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1 /* |
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2 |
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3 Copyright (C) 2005 Nicolo' Giorgetti |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
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20 02110-1301, USA. |
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21 |
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22 */ |
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23 |
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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 "defun-dld.h" |
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33 #include "error.h" |
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34 #include "gripes.h" |
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35 #include "oct-map.h" |
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36 #include "oct-obj.h" |
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37 #include "pager.h" |
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38 |
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39 #if defined (HAVE_GLPK) |
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40 |
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41 extern "C" { |
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42 #include <glpk.h> |
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43 } |
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44 |
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45 #define NIntP 17 |
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46 #define NRealP 10 |
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47 |
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48 int lpxIntParam[NIntP] = { |
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49 0, |
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50 1, |
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51 0, |
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52 1, |
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53 0, |
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54 -1, |
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55 0, |
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56 200, |
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57 1, |
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58 2, |
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59 0, |
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60 1, |
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61 0, |
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62 0, |
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63 2, |
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64 2, |
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65 1 |
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66 }; |
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67 |
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68 int IParam[NIntP] = { |
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69 LPX_K_MSGLEV, |
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70 LPX_K_SCALE, |
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71 LPX_K_DUAL, |
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72 LPX_K_PRICE, |
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73 LPX_K_ROUND, |
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74 LPX_K_ITLIM, |
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75 LPX_K_ITCNT, |
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76 LPX_K_OUTFRQ, |
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77 LPX_K_MPSINFO, |
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78 LPX_K_MPSOBJ, |
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79 LPX_K_MPSORIG, |
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80 LPX_K_MPSWIDE, |
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81 LPX_K_MPSFREE, |
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82 LPX_K_MPSSKIP, |
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83 LPX_K_BRANCH, |
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84 LPX_K_BTRACK, |
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85 LPX_K_PRESOL |
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86 }; |
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87 |
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88 |
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89 double lpxRealParam[NRealP] = { |
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90 0.07, |
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91 1e-7, |
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92 1e-7, |
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93 1e-9, |
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94 -DBL_MAX, |
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95 DBL_MAX, |
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96 -1.0, |
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97 0.0, |
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98 1e-6, |
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99 1e-7 |
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100 }; |
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101 |
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102 int RParam[NRealP] = { |
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103 LPX_K_RELAX, |
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104 LPX_K_TOLBND, |
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105 LPX_K_TOLDJ, |
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106 LPX_K_TOLPIV, |
