lev = par->msglev;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
233 errnum = glp_interior (lp, &iptcp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
234 }
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
235
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
236 if (errnum == 0)
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
237 {
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
238 if (isMIP)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
239 {
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
240 *status = glp_mip_status (lp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
241 *fmin = glp_mip_obj_val (lp);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
242 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
243 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
244 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
245 if (lpsolver == 1)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
246 {
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
247 *status = glp_get_status (lp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
248 *fmin = glp_get_obj_val (lp);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
249 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
250 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
251 {
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
252 *status = glp_ipt_status (lp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
253 *fmin = glp_ipt_obj_val (lp);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
254 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
255 }
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
256
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
257 if (isMIP)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
258 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
259 for (int i = 0; i < n; i++)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
260 xmin[i] = glp_mip_col_val (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
261 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
262 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
263 {
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
264 // Primal values
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
265 for (int i = 0; i < n; i++)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
266 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
267 if (lpsolver == 1)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
268 xmin[i] = glp_get_col_prim (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
269 else
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
270 xmin[i] = glp_ipt_col_prim (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
271 }
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
272
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
273 // Dual values
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
274 for (int i = 0; i < m; i++)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
275 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
276 if (lpsolver == 1)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
277 lambda[i] = glp_get_row_dual (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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diff changeset
278 else
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54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
279 lambda[i] = glp_ipt_row_dual (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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parents: 9003
diff changeset
280 }
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diff changeset
281
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
282 // Reduced costs
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
283 for (int i = 0; i < glp_get_num_cols (lp); i++)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
284 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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parents: 9003
diff changeset
285 if (lpsolver == 1)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
286 redcosts[i] = glp_get_col_dual (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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parents: 9003
diff changeset
287 else
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
288 redcosts[i] = glp_ipt_col_dual (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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parents: 9003
diff changeset
289 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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parents: 9003
diff changeset
290 }
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diff changeset
291
5241
ab89f95de831 [project @ 2005-03-24 02:45:30 by jwe]
jwe
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diff changeset
292 *time = (clock () - t_start) / CLOCKS_PER_SEC;
5234
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jwe
parents: 5232
diff changeset
293 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
294
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
295 glp_delete_prob (lp);
5234
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diff changeset
296
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175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
297 return errnum;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
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298 }
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
299
5235
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parents: 5234
diff changeset
300 #endif
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
301
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
302 #define OCTAVE_GLPK_GET_REAL_PARAM(NAME, VAL) \
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
303 do \
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
304 { \
11053
c33b7054f1f9 in recent Octave_map -> octave_scalar_map changes, use GETFIELD to access map elements, not CONTENTS
John W. Eaton <jwe@octave.org>
parents: 11048
diff changeset
305 octave_value tmp = PARAM.getfield (NAME); \
11047
52609f73c7d9 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 10527
diff changeset
306 \
52609f73c7d9 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 10527
diff changeset
307 if (tmp.is_defined ()) \
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
308 { \
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
309 if (! tmp.is_empty ()) \
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571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
310 VAL = tmp.xscalar_value ("glpk: invalid value in PARAM" NAME); \
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
311 else \
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
312 error ("glpk: invalid value in PARAM" NAME); \
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
313 } \
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
314 } \
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
315 while (0)
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
316
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
317 #define OCTAVE_GLPK_GET_INT_PARAM(NAME, VAL) \
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
318 do \
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
319 { \
11053
c33b7054f1f9 in recent Octave_map -> octave_scalar_map changes, use GETFIELD to access map elements, not CONTENTS
John W. Eaton <jwe@octave.org>
parents: 11048
diff changeset
320 octave_value tmp = PARAM.getfield (NAME); \
11047
52609f73c7d9 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 10527
diff changeset
321 \
52609f73c7d9 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 10527
diff changeset
322 if (tmp.is_defined ()) \
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
323 { \
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
324 if (! tmp.is_empty ()) \
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
325 VAL = tmp.xint_value ("glpk: invalid value in PARAM" NAME); \
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
326 else \
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
327 error ("glpk: invalid value in PARAM" NAME); \
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
328 } \
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
329 } \
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
330 while (0)
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
331
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
332 DEFUN_DLD (__glpk__, args, ,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
333 "-*- texinfo -*-\n\
20853
1142cf6abc0d 2015 Code Sprint: remove class of function from docstring for all C++ files.
