annotate libinterp/dldfcn/__glpk__.cc @ 30019:593796903cf4

glpk: prefer passing variables by reference where possible * __glpk__.cc (glpk): Pass time, status, fmin, and par variables by reference instead of using pointers.
author John W. Eaton <jwe@octave.org>
date Thu, 19 Aug 2021 23:01:40 -0400
parents 09d97b7bc904
children a61e1a0f6024
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
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1 ////////////////////////////////////////////////////////////////////////
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2 //
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3 // Copyright (C) 2005-2021 The Octave Project Developers
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4 //
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5 // See the file COPYRIGHT.md in the top-level directory of this
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6 // distribution or <https://octave.org/copyright/>.
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7 //
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8 // This file is part of Octave.
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9 //
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10 // Octave is free software: you can redistribute it and/or modify it
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11 // under the terms of the GNU General Public License as published by
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12 // the Free Software Foundation, either version 3 of the License, or
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13 // (at your option) any later version.
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14 //
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15 // Octave is distributed in the hope that it will be useful, but
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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18 // GNU General Public License for more details.
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19 //
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20 // You should have received a copy of the GNU General Public License
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21 // along with Octave; see the file COPYING. If not, see
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22 // <https://www.gnu.org/licenses/>.
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23 //
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24 ////////////////////////////////////////////////////////////////////////
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25
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26 #if defined (HAVE_CONFIG_H)
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27 # include "config.h"
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28 #endif
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29
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30 #include <ctime>
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31
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32 #include <limits>
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33
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34 #include "Array.h"
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35 #include "chMatrix.h"
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36 #include "dColVector.h"
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37 #include "dMatrix.h"
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38 #include "dSparse.h"
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39 #include "lo-ieee.h"
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40
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41 #include "defun-dld.h"
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42 #include "error.h"
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43 #include "errwarn.h"
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44 #include "oct-map.h"
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45 #include "ov.h"
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46 #include "ovl.h"
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47
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48 #if defined (HAVE_GLPK)
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49
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50 extern "C"
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51 {
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52 #if defined (HAVE_GLPK_GLPK_H)
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53 # include <glpk/glpk.h>
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54 #else
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55 # include <glpk.h>
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56 #endif
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57 }
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58
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59 struct control_params
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60 {
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61 int msglev;
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62 int dual;
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63 int price;
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64 int itlim;
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65 int outfrq;
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66 int branch;
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67 int btrack;
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68 int presol;
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69 int rtest;
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70 int tmlim;
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71 int outdly;
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72 double tolbnd;
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73 double toldj;
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74 double tolpiv;
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75 double objll;
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76 double objul;
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77 double tolint;
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78 double tolobj;
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79 };
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80
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81 static int
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82 glpk (int sense, int n, int m, double *c, int nz, int *rn, int *cn,
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83 double *a, double *b, char *ctype, int *freeLB, double *lb,
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84 int *freeUB, double *ub, int *vartype, int isMIP, int lpsolver,
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85 int save_pb, int scale, const control_params& par,
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86 double *xmin, double& fmin, int& status,
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87 double *lambda, double *redcosts, double& time)
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88 {
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89 int typx = 0;
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90 int errnum = 0;
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91
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92 time = 0.0;
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93 status = -1; // Initialize status to "bad" value
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94
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95 clock_t t_start = clock ();
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96
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97 glp_prob *lp = glp_create_prob ();
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98
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99 // Set the sense of optimization
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100 if (sense == 1)
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101 glp_set_obj_dir (lp, GLP_MIN);
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102 else
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103 glp_set_obj_dir (lp, GLP_MAX);
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104
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105 glp_add_cols (lp, n);
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106 for (int i = 0; i < n; i++)
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107 {
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108 // Define type of the structural variables
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109 if (! freeLB[i] && ! freeUB[i])
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110 {
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111 if (lb[i] != ub[i])
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112 glp_set_col_bnds (lp, i+1, GLP_DB, lb[i], ub[i]);
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113 else
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114 glp_set_col_bnds (lp, i+1, GLP_FX, lb[i], ub[i]);
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115 }
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116 else
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117 {
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118 if (! freeLB[i] && freeUB[i])
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119 glp_set_col_bnds (lp, i+1, GLP_LO, lb[i], ub[i]);
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120 else
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121 {
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122 if (freeLB[i] && ! freeUB[i])
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123 glp_set_col_bnds (lp, i+1, GLP_UP, lb[i], ub[i]);
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124 else
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125 glp_set_col_bnds (lp, i+1, GLP_FR, lb[i], ub[i]);
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126 }
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127 }
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128
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129 // -- Set the objective coefficient of the corresponding
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130 // -- structural variable. No constant term is assumed.
