Mercurial > octave
annotate libinterp/dldfcn/__glpk__.cc @ 17181:4e9ff411d0fa
Remove minor stylistic C'ism
* __glpk__.cc: Declare control_params with C++ syntax instead of C's
typedef convention.
author | Jordi Gutiérrez Hermoso <jordigh@octave.org> |
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date | Mon, 05 Aug 2013 14:36:05 -0400 |
parents | 54e251e699bb |
children | 2899d110c178 |
rev | line source |
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5234 | 1 /* |
2 | |
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maint: update copyright notices for 2012
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3 Copyright (C) 2005-2012 Nicolo' Giorgetti |
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4 Copyright (C) 2013 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 | |
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32 #include "lo-ieee.h" |
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33 |
5234 | 34 #include "defun-dld.h" |
35 #include "error.h" | |
5235 | 36 #include "gripes.h" |
37 #include "oct-map.h" | |
5234 | 38 #include "oct-obj.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 |
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52 struct control_params |
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53 { |
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54 int msglev; |
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55 int dual; |
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56 int price; |
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57 int itlim; |
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58 int outfrq; |
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59 int branch; |
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60 int btrack; |
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61 int presol; |
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62 int rtest; |
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63 int tmlim; |
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64 int outdly; |
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65 double tolbnd; |
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66 double toldj; |
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67 double tolpiv; |
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68 double objll; |
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69 double objul; |
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70 double tolint; |
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71 double tolobj; |
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72 }; |
5232 | 73 |
5241 | 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, | |
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80 int save_pb, int scale, const control_params *par, |
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81 double *xmin, double *fmin, int *status, |
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82 double *lambda, double *redcosts, double *time) |
5232 | 83 { |
5234 | 84 int typx = 0; |
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85 int errnum = 0; |
5234 | 86 |
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87 clock_t t_start = clock (); |
5234 | 88 |
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89 glp_prob *lp = glp_create_prob (); |
5232 | 90 |
5234 | 91 //-- Set the sense of optimization |
92 if (sense == 1) | |
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93 glp_set_obj_dir (lp, GLP_MIN); |
5234 | 94 else |
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95 glp_set_obj_dir (lp, GLP_MAX); |
5234 | 96 |
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97 glp_add_cols (lp, n); |
5234 | 98 for (int i = 0; i < n; i++) |
99 { | |
5232 | 100 //-- Define type of the structural variables |
5234 | 101 if (! freeLB[i] && ! freeUB[i]) |
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102 { |
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103 if (lb[i] != ub[i]) |
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104 glp_set_col_bnds (lp, i+1, GLP_DB, lb[i], ub[i]); |
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105 else |
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106 glp_set_col_bnds (lp, i+1, GLP_FX, lb[i], ub[i]); |
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107 } |
5234 | 108 else |
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109 { |
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110 if (! freeLB[i] && freeUB[i]) |
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111 glp_set_col_bnds (lp, i+1, GLP_LO, lb[i], ub[i]); |
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112 else |
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113 { |
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114 if (freeLB[i] && ! freeUB[i]) |
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115 glp_set_col_bnds (lp, i+1, GLP_UP, lb[i], ub[i]); |
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116 else |
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117 glp_set_col_bnds (lp, i+1, GLP_FR, lb[i], ub[i]); |
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118 } |
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119 } |
5234 | 120 |
121 // -- Set the objective coefficient of the corresponding | |
5232 | 122 // -- structural variable. No constant term is assumed. |
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123 glp_set_obj_coef(lp,i+1,c[i]); |
5232 | 124 |
5234 | 125 if (isMIP) |
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126 glp_set_col_kind (lp, i+1, vartype[i]); |
5234 | 127 } |
128 | |
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129 glp_add_rows (lp, m); |