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107 LPX_K_OBJLL, |
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108 LPX_K_OBJUL, |
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109 LPX_K_TMLIM, |
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110 LPX_K_OUTDLY, |
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111 LPX_K_TOLINT, |
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112 LPX_K_TOLOBJ |
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113 }; |
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114 |
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115 static jmp_buf mark; //-- Address for long jump to jump to |
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116 |
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117 int |
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118 glpk_fault_hook (void * /* info */, char *msg) |
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119 { |
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120 error ("CRITICAL ERROR in GLPK: %s", msg); |
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121 longjmp (mark, -1); |
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122 } |
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123 |
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124 int |
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125 glpk_print_hook (void * /* info */, char *msg) |
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126 { |
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127 message (0, "%s", msg); |
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128 return 1; |
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129 } |
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130 |
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131 int |
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132 glpk (int sense, int n, int m, double *c, int nz, int *rn, int *cn, |
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133 double *a, double *b, char *ctype, int *freeLB, double *lb, |
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134 int *freeUB, double *ub, int *vartype, int isMIP, int lpsolver, |
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135 int save_pb, double *xmin, double *fmin, double *status, |
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136 double *lambda, double *redcosts, double *time, double *mem) |
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137 { |
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138 int errnum; |
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139 int typx = 0; |
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140 int method; |
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141 |
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142 clock_t t_start = clock(); |
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143 |
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144 lib_set_fault_hook (NULL, glpk_fault_hook); |
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145 |
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146 if (lpxIntParam[0] > 1) |
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147 lib_set_print_hook (NULL, glpk_print_hook); |
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148 |
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149 LPX *lp = lpx_create_prob (); |
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150 |
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151 |
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152 //-- Set the sense of optimization |
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153 if (sense == 1) |
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154 lpx_set_obj_dir (lp, LPX_MIN); |
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155 else |
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156 lpx_set_obj_dir (lp, LPX_MAX); |
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157 |
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158 //-- If the problem has integer structural variables switch to MIP |
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159 if (isMIP) |
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160 lpx_set_class (lp, LPX_MIP); |
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161 |
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162 lpx_add_cols (lp, n); |
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163 for (int i = 0; i < n; i++) |
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164 { |
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165 //-- Define type of the structural variables |
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166 if (! freeLB[i] && ! freeUB[i]) |
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167 lpx_set_col_bnds (lp, i+1, LPX_DB, lb[i], ub[i]); |
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168 else |
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169 { |
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170 if (! freeLB[i] && freeUB[i]) |
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171 lpx_set_col_bnds (lp, i+1, LPX_LO, lb[i], ub[i]); |
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172 else |
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173 { |
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174 if (freeLB[i] && ! freeUB[i]) |
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175 lpx_set_col_bnds (lp, i+1, LPX_UP, lb[i], ub[i]); |
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176 else |
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177 lpx_set_col_bnds (lp, i+1, LPX_FR, lb[i], ub[i]); |