Rik <rik@octave.org>
parents: 20825
diff changeset
334 @deftypefn {} {[@var{values}] =} __glpk__ (@var{args})\n\
6945
6bbf56a9718a [project @ 2007-10-02 20:47:22 by jwe]
jwe
parents: 6898
diff changeset
335 Undocumented internal function.\n\
5245
3589aff4a35d [project @ 2005-03-25 03:36:13 by jwe]
jwe
parents: 5241
diff changeset
336 @end deftypefn")
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
337 {
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
338 #if defined (HAVE_GLPK)
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
339
20812
d9ca869ca124 maint: Clean-up more instances of print_usage().
Rik <rik@octave.org>
parents: 20790
diff changeset
340 // FIXME: Should we even need checking for an internal function?
20818
cef0448a6ed2 eliminate unnecessary uses of nargin
John W. Eaton <jwe@octave.org>
parents: 20812
diff changeset
341 if (args.length () != 9)
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20704
diff changeset
342 print_usage ();
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
343
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20867
diff changeset
344 // 1nd Input. A column array containing the objective function coefficients.
14846
460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists.
Rik <octave@nomad.inbox5.com>
parents: 14501
diff changeset
345 volatile int mrowsc = args(0).rows ();
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
346
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
347 Matrix C = args(0).xmatrix_value ("__glpk__: invalid value of C");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
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parents: 5238
diff changeset
348
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
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diff changeset
349 double *c = C.fortran_vec ();
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
350 Array<int> rn;
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
351 Array<int> cn;
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
352 ColumnVector a;
5515
ae35b3381c7a [project @ 2005-10-27 16:46:07 by jwe]
jwe
parents: 5455
diff changeset
353 volatile int mrowsA;
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
354 volatile int nz = 0;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
355
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20867
diff changeset
356 // 2nd Input. A matrix containing the constraints coefficients.
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
357 // If matrix A is NOT a sparse matrix
5631
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
358 if (args(1).is_sparse_type ())
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
359 {
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
360 SparseMatrix A = args(1).xsparse_matrix_value ("__glpk__: invalid value of A");
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
361
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
362 mrowsA = A.rows ();
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
363 octave_idx_type Anc = A.cols ();
10527
b4d2080b6df7 Replace nzmax by nnz as needed
David Bateman <dbateman@free.fr>
parents: 10350
diff changeset
364 octave_idx_type Anz = A.nnz ();
11574
a83bad07f7e3 attempt better backward compatibility for Array resize functions
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
365 rn.resize (dim_vector (Anz+1, 1));
a83bad07f7e3 attempt better backward compatibility for Array resize functions
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
366 cn.resize (dim_vector (Anz+1, 1));
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
367 a.resize (Anz+1, 0.0);
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
368
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
369 if (Anc != mrowsc)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
370 error ("__glpk__: invalid value of A");
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
371
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
372 for (octave_idx_type j = 0; j < Anc; j++)
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
373 for (octave_idx_type i = A.cidx (j); i < A.cidx (j+1); i++)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
374 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
375 nz++;
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
376 rn(nz) = A.ridx (i) + 1;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
377 cn(nz) = j + 1;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
378 a(nz) = A.data(i);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
379 }
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
380 }
5631
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
381 else
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
382 {
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
383 Matrix A = args(1).xmatrix_value ("__glpk__: invalid value of A");
5631
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
384
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
385 mrowsA = A.rows ();
11574
a83bad07f7e3 attempt better backward compatibility for Array resize functions
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
386 rn.resize (dim_vector (mrowsA*mrowsc+1, 1));
a83bad07f7e3 attempt better backward compatibility for Array resize functions
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
387 cn.resize (dim_vector (mrowsA*mrowsc+1, 1));
5631
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
388 a.resize (mrowsA*mrowsc+1, 0.0);
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
389
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
390 for (int i = 0; i < mrowsA; i++)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
391 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
392 for (int j = 0; j < mrowsc; j++)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
393 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
394 if (A(i,j) != 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
395 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
396 nz++;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
397 rn(nz) = i + 1;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
398 cn(nz) = j + 1;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
399 a(nz) = A(i,j);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
400 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
401 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
402 }
5631
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
403
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
404 }
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
405
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
406 // 3rd Input. A column array containing the right-hand side value
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
407 // for each constraint in the constraint matrix.