5234 | 130 |
131 for (int i = 0; i < m; i++) | |
132 { | |
5232 | 133 /* If the i-th row has no lower bound (types F,U), the |
134 corrispondent parameter will be ignored. | |
135 If the i-th row has no upper bound (types F,L), the corrispondent | |
136 parameter will be ignored. | |
137 If the i-th row is of S type, the i-th LB is used, but | |
138 the i-th UB is ignored. | |
139 */ | |
5234 | 140 |
141 switch (ctype[i]) | |
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142 { |
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143 case 'F': |
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144 typx = GLP_FR; |
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145 break; |
5234 | 146 |
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147 case 'U': |
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148 typx = GLP_UP; |
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149 break; |
5234 | 150 |
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151 case 'L': |
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152 typx = GLP_LO; |
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153 break; |
5232 | 154 |
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155 case 'S': |
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156 typx = GLP_FX; |
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157 break; |
5232 | 158 |
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159 case 'D': |
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160 typx = GLP_DB; |
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161 break; |
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162 } |
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163 |
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164 glp_set_row_bnds (lp, i+1, typx, b[i], b[i]); |
5234 | 165 |
166 } | |
167 | |
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168 glp_load_matrix (lp, nz, rn, cn, a); |
5232 | 169 |
5234 | 170 if (save_pb) |
171 { | |
6484 | 172 static char tmp[] = "outpb.lp"; |
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173 if (glp_write_lp (lp, NULL, tmp) != 0) |
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174 { |
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175 error ("__glpk__: unable to write problem"); |
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176 longjmp (mark, -1); |
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177 } |
5234 | 178 } |
179 | |
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180 //-- scale the problem data |
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181 if (!par->presol || lpsolver != 1) |
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182 glp_scale_prob (lp, scale); |
5234 | 183 |
184 //-- build advanced initial basis (if required) | |
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185 if (lpsolver == 1 && !par->presol) |
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186 glp_adv_basis (lp, 0); |
5232 | 187 |
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188 /* For MIP problems without a presolver, a first pass with glp_simplex |
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189 is required */ |
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190 if ((!isMIP && lpsolver == 1) |
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191 || (isMIP && !par->presol)) |
5234 | 192 { |
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193 glp_smcp smcp; |
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194 glp_init_smcp (&smcp); |
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195 smcp.msg_lev = par->msglev; |
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196 smcp.meth = par->dual; |
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197 smcp.pricing = par->price; |
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198 smcp.r_test = par->rtest; |
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199 smcp.tol_bnd = par->tolbnd; |
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200 smcp.tol_dj = par->toldj; |
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201 smcp.tol_piv = par->tolpiv; |
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202 smcp.obj_ll = par->objll; |
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203 smcp.obj_ul = par->objul; |
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204 smcp.it_lim = par->itlim; |
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205 smcp.tm_lim = par->tmlim; |
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206 smcp.out_frq = par->outfrq; |
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207 smcp.out_dly = par->outdly; |
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208 smcp.presolve = par->presol; |
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209 errnum = glp_simplex (lp, &smcp); |
5234 | 210 } |
211 | |
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212 if (isMIP) |
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213 { |
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214 glp_iocp iocp; |
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215 glp_init_iocp (&iocp); |
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216 iocp.msg_lev = par->msglev; |
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217 iocp.br_tech = par->branch; |
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218 iocp.bt_tech = par->btrack; |
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219 iocp.tol_int = par->tolint; |
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220 iocp.tol_obj = par->tolobj; |
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221 iocp.tm_lim = par->tmlim; |
