annotate libinterp/dldfcn/__glpk__.cc @ 29961:7d6709900da7

eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more Files affected: __betainc__.cc, __contourc__.cc, __eigs__.cc, __expint__.cc, __ftp__.cc, __gammainc__.cc, __ichol__.cc, __ilu__.cc, __magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, amd.cc, balance.cc, besselj.cc, bsxfun.cc, call-stack.cc, ccolamd.cc, cellfun.cc, chol.cc, colamd.cc, colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, defaults.cc, dirfns.cc, display.cc, dlmread.cc, dmperm.cc, dot.cc, eig.cc, ellipj.cc, environment.cc, error.cc, event-manager.cc, fft.cc, fft2.cc, fftn.cc, file-io.cc, find.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, gsvd.cc, hash.cc, help.cc, hess.cc, hex2num.cc, input.cc, inv.cc, jsondecode.cc, jsonencode.cc, load-path.cc, load-save.cc, lookup.cc, lsode.cc, lu.cc, max.cc, mgorth.cc, oct-hist.cc, ordqz.cc, ordschur.cc, pager.cc, pr-output.cc, psi.cc, qr.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, regexp.cc, schur.cc, settings.cc, sighandlers.cc, sparse.cc, spparms.cc, sqrtm.cc, stream-euler.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, symbfact.cc, symtab.cc, syscalls.cc, sysdep.cc, time.cc, toplev.cc, tril.cc, typecast.cc, urlwrite.cc, utils.cc, variables.cc, __delaunayn__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_gnuplot__.cc, __ode15__.cc, __voronoi__.cc, audiodevinfo.cc, audioread.cc, convhulln.cc, fftw.cc, gzip.cc, ov-cell.cc, ov-class.cc, ov-classdef.cc, ov-fcn-handle.cc, ov-struct.cc, ov-typeinfo.cc, ov-usr-fcn.cc, octave.cc, lex.ll, oct-parse.yy, profiler.cc, andpt-eval.cc.
author John W. Eaton <jwe@octave.org>
date Sat, 14 Aug 2021 22:48:52 -0400
parents 32c3a5805893
children 7d9be634ac91
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 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 clock_t t_start = clock ();
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93
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94 glp_prob *lp = glp_create_prob ();
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95
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96 // Set the sense of optimization
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97 if (sense == 1)
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98 glp_set_obj_dir (lp, GLP_MIN);
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99 else
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100 glp_set_obj_dir (lp, GLP_MAX);
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101
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102 glp_add_cols (lp, n);
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103 for (int i = 0; i < n; i++)
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104 {
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105 // Define type of the structural variables
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106 if (! freeLB[i] && ! freeUB[i])
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107 {
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108 if (lb[i] != ub[i])
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109 glp_set_col_bnds (lp, i+1, GLP_DB, lb[i], ub[i]);
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110 else
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111 glp_set_col_bnds (lp, i+1, GLP_FX, lb[i], ub[i]);
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112 }
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113 else
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114 {
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115 if (! freeLB[i] && freeUB[i])
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116 glp_set_col_bnds (lp, i+1, GLP_LO, lb[i], ub[i]);
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117 else
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118 {
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119 if (freeLB[i] && ! freeUB[i])
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120 glp_set_col_bnds (lp, i+1, GLP_UP, lb[i], ub[i]);
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121 else
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122 glp_set_col_bnds (lp, i+1, GLP_FR, lb[i], ub[i]);
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123 }
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124 }
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125
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126 // -- Set the objective coefficient of the corresponding
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127 // -- structural variable. No constant term is assumed.
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128 glp_set_obj_coef(lp,i+1,c[i]);
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9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
129
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
130 if (isMIP)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
131 glp_set_col_kind (lp, i+1, vartype[i]);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
132 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
133
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
134 glp_add_rows (lp, m);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
135
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
136 for (int i = 0; i < m; i++)
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
137 {
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
138 // 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
139 // 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
140 // 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
141 // 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
142 // but the i-th UB is ignored.
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
143
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
144 switch (ctype[i])
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
145 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
146 case 'F':
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
147 typx = GLP_FR;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
148 break;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
149
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
150 case 'U':
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
151 typx = GLP_UP;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
152 break;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
153
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
154 case 'L':
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
155 typx = GLP_LO;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
156 break;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
157
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
158 case 'S':
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
159 typx = GLP_FX;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
160 break;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
161
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
162 case 'D':
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
163 typx = GLP_DB;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
164 break;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
165 }
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11574
diff changeset
166
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
167 glp_set_row_bnds (lp, i+1, typx, b[i], b[i]);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
168
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
169 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
170
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
171 glp_load_matrix (lp, nz, rn, cn, a);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
172
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
173 if (save_pb)
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
174 {
6484
1ece41c144a6 [project @ 2007-04-04 03:22:16 by jwe]
jwe
parents: 6472
diff changeset
175 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
176 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
177 error ("__glpk__: unable to write problem");
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
178 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
179
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
180 // scale the problem data
20955
77f5591878bf maint: Use '! expr' rather than '!expr' to conform to coding guidelines.
Rik <rik@octave.org>
parents: 20946
diff changeset
181 if (! par->presol || lpsolver != 1)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
182 glp_scale_prob (lp, scale);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
183
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
184 // build advanced initial basis (if required)
20955
77f5591878bf maint: Use '! expr' rather than '!expr' to conform to coding guidelines.
Rik <rik@octave.org>
parents: 20946
diff changeset
185 if (lpsolver == 1 && ! par->presol)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
186 glp_adv_basis (lp, 0);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
187
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
188 // 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
189 // is required
20955
77f5591878bf maint: Use '! expr' rather than '!expr' to conform to coding guidelines.
