Mercurial > octave
annotate libinterp/dldfcn/__glpk__.cc @ 20955:77f5591878bf
maint: Use '! expr' rather than '!expr' to conform to coding guidelines.
* dialog.h, documentation-dock-widget.cc, files-dock-widget.cc,
find-files-dialog.cc, file-editor-tab.cc, file-editor.cc, find-dialog.cc,
octave-qscintilla.cc, main-window.cc, parser.cc, resource-manager.cc,
workspace-view.cc, data.cc, dlmread.cc, gl-render.cc, gl2ps-renderer.cc,
graphics.cc, graphics.in.h, ls-hdf5.cc, ls-mat5.cc, ls-oct-binary.cc, lsode.cc,
mappers.cc, pt-jit.cc, regexp.cc, spparms.cc, symtab.h, utils.cc, zfstream.cc,
__eigs__.cc, __glpk__.cc, __init_fltk__.cc, ccolamd.cc, colamd.cc,
ov-base-diag.cc, ov-base-int.cc, ov-base-sparse.cc, ov-bool-mat.cc,
ov-bool-sparse.cc, ov-bool.cc, ov-class.cc, ov-cx-sparse.cc, ov-fcn-handle.cc,
ov-fcn-inline.cc, ov-java.cc, ov-perm.cc, ov-re-sparse.cc, ov-str-mat.cc,
ov-struct.cc, ov.cc, pt-mat.cc, Array.cc, Array.h, CMatrix.cc, CSparse.cc,
MatrixType.cc, PermMatrix.cc, Sparse.h, dMatrix.cc, dSparse.cc, fCMatrix.cc,
fMatrix.cc, idx-vector.cc, CollocWt.h, SparseCmplxLU.cc, SparseCmplxQR.cc,
SparseQR.cc, SparsedbleLU.cc, base-qr.cc, eigs-base.cc, oct-fftw.cc,
randmtzig.c, sparse-dmsolve.cc, kpse.cc, lo-regexp.cc, oct-locbuf.h,
url-transfer.cc, url-transfer.h, bitset.m, interp2.m, __isequal__.m,
inpolygon.m, questdlg.m, help.m, compare_versions.m, substruct.m,
configure_make.m, whitebg.m, __marching_cube__.m, struct2hdl.m, polyfit.m,
spline.m, unique.m, svds.m, ellipke.m, binoinv.m, hygepdf.m, nbininv.m,
poissinv.m, tcdf.m, unidcdf.m, unidpdf.m, dec2base.m, assert.m, weekday.m,
mkoctfile.in.cc:
maint: Use '! expr' rather than '!expr' to conform to coding guidelines.
author | Rik <rik@octave.org> |
---|---|
date | Sun, 20 Dec 2015 10:15:02 -0800 |
parents | 6eff66fb8a02 |
children | 9db35d2042be |
rev | line source |
---|---|
5234 | 1 /* |
2 | |
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3 Copyright (C) 2005-2015 Nicolo' Giorgetti |
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4 Copyright (C) 2013-2015 Sébastien Villemot <sebastien@debian.org> |
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" | |
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38 #include "ovl.h" |
5235 | 39 #include "pager.h" |
40 | |
41 #if defined (HAVE_GLPK) | |
5232 | 42 |
6333 | 43 extern "C" |
44 { | |
6804 | 45 #if defined (HAVE_GLPK_GLPK_H) |
46 #include <glpk/glpk.h> | |
47 #else | |
5234 | 48 #include <glpk.h> |
6804 | 49 #endif |
6472 | 50 } |
6333 | 51 |
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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 |
20946 | 74 static jmp_buf mark; // Address for long jump to jump to |
5232 | 75 |
5234 | 76 int |
77 glpk (int sense, int n, int m, double *c, int nz, int *rn, int *cn, | |
78 double *a, double *b, char *ctype, int *freeLB, double *lb, | |
79 int *freeUB, double *ub, int *vartype, int isMIP, int lpsolver, | |
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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 |
20946 | 91 // Set the sense of optimization |
5234 | 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 { | |
20946 | 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 { | |
20946 | 133 // If the i-th row has no lower bound (types F,U), the |
134 // corrispondent parameter will be ignored. If the i-th row has | |
135 // no upper bound (types F,L), the corrispondent parameter will be | |
136 // ignored. If the i-th row is of S type, the i-th LB is used, | |
137 // but the i-th UB is ignored. | |
5234 | 138 |
139 switch (ctype[i]) | |
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140 { |
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141 case 'F': |
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142 typx = GLP_FR; |
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143 break; |
5234 | 144 |
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145 case 'U': |
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146 typx = GLP_UP; |
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147 break; |
5234 | 148 |
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149 case 'L': |
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150 typx = GLP_LO; |
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151 break; |
5232 | 152 |
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153 case 'S': |
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154 typx = GLP_FX; |
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155 break; |
5232 | 156 |
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157 case 'D': |
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158 typx = GLP_DB; |
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159 break; |
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160 } |
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161 |
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162 glp_set_row_bnds (lp, i+1, typx, b[i], b[i]); |
5234 | 163 |
164 } | |
165 | |
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166 glp_load_matrix (lp, nz, rn, cn, a); |
5232 | 167 |
5234 | 168 if (save_pb) |
169 { | |
6484 | 170 static char tmp[] = "outpb.lp"; |
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171 if (glp_write_lp (lp, NULL, tmp) != 0) |
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172 { |
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173 error ("__glpk__: unable to write problem"); |
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174 longjmp (mark, -1); |
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175 } |
5234 | 176 } |
177 | |
20946 | 178 // scale the problem data |