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178 } |
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179 } |
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180 |
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181 // -- Set the objective coefficient of the corresponding |
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182 // -- structural variable. No constant term is assumed. |
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183 lpx_set_obj_coef(lp,i+1,c[i]); |
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184 |
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185 if (isMIP) |
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186 lpx_set_col_kind (lp, i+1, vartype[i]); |
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187 } |
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188 |
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189 lpx_add_rows (lp, m); |
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190 |
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191 for (int i = 0; i < m; i++) |
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192 { |
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193 /* If the i-th row has no lower bound (types F,U), the |
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194 corrispondent parameter will be ignored. |
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195 If the i-th row has no upper bound (types F,L), the corrispondent |
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196 parameter will be ignored. |
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197 If the i-th row is of S type, the i-th LB is used, but |
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198 the i-th UB is ignored. |
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199 */ |
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200 |
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201 switch (ctype[i]) |
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202 { |
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203 case 'F': |
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204 typx = LPX_FR; |
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205 break; |
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206 |
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207 case 'U': |
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208 typx = LPX_UP; |
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209 break; |
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210 |
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211 case 'L': |
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212 typx = LPX_LO; |
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213 break; |
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214 |
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215 case 'S': |
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216 typx = LPX_FX; |
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217 break; |
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218 |
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219 case 'D': |
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220 typx = LPX_DB; |
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221 break; |
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222 } |
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223 |
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224 lpx_set_row_bnds (lp, i+1, typx, b[i], b[i]); |
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225 |
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226 } |
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227 |
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228 lpx_load_matrix (lp, nz, rn, cn, a); |
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229 |
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230 if (save_pb) |
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231 { |
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232 if (lpx_write_cpxlp (lp, "outpb.lp") != 0) |
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233 { |
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234 error ("__glpk__: unable to write problem"); |
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235 longjmp (mark, -1); |
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236 } |
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237 } |
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238 |
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239 //-- scale the problem data (if required) |
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240 //-- if (scale && (!presol || method == 1)) lpx_scale_prob(lp); |
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241 //-- LPX_K_SCALE=IParam[1] LPX_K_PRESOL=IParam[16] |
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242 if (lpxIntParam[1] && (! lpxIntParam[16] || lpsolver != 1)) |
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243 lpx_scale_prob (lp); |
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244 |
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245 //-- build advanced initial basis (if required) |
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246 if (lpsolver == 1 && ! lpxIntParam[16]) |
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247 lpx_adv_basis (lp); |
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248 |
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249 for(int i = 0; i < NIntP; i++) |
