Mercurial > octave
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 |
rev | line source |
---|---|
5234 | 1 /* |
2 | |
19697
4197fc428c7d
maint: Update copyright notices for 2015.
John W. Eaton <jwe@octave.org>
parents:
17787
diff
changeset
|
3 Copyright (C) 2005-2015 Nicolo' Giorgetti |
4197fc428c7d
maint: Update copyright notices for 2015.
John W. Eaton <jwe@octave.org>
parents:
17787
diff
changeset
|
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 | |
24 #ifdef HAVE_CONFIG_H | |
25 #include <config.h> | |
26 #endif | |
5232 | 27 |
28 #include <cfloat> | |
29 #include <csetjmp> | |
30 #include <ctime> | |
31 | |
9003
0631d397fbe0
replace lo_ieee_isnan by xisnan, add missing includes
Jaroslav Hajek <highegg@gmail.com>
parents:
8920
diff
changeset
|
32 #include "lo-ieee.h" |
0631d397fbe0
replace lo_ieee_isnan by xisnan, add missing includes
Jaroslav Hajek <highegg@gmail.com>
parents:
8920
diff
changeset
|
33 |
5234 | 34 #include "defun-dld.h" |
35 #include "error.h" | |
5235 | 36 #include "gripes.h" |
37 #include "oct-map.h" | |
20940
48b2ad5ee801
maint: Rename oct-obj.[cc|h] to ovl.[cc|h] for clarity.
Rik <rik@octave.org>
parents:
20939
diff
changeset
|
38 #include "ovl.h" |
5235 | 39 #include "pager.h" |
40 | |
41 #if defined (HAVE_GLPK) | |
5232 | 42 |
6333 | 43 extern "C" |
44 { | |
6804 | 45 #if defined (HAVE_GLPK_GLPK_H) |
46 #include <glpk/glpk.h> | |
47 #else | |
5234 | 48 #include <glpk.h> |
6804 | 49 #endif |
6472 | 50 } |
6333 | 51 |
17181
4e9ff411d0fa
Remove minor stylistic C'ism
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents:
17180
diff
changeset
|
52 struct control_params |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
53 { |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
54 int msglev; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
55 int dual; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
56 int price; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
57 int itlim; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
58 int outfrq; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
59 int branch; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
60 int btrack; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
61 int presol; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
62 int rtest; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
63 int tmlim; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
64 int outdly; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
65 double tolbnd; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
66 double toldj; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
67 double tolpiv; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
68 double objll; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
69 double objul; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
70 double tolint; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
71 double tolobj; |
17181
4e9ff411d0fa
Remove minor stylistic C'ism
Jordi Gutiérrez Hermoso <jordigh@octave.org>
parents:
17180
diff
changeset
|
72 }; |
5232 | 73 |
20946 | 74 static jmp_buf mark; // Address for long jump to jump to |
5232 | 75 |
5234 | 76 int |
77 glpk (int sense, int n, int m, double *c, int nz, int *rn, int *cn, | |
78 double *a, double *b, char *ctype, int *freeLB, double *lb, | |
79 int *freeUB, double *ub, int *vartype, int isMIP, int lpsolver, | |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
80 int save_pb, int scale, const control_params *par, |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
81 double *xmin, double *fmin, int *status, |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
82 double *lambda, double *redcosts, double *time) |
5232 | 83 { |
5234 | 84 int typx = 0; |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
85 int errnum = 0; |
5234 | 86 |
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
|
87 clock_t t_start = clock (); |
5234 | 88 |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
89 glp_prob *lp = glp_create_prob (); |
5232 | 90 |
20946 | 91 // Set the sense of optimization |
5234 | 92 if (sense == 1) |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
93 glp_set_obj_dir (lp, GLP_MIN); |
5234 | 94 else |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
95 glp_set_obj_dir (lp, GLP_MAX); |
5234 | 96 |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
97 glp_add_cols (lp, n); |
5234 | 98 for (int i = 0; i < n; i++) |
99 { | |
20946 | 100 // Define type of the structural variables |
5234 | 101 if (! freeLB[i] && ! freeUB[i]) |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
102 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
103 if (lb[i] != ub[i]) |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
104 glp_set_col_bnds (lp, i+1, GLP_DB, lb[i], ub[i]); |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
105 else |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
106 glp_set_col_bnds (lp, i+1, GLP_FX, lb[i], ub[i]); |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
107 } |
5234 | 108 else |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
109 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
110 if (! freeLB[i] && freeUB[i]) |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
111 glp_set_col_bnds (lp, i+1, GLP_LO, lb[i], ub[i]); |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
112 else |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
113 { |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
114 if (freeLB[i] && ! freeUB[i]) |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
115 glp_set_col_bnds (lp, i+1, GLP_UP, lb[i], ub[i]); |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
116 else |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
117 glp_set_col_bnds (lp, i+1, GLP_FR, lb[i], ub[i]); |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
118 } |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
119 } |
5234 | 120 |
121 // -- Set the objective coefficient of the corresponding | |
5232 | 122 // -- structural variable. No constant term is assumed. |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
123 glp_set_obj_coef(lp,i+1,c[i]); |
5232 | 124 |
5234 | 125 if (isMIP) |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
126 glp_set_col_kind (lp, i+1, vartype[i]); |
5234 | 127 } |
128 | |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
129 glp_add_rows (lp, m); |
5234 | 130 |
131 for (int i = 0; i < m; i++) | |
132 { | |
20946 | 133 // If the i-th row has no lower bound (types F,U), the |
134 // corrispondent parameter will be ignored. If the i-th row has | |
135 // no upper bound (types F,L), the corrispondent parameter will be | |
136 // ignored. If the i-th row is of S type, the i-th LB is used, | |
137 // but the i-th UB is ignored. | |
5234 | 138 |
139 switch (ctype[i]) | |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
9003
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 | 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 | 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 | 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 | 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 | 163 |
164 } | |
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 | 167 |
5234 | 168 if (save_pb) |
169 { | |
6484 | 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 | 178 } |
179 | |
20946 | 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 | 183 |
20946 | 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 | 187 |
20946 | 188 // For MIP problems without a presolver, a first pass with glp_simplex |