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179 if (! par->presol || lpsolver != 1) |
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180 glp_scale_prob (lp, scale); |
5234 | 181 |
20946 | 182 // build advanced initial basis (if required) |
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183 if (lpsolver == 1 && ! par->presol) |
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184 glp_adv_basis (lp, 0); |
5232 | 185 |
20946 | 186 // For MIP problems without a presolver, a first pass with glp_simplex |
187 // is required | |
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188 if ((! isMIP && lpsolver == 1) |
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189 || (isMIP && ! par->presol)) |
5234 | 190 { |
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191 glp_smcp smcp; |
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192 glp_init_smcp (&smcp); |
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193 smcp.msg_lev = par->msglev; |
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194 smcp.meth = par->dual; |
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195 smcp.pricing = par->price; |
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196 smcp.r_test = par->rtest; |
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197 smcp.tol_bnd = par->tolbnd; |
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198 smcp.tol_dj = par->toldj; |
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199 smcp.tol_piv = par->tolpiv; |
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200 smcp.obj_ll = par->objll; |
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201 smcp.obj_ul = par->objul; |
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202 smcp.it_lim = par->itlim; |
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203 smcp.tm_lim = par->tmlim; |
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204 smcp.out_frq = par->outfrq; |
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205 smcp.out_dly = par->outdly; |
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206 smcp.presolve = par->presol; |
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207 errnum = glp_simplex (lp, &smcp); |
5234 | 208 } |
209 | |
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210 if (isMIP) |
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211 { |
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212 glp_iocp iocp; |
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213 glp_init_iocp (&iocp); |
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214 iocp.msg_lev = par->msglev; |
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215 iocp.br_tech = par->branch; |
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216 iocp.bt_tech = par->btrack; |
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217 iocp.tol_int = par->tolint; |
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218 iocp.tol_obj = par->tolobj; |
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219 iocp.tm_lim = par->tmlim; |
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220 iocp.out_frq = par->outfrq; |
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221 iocp.out_dly = par->outdly; |
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222 iocp.presolve = par->presol; |
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223 errnum = glp_intopt (lp, &iocp); |
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224 } |
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225 |
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226 if (! isMIP && lpsolver == 2) |
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227 { |
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228 glp_iptcp iptcp; |
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229 glp_init_iptcp (&iptcp); |
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230 iptcp.msg_lev = par->msglev; |
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231 errnum = glp_interior (lp, &iptcp); |
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232 } |
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233 |
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234 if (errnum == 0) |
5234 | 235 { |
236 if (isMIP) | |
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237 { |
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238 *status = glp_mip_status (lp); |
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239 *fmin = glp_mip_obj_val (lp); |
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240 } |
5234 | 241 else |
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242 { |
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243 if (lpsolver == 1) |
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244 { |
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245 *status = glp_get_status (lp); |
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246 *fmin = glp_get_obj_val (lp); |
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247 } |
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248 else |
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249 { |
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250 *status = glp_ipt_status (lp); |
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251 *fmin = glp_ipt_obj_val (lp); |
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252 } |
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253 } |
5232 | 254 |
5234 | 255 if (isMIP) |
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256 { |
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257 for (int i = 0; i < n; i++) |
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258 xmin[i] = glp_mip_col_val (lp, i+1); |