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222 iocp.out_frq = par->outfrq; |
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223 iocp.out_dly = par->outdly; |
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224 iocp.presolve = par->presol; |
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225 errnum = glp_intopt (lp, &iocp); |
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226 } |
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227 |
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228 if (!isMIP && lpsolver == 2) |
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229 { |
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230 glp_iptcp iptcp; |
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231 glp_init_iptcp (&iptcp); |
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232 iptcp.msg_lev = par->msglev; |
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233 errnum = glp_interior (lp, &iptcp); |
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234 } |
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235 |
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236 if (errnum == 0) |
5234 | 237 { |
238 if (isMIP) | |
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239 { |
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240 *status = glp_mip_status (lp); |
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241 *fmin = glp_mip_obj_val (lp); |
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242 } |
5234 | 243 else |
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244 { |
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245 if (lpsolver == 1) |
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246 { |
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247 *status = glp_get_status (lp); |
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248 *fmin = glp_get_obj_val (lp); |
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249 } |
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250 else |
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251 { |
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252 *status = glp_ipt_status (lp); |
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253 *fmin = glp_ipt_obj_val (lp); |
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254 } |
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255 } |
5232 | 256 |
5234 | 257 if (isMIP) |
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258 { |
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259 for (int i = 0; i < n; i++) |
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260 xmin[i] = glp_mip_col_val (lp, i+1); |
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261 } |
5234 | 262 else |
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263 { |
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264 /* Primal values */ |
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265 for (int i = 0; i < n; i++) |
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266 { |
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267 if (lpsolver == 1) |
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268 xmin[i] = glp_get_col_prim (lp, i+1); |
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269 else |
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270 xmin[i] = glp_ipt_col_prim (lp, i+1); |
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271 } |
5232 | 272 |
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273 /* Dual values */ |
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274 for (int i = 0; i < m; i++) |
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275 { |
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276 if (lpsolver == 1) |
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277 lambda[i] = glp_get_row_dual (lp, i+1); |
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278 else |
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279 lambda[i] = glp_ipt_row_dual (lp, i+1); |
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280 } |
5234 | 281 |
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282 /* Reduced costs */ |
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283 for (int i = 0; i < glp_get_num_cols (lp); i++) |
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284 { |
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285 if (lpsolver == 1) |
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286 redcosts[i] = glp_get_col_dual (lp, i+1); |
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287 else |
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288 redcosts[i] = glp_ipt_col_dual (lp, i+1); |
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289 } |
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290 } |
5234 | 291 |
5241 | 292 *time = (clock () - t_start) / CLOCKS_PER_SEC; |
5234 | 293 } |
294 | |
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295 glp_delete_prob (lp); |
5234 | 296 |
5240 | 297 return errnum; |
5232 | 298 } |
299 | |
5235 | 300 #endif |
301 | |
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302 #define OCTAVE_GLPK_GET_REAL_PARAM(NAME, VAL) \ |
5240 | 303 do \ |
304 { \ | |
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305 octave_value tmp = PARAM.getfield (NAME); \ |
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306 \ |
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307 if (tmp.is_defined ()) \ |
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308 { \ |
5240 | 309 if (! tmp.is_empty ()) \ |
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310 { \ |
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311 VAL = tmp.scalar_value (); \ |
5240 | 312 \ |