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131 glp_set_obj_coef(lp,i+1,c[i]);
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132
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133 if (isMIP)
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134 glp_set_col_kind (lp, i+1, vartype[i]);
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135 }
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136
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137 glp_add_rows (lp, m);
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138
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139 for (int i = 0; i < m; i++)
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parents: 5232
diff changeset
140 {
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
141 // If the i-th row has no lower bound (types F,U), the
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
142 // corrispondent parameter will be ignored. If the i-th row has
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
143 // no upper bound (types F,L), the corrispondent parameter will be
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
144 // ignored. If the i-th row is of S type, the i-th LB is used,
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
145 // but the i-th UB is ignored.
5234
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jwe
parents: 5232
diff changeset
146
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
147 switch (ctype[i])
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
148 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
149 case 'F':
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
150 typx = GLP_FR;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
151 break;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
152
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
153 case 'U':
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
154 typx = GLP_UP;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
155 break;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
156
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
157 case 'L':
17180
54e251e699bb Use the new GLPK API (bug #39038).
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parents: 15213
diff changeset
158 typx = GLP_LO;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
159 break;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
160
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
161 case 'S':
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
162 typx = GLP_FX;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
163 break;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
164
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
165 case 'D':
17180
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Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
166 typx = GLP_DB;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
167 break;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
168 }
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11574
diff changeset
169
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
170 glp_set_row_bnds (lp, i+1, typx, b[i], b[i]);
5234
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jwe
parents: 5232
diff changeset
171
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
172 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
173
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
174 glp_load_matrix (lp, nz, rn, cn, a);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
175
5234
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jwe
parents: 5232
diff changeset
176 if (save_pb)
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
177 {
6484
1ece41c144a6 [project @ 2007-04-04 03:22:16 by jwe]
jwe
parents: 6472
diff changeset
178 static char tmp[] = "outpb.lp";
23795
980f39c3ab90 Use C++11 nullptr rather than 0 in code (bug #51565).
Rik <rik@octave.org>
parents: 23583
diff changeset
179 if (glp_write_lp (lp, nullptr, tmp) != 0)
21090
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
180 error ("__glpk__: unable to write problem");
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
181 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
182
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
183 // scale the problem data
30019
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
184 if (! par.presol || lpsolver != 1)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
185 glp_scale_prob (lp, scale);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
186
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
187 // build advanced initial basis (if required)
30019
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
188 if (lpsolver == 1 && ! par.presol)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
189 glp_adv_basis (lp, 0);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
190
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
191 // For MIP problems without a presolver, a first pass with glp_simplex
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
192 // is required
20955
77f5591878bf maint: Use '! expr' rather than '!expr' to conform to coding guidelines.
Rik <rik@octave.org>
parents: 20946
diff changeset
193 if ((! isMIP && lpsolver == 1)
30019
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
194 || (isMIP && ! par.presol))
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
195 {
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
196 glp_smcp smcp;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
197 glp_init_smcp (&smcp);
30019
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
198 smcp.msg_lev = par.msglev;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
199 smcp.meth = par.dual;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
200 smcp.pricing = par.price;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
201 smcp.r_test = par.rtest;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
202 smcp.tol_bnd = par.tolbnd;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
203 smcp.tol_dj = par.toldj;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
204 smcp.tol_piv = par.tolpiv;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
205 smcp.obj_ll = par.objll;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
206 smcp.obj_ul = par.objul;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
207 smcp.it_lim = par.itlim;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
208 smcp.tm_lim = par.tmlim;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
209 smcp.out_frq = par.outfrq;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
210 smcp.out_dly = par.outdly;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
211 smcp.presolve = par.presol;
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
212 errnum = glp_simplex (lp, &smcp);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
213 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
214
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
215 if (isMIP)
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
216 {
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
217 glp_iocp iocp;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
218 glp_init_iocp (&iocp);
30019
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
219 iocp.msg_lev = par.msglev;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
220 iocp.br_tech = par.branch;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
221 iocp.bt_tech = par.btrack;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
222 iocp.tol_int = par.tolint;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
223 iocp.tol_obj = par.tolobj;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
224 iocp.tm_lim = par.tmlim;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
225 iocp.out_frq = par.outfrq;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
226 iocp.out_dly = par.outdly;
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
227 iocp.presolve = par.presol;
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
228 errnum = glp_intopt (lp, &iocp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
229 }
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
230
20955
77f5591878bf maint: Use '! expr' rather than '!expr' to conform to coding guidelines.