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250 lpx_set_int_parm (lp, IParam[i], lpxIntParam[i]); |
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251 |
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252 for (int i = 0; i < NRealP; i++) |
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253 lpx_set_real_parm (lp, RParam[i], lpxRealParam[i]); |
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254 |
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255 if (lpsolver == 1) |
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256 method = 'S'; |
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257 else |
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258 method = 'T'; |
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259 |
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260 switch (method) |
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261 { |
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262 case 'S': |
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263 { |
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264 if (isMIP) |
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265 { |
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266 method = 'I'; |
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267 errnum = lpx_simplex (lp); |
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268 errnum = lpx_integer (lp); |
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269 } |
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270 else |
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271 errnum = lpx_simplex(lp); |
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272 } |
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273 break; |
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274 |
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275 case 'T': |
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276 errnum = lpx_interior(lp); |
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277 break; |
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278 |
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279 default: |
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280 insist (method != method); |
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281 } |
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282 |
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283 /* errnum assumes the following results: |
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284 errnum = 0 <=> No errors |
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285 errnum = 1 <=> Iteration limit exceeded. |
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286 errnum = 2 <=> Numerical problems with basis matrix. |
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287 */ |
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288 if (errnum == LPX_E_OK) |
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289 { |
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290 if (isMIP) |
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291 { |
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292 *status = lpx_mip_status (lp); |
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293 *fmin = lpx_mip_obj_val (lp); |
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294 } |
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295 else |
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296 { |
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297 if (lpsolver == 1) |
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298 { |
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299 *status = lpx_get_status (lp); |
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300 *fmin = lpx_get_obj_val (lp); |
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301 } |
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302 else |
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303 { |
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304 *status = lpx_ipt_status (lp); |
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305 *fmin = lpx_ipt_obj_val (lp); |
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306 } |
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307 } |
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308 |
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309 if (isMIP) |
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310 { |
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311 for (int i = 0; i < n; i++) |
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312 xmin[i] = lpx_mip_col_val (lp, i+1); |
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313 } |
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314 else |
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315 { |
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316 /* Primal values */ |
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317 for (int i = 0; i < n; i++) |
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318 { |
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319 if (lpsolver == 1) |
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320 xmin[i] = lpx_get_col_prim (lp, i+1); |
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321 else |
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322 xmin[i] = lpx_ipt_col_prim (lp, i+1); |
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323 } |
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324 |
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325 /* Dual values */ |
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326 for (int i = 0; i < m; i++) |