313 if (error_state) \ | |
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314 { \ |
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315 error ("glpk: invalid value in PARAM." NAME); \ |
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316 return retval; \ |
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317 } \ |
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318 } \ |
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319 else \ |
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320 { \ |
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321 error ("glpk: invalid value in PARAM." NAME); \ |
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322 return retval; \ |
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323 } \ |
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324 } \ |
5240 | 325 } \ |
326 while (0) | |
327 | |
328 #define OCTAVE_GLPK_GET_INT_PARAM(NAME, VAL) \ | |
329 do \ | |
330 { \ | |
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331 octave_value tmp = PARAM.getfield (NAME); \ |
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332 \ |
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333 if (tmp.is_defined ()) \ |
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334 { \ |
5240 | 335 if (! tmp.is_empty ()) \ |
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336 { \ |
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337 VAL = tmp.int_value (); \ |
5240 | 338 \ |
339 if (error_state) \ | |
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340 { \ |
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341 error ("glpk: invalid value in PARAM." NAME); \ |
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342 return retval; \ |
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343 } \ |
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344 } \ |
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345 else \ |
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346 { \ |
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347 error ("glpk: invalid value in PARAM." NAME); \ |
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348 return retval; \ |
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349 } \ |
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350 } \ |
5240 | 351 } \ |
352 while (0) | |
353 | |
5235 | 354 DEFUN_DLD (__glpk__, args, , |
5245 | 355 "-*- texinfo -*-\n\ |
356 @deftypefn {Loadable Function} {[@var{values}] =} __glpk__ (@var{args})\n\ | |
6945 | 357 Undocumented internal function.\n\ |
5245 | 358 @end deftypefn") |
5232 | 359 { |
5234 | 360 // The list of values to return. See the declaration in oct-obj.h |
361 octave_value_list retval; | |
5232 | 362 |
5235 | 363 #if defined (HAVE_GLPK) |
364 | |
5234 | 365 int nrhs = args.length (); |
366 | |
5240 | 367 if (nrhs != 9) |
5234 | 368 { |
5823 | 369 print_usage (); |
5232 | 370 return retval; |
5234 | 371 } |
372 | |
5237 | 373 //-- 1nd Input. A column array containing the objective function |
374 //-- coefficients. | |
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375 volatile int mrowsc = args(0).rows (); |
5234 | 376 |
5237 | 377 Matrix C (args(0).matrix_value ()); |
5240 | 378 |
379 if (error_state) | |
380 { | |
381 error ("__glpk__: invalid value of C"); | |
382 return retval; | |
383 } | |
384 | |
5234 | 385 double *c = C.fortran_vec (); |
5455 | 386 Array<int> rn; |
387 Array<int> cn; | |
388 ColumnVector a; | |
5515 | 389 volatile int mrowsA; |
5455 | 390 volatile int nz = 0; |
5232 | 391 |
5237 | 392 //-- 2nd Input. A matrix containing the constraints coefficients. |
5234 | 393 // If matrix A is NOT a sparse matrix |
5631 | 394 if (args(1).is_sparse_type ()) |
5455 | 395 { |
5603 | 396 SparseMatrix A = args(1).sparse_matrix_value (); // get the sparse matrix |
5455 | 397 |
398 if (error_state) | |
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399 { |
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400 error ("__glpk__: invalid value of A"); |
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401 return retval; |
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402 } |
5234 | 403 |
5455 | 404 mrowsA = A.rows (); |
405 octave_idx_type Anc = A.cols (); | |
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406 octave_idx_type Anz = A.nnz (); |
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407 rn.resize (dim_vector (Anz+1, 1)); |
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408 cn.resize (dim_vector (Anz+1, 1)); |
5455 | 409 a.resize (Anz+1, 0.0); |
410 | |
411 if (Anc != mrowsc) | |
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412 { |
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413 error ("__glpk__: invalid value of A"); |
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414 return retval; |
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415 } |
5455 | 416 |
417 for (octave_idx_type j = 0; j < Anc; j++) | |
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418 for (octave_idx_type i = A.cidx (j); i < A.cidx (j+1); i++) |
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419 { |
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420 nz++; |
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421 rn(nz) = A.ridx (i) + 1; |
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422 cn(nz) = j + 1; |
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423 a(nz) = A.data(i); |
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424 } |
5455 | 425 } |
5631 | 426 else |
427 { | |
428 Matrix A (args(1).matrix_value ()); // get the matrix | |
429 | |
430 if (error_state) | |
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431 { |