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259 } |
5234 | 260 else |
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261 { |
20946 | 262 // Primal values |
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263 for (int i = 0; i < n; i++) |
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264 { |
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265 if (lpsolver == 1) |
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266 xmin[i] = glp_get_col_prim (lp, i+1); |
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267 else |
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268 xmin[i] = glp_ipt_col_prim (lp, i+1); |
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269 } |
5232 | 270 |
20946 | 271 // Dual values |
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272 for (int i = 0; i < m; i++) |
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273 { |
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274 if (lpsolver == 1) |
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275 lambda[i] = glp_get_row_dual (lp, i+1); |
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276 else |
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277 lambda[i] = glp_ipt_row_dual (lp, i+1); |
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278 } |
5234 | 279 |
20946 | 280 // Reduced costs |
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281 for (int i = 0; i < glp_get_num_cols (lp); i++) |
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282 { |
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283 if (lpsolver == 1) |
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284 redcosts[i] = glp_get_col_dual (lp, i+1); |
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285 else |
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286 redcosts[i] = glp_ipt_col_dual (lp, i+1); |
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287 } |
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288 } |
5234 | 289 |
5241 | 290 *time = (clock () - t_start) / CLOCKS_PER_SEC; |
5234 | 291 } |
292 | |
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293 glp_delete_prob (lp); |
5234 | 294 |
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295 return errnum; |
5232 | 296 } |
297 | |
5235 | 298 #endif |
299 | |
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300 #define OCTAVE_GLPK_GET_REAL_PARAM(NAME, VAL) \ |
5240 | 301 do \ |
302 { \ | |
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303 octave_value tmp = PARAM.getfield (NAME); \ |
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304 \ |
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305 if (tmp.is_defined ()) \ |
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306 { \ |
5240 | 307 if (! tmp.is_empty ()) \ |
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308 VAL = tmp.xscalar_value ("glpk: invalid value in PARAM" NAME); \ |
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309 else \ |
20825
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310 error ("glpk: invalid value in PARAM" NAME); \ |
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311 } \ |
5240 | 312 } \ |
313 while (0) | |
314 | |
315 #define OCTAVE_GLPK_GET_INT_PARAM(NAME, VAL) \ | |
316 do \ | |
317 { \ | |
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318 octave_value tmp = PARAM.getfield (NAME); \ |
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319 \ |
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320 if (tmp.is_defined ()) \ |
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321 { \ |
5240 | 322 if (! tmp.is_empty ()) \ |
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323 VAL = tmp.xint_value ("glpk: invalid value in PARAM" NAME); \ |
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|
324 else \ |
20825
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|
325 error ("glpk: invalid value in PARAM" NAME); \ |
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326 } \ |
5240 | 327 } \ |
328 while (0) | |
329 | |
5235 | 330 DEFUN_DLD (__glpk__, args, , |
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331 "-*- texinfo -*-\n\ |
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332 @deftypefn {} {[@var{values}] =} __glpk__ (@var{args})\n\ |
6945 | 333 Undocumented internal function.\n\ |
5245 | 334 @end deftypefn") |
5232 | 335 { |
5235 | 336 #if defined (HAVE_GLPK) |
337 | |
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338 // FIXME: Should we even need checking for an internal function? |
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339 if (args.length () != 9) |
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340 print_usage (); |
5234 | 341 |
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342 // 1nd Input. A column array containing the objective function coefficients. |
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343 volatile int mrowsc = args(0).rows (); |
5234 | 344 |
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345 Matrix C = args(0).xmatrix_value ("__glpk__: invalid value of C"); |
5240 | 346 |
5234 | 347 double *c = C.fortran_vec (); |
5455 | 348 Array<int> rn; |
349 Array<int> cn; | |
350 ColumnVector a; | |
5515 | 351 volatile int mrowsA; |
5455 | 352 volatile int nz = 0; |
5232 | 353 |
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354 // 2nd Input. A matrix containing the constraints coefficients. |
5234 | 355 // If matrix A is NOT a sparse matrix |
5631 | 356 if (args(1).is_sparse_type ()) |
5455 | 357 { |
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358 SparseMatrix A = args(1).xsparse_matrix_value ("__glpk__: invalid value of A"); |