Rik <rik@octave.org>
parents: 20946
diff changeset
231 if (! isMIP && lpsolver == 2)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
232 {
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
233 glp_iptcp iptcp;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
234 glp_init_iptcp (&iptcp);
30019
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
235 iptcp.msg_lev = par.msglev;
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
236 errnum = glp_interior (lp, &iptcp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
237 }
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
238
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
239 if (errnum == 0)
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
240 {
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
241 if (isMIP)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
242 {
30019
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
243 status = glp_mip_status (lp);
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
244 fmin = glp_mip_obj_val (lp);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
245 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
246 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
247 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
248 if (lpsolver == 1)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
249 {
30019
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
250 status = glp_get_status (lp);
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
251 fmin = glp_get_obj_val (lp);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
252 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
253 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
254 {
30019
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
255 status = glp_ipt_status (lp);
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
256 fmin = glp_ipt_obj_val (lp);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
257 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
258 }
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
259
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
260 if (isMIP)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
261 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
262 for (int i = 0; i < n; i++)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
263 xmin[i] = glp_mip_col_val (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
264 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
265 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
266 {
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
267 // Primal values
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
268 for (int i = 0; i < n; i++)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
269 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
270 if (lpsolver == 1)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
271 xmin[i] = glp_get_col_prim (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
272 else
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
273 xmin[i] = glp_ipt_col_prim (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
274 }
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
275
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
276 // Dual values
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
277 for (int i = 0; i < m; i++)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
278 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
279 if (lpsolver == 1)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
280 lambda[i] = glp_get_row_dual (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
281 else
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
282 lambda[i] = glp_ipt_row_dual (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
283 }
5234
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jwe
parents: 5232
diff changeset
284
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
285 // Reduced costs
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
286 for (int i = 0; i < glp_get_num_cols (lp); i++)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
287 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
288 if (lpsolver == 1)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
289 redcosts[i] = glp_get_col_dual (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
290 else
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
291 redcosts[i] = glp_ipt_col_dual (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
292 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
293 }
26558
434c0163d7be Fix uninitialized argument value found by clang static analysis (bug #55440).
Rik <rik@octave.org>
parents: 26376
diff changeset
294 }
5234
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jwe
parents: 5232
diff changeset
295
30019
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
296 time = (clock () - t_start) / CLOCKS_PER_SEC;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
297
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
298 glp_delete_prob (lp);
21445
de155ca994d4 Ask glpk to free all resources used after solving problem.
Rik <rik@octave.org>
parents: 21301
diff changeset
299 // Request that GLPK free all memory resources.
de155ca994d4 Ask glpk to free all resources used after solving problem.
Rik <rik@octave.org>
parents: 21301
diff changeset
300 // This prevents reported memory leaks, but isn't strictly necessary.
26558
434c0163d7be Fix uninitialized argument value found by clang static analysis (bug #55440).
Rik <rik@octave.org>
parents: 26376
diff changeset
301 // The memory blocks used are allocated once and don't grow with further
21604
d7a268e68e69 maint: Strip trailing whitespace from source files.
John W. Eaton <jwe@octave.org>
parents: 21445
diff changeset
302 // calls to glpk so they would be reclaimed anyways when Octave exits.
21445
de155ca994d4 Ask glpk to free all resources used after solving problem.