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432 error ("__glpk__: invalid value of A"); |
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433 return retval; |
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434 } |
5631 | 435 |
436 mrowsA = A.rows (); | |
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437 rn.resize (dim_vector (mrowsA*mrowsc+1, 1)); |
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438 cn.resize (dim_vector (mrowsA*mrowsc+1, 1)); |
5631 | 439 a.resize (mrowsA*mrowsc+1, 0.0); |
440 | |
441 for (int i = 0; i < mrowsA; i++) | |
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442 { |
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443 for (int j = 0; j < mrowsc; j++) |
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444 { |
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445 if (A(i,j) != 0) |
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446 { |
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447 nz++; |
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448 rn(nz) = i + 1; |
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449 cn(nz) = j + 1; |
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450 a(nz) = A(i,j); |
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451 } |
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452 } |
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453 } |
5631 | 454 |
455 } | |
5232 | 456 |
5237 | 457 //-- 3rd Input. A column array containing the right-hand side value |
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458 // for each constraint in the constraint matrix. |
5237 | 459 Matrix B (args(2).matrix_value ()); |
5240 | 460 |
461 if (error_state) | |
462 { | |
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463 error ("__glpk__: invalid value of B"); |
5240 | 464 return retval; |
465 } | |
466 | |
5234 | 467 double *b = B.fortran_vec (); |
468 | |
5237 | 469 //-- 4th Input. An array of length mrowsc containing the lower |
5234 | 470 //-- bound on each of the variables. |
5237 | 471 Matrix LB (args(3).matrix_value ()); |
5240 | 472 |
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473 if (error_state || LB.length () < mrowsc) |
5240 | 474 { |
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475 error ("__glpk__: invalid value of LB"); |
5240 | 476 return retval; |
477 } | |
478 | |
5234 | 479 double *lb = LB.fortran_vec (); |
480 | |
481 //-- LB argument, default: Free | |
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482 Array<int> freeLB (dim_vector (mrowsc, 1)); |
5234 | 483 for (int i = 0; i < mrowsc; i++) |
484 { | |
5455 | 485 if (xisinf (lb[i])) |
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486 { |
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487 freeLB(i) = 1; |
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488 lb[i] = -octave_Inf; |
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489 } |
5234 | 490 else |
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491 freeLB(i) = 0; |
5234 | 492 } |
493 | |
5237 | 494 //-- 5th Input. An array of at least length numcols containing the upper |
5234 | 495 //-- bound on each of the variables. |
5237 | 496 Matrix UB (args(4).matrix_value ()); |
5234 | 497 |
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498 if (error_state || UB.length () < mrowsc) |
5240 | 499 { |
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500 error ("__glpk__: invalid value of UB"); |
5240 | 501 return retval; |
502 } | |
503 | |
5234 | 504 double *ub = UB.fortran_vec (); |
5232 | 505 |
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506 Array<int> freeUB (dim_vector (mrowsc, 1)); |
5234 | 507 for (int i = 0; i < mrowsc; i++) |
508 { | |
5455 | 509 if (xisinf (ub[i])) |
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510 { |
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511 freeUB(i) = 1; |
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512 ub[i] = octave_Inf; |
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513 } |
5234 | 514 else |
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515 freeUB(i) = 0; |
5234 | 516 } |
517 | |
5237 | 518 //-- 6th Input. A column array containing the sense of each constraint |
519 //-- in the constraint matrix. | |
520 charMatrix CTYPE (args(5).char_matrix_value ()); | |
5240 | 521 |
522 if (error_state) | |
523 { | |
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524 error ("__glpk__: invalid value of CTYPE"); |
5240 | 525 return retval; |
526 } | |
527 | |
5237 | 528 char *ctype = CTYPE.fortran_vec (); |
529 | |
530 //-- 7th Input. A column array containing the types of the variables. | |
531 charMatrix VTYPE (args(6).char_matrix_value ()); | |
5232 | 532 |
5240 | 533 if (error_state) |
534 { | |
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535 error ("__glpk__: invalid value of VARTYPE"); |
5240 | 536 return retval; |
537 } | |
538 | |
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539 Array<int> vartype (dim_vector (mrowsc, 1)); |
5235 | 540 volatile int isMIP = 0; |
5234 | 541 for (int i = 0; i < mrowsc ; i++) |
542 { | |
543 if (VTYPE(i,0) == 'I') | |
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544 { |
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545 isMIP = 1; |
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546 vartype(i) = GLP_IV; |
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547 } |
5234 | 548 else |
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549 vartype(i) = GLP_CV; |
5234 | 550 } |
551 | |
5237 | 552 //-- 8th Input. Sense of optimization. |
553 volatile int sense; | |
554 double SENSE = args(7).scalar_value (); | |
5240 | 555 |
556 if (error_state) | |
557 { | |