5234 | 359 |
5455 | 360 mrowsA = A.rows (); |
361 octave_idx_type Anc = A.cols (); | |
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362 octave_idx_type Anz = A.nnz (); |
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363 rn.resize (dim_vector (Anz+1, 1)); |
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364 cn.resize (dim_vector (Anz+1, 1)); |
5455 | 365 a.resize (Anz+1, 0.0); |
366 | |
367 if (Anc != mrowsc) | |
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368 error ("__glpk__: invalid value of A"); |
5455 | 369 |
370 for (octave_idx_type j = 0; j < Anc; j++) | |
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371 for (octave_idx_type i = A.cidx (j); i < A.cidx (j+1); i++) |
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372 { |
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373 nz++; |
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374 rn(nz) = A.ridx (i) + 1; |
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375 cn(nz) = j + 1; |
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376 a(nz) = A.data(i); |
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377 } |
5455 | 378 } |
5631 | 379 else |
380 { | |
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381 Matrix A = args(1).xmatrix_value ("__glpk__: invalid value of A"); |
5631 | 382 |
383 mrowsA = A.rows (); | |
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384 rn.resize (dim_vector (mrowsA*mrowsc+1, 1)); |
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385 cn.resize (dim_vector (mrowsA*mrowsc+1, 1)); |
5631 | 386 a.resize (mrowsA*mrowsc+1, 0.0); |
387 | |
388 for (int i = 0; i < mrowsA; i++) | |
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389 { |
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390 for (int j = 0; j < mrowsc; j++) |
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391 { |
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392 if (A(i,j) != 0) |
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393 { |
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394 nz++; |
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395 rn(nz) = i + 1; |
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396 cn(nz) = j + 1; |
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397 a(nz) = A(i,j); |
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398 } |
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399 } |
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400 } |
5631 | 401 |
402 } | |
5232 | 403 |
20946 | 404 // 3rd Input. A column array containing the right-hand side value |
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405 // for each constraint in the constraint matrix. |
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406 Matrix B = args(2).xmatrix_value ("__glpk__: invalid value of B"); |
5240 | 407 |
5234 | 408 double *b = B.fortran_vec (); |
409 | |
20946 | 410 // 4th Input. An array of length mrowsc containing the lower |
411 // bound on each of the variables. | |
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412 Matrix LB = args(3).xmatrix_value ("__glpk__: invalid value of LB"); |
5240 | 413 |
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414 if (LB.numel () < mrowsc) |
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415 error ("__glpk__: invalid dimensions for LB"); |
5240 | 416 |
5234 | 417 double *lb = LB.fortran_vec (); |
418 | |
20946 | 419 // LB argument, default: Free |
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420 Array<int> freeLB (dim_vector (mrowsc, 1)); |
5234 | 421 for (int i = 0; i < mrowsc; i++) |
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422 { |
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423 if (xisinf (lb[i])) |
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424 { |
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425 freeLB(i) = 1; |
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426 lb[i] = -octave_Inf; |
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427 } |
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428 else |
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429 freeLB(i) = 0; |
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430 } |
5234 | 431 |
20946 | 432 // 5th Input. An array of at least length numcols containing the upper |
433 // bound on each of the variables. | |
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434 Matrix UB = args(4).xmatrix_value ("__glpk__: invalid value of UB"); |
5234 | 435 |
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436 if (UB.numel () < mrowsc) |
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437 error ("__glpk__: invalid dimensions for UB"); |
5240 | 438 |
5234 | 439 double *ub = UB.fortran_vec (); |
5232 | 440 |
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441 Array<int> freeUB (dim_vector (mrowsc, 1)); |
5234 | 442 for (int i = 0; i < mrowsc; i++) |
443 { | |
5455 | 444 if (xisinf (ub[i])) |
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445 { |
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446 freeUB(i) = 1; |
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447 ub[i] = octave_Inf; |
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448 } |
5234 | 449 else |
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450 freeUB(i) = 0; |
5234 | 451 } |
452 | |
20946 | 453 // 6th Input. A column array containing the sense of each constraint |
454 // in the constraint matrix. | |
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455 charMatrix CTYPE = args(5).char_matrix_value ("__glpk__: invalid value of CTYPE"); |
5240 | 456 |
5237 | 457 char *ctype = CTYPE.fortran_vec (); |