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327 { |
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328 if (lpsolver == 1) |
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329 lambda[i] = lpx_get_row_dual (lp, i+1); |
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330 else |
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331 lambda[i] = lpx_ipt_row_dual (lp, i+1); |
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332 } |
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333 |
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334 /* Reduced costs */ |
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335 for (int i = 0; i < lpx_get_num_cols (lp); i++) |
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336 { |
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337 if (lpsolver == 1) |
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338 redcosts[i] = lpx_get_col_dual (lp, i+1); |
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339 else |
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340 redcosts[i] = lpx_ipt_col_dual (lp, i+1); |
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341 } |
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342 } |
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343 |
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344 *time = (clock () - t_start) / CLOCKS_PER_SEC; |
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345 *mem = (lib_env_ptr () -> mem_tpeak); |
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346 |
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347 lpx_delete_prob (lp); |
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348 return 0; |
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349 } |
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350 |
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351 lpx_delete_prob (lp); |
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352 |
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353 *status = errnum; |
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354 |
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355 return errnum; |
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356 } |
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357 |
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358 #endif |
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359 |
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360 #define OCTAVE_GLPK_GET_REAL_PARAM(NAME, IDX) \ |
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361 do \ |
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362 { \ |
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363 if (PARAM.contains (NAME)) \ |
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364 { \ |
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365 Cell tmp = PARAM.contents (NAME); \ |
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366 \ |
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367 if (! tmp.is_empty ()) \ |
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368 { \ |
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369 lpxRealParam[IDX] = tmp(0).scalar_value (); \ |
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370 \ |
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371 if (error_state) \ |
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372 { \ |
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373 error ("glpk: invalid value in param." NAME); \ |
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374 return retval; \ |
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375 } \ |
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376 } \ |
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377 else \ |
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378 { \ |
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379 error ("glpk: invalid value in param." NAME); \ |
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380 return retval; \ |
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381 } \ |
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382 } \ |
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383 } \ |
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384 while (0) |
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385 |
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386 #define OCTAVE_GLPK_GET_INT_PARAM(NAME, VAL) \ |
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387 do \ |
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388 { \ |
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389 if (PARAM.contains (NAME)) \ |
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390 { \ |
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391 Cell tmp = PARAM.contents (NAME); \ |
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392 \ |
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393 if (! tmp.is_empty ()) \ |
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394 { \ |
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395 VAL = tmp(0).int_value (); \ |
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396 \ |
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397 if (error_state) \ |
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398 { \ |
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399 error ("glpk: invalid value in param." NAME); \ |
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400 return retval; \ |
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401 } \ |
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402 } \ |