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558 error ("__glpk__: invalid value of SENSE"); |
5240 | 559 return retval; |
560 } | |
561 | |
5237 | 562 if (SENSE >= 0) |
563 sense = 1; | |
564 else | |
565 sense = -1; | |
566 | |
5234 | 567 //-- 9th Input. A structure containing the control parameters. |
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568 octave_scalar_map PARAM = args(8).scalar_map_value (); |
5234 | 569 |
5240 | 570 if (error_state) |
571 { | |
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572 error ("__glpk__: invalid value of PARAM"); |
5240 | 573 return retval; |
574 } | |
575 | |
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576 control_params par; |
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577 |
5234 | 578 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
579 //-- Integer parameters | |
580 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ | |
581 | |
582 //-- Level of messages output by the solver | |
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583 par.msglev = 1; |
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584 OCTAVE_GLPK_GET_INT_PARAM ("msglev", par.msglev); |
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585 if (par.msglev < 0 || par.msglev > 3) |
5234 | 586 { |
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587 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)"); |
5240 | 588 return retval; |
589 } | |
5232 | 590 |
5234 | 591 //-- scaling option |
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592 volatile int scale = 16; |
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593 OCTAVE_GLPK_GET_INT_PARAM ("scale", scale); |
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594 if (scale < 0 || scale > 128) |
5234 | 595 { |
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|
596 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"); |
5240 | 597 return retval; |
5234 | 598 } |
5232 | 599 |
17180
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|
600 //-- Dual simplex option |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
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changeset
|
601 par.dual = 1; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
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diff
changeset
|
602 OCTAVE_GLPK_GET_INT_PARAM ("dual", par.dual); |
54e251e699bb
Use the new GLPK API (bug #39038).
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parents:
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diff
changeset
|
603 if (par.dual < 1 || par.dual > 3) |
5234 | 604 { |
17180
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Sébastien Villemot <sebastien@debian.org>
parents:
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diff
changeset
|
605 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)"); |
5240 | 606 return retval; |
5234 | 607 } |
5232 | 608 |
5234 | 609 //-- Pricing option |
17180
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parents:
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diff
changeset
|
610 par.price = 34; |
54e251e699bb
Use the new GLPK API (bug #39038).
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parents:
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diff
changeset
|
611 OCTAVE_GLPK_GET_INT_PARAM ("price", par.price); |
54e251e699bb
Use the new GLPK API (bug #39038).
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parents:
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diff
changeset
|
612 if (par.price != 17 && par.price != 34) |
5234 | 613 { |
17180
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Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
614 error ("__glpk__: PARAM.price must be 17 (textbook pricing) or 34 (steepest edge pricing [default])"); |
5240 | 615 return retval; |
5234 | 616 } |
617 | |
618 //-- Simplex iterations limit | |
17180
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Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
619 par.itlim = INT_MAX; |
54e251e699bb
Use the new GLPK API (bug #39038).
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parents:
15213
diff
changeset
|
620 OCTAVE_GLPK_GET_INT_PARAM ("itlim", par.itlim); |
5234 | 621 |
622 //-- Output frequency, in iterations | |
17180
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parents:
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diff
changeset
|
623 par.outfrq = 200; |
54e251e699bb
Use the new GLPK API (bug #39038).
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parents:
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diff
changeset
|
624 OCTAVE_GLPK_GET_INT_PARAM ("outfrq", par.outfrq); |
5234 | 625 |
626 //-- Branching heuristic option | |
17180
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parents:
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diff
changeset
|
627 par.branch = 4; |
54e251e699bb
Use the new GLPK API (bug #39038).
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parents:
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diff
changeset
|
628 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
|
629 if (par.branch < 1 || par.branch > 5) |
5234 | 630 { |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
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diff
changeset
|
631 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)"); |
5240 | 632 return retval; |
633 } | |
5232 | 634 |
5234 | 635 //-- Backtracking heuristic option |
17180
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diff
changeset
|
636 par.btrack = 4; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
637 OCTAVE_GLPK_GET_INT_PARAM ("btrack", par.btrack); |
54e251e699bb
Use the new GLPK API (bug #39038).