458 | |
20946 | 459 // 7th Input. A column array containing the types of the variables. |
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460 charMatrix VTYPE = args(6).char_matrix_value ("__glpk__: invalid value of VARTYPE"); |
5240 | 461 |
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462 Array<int> vartype (dim_vector (mrowsc, 1)); |
5235 | 463 volatile int isMIP = 0; |
5234 | 464 for (int i = 0; i < mrowsc ; i++) |
465 { | |
466 if (VTYPE(i,0) == 'I') | |
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467 { |
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468 isMIP = 1; |
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469 vartype(i) = GLP_IV; |
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470 } |
5234 | 471 else |
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472 vartype(i) = GLP_CV; |
5234 | 473 } |
474 | |
20946 | 475 // 8th Input. Sense of optimization. |
5237 | 476 volatile int sense; |
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477 double SENSE = args(7).scalar_value ("__glpk__: invalid value of SENSE"); |
5240 | 478 |
5237 | 479 if (SENSE >= 0) |
480 sense = 1; | |
481 else | |
482 sense = -1; | |
483 | |
20946 | 484 // 9th Input. A structure containing the control parameters. |
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485 octave_scalar_map PARAM = args(8).xscalar_map_value ("__glpk__: invalid value of PARAM"); |
5240 | 486 |
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487 control_params par; |
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488 |
20946 | 489 // Integer parameters |
5234 | 490 |
20946 | 491 // Level of messages output by the solver |
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492 par.msglev = 1; |
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493 OCTAVE_GLPK_GET_INT_PARAM ("msglev", par.msglev); |
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494 if (par.msglev < 0 || par.msglev > 3) |
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495 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 | 496 |
20946 | 497 // scaling option |
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498 volatile int scale = 16; |
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499 OCTAVE_GLPK_GET_INT_PARAM ("scale", scale); |
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500 if (scale < 0 || scale > 128) |
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501 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 | 502 |
20946 | 503 // Dual simplex option |
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504 par.dual = 1; |
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505 OCTAVE_GLPK_GET_INT_PARAM ("dual", par.dual); |
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506 if (par.dual < 1 || par.dual > 3) |
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507 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 | 508 |
20946 | 509 // Pricing option |
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510 par.price = 34; |
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511 OCTAVE_GLPK_GET_INT_PARAM ("price", par.price); |
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512 if (par.price != 17 && par.price != 34) |
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513 error ("__glpk__: PARAM.price must be 17 (textbook pricing) or 34 (steepest edge pricing [default])"); |
5234 | 514 |
20946 | 515 // Simplex iterations limit |
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516 par.itlim = std::numeric_limits<int>::max (); |
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517 OCTAVE_GLPK_GET_INT_PARAM ("itlim", par.itlim); |
5234 | 518 |
20946 | 519 // Output frequency, in iterations |
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520 par.outfrq = 200; |
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521 OCTAVE_GLPK_GET_INT_PARAM ("outfrq", par.outfrq); |
5234 | 522 |
20946 | 523 // Branching heuristic option |
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524 par.branch = 4; |
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525 OCTAVE_GLPK_GET_INT_PARAM ("branch", par.branch); |
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526 if (par.branch < 1 || par.branch > 5) |
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527 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 | 528 |
20946 | 529 // Backtracking heuristic option |
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530 par.btrack = 4; |
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531 OCTAVE_GLPK_GET_INT_PARAM ("btrack", par.btrack); |
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532 if (par.btrack < 1 || par.btrack > 4) |
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533 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 | 534 |
20946 | 535 // Presolver option |
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536 par.presol = 1; |
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537 OCTAVE_GLPK_GET_INT_PARAM ("presol", par.presol); |
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538 if (par.presol < 0 || par.presol > 1) |
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539 error ("__glpk__: PARAM.presol must be 0 (do NOT use LP presolver) or 1 (use LP presolver [default])"); |
5234 | 540 |
20946 | 541 // LPsolver option |
5237 | 542 volatile int lpsolver = 1; |
5240 | 543 OCTAVE_GLPK_GET_INT_PARAM ("lpsolver", lpsolver); |
544 if (lpsolver < 1 || lpsolver > 2) | |
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545 error ("__glpk__: PARAM.lpsolver must be 1 (simplex method) or 2 (interior point method)"); |
5237 | 546 |