Rik <rik@octave.org>
parents: 21301
diff changeset
303 glp_free_env ();
5234
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jwe
parents: 5232
diff changeset
304
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
305 return errnum;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
306 }
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
307
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
308 #endif
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
309
29958
32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents: 29358
diff changeset
310 OCTAVE_NAMESPACE_BEGIN
32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents: 29358
diff changeset
311
22197
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
312 #define OCTAVE_GLPK_GET_REAL_PARAM(NAME, VAL) \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
313 do \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
314 { \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
315 octave_value tmp = PARAM.getfield (NAME); \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
316 \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
317 if (tmp.is_defined ()) \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
318 { \
23577
80c42f4cca13 maint: Deprecate is_empty and replace with isempty.
Rik <rik@octave.org>
parents: 23455
diff changeset
319 if (! tmp.isempty ()) \
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
320 VAL = tmp.xscalar_value ("glpk: invalid value in PARAM" NAME); \
22197
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
321 else \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
322 error ("glpk: invalid value in PARAM" NAME); \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
323 } \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
324 } \
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
325 while (0)
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
326
22197
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
327 #define OCTAVE_GLPK_GET_INT_PARAM(NAME, VAL) \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
328 do \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
329 { \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
330 octave_value tmp = PARAM.getfield (NAME); \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
331 \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
332 if (tmp.is_defined ()) \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
333 { \
23577
80c42f4cca13 maint: Deprecate is_empty and replace with isempty.
Rik <rik@octave.org>
parents: 23455
diff changeset
334 if (! tmp.isempty ()) \
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
335 VAL = tmp.xint_value ("glpk: invalid value in PARAM" NAME); \
22197
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
336 else \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
337 error ("glpk: invalid value in PARAM" NAME); \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
338 } \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
339 } \
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
340 while (0)
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
341
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
342 DEFUN_DLD (__glpk__, args, ,
21966
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21782
diff changeset
343 doc: /* -*- texinfo -*-
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21782
diff changeset
344 @deftypefn {} {[@var{values}] =} __glpk__ (@var{args})
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21782
diff changeset
345 Undocumented internal function.
112b20240c87 move docstrings in C++ files out of C strings and into comments
John W. Eaton <jwe@octave.org>
parents: 21782
diff changeset
346 @end deftypefn */)
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
347 {
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
348 #if defined (HAVE_GLPK)
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
349
20812
d9ca869ca124 maint: Clean-up more instances of print_usage().
Rik <rik@octave.org>
parents: 20790
diff changeset
350 // FIXME: Should we even need checking for an internal function?
20818
cef0448a6ed2 eliminate unnecessary uses of nargin
John W. Eaton <jwe@octave.org>
parents: 20812
diff changeset
351 if (args.length () != 9)
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20704
diff changeset
352 print_usage ();
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
353
27956
2310164737b3 fix many spelling errors (bug #57613)
John W. Eaton <jwe@octave.org>
parents: 26558
diff changeset
354 // 1st Input. A column array containing the objective function coefficients.
21090
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
355 int mrowsc = args(0).rows ();
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
356
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
357 Matrix C = args(0).xmatrix_value ("__glpk__: invalid value of C");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
358
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
359 double *c = C.fortran_vec ();
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
360 Array<int> rn;
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
361 Array<int> cn;
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
362 ColumnVector a;
21090
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
363 int mrowsA;
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
364 int nz = 0;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
365
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20867
diff changeset
366 // 2nd Input. A matrix containing the constraints coefficients.
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
367 // If matrix A is NOT a sparse matrix
23583
b7747a2c88b2 maint: Deprecate is_sparse_type and replace with issparse.