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diff
changeset
|
638 if (par.btrack < 1 || par.btrack > 4) |
5234 | 639 { |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
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parents:
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changeset
|
640 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]"); |
5240 | 641 return retval; |
642 } | |
5232 | 643 |
5234 | 644 //-- Presolver option |
17180
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changeset
|
645 par.presol = 1; |
54e251e699bb
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parents:
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diff
changeset
|
646 OCTAVE_GLPK_GET_INT_PARAM ("presol", par.presol); |
54e251e699bb
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changeset
|
647 if (par.presol < 0 || par.presol > 1) |
5234 | 648 { |
11553
01f703952eff
Improve docstrings for functions in DLD-FUNCTIONS directory.
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
649 error ("__glpk__: PARAM.presol must be 0 (do NOT use LP presolver) or 1 (use LP presolver [default])"); |
5240 | 650 return retval; |
5234 | 651 } |
652 | |
5237 | 653 //-- LPsolver option |
654 volatile int lpsolver = 1; | |
5240 | 655 OCTAVE_GLPK_GET_INT_PARAM ("lpsolver", lpsolver); |
656 if (lpsolver < 1 || lpsolver > 2) | |
5237 | 657 { |
11553
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Rik <octave@nomad.inbox5.com>
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diff
changeset
|
658 error ("__glpk__: PARAM.lpsolver must be 1 (simplex method) or 2 (interior point method)"); |
5240 | 659 return retval; |
5237 | 660 } |
661 | |
17180
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parents:
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diff
changeset
|
662 //-- Ratio test option |
54e251e699bb
Use the new GLPK API (bug #39038).
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diff
changeset
|
663 par.rtest = 34; |
54e251e699bb
Use the new GLPK API (bug #39038).
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parents:
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diff
changeset
|
664 OCTAVE_GLPK_GET_INT_PARAM ("rtest", par.rtest); |
54e251e699bb
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parents:
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diff
changeset
|
665 if (par.rtest != 17 && par.rtest != 34) |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
666 { |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
667 error ("__glpk__: PARAM.rtest must be 17 (standard ratio test) or 34 (Harris' two-pass ratio test [default])"); |
54e251e699bb
Use the new GLPK API (bug #39038).
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parents:
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diff
changeset
|
668 return retval; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
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diff
changeset
|
669 } |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
670 |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
671 par.tmlim = INT_MAX; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
672 OCTAVE_GLPK_GET_INT_PARAM ("tmlim", par.tmlim); |
54e251e699bb
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parents:
15213
diff
changeset
|
673 |
54e251e699bb
Use the new GLPK API (bug #39038).
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parents:
15213
diff
changeset
|
674 par.outdly = 0; |
54e251e699bb
Use the new GLPK API (bug #39038).
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parents:
15213
diff
changeset
|
675 OCTAVE_GLPK_GET_INT_PARAM ("outdly", par.outdly); |
54e251e699bb
Use the new GLPK API (bug #39038).
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parents:
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diff
changeset
|
676 |
5237 | 677 //-- Save option |
678 volatile int save_pb = 0; | |
5240 | 679 OCTAVE_GLPK_GET_INT_PARAM ("save", save_pb); |
680 save_pb = save_pb != 0; | |
5237 | 681 |
5234 | 682 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
683 //-- Real parameters | |
684 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ | |
685 | |
686 //-- Relative tolerance used to check if the current basic solution | |
687 //-- is primal feasible | |
17180
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parents:
15213
diff
changeset
|
688 par.tolbnd = 1e-7; |
54e251e699bb
Use the new GLPK API (bug #39038).