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403 else \ |
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404 { \ |
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405 error ("glpk: invalid value in param." NAME); \ |
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406 return retval; \ |
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407 } \ |
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408 } \ |
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409 } \ |
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410 while (0) |
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411 |
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412 DEFUN_DLD (__glpk__, args, , |
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413 "-*- texinfo -*-\n\ |
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414 @deftypefn {Loadable Function} {[@var{values}] =} __glpk__ (@var{args})\n\ |
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415 Internal interface for the GNU GLPK library.\n\ |
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416 You should be using using the @code{glpk} function instead.\n\ |
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417 @end deftypefn") |
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418 { |
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419 // The list of values to return. See the declaration in oct-obj.h |
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420 octave_value_list retval; |
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421 |
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5235
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422 #if defined (HAVE_GLPK) |
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423 |
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424 int nrhs = args.length (); |
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425 |
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426 if (nrhs != 9) |
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427 { |
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428 print_usage ("__glpk__"); |
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429 return retval; |
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430 } |
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431 |
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432 //-- 1nd Input. A column array containing the objective function |
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433 //-- coefficients. |
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434 int mrowsc = args(0).rows(); |
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435 |
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5237
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436 Matrix C (args(0).matrix_value ()); |
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437 |
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438 if (error_state) |
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439 { |
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440 error ("__glpk__: invalid value of C"); |
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441 return retval; |
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442 } |
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443 |
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444 double *c = C.fortran_vec (); |
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445 |
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446 //-- 2nd Input. A matrix containing the constraints coefficients. |
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447 // If matrix A is NOT a sparse matrix |
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448 // if(!mxIsSparse(A_IN)){ |
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449 Matrix A (args(1).matrix_value ()); // get the matrix |
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450 |
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451 if (error_state) |
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452 { |
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453 error ("__glpk__: invalid value of A"); |
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454 return retval; |
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455 } |
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456 |
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457 int mrowsA = A.rows (); |
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458 Array<int> rn (mrowsA*mrowsc+1); |
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459 Array<int> cn (mrowsA*mrowsc+1); |
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460 ColumnVector a (mrowsA*mrowsc+1, 0.0); |
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461 |
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5235
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462 volatile int nz = 0; |
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463 for (int i = 0; i < mrowsA; i++) |
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464 { |
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465 for (int j = 0; j < mrowsc; j++) |
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|
466 { |
|
|
467 if (A(i,j) != 0) |
|
|
468 { |
|
|
469 nz++; |
|
|
470 rn(nz) = i + 1; |
|
|
471 cn(nz) = j + 1; |
|
|
472 a(nz) = A(i,j); |
|
|
473 } |
|
|
474 } |
|
|
475 } |
|
|
476 |
|
5232
|
477 // DON'T DELETE THIS PART... REPRESENTS THE SPARSE MATRICES MANIPULATION |
|
|
478 // }else{ |
|
|
479 // int i,j; |
|
|
480 // int *jc,*ir; |
|
|
481 // double *pr; |
|
|
482 // int nelc,count,row; |
|
|
483 // |
|
|