Rik <rik@octave.org>
parents: 23577
diff changeset
368 if (args(1).issparse ())
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
369 {
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
370 SparseMatrix A = args(1).xsparse_matrix_value ("__glpk__: invalid value of A");
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
371
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
372 mrowsA = A.rows ();
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
373 octave_idx_type Anc = A.cols ();
10527
b4d2080b6df7 Replace nzmax by nnz as needed
David Bateman <dbateman@free.fr>
parents: 10350
diff changeset
374 octave_idx_type Anz = A.nnz ();
11574
a83bad07f7e3 attempt better backward compatibility for Array resize functions
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
375 rn.resize (dim_vector (Anz+1, 1));
a83bad07f7e3 attempt better backward compatibility for Array resize functions
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
376 cn.resize (dim_vector (Anz+1, 1));
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
377 a.resize (Anz+1, 0.0);
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
378
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
379 if (Anc != mrowsc)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
380 error ("__glpk__: invalid value of A");
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
381
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
382 for (octave_idx_type j = 0; j < Anc; j++)
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
383 for (octave_idx_type i = A.cidx (j); i < A.cidx (j+1); i++)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
384 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
385 nz++;
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
386 rn(nz) = A.ridx (i) + 1;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
387 cn(nz) = j + 1;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
388 a(nz) = A.data(i);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
389 }
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
390 }
5631
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
391 else
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
392 {
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
393 Matrix A = args(1).xmatrix_value ("__glpk__: invalid value of A");
5631
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
394
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
395 mrowsA = A.rows ();
11574
a83bad07f7e3 attempt better backward compatibility for Array resize functions
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
396 rn.resize (dim_vector (mrowsA*mrowsc+1, 1));
a83bad07f7e3 attempt better backward compatibility for Array resize functions
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
397 cn.resize (dim_vector (mrowsA*mrowsc+1, 1));
5631
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
398 a.resize (mrowsA*mrowsc+1, 0.0);
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
399
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
400 for (int i = 0; i < mrowsA; i++)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
401 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
402 for (int j = 0; j < mrowsc; j++)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
403 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
404 if (A(i,j) != 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
405 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
406 nz++;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
407 rn(nz) = i + 1;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
408 cn(nz) = j + 1;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
409 a(nz) = A(i,j);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
410 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
411 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
412 }
5631
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
413
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
414 }
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
415
21751
b571fc85953f maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents: 21724
diff changeset
416 // 3rd Input. A column array containing the right-hand side value
b571fc85953f maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents: 21724
diff changeset
417 // for each constraint in the constraint matrix.
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
418 Matrix B = args(2).xmatrix_value ("__glpk__: invalid value of B");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
419
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
420 double *b = B.fortran_vec ();
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
421
21751
b571fc85953f maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents: 21724
diff changeset
422 // 4th Input. An array of length mrowsc containing the lower
b571fc85953f maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents: 21724
diff changeset
423 // bound on each of the variables.
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
424 Matrix LB = args(3).xmatrix_value ("__glpk__: invalid value of LB");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
425
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
426 if (LB.numel () < mrowsc)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
427 error ("__glpk__: invalid dimensions for LB");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
428
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
429 double *lb = LB.fortran_vec ();
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
430
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
431 // LB argument, default: Free
11570
57632dea2446 attempt better backward compatibility for Array constructors
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
432 Array<int> freeLB (dim_vector (mrowsc, 1));
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
433 for (int i = 0; i < mrowsc; i++)
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
434 {
29961
7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more
John W. Eaton <jwe@octave.org>
parents: 29958
diff changeset
435 if (math::isinf (lb[i]))
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
436 {
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
437 freeLB(i) = 1;
29961
7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more
John W. Eaton <jwe@octave.org>
parents: 29958
diff changeset
438 lb[i] = -numeric_limits<double>::Inf ();
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
439 }
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
440 else
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
441 freeLB(i) = 0;
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
442 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
443
21751
b571fc85953f maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents: 21724
diff changeset
444 // 5th Input. An array of at least length numcols containing the upper
b571fc85953f maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents: 21724
diff changeset
445 // bound on each of the variables.
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
446 Matrix UB = args(4).xmatrix_value ("__glpk__: invalid value of UB");
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
447
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
448 if (UB.numel () < mrowsc)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
449 error ("__glpk__: invalid dimensions for UB");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
450
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
451 double *ub = UB.fortran_vec ();
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
452
11570
57632dea2446 attempt better backward compatibility for Array constructors
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
453 Array<int> freeUB (dim_vector (mrowsc, 1));
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
454 for (int i = 0; i < mrowsc; i++)
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
455 {
29961
7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more
John W. Eaton <jwe@octave.org>
parents: 29958
diff changeset
456 if (math::isinf (ub[i]))
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
457 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
458 freeUB(i) = 1;
29961
7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more
John W. Eaton <jwe@octave.org>
parents: 29958
diff changeset
459 ub[i] = numeric_limits<double>::Inf ();
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
460 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
461 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
462 freeUB(i) = 0;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
463 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
464
21751
b571fc85953f maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents: 21724
diff changeset
465 // 6th Input. A column array containing the sense of each constraint
b571fc85953f maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents: 21724
diff changeset
466 // in the constraint matrix.