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parents:
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diff
changeset
|
689 OCTAVE_GLPK_GET_REAL_PARAM ("tolbnd", par.tolbnd); |
5234 | 690 |
691 //-- Absolute tolerance used to check if the current basic solution | |
692 //-- is dual feasible | |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
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parents:
15213
diff
changeset
|
693 par.toldj = 1e-7; |
54e251e699bb
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Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
694 OCTAVE_GLPK_GET_REAL_PARAM ("toldj", par.toldj); |
5232 | 695 |
5234 | 696 //-- Relative tolerance used to choose eligible pivotal elements of |
10154
40dfc0c99116
DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents:
9003
diff
changeset
|
697 //-- the simplex table in the ratio test |
17180
54e251e699bb
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parents:
15213
diff
changeset
|
698 par.tolpiv = 1e-10; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
699 OCTAVE_GLPK_GET_REAL_PARAM ("tolpiv", par.tolpiv); |
5234 | 700 |
17180
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parents:
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diff
changeset
|
701 par.objll = -std::numeric_limits<double>::max (); |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
702 OCTAVE_GLPK_GET_REAL_PARAM ("objll", par.objll); |
5232 | 703 |
17180
54e251e699bb
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Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
704 par.objul = std::numeric_limits<double>::max (); |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
705 OCTAVE_GLPK_GET_REAL_PARAM ("objul", par.objul); |
5234 | 706 |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
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diff
changeset
|
707 par.tolint = 1e-5; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
708 OCTAVE_GLPK_GET_REAL_PARAM ("tolint", par.tolint); |
5234 | 709 |
17180
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parents:
15213
diff
changeset
|
710 par.tolobj = 1e-7; |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
711 OCTAVE_GLPK_GET_REAL_PARAM ("tolobj", par.tolobj); |
5234 | 712 |
713 //-- 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
|
714 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
|
715 double fmin = octave_NA; |
8068
e3e3d12364b0
make glpk return NA values for unfeasible problems
Jaroslav Hajek <highegg@gmail.com>
parents:
8036
diff
changeset
|
716 ColumnVector lambda (mrowsA, octave_NA); |
e3e3d12364b0
make glpk return NA values for unfeasible problems
Jaroslav Hajek <highegg@gmail.com>
parents:
8036
diff
changeset
|
717 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
|
718 double time; |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
719 int status, errnum = 0; |
5232 | 720 |
5234 | 721 int jmpret = setjmp (mark); |
5235 | 722 |
5234 | 723 if (jmpret == 0) |
17180
54e251e699bb
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Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
724 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
|
725 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
|
726 freeLB.fortran_vec (), lb, freeUB.fortran_vec (), ub, |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
727 vartype.fortran_vec (), isMIP, lpsolver, save_pb, scale, &par, |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
728 xmin.fortran_vec (), &fmin, &status, lambda.fortran_vec (), |
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
729 redcosts.fortran_vec (), &time); |
5232 | 730 |
11048
10c65e01f042
__glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents:
11047
diff
changeset
|
731 octave_scalar_map extra; |
5234 | 732 |
5238 | 733 if (! isMIP) |
734 { | |
11048
10c65e01f042
__glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents:
11047
diff
changeset
|
735 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
|
736 extra.assign ("redcosts", redcosts); |
5238 | 737 } |
738 | |
11048
10c65e01f042
__glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents:
11047
diff
changeset
|
739 extra.assign ("time", time); |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
740 extra.assign ("status", status); |
5232 | 741 |
5234 | 742 retval(3) = extra; |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
|
743 retval(2) = errnum; |
11048
10c65e01f042
__glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents:
11047
diff
changeset
|
744 retval(1) = fmin; |
10c65e01f042
__glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents:
11047
diff
changeset
|
745 retval(0) = xmin; |
5234 | 746 |
5235 | 747 #else |
748 | |
749 gripe_not_supported ("glpk"); | |
750 | |
751 #endif | |
752 | |
5234 | 753 return retval; |
5232 | 754 } |
12805
3641167e5b75
codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents:
11586
diff
changeset
|
755 |
3641167e5b75
codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents:
11586
diff
changeset
|
756 /* |
3641167e5b75
codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents:
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diff
changeset
|
757 ## No test needed for internal helper function. |
3641167e5b75
codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
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diff
changeset
|
758 %!assert (1) |
3641167e5b75
codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents:
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diff
changeset
|
759 */ |