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
408 Matrix B = args(2).xmatrix_value ("__glpk__: invalid value of B");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
409
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
410 double *b = B.fortran_vec ();
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
411
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
412 // 4th Input. An array of length mrowsc containing the lower
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
413 // bound on each of the variables.
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
414 Matrix LB = args(3).xmatrix_value ("__glpk__: invalid value of LB");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
415
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
416 if (LB.numel () < mrowsc)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
417 error ("__glpk__: invalid dimensions for LB");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
418
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
419 double *lb = LB.fortran_vec ();
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
420
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
421 // LB argument, default: Free
11570
57632dea2446 attempt better backward compatibility for Array constructors
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
422 Array<int> freeLB (dim_vector (mrowsc, 1));
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
423 for (int i = 0; i < mrowsc; i++)
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
424 {
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
425 if (xisinf (lb[i]))
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
426 {
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
427 freeLB(i) = 1;
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
428 lb[i] = -octave_Inf;
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
429 }
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
430 else
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
431 freeLB(i) = 0;
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
432 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
433
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
434 // 5th Input. An array of at least length numcols containing the upper
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
435 // bound on each of the variables.
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
436 Matrix UB = args(4).xmatrix_value ("__glpk__: invalid value of UB");
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
437
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
438 if (UB.numel () < mrowsc)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
439 error ("__glpk__: invalid dimensions for UB");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
440
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
441 double *ub = UB.fortran_vec ();
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
442
11570
57632dea2446 attempt better backward compatibility for Array constructors
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
443 Array<int> freeUB (dim_vector (mrowsc, 1));
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
444 for (int i = 0; i < mrowsc; i++)
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
445 {
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
446 if (xisinf (ub[i]))
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
447 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
448 freeUB(i) = 1;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
449 ub[i] = octave_Inf;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
450 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
451 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
452 freeUB(i) = 0;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
453 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
454
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
455 // 6th Input. A column array containing the sense of each constraint
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
456 // in the constraint matrix.
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
457 charMatrix CTYPE = args(5).char_matrix_value ("__glpk__: invalid value of CTYPE");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
458
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
459 char *ctype = CTYPE.fortran_vec ();
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
460
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
461 // 7th Input. A column array containing the types of the variables.
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
462 charMatrix VTYPE = args(6).char_matrix_value ("__glpk__: invalid value of VARTYPE");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
463
11570
57632dea2446 attempt better backward compatibility for Array constructors
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
464 Array<int> vartype (dim_vector (mrowsc, 1));
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
465 volatile int isMIP = 0;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
466 for (int i = 0; i < mrowsc ; i++)
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
467 {
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
468 if (VTYPE(i,0) == 'I')
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
469 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
470 isMIP = 1;
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
471 vartype(i) = GLP_IV;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
472 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
473 else
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
474 vartype(i) = GLP_CV;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
475 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
476
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
477 // 8th Input. Sense of optimization.
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
478 volatile int sense;
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
479 double SENSE = args(7).scalar_value ("__glpk__: invalid value of SENSE");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
480
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
481 if (SENSE >= 0)
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
482 sense = 1;
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
483 else
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
484 sense = -1;
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
485
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
486 // 9th Input. A structure containing the control parameters.
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
487 octave_scalar_map PARAM = args(8).xscalar_map_value ("__glpk__: invalid value of PARAM");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
488
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
489 control_params par;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
490
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
491 // Integer parameters
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
492
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
493 // Level of messages output by the solver
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
494 par.msglev = 1;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
495 OCTAVE_GLPK_GET_INT_PARAM ("msglev", par.msglev);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
496 if (par.msglev < 0 || par.msglev > 3)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
497 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
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
498
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
499 // scaling option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
500 volatile int scale = 16;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
501 OCTAVE_GLPK_GET_INT_PARAM ("scale", scale);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
502 if (scale < 0 || scale > 128)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
503 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
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
504
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
505 // Dual simplex option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
506 par.dual = 1;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
507 OCTAVE_GLPK_GET_INT_PARAM ("dual", par.dual);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
508 if (par.dual < 1 || par.dual > 3)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
509 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
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
510
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
511 // Pricing option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
512 par.price = 34;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
513 OCTAVE_GLPK_GET_INT_PARAM ("price", par.price);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
514 if (par.price != 17 && par.price != 34)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
515 error ("__glpk__: PARAM.price must be 17 (textbook pricing) or 34 (steepest edge pricing [default])");
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
516
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
517 // Simplex iterations limit
17195
2899d110c178 Use std::numeric_limits instead of INT_MAX in __glpk__ (bug #39715).