20946 | 547 // Ratio test option |
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548 par.rtest = 34; |
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549 OCTAVE_GLPK_GET_INT_PARAM ("rtest", par.rtest); |
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550 if (par.rtest != 17 && par.rtest != 34) |
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551 error ("__glpk__: PARAM.rtest must be 17 (standard ratio test) or 34 (Harris' two-pass ratio test [default])"); |
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552 |
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553 par.tmlim = std::numeric_limits<int>::max (); |
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554 OCTAVE_GLPK_GET_INT_PARAM ("tmlim", par.tmlim); |
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555 |
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556 par.outdly = 0; |
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557 OCTAVE_GLPK_GET_INT_PARAM ("outdly", par.outdly); |
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558 |
20946 | 559 // Save option |
5237 | 560 volatile int save_pb = 0; |
5240 | 561 OCTAVE_GLPK_GET_INT_PARAM ("save", save_pb); |
562 save_pb = save_pb != 0; | |
5237 | 563 |
20946 | 564 // Real parameters |
5234 | 565 |
20946 | 566 // Relative tolerance used to check if the current basic solution |
567 // is primal feasible | |
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568 par.tolbnd = 1e-7; |
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569 OCTAVE_GLPK_GET_REAL_PARAM ("tolbnd", par.tolbnd); |
5234 | 570 |
20946 | 571 // Absolute tolerance used to check if the current basic solution |
572 // is dual feasible | |
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573 par.toldj = 1e-7; |
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574 OCTAVE_GLPK_GET_REAL_PARAM ("toldj", par.toldj); |
5232 | 575 |
20946 | 576 // Relative tolerance used to choose eligible pivotal elements of |
577 // the simplex table in the ratio test | |
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578 par.tolpiv = 1e-10; |
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579 OCTAVE_GLPK_GET_REAL_PARAM ("tolpiv", par.tolpiv); |
5234 | 580 |
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581 par.objll = -std::numeric_limits<double>::max (); |
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582 OCTAVE_GLPK_GET_REAL_PARAM ("objll", par.objll); |
5232 | 583 |
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584 par.objul = std::numeric_limits<double>::max (); |
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585 OCTAVE_GLPK_GET_REAL_PARAM ("objul", par.objul); |
5234 | 586 |
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587 par.tolint = 1e-5; |
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588 OCTAVE_GLPK_GET_REAL_PARAM ("tolint", par.tolint); |
5234 | 589 |
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590 par.tolobj = 1e-7; |
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591 OCTAVE_GLPK_GET_REAL_PARAM ("tolobj", par.tolobj); |
5234 | 592 |
20946 | 593 // Assign pointers to the output parameters |
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594 ColumnVector xmin (mrowsc, octave_NA); |
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595 double fmin = octave_NA; |
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596 ColumnVector lambda (mrowsA, octave_NA); |
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597 ColumnVector redcosts (mrowsc, octave_NA); |
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598 double time; |
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599 int status; |
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600 volatile int errnum = 0; |
5232 | 601 |
5234 | 602 int jmpret = setjmp (mark); |
5235 | 603 |
5234 | 604 if (jmpret == 0) |
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605 errnum = glpk (sense, mrowsc, mrowsA, c, nz, rn.fortran_vec (), |
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606 cn.fortran_vec (), a.fortran_vec (), b, ctype, |
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607 freeLB.fortran_vec (), lb, freeUB.fortran_vec (), ub, |
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608 vartype.fortran_vec (), isMIP, lpsolver, save_pb, scale, |
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609 &par, xmin.fortran_vec (), &fmin, &status, |
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610 lambda.fortran_vec (), redcosts.fortran_vec (), &time); |
5232 | 611 |
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612 octave_scalar_map extra; |
5234 | 613 |
5238 | 614 if (! isMIP) |
615 { | |
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616 extra.assign ("lambda", lambda); |
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617 extra.assign ("redcosts", redcosts); |
5238 | 618 } |
619 | |
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620 extra.assign ("time", time); |
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621 extra.assign ("status", status); |
5232 | 622 |
20939
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623 return ovl (xmin, fmin, errnum, extra); |
5234 | 624 |
5235 | 625 #else |
626 | |
627 gripe_not_supported ("glpk"); | |
628 | |
629 #endif | |
5232 | 630 } |
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631 |
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632 /* |
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633 ## No test needed for internal helper function. |
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634 %!assert (1) |
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635 */ |