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 | 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 | 210 } |
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 | 237 { |
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 | 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 | 256 |
5234 | 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 | 262 else |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
263 { |
20946 | 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 | 272 |
20946 | 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
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
278 else |
17180
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
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
280 } |
5234 | 281 |
20946 | 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
John W. Eaton <jwe@octave.org>
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
John W. Eaton <jwe@octave.org>
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
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
289 } |
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
290 } |
5234 | 291 |
5241 | 292 *time = (clock () - t_start) / CLOCKS_PER_SEC; |
5234 | 293 } |
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 | 296 |
17787
175b392e91fe
Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents:
17744
diff
changeset
|
297 return errnum; |
5232 | 298 } |
299 | |
5235 | 300 #endif |
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 | 303 do \ |
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 | 309 if (! tmp.is_empty ()) \ |
20704
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 | 314 } \ |
315 while (0) | |
316 | |
317 #define OCTAVE_GLPK_GET_INT_PARAM(NAME, VAL) \ | |
318 do \ | |
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 | 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 | 329 } \ |
330 while (0) | |
331 | |
5235 | 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 | 335 Undocumented internal function.\n\ |
5245 | 336 @end deftypefn") |
5232 | 337 { |
5235 | 338 #if defined (HAVE_GLPK) |
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 | 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 | 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 | 348 |
5234 | 349 double *c = C.fortran_vec (); |
5455 | 350 Array<int> rn; |
351 Array<int> cn; | |
352 ColumnVector a; | |
5515 | 353 volatile int mrowsA; |
5455 | 354 volatile int nz = 0; |
5232 | 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 | 357 // If matrix A is NOT a sparse matrix |
5631 | 358 if (args(1).is_sparse_type ()) |
5455 | 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 | 361 |
5455 | 362 mrowsA = A.rows (); |
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 | 367 a.resize (Anz+1, 0.0); |
368 | |
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 | 371 |
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 | 380 } |
5631 | 381 else |
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 | 384 |
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 | 388 a.resize (mrowsA*mrowsc+1, 0.0); |
389 | |
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 | 403 |
404 } | |
5232 | 405 |
20946 | 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 | 409 |
5234 | 410 double *b = B.fortran_vec (); |
411 | |
20946 | 412 // 4th Input. An array of length mrowsc containing the lower |
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 | 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 | 418 |
5234 | 419 double *lb = LB.fortran_vec (); |
420 | |
20946 | 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 | 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 | 433 |
20946 | 434 // 5th Input. An array of at least length numcols containing the upper |
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 | 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 | 440 |
5234 | 441 double *ub = UB.fortran_vec (); |
5232 | 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 | 444 for (int i = 0; i < mrowsc; i++) |
445 { | |
5455 | 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 | 451 else |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
452 freeUB(i) = 0; |
5234 | 453 } |
454 | |
20946 | 455 // 6th Input. A column array containing the sense of each constraint |
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 | 458 |
5237 | 459 char *ctype = CTYPE.fortran_vec (); |
460 | |
20946 | 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 | 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 | 465 volatile int isMIP = 0; |
5234 | 466 for (int i = 0; i < mrowsc ; i++) |
467 { | |
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 | 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 | 475 } |
476 | |
20946 | 477 // 8th Input. Sense of optimization. |
5237 | 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 | 480 |
5237 | 481 if (SENSE >= 0) |
482 sense = 1; | |
483 else | |
484 sense = -1; | |
485 | |
20946 | 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 | 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 | 491 // Integer parameters |
5234 | 492 |
20946 | 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 | 498 |
20946 | 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 | 504 |
20946 | 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 | 510 |
20946 | 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 | 516 |
20946 | 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 | 520 |
20946 | 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 | 524 |
20946 | 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 | 530 |
20946 | 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 | 536 |
20946 | 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 | 542 |
20946 | 543 // LPsolver option |
5237 | 544 volatile int lpsolver = 1; |
5240 | 545 OCTAVE_GLPK_GET_INT_PARAM ("lpsolver", lpsolver); |
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 | 548 |
20946 | 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 | 561 // Save option |
5237 | 562 volatile int save_pb = 0; |
5240 | 563 OCTAVE_GLPK_GET_INT_PARAM ("save", save_pb); |
564 save_pb = save_pb != 0; | |
5237 | 565 |
20946 | 566 // Real parameters |
5234 | 567 |
20946 | 568 // Relative tolerance used to check if the current basic solution |
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 | 572 |
20946 | 573 // Absolute tolerance used to check if the current basic solution |
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 | 577 |
20946 | 578 // Relative tolerance used to choose eligible pivotal elements of |
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 | 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 | 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 | 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 | 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 | 594 |
20946 | 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 | 603 |
5234 | 604 int jmpret = setjmp (mark); |
5235 | 605 |
5234 | 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 | 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 | 615 |
5238 | 616 if (! isMIP) |
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 | 620 } |
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 | 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 | 626 |
5235 | 627 #else |
21082 | 628 gripe_disabled_feature ("glpk", "GNU Linear Programming Kit"); |
5235 | 629 #endif |
5232 | 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 */ |