Rik <rik@octave.org>
parents: 17181
diff changeset
518 par.itlim = std::numeric_limits<int>::max ();
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
519 OCTAVE_GLPK_GET_INT_PARAM ("itlim", par.itlim);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
520
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
521 // Output frequency, in iterations
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
522 par.outfrq = 200;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
523 OCTAVE_GLPK_GET_INT_PARAM ("outfrq", par.outfrq);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
524
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
525 // Branching heuristic option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
526 par.branch = 4;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
527 OCTAVE_GLPK_GET_INT_PARAM ("branch", par.branch);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
528 if (par.branch < 1 || par.branch > 5)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
529 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
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
530
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
531 // Backtracking heuristic option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
532 par.btrack = 4;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
533 OCTAVE_GLPK_GET_INT_PARAM ("btrack", par.btrack);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
534 if (par.btrack < 1 || par.btrack > 4)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
535 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
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
536
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
537 // Presolver option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
538 par.presol = 1;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
539 OCTAVE_GLPK_GET_INT_PARAM ("presol", par.presol);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
540 if (par.presol < 0 || par.presol > 1)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
541 error ("__glpk__: PARAM.presol must be 0 (do NOT use LP presolver) or 1 (use LP presolver [default])");
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
542
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
543 // LPsolver option
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
544 volatile int lpsolver = 1;
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
545 OCTAVE_GLPK_GET_INT_PARAM ("lpsolver", lpsolver);
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
546 if (lpsolver < 1 || lpsolver > 2)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
547 error ("__glpk__: PARAM.lpsolver must be 1 (simplex method) or 2 (interior point method)");
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
548
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
549 // Ratio test option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
550 par.rtest = 34;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
551 OCTAVE_GLPK_GET_INT_PARAM ("rtest", par.rtest);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
552 if (par.rtest != 17 && par.rtest != 34)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
553 error ("__glpk__: PARAM.rtest must be 17 (standard ratio test) or 34 (Harris' two-pass ratio test [default])");
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
554
17195
2899d110c178 Use std::numeric_limits instead of INT_MAX in __glpk__ (bug #39715).
Rik <rik@octave.org>
parents: 17181
diff changeset
555 par.tmlim = std::numeric_limits<int>::max ();
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
556 OCTAVE_GLPK_GET_INT_PARAM ("tmlim", par.tmlim);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
557
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
558 par.outdly = 0;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
559 OCTAVE_GLPK_GET_INT_PARAM ("outdly", par.outdly);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
560
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
561 // Save option
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
562 volatile int save_pb = 0;
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
563 OCTAVE_GLPK_GET_INT_PARAM ("save", save_pb);
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
564 save_pb = save_pb != 0;
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
565
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
566 // Real parameters
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
567
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
568 // Relative tolerance used to check if the current basic solution
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
569 // is primal feasible
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
570 par.tolbnd = 1e-7;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
571 OCTAVE_GLPK_GET_REAL_PARAM ("tolbnd", par.tolbnd);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
572
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
573 // Absolute tolerance used to check if the current basic solution
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
574 // is dual feasible
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
575 par.toldj = 1e-7;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
576 OCTAVE_GLPK_GET_REAL_PARAM ("toldj", par.toldj);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
577
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
578 // Relative tolerance used to choose eligible pivotal elements of
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
579 // the simplex table in the ratio test
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