484 // /* NOTE: nnz is the actual number of nonzeros and is stored as the |
|
|
485 // last element of the jc array where the size of the jc array is the |
|
|
486 // number of columns + 1 */ |
|
|
487 // nz = *(mxGetJc(A_IN) + mrowsc); |
|
|
488 // jc = mxGetJc(A_IN); |
|
|
489 // ir = mxGetIr(A_IN); |
|
|
490 // pr = mxGetPr(A_IN); |
|
|
491 // |
|
|
492 // rn=(int *)calloc(nz+1,sizeof(int)); |
|
|
493 // cn=(int *)calloc(nz+1,sizeof(int)); |
|
|
494 // a=(double *)calloc(nz+1,sizeof(double)); |
|
|
495 // |
|
|
496 // count=0; row=0; |
|
|
497 // for(i=1;i<=mrowsc;i++){ |
|
|
498 // nelc=jc[i]-jc[i-1]; |
|
|
499 // for(j=0;j<nelc;j++){ |
|
|
500 // count++; |
|
|
501 // rn[count]=ir[row]+1; |
|
|
502 // cn[count]=i; |
|
|
503 // a[count]=pr[row]; |
|
|
504 // row++; |
|
|
505 // } |
|
|
506 // } |
|
|
507 // } |
|
|
508 |
|
5237
|
509 //-- 3rd Input. A column array containing the right-hand side value |
|
5234
|
510 // for each constraint in the constraint matrix. |
|
5237
|
511 Matrix B (args(2).matrix_value ()); |
|
5240
|
512 |
|
|
513 if (error_state) |
|
|
514 { |
|
|
515 error ("__glpk__: invalid value of b"); |
|
|
516 return retval; |
|
|
517 } |
|
|
518 |
|
5234
|
519 double *b = B.fortran_vec (); |
|
|
520 |
|
5237
|
521 //-- 4th Input. An array of length mrowsc containing the lower |
|
5234
|
522 //-- bound on each of the variables. |
|
5237
|
523 Matrix LB (args(3).matrix_value ()); |
|
5240
|
524 |
|
|
525 if (error_state) |
|
|
526 { |
|
|
527 error ("__glpk__: invalid value of lb"); |
|
|
528 return retval; |
|
|
529 } |
|
|
530 |
|
5234
|
531 double *lb = LB.fortran_vec (); |
|
|
532 |
|
|
533 //-- LB argument, default: Free |
|
|
534 Array<int> freeLB (mrowsc); |
|
|
535 for (int i = 0; i < mrowsc; i++) |
|
|
536 { |
|
|
537 if (isinf (lb[i])) |
|
|
538 { |
|
|
539 freeLB(i) = 1; |
|
|
540 lb[i] = -octave_Inf; |
|
|
541 } |
|
|
542 else |
|
|
543 freeLB(i) = 0; |
|
|
544 } |
|
|
545 |
|
5237
|
546 //-- 5th Input. An array of at least length numcols containing the upper |
|
5234
|
547 //-- bound on each of the variables. |
|
5237
|
548 Matrix UB (args(4).matrix_value ()); |
|
5234
|
549 |
|
5240
|
550 if (error_state) |
|
|
551 { |
|
|
552 error ("__glpk__: invalid value of ub"); |
|
|
553 return retval; |
|
|
554 } |
|
|
555 |
|
5234
|
556 double *ub = UB.fortran_vec (); |
|
5232
|
557 |
|
5234
|
558 Array<int> freeUB (mrowsc); |
|
|
559 for (int i = 0; i < mrowsc; i++) |
|
|
560 { |
|
|
561 if (isinf (ub[i])) |
|
|
562 { |
|
|
563 freeUB(i) = 1; |
|
|
564 ub[i] = octave_Inf; |
|
|
565 } |
|
|
566 else |
|
|
567 freeUB(i) = 0; |
|
|
568 } |
|
|
569 |
|
5237
|
570 //-- 6th Input. A column array containing the sense of each constraint |
|
|
571 //-- in the constraint matrix. |
|
|
572 charMatrix CTYPE (args(5).char_matrix_value ()); |
|
5240
|
573 |
|
|
574 if (error_state) |
|
|
575 { |
|
|
576 error ("__glpk__: invalid value of ctype"); |
|
|
577 return retval; |
|
|
578 } |
|
|
579 |
|
5237
|
580 char *ctype = CTYPE.fortran_vec (); |
|
|
581 |
|
|
582 //-- 7th Input. A column array containing the types of the variables. |
|
|
583 charMatrix VTYPE (args(6).char_matrix_value ()); |
|
5232
|
584 |
|
5240
|
585 if (error_state) |
|
|
586 { |
|
|
587 error ("__glpk__: invalid value of vtype"); |
|
|
588 return retval; |
|
|
589 } |
|
|
590 |
|
5234
|
591 Array<int> vartype (mrowsc); |
|
5235
|
592 volatile int isMIP = 0; |
|
5234
|
593 for (int i = 0; i < mrowsc ; i++) |
|
|
594 { |
|
|
595 if (VTYPE(i,0) == 'I') |
|
|
596 { |
|
|
597 isMIP = 1; |
|
|
598 vartype(i) = LPX_IV; |
|
|
599 } |
|
|
600 else |
|
5235
|
601 vartype(i) = LPX_CV; |
|
5234
|
602 } |
|
|
603 |
|
5237
|
604 //-- 8th Input. Sense of optimization. |
|
|
605 volatile int sense; |
|
|
606 double SENSE = args(7).scalar_value (); |
|
5240
|
607 |
|
|
608 if (error_state) |
|
|
609 { |
|
|
610 error ("__glpk__: invalid value of sense"); |
|
|
611 return retval; |
|
|
612 } |
|
|
613 |
|
5237
|
614 if (SENSE >= 0) |
|
|
615 sense = 1; |
|
|
616 else |
|
|
617 sense = -1; |
|
|
618 |
|
5234
|
619 //-- 9th Input. A structure containing the control parameters. |
|
|
620 Octave_map PARAM = args(8).map_value (); |
|
|
621 |
|
5240
|
622 if (error_state) |
|
|
623 { |
|
|
624 error ("__glpk__: invalid value of param"); |
|
|
625 return retval; |
|
|
626 } |
|
|
627 |
|
5234
|
628 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
|
|
629 //-- Integer parameters |
|
|
630 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
|
|
631 |
|
|
632 //-- Level of messages output by the solver |
|
5240
|
633 OCTAVE_GLPK_GET_INT_PARAM ("msglev", lpxIntParam[0]); |
|
|
634 if (lpxIntParam[0] < 0 || lpxIntParam[0] > 3) |
|
5234
|
635 { |
|
5240
|
636 error ("__glpk__: param.msglev must be 0 (no output [default]) or 1 (error messages only) or 2 (normal output) or 3 (full output)"); |
|
|
637 return retval; |
|
|
638 } |
|
5232
|
639 |
|
5234
|
640 //-- scaling option |
|
5240
|
641 OCTAVE_GLPK_GET_INT_PARAM ("scale", lpxIntParam[1]); |
|
|
642 if (lpxIntParam[1] < 0 || lpxIntParam[1] > 2) |
|
5234
|
643 { |
|
5240
|
644 error ("__glpk__: param.scale must be 0 (no scaling) or 1 (equilibration scaling [default]) or 2 (geometric mean scaling)"); |
|
|
645 return retval; |
|
5234
|
646 } |
|
5232
|
647 |
|
5234
|
648 //-- Dual dimplex option |
|
5240
|
649 OCTAVE_GLPK_GET_INT_PARAM ("dual", lpxIntParam[2]); |
|
|
650 if (lpxIntParam[2] < 0 || lpxIntParam[2] > 1) |
|
5234
|
651 { |
|
5240
|
652 error ("__glpk__: param.dual must be 0 (do NOT use dual simplex [default]) or 1 (use dual simplex)"); |
|
|
653 return retval; |
|
5234
|
654 } |
|
5232
|
655 |
|
5234
|
656 //-- Pricing option |
|
5240
|