21091
72eefc36c6b7 use correct value extractor functions in glpk
John W. Eaton <jwe@octave.org>
parents: 21090
diff changeset
467 charMatrix CTYPE = args(5).xchar_matrix_value ("__glpk__: invalid value of CTYPE");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
468
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
469 char *ctype = CTYPE.fortran_vec ();
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
470
21751
b571fc85953f maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents: 21724
diff changeset
471 // 7th Input. A column array containing the types of the variables.
21091
72eefc36c6b7 use correct value extractor functions in glpk
John W. Eaton <jwe@octave.org>
parents: 21090
diff changeset
472 charMatrix VTYPE = args(6).xchar_matrix_value ("__glpk__: invalid value of VARTYPE");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
473
11570
57632dea2446 attempt better backward compatibility for Array constructors
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
474 Array<int> vartype (dim_vector (mrowsc, 1));
21090
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
475 int isMIP = 0;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
476 for (int i = 0; i < mrowsc ; i++)
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
477 {
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
478 if (VTYPE(i,0) == 'I')
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
479 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
480 isMIP = 1;
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
481 vartype(i) = GLP_IV;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
482 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
483 else
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
484 vartype(i) = GLP_CV;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
485 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
486
21751
b571fc85953f maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents: 21724
diff changeset
487 // 8th Input. Sense of optimization.
21090
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
488 int sense;
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
489 double SENSE = args(7).xscalar_value ("__glpk__: invalid value of SENSE");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
490
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
491 if (SENSE >= 0)
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
492 sense = 1;
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
493 else
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
494 sense = -1;
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
495
21751
b571fc85953f maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents: 21724
diff changeset
496 // 9th Input. A structure containing the control parameters.
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
497 octave_scalar_map PARAM = args(8).xscalar_map_value ("__glpk__: invalid value of PARAM");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
498
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
499 control_params par;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
500
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
501 // Integer parameters
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
502
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
503 // Level of messages output by the solver
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
504 par.msglev = 1;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
505 OCTAVE_GLPK_GET_INT_PARAM ("msglev", par.msglev);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
506 if (par.msglev < 0 || par.msglev > 3)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
507 error ("__glpk__: PARAM.msglev must be 0 (no output) or 1 (error and warning messages only [default]) or 2 (normal output) or 3 (full output)");
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
508
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
509 // scaling option
21090
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
510 int scale = 16;
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
511 OCTAVE_GLPK_GET_INT_PARAM ("scale", scale);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
512 if (scale < 0 || scale > 128)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
513 error ("__glpk__: PARAM.scale must either be 128 (automatic selection of scaling options), or a bitwise or of: 1 (geometric mean scaling), 16 (equilibration scaling), 32 (round scale factors to power of two), 64 (skip if problem is well scaled");
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
514
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
515 // Dual simplex option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
516 par.dual = 1;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
517 OCTAVE_GLPK_GET_INT_PARAM ("dual", par.dual);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
518 if (par.dual < 1 || par.dual > 3)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
519 error ("__glpk__: PARAM.dual must be 1 (use two-phase primal simplex [default]) or 2 (use two-phase dual simplex) or 3 (use two-phase dual simplex, and if it fails, switch to the primal simplex)");
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
520
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
521 // Pricing option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
522 par.price = 34;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
523 OCTAVE_GLPK_GET_INT_PARAM ("price", par.price);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
524 if (par.price != 17 && par.price != 34)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
525 error ("__glpk__: PARAM.price must be 17 (textbook pricing) or 34 (steepest edge pricing [default])");
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
526
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
527 // Simplex iterations limit
17195
2899d110c178 Use std::numeric_limits instead of INT_MAX in __glpk__ (bug #39715).