580 par.tolpiv = 1e-10;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
581 OCTAVE_GLPK_GET_REAL_PARAM ("tolpiv", par.tolpiv);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
582
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
583 par.objll = -std::numeric_limits<double>::max ();
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
584 OCTAVE_GLPK_GET_REAL_PARAM ("objll", par.objll);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
585
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
586 par.objul = std::numeric_limits<double>::max ();
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
587 OCTAVE_GLPK_GET_REAL_PARAM ("objul", par.objul);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
588
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
589 par.tolint = 1e-5;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
590 OCTAVE_GLPK_GET_REAL_PARAM ("tolint", par.tolint);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
591
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
592 par.tolobj = 1e-7;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
593 OCTAVE_GLPK_GET_REAL_PARAM ("tolobj", par.tolobj);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
594
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
595 // Assign pointers to the output parameters
8068
e3e3d12364b0 make glpk return NA values for unfeasible problems
Jaroslav Hajek <highegg@gmail.com>
parents: 8036
diff changeset
596 ColumnVector xmin (mrowsc, octave_NA);
11048
10c65e01f042 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 11047
diff changeset
597 double fmin = octave_NA;
8068
e3e3d12364b0 make glpk return NA values for unfeasible problems
Jaroslav Hajek <highegg@gmail.com>
parents: 8036
diff changeset
598 ColumnVector lambda (mrowsA, octave_NA);
e3e3d12364b0 make glpk return NA values for unfeasible problems
Jaroslav Hajek <highegg@gmail.com>
parents: 8036
diff changeset
599 ColumnVector redcosts (mrowsc, octave_NA);
11048
10c65e01f042 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 11047
diff changeset
600 double time;
19779
166051951878 avoid warning from GCC about variables possibly clobbered by longjmp
John W. Eaton <jwe@octave.org>
parents: 19697
diff changeset
601 int status;
166051951878 avoid warning from GCC about variables possibly clobbered by longjmp
John W. Eaton <jwe@octave.org>
parents: 19697
diff changeset
602 volatile int errnum = 0;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
603
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
604 int jmpret = setjmp (mark);
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
605
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
606 if (jmpret == 0)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
607 errnum = glpk (sense, mrowsc, mrowsA, c, nz, rn.fortran_vec (),
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
608 cn.fortran_vec (), a.fortran_vec (), b, ctype,
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
609 freeLB.fortran_vec (), lb, freeUB.fortran_vec (), ub,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
610 vartype.fortran_vec (), isMIP, lpsolver, save_pb, scale,
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
611 &par, xmin.fortran_vec (), &fmin, &status,
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
612 lambda.fortran_vec (), redcosts.fortran_vec (), &time);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
613
11048
10c65e01f042 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 11047
diff changeset
614 octave_scalar_map extra;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
615
5238
d432b7809fe5 [project @ 2005-03-23 21:40:29 by jwe]
jwe
parents: 5237
diff changeset
616 if (! isMIP)
d432b7809fe5 [project @ 2005-03-23 21:40:29 by jwe]
jwe
parents: 5237
diff changeset
617 {
11048
10c65e01f042 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 11047
diff changeset
618 extra.assign ("lambda", lambda);
10c65e01f042 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 11047
diff changeset
619 extra.assign ("redcosts", redcosts);
5238
d432b7809fe5 [project @ 2005-03-23 21:40:29 by jwe]
jwe
parents: 5237
diff changeset
620 }
d432b7809fe5 [project @ 2005-03-23 21:40:29 by jwe]
jwe
parents: 5237
diff changeset
621
11048
10c65e01f042 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 11047
diff changeset
622 extra.assign ("time", time);
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
623 extra.assign ("status", status);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
624
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20867
diff changeset
625 return ovl (xmin, fmin, errnum, extra);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
626
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
627 #else
21082
4484384a2959 Deprecate gripe_not_supported.
Rik <rik@octave.org>
parents: 20957
diff changeset
628 gripe_disabled_feature ("glpk", "GNU Linear Programming Kit");
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
629 #endif
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
630 }
12805
3641167e5b75 codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents: 11586
diff changeset
631
3641167e5b75 codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents: 11586
diff changeset
632 /*
3641167e5b75 codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents: 11586
diff changeset
633 ## No test needed for internal helper function.
3641167e5b75 codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents: 11586
diff changeset
634 %!assert (1)
3641167e5b75 codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents: 11586
diff changeset
635 */