657 OCTAVE_GLPK_GET_INT_PARAM ("price", lpxIntParam[3]); |
|
|
658 if (lpxIntParam[3] < 0 || lpxIntParam[3] > 1) |
|
5234
|
659 { |
|
5240
|
660 error ("__glpk__: param.price must be 0 (textbook pricing) or 1 (steepest edge pricing [default])"); |
|
|
661 return retval; |
|
|
662 } |
|
5232
|
663 |
|
5234
|
664 //-- Solution rounding option |
|
5240
|
665 OCTAVE_GLPK_GET_INT_PARAM ("round", lpxIntParam[4]); |
|
|
666 if (lpxIntParam[4] < 0 || lpxIntParam[4] > 1) |
|
5234
|
667 { |
|
5240
|
668 error ("__glpk__: param.round must be 0 (report all primal and dual values [default]) or 1 (replace tiny primal and dual values by exact zero)"); |
|
|
669 return retval; |
|
5234
|
670 } |
|
|
671 |
|
|
672 //-- Simplex iterations limit |
|
5240
|
673 OCTAVE_GLPK_GET_INT_PARAM ("itlim", lpxIntParam[5]); |
|
5232
|
674 |
|
5234
|
675 //-- Simplex iterations count |
|
5240
|
676 OCTAVE_GLPK_GET_INT_PARAM ("itcnt", lpxIntParam[6]); |
|
5234
|
677 |
|
|
678 //-- Output frequency, in iterations |
|
5240
|
679 OCTAVE_GLPK_GET_INT_PARAM ("outfrq", lpxIntParam[7]); |
|
5234
|
680 |
|
|
681 //-- Branching heuristic option |
|
5240
|
682 OCTAVE_GLPK_GET_INT_PARAM ("branch", lpxIntParam[14]); |
|
|
683 if (lpxIntParam[14] < 0 || lpxIntParam[14] > 2) |
|
5234
|
684 { |
|
5240
|
685 error ("__glpk__: param.branch must be (MIP only) 0 (branch on first variable) or 1 (branch on last variable) or 2 (branch using a heuristic by Driebeck and Tomlin [default]"); |
|
|
686 return retval; |
|
|
687 } |
|
5232
|
688 |
|
5234
|
689 //-- Backtracking heuristic option |
|
5240
|
690 OCTAVE_GLPK_GET_INT_PARAM ("btrack", lpxIntParam[15]); |
|
|
691 if (lpxIntParam[15] < 0 || lpxIntParam[15] > 2) |
|
5234
|
692 { |
|
5240
|
693 error ("__glpk__: param.btrack must be (MIP only) 0 (depth first search) or 1 (breadth first search) or 2 (backtrack using the best projection heuristic [default]"); |
|
|
694 return retval; |
|
|
695 } |
|
5232
|
696 |
|
5234
|
697 //-- Presolver option |
|
5240
|
698 OCTAVE_GLPK_GET_INT_PARAM ("presol", lpxIntParam[16]); |
|
|
699 if (lpxIntParam[16] < 0 || lpxIntParam[16] > 1) |
|
5234
|
700 { |
|
5240
|
701 error ("__glpk__: param.presol must be 0 (do NOT use LP presolver) or 1 (use LP presolver [default])"); |
|
|
702 return retval; |
|
5234
|
703 } |
|
|
704 |
|
5237
|
705 //-- LPsolver option |
|
|
706 volatile int lpsolver = 1; |
|
5240
|
707 OCTAVE_GLPK_GET_INT_PARAM ("lpsolver", lpsolver); |
|
|
708 if (lpsolver < 1 || lpsolver > 2) |
|
5237
|
709 { |
|
5240
|
710 error ("__glpk__: param.lpsolver must be 1 (simplex method) or 2 (interior point method)"); |
|
|
711 return retval; |
|
5237
|
712 } |
|
|
713 |
|
|
714 //-- Save option |
|
|
715 volatile int save_pb = 0; |
|
5240
|
716 OCTAVE_GLPK_GET_INT_PARAM ("save", save_pb); |
|
|
717 save_pb = save_pb != 0; |
|
5237
|
718 |
|
5234
|
719 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
|
|
720 //-- Real parameters |
|
|
721 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
|
|
722 |
|
|
723 //-- Ratio test option |
|
5240
|
724 OCTAVE_GLPK_GET_REAL_PARAM ("relax", 0); |
|
5232
|
725 |
|
5234
|
726 //-- Relative tolerance used to check if the current basic solution |
|
|
727 //-- is primal feasible |
|
5240
|
728 OCTAVE_GLPK_GET_REAL_PARAM ("tolbnd", 1); |
|
5234
|
729 |
|
|
730 //-- Absolute tolerance used to check if the current basic solution |
|
|
731 //-- is dual feasible |
|
5240
|
732 OCTAVE_GLPK_GET_REAL_PARAM ("toldj", 2); |
|
5232
|
733 |
|
5234
|
734 //-- Relative tolerance used to choose eligible pivotal elements of |
|
|
735 //-- the simplex table in the ratio test |
|
5240
|
736 OCTAVE_GLPK_GET_REAL_PARAM ("tolpiv", 3); |
|
5234
|
737 |
|
5240
|
738 OCTAVE_GLPK_GET_REAL_PARAM ("objll", 4); |
|
5234
|
739 |
|
5240
|
740 OCTAVE_GLPK_GET_REAL_PARAM ("objul", 5); |
|
5232
|
741 |
|
5240
|
742 OCTAVE_GLPK_GET_REAL_PARAM ("tmlim", 6); |
|
5234
|
743 |
|
5240
|
744 OCTAVE_GLPK_GET_REAL_PARAM ("outdly", 7); |
|
5234
|
745 |
|
5240
|
746 OCTAVE_GLPK_GET_REAL_PARAM ("tolint", 8); |
|
5234
|
747 |
|
5240
|
748 OCTAVE_GLPK_GET_REAL_PARAM ("tolobj", 9); |
|
5234
|
749 |
|
|
750 //-- Assign pointers to the output parameters |
|
|
751 ColumnVector xmin (mrowsc); |
|
|
752 ColumnVector fmin (1); |
|
|
753 ColumnVector status (1); |
|
|
754 ColumnVector lambda (mrowsA); |
|
|
755 ColumnVector redcosts (mrowsc); |
|
|
756 ColumnVector time (1); |
|
|
757 ColumnVector mem (1); |
|
5232
|
758 |
|
5234
|
759 int jmpret = setjmp (mark); |
|
5235
|
760 |
|
5234
|
761 if (jmpret == 0) |
|
5235
|
762 glpk (sense, mrowsc, mrowsA, c, nz, rn.fortran_vec (), |
|
|
763 cn.fortran_vec (), a.fortran_vec (), b, ctype, |
|
|
764 freeLB.fortran_vec (), lb, freeUB.fortran_vec (), |
|
|
765 ub, vartype.fortran_vec (), isMIP, lpsolver, |
|
|
766 save_pb, xmin.fortran_vec (), fmin.fortran_vec (), |
|
|
767 status.fortran_vec (), lambda.fortran_vec (), |
|
|
768 redcosts.fortran_vec (), time.fortran_vec (), |
|
|
769 mem.fortran_vec ()); |
|
5232
|
770 |
|
5234
|
771 Octave_map extra; |
|
|
772 |
|
5238
|
773 if (! isMIP) |
|
|
774 { |
|
|
775 extra.assign ("lambda", octave_value (lambda)); |
|
|
776 extra.assign ("redcosts", octave_value (redcosts)); |
|
|
777 } |
|
|
778 |
|
5234
|
779 extra.assign ("time", octave_value (time)); |
|
|
780 extra.assign ("mem", octave_value (mem)); |
|
5232
|
781 |
|
5234
|
782 retval(3) = extra; |
|
|
783 retval(2) = octave_value(status); |
|
|
784 retval(1) = octave_value(fmin); |
|
|
785 retval(0) = octave_value(xmin); |
|
|
786 |
|
5235
|
787 #else |
|
|
788 |
|
|
789 gripe_not_supported ("glpk"); |
|
|
790 |
|
|
791 #endif |
|
|
792 |
|
5234
|
793 return retval; |
|
5232
|
794 } |