Rik <rik@octave.org>
parents: 17181
diff changeset
528 par.itlim = std::numeric_limits<int>::max ();
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
529 OCTAVE_GLPK_GET_INT_PARAM ("itlim", par.itlim);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
530
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
531 // Output frequency, in iterations
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
532 par.outfrq = 200;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
533 OCTAVE_GLPK_GET_INT_PARAM ("outfrq", par.outfrq);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
534
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
535 // Branching heuristic option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
536 par.branch = 4;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
537 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
538 if (par.branch < 1 || par.branch > 5)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
539 error ("__glpk__: PARAM.branch must be 1 (first fractional variable) or 2 (last fractional variable) or 3 (most fractional variable) or 4 (heuristic by Driebeck and Tomlin [default]) or 5 (hybrid pseudocost heuristic)");
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
540
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
541 // Backtracking heuristic option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
542 par.btrack = 4;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
543 OCTAVE_GLPK_GET_INT_PARAM ("btrack", par.btrack);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
544 if (par.btrack < 1 || par.btrack > 4)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
545 error ("__glpk__: PARAM.btrack must be 1 (depth first search) or 2 (breadth first search) or 3 (best local bound) or 4 (best projection heuristic [default]");
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
546
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
547 // Presolver option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
548 par.presol = 1;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
549 OCTAVE_GLPK_GET_INT_PARAM ("presol", par.presol);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
550 if (par.presol < 0 || par.presol > 1)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
551 error ("__glpk__: PARAM.presol must be 0 (do NOT use LP presolver) or 1 (use LP presolver [default])");
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
552
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
553 // LPsolver option
21090
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
554 int lpsolver = 1;
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
555 OCTAVE_GLPK_GET_INT_PARAM ("lpsolver", lpsolver);
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
556 if (lpsolver < 1 || lpsolver > 2)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
557 error ("__glpk__: PARAM.lpsolver must be 1 (simplex method) or 2 (interior point method)");
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
558
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
559 // Ratio test option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
560 par.rtest = 34;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
561 OCTAVE_GLPK_GET_INT_PARAM ("rtest", par.rtest);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
562 if (par.rtest != 17 && par.rtest != 34)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
563 error ("__glpk__: PARAM.rtest must be 17 (standard ratio test) or 34 (Harris' two-pass ratio test [default])");
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
564
17195
2899d110c178 Use std::numeric_limits instead of INT_MAX in __glpk__ (bug #39715).
Rik <rik@octave.org>
parents: 17181
diff changeset
565 par.tmlim = std::numeric_limits<int>::max ();
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
566 OCTAVE_GLPK_GET_INT_PARAM ("tmlim", par.tmlim);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
567
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
568 par.outdly = 0;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
569 OCTAVE_GLPK_GET_INT_PARAM ("outdly", par.outdly);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
570
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
571 // Save option
21090
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
572 int save_pb = 0;
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
573 OCTAVE_GLPK_GET_INT_PARAM ("save", save_pb);
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
574 save_pb = save_pb != 0;
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
575
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
576 // Real parameters
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
577
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
578 // Relative tolerance used to check if the current basic solution
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
579 // is primal feasible
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
580 par.tolbnd = 1e-7;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
581 OCTAVE_GLPK_GET_REAL_PARAM ("tolbnd", par.tolbnd);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
582
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
583 // Absolute tolerance used to check if the current basic solution
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
584 // is dual feasible
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
585 par.toldj = 1e-7;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
586 OCTAVE_GLPK_GET_REAL_PARAM ("toldj", par.toldj);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
587
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
588 // Relative tolerance used to choose eligible pivotal elements of
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
589 // the simplex table in the ratio test
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
590 par.tolpiv = 1e-10;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
591 OCTAVE_GLPK_GET_REAL_PARAM ("tolpiv", par.tolpiv);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
592
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
593 par.objll = -std::numeric_limits<double>::max ();
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
594 OCTAVE_GLPK_GET_REAL_PARAM ("objll", par.objll);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
595
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
596 par.objul = std::numeric_limits<double>::max ();
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
597 OCTAVE_GLPK_GET_REAL_PARAM ("objul", par.objul);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
598
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
599 par.tolint = 1e-5;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
600 OCTAVE_GLPK_GET_REAL_PARAM ("tolint", par.tolint);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
601
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
602 par.tolobj = 1e-7;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
603 OCTAVE_GLPK_GET_REAL_PARAM ("tolobj", par.tolobj);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
604
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
605 // 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
606 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
607 double fmin = octave_NA;
8068
e3e3d12364b0 make glpk return NA values for unfeasible problems
Jaroslav Hajek <highegg@gmail.com>
parents: 8036
diff changeset
608 ColumnVector lambda (mrowsA, octave_NA);
e3e3d12364b0 make glpk return NA values for unfeasible problems
Jaroslav Hajek <highegg@gmail.com>
parents: 8036
diff changeset
609 ColumnVector redcosts (mrowsc, octave_NA);
30018
09d97b7bc904 avoid possible uninitialized variable warnings
John W. Eaton <jwe@octave.org>
parents: 30010
diff changeset
610
09d97b7bc904 avoid possible uninitialized variable warnings
John W. Eaton <jwe@octave.org>
parents: 30010
diff changeset
611 double time = 0.0;
09d97b7bc904 avoid possible uninitialized variable warnings
John W. Eaton <jwe@octave.org>
parents: 30010
diff changeset
612 int status = -1;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
613
21090
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
614 int errnum = glpk (sense, mrowsc, mrowsA, c, nz, rn.fortran_vec (),
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
615 cn.fortran_vec (), a.fortran_vec (), b, ctype,
21091
72eefc36c6b7 use correct value extractor functions in glpk
John W. Eaton <jwe@octave.org>
parents: 21090
diff changeset
616 freeLB.fortran_vec (), lb, freeUB.fortran_vec (),
72eefc36c6b7 use correct value extractor functions in glpk
John W. Eaton <jwe@octave.org>
parents: 21090
diff changeset
617 ub, vartype.fortran_vec (), isMIP, lpsolver,
30019
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
618 save_pb, scale, par, xmin.fortran_vec (), fmin,
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
619 status, lambda.fortran_vec (),
593796903cf4 glpk: prefer passing variables by reference where possible
John W. Eaton <jwe@octave.org>
parents: 30018
diff changeset
620 redcosts.fortran_vec (), time);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
621
11048
10c65e01f042 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 11047
diff changeset
622 octave_scalar_map extra;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
623
5238
d432b7809fe5 [project @ 2005-03-23 21:40:29 by jwe]
jwe
parents: 5237
diff changeset
624 if (! isMIP)
d432b7809fe5 [project @ 2005-03-23 21:40:29 by jwe]
jwe
parents: 5237
diff changeset
625 {
11048
10c65e01f042 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 11047
diff changeset
626 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
627 extra.assign ("redcosts", redcosts);
5238
d432b7809fe5 [project @ 2005-03-23 21:40:29 by jwe]
jwe
parents: 5237
diff changeset
628 }
d432b7809fe5 [project @ 2005-03-23 21:40:29 by jwe]
jwe
parents: 5237
diff changeset
629
11048
10c65e01f042 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 11047
diff changeset
630 extra.assign ("time", time);
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
631 extra.assign ("status", status);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
632
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20867
diff changeset
633 return ovl (xmin, fmin, errnum, extra);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
634
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
635 #else
21691
263d18409fdf Eliminate unused variable warnings for conditionally compiled code.
John W. Eaton <jwe@octave.org>
parents: 21604
diff changeset
636
263d18409fdf Eliminate unused variable warnings for conditionally compiled code.
John W. Eaton <jwe@octave.org>
parents: 21604
diff changeset
637 octave_unused_parameter (args);
263d18409fdf Eliminate unused variable warnings for conditionally compiled code.
John W. Eaton <jwe@octave.org>
parents: 21604
diff changeset
638
21100
e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme.
Rik <rik@octave.org>
parents: 21091
diff changeset
639 err_disabled_feature ("glpk", "GNU Linear Programming Kit");
21691
263d18409fdf Eliminate unused variable warnings for conditionally compiled code.
John W. Eaton <jwe@octave.org>
parents: 21604
diff changeset
640
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
641 #endif
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
642 }
12805
3641167e5b75 codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents: 11586
diff changeset
643
3641167e5b75 codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents: 11586
diff changeset
644 /*
3641167e5b75 codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents: 11586
diff changeset
645 ## No test needed for internal helper function.
3641167e5b75 codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents: 11586
diff changeset
646 %!assert (1)
3641167e5b75 codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents: 11586
diff changeset
647 */
29958
32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents: 29358
diff changeset
648
32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents: 29358
diff changeset
649 OCTAVE_NAMESPACE_END