Rik <rik@octave.org>
parents: 20946
diff changeset
190 if ((! isMIP && lpsolver == 1)
77f5591878bf maint: Use '! expr' rather than '!expr' to conform to coding guidelines.
Rik <rik@octave.org>
parents: 20946
diff changeset
191 || (isMIP && ! par->presol))
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
192 {
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
193 glp_smcp smcp;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
194 glp_init_smcp (&smcp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
195 smcp.msg_lev = par->msglev;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
196 smcp.meth = par->dual;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
197 smcp.pricing = par->price;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
198 smcp.r_test = par->rtest;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
199 smcp.tol_bnd = par->tolbnd;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
200 smcp.tol_dj = par->toldj;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
201 smcp.tol_piv = par->tolpiv;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
202 smcp.obj_ll = par->objll;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
203 smcp.obj_ul = par->objul;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
204 smcp.it_lim = par->itlim;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
205 smcp.tm_lim = par->tmlim;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
206 smcp.out_frq = par->outfrq;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
207 smcp.out_dly = par->outdly;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
208 smcp.presolve = par->presol;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
209 errnum = glp_simplex (lp, &smcp);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
210 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
211
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
212 if (isMIP)
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
213 {
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
214 glp_iocp iocp;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
215 glp_init_iocp (&iocp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
216 iocp.msg_lev = par->msglev;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
217 iocp.br_tech = par->branch;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
218 iocp.bt_tech = par->btrack;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
219 iocp.tol_int = par->tolint;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
220 iocp.tol_obj = par->tolobj;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
221 iocp.tm_lim = par->tmlim;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
222 iocp.out_frq = par->outfrq;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
223 iocp.out_dly = par->outdly;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
224 iocp.presolve = par->presol;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
225 errnum = glp_intopt (lp, &iocp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
226 }
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
227
20955
77f5591878bf maint: Use '! expr' rather than '!expr' to conform to coding guidelines.
Rik <rik@octave.org>
parents: 20946
diff changeset
228 if (! isMIP && lpsolver == 2)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
229 {
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
230 glp_iptcp iptcp;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
231 glp_init_iptcp (&iptcp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
232 iptcp.msg_lev = par->msglev;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
233 errnum = glp_interior (lp, &iptcp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
234 }
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
235
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
236 if (errnum == 0)
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
237 {
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
238 if (isMIP)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
239 {
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
240 *status = glp_mip_status (lp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
241 *fmin = glp_mip_obj_val (lp);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
242 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
243 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
244 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
245 if (lpsolver == 1)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
246 {
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
247 *status = glp_get_status (lp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
248 *fmin = glp_get_obj_val (lp);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
249 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
250 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
251 {
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
252 *status = glp_ipt_status (lp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
253 *fmin = glp_ipt_obj_val (lp);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
254 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
255 }
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
256
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
257 if (isMIP)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
258 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
259 for (int i = 0; i < n; i++)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
260 xmin[i] = glp_mip_col_val (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
261 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
262 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
263 {
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
264 // Primal values
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
265 for (int i = 0; i < n; i++)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
266 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
267 if (lpsolver == 1)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
268 xmin[i] = glp_get_col_prim (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
269 else
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
270 xmin[i] = glp_ipt_col_prim (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
271 }
5232
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jwe
parents:
diff changeset
272
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
273 // Dual values
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
274 for (int i = 0; i < m; i++)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
275 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
276 if (lpsolver == 1)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
277 lambda[i] = glp_get_row_dual (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
278 else
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
279 lambda[i] = glp_ipt_row_dual (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
280 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
281
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
282 // Reduced costs
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
283 for (int i = 0; i < glp_get_num_cols (lp); i++)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
284 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
285 if (lpsolver == 1)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
286 redcosts[i] = glp_get_col_dual (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
287 else
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
288 redcosts[i] = glp_ipt_col_dual (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
289 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
290 }
26558
434c0163d7be Fix uninitialized argument value found by clang static analysis (bug #55440).
Rik <rik@octave.org>
parents: 26376
diff changeset
291 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
292
26558
434c0163d7be Fix uninitialized argument value found by clang static analysis (bug #55440).
Rik <rik@octave.org>
parents: 26376
diff changeset
293 *time = (clock () - t_start) / CLOCKS_PER_SEC;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
294
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
295 glp_delete_prob (lp);
21445
de155ca994d4 Ask glpk to free all resources used after solving problem.
Rik <rik@octave.org>
parents: 21301
diff changeset
296 // 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
297 // 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
298 // 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
299 // 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
300 glp_free_env ();
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
301
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
302 return errnum;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
303 }
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
304
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
305 #endif
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
306
29958
32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents: 29358
diff changeset
307 OCTAVE_NAMESPACE_BEGIN
32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents: 29358
diff changeset
308
22197
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
309 #define OCTAVE_GLPK_GET_REAL_PARAM(NAME, VAL) \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
310 do \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
311 { \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
312 octave_value tmp = PARAM.getfield (NAME); \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
313 \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
314 if (tmp.is_defined ()) \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
315 { \
23577
80c42f4cca13 maint: Deprecate is_empty and replace with isempty.
Rik <rik@octave.org>
parents: 23455
diff changeset
316 if (! tmp.isempty ()) \
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
317 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
318 else \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
319 error ("glpk: invalid value in PARAM" NAME); \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
320 } \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
321 } \
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
322 while (0)
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
323
22197
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
324 #define OCTAVE_GLPK_GET_INT_PARAM(NAME, VAL) \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
325 do \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
326 { \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
327 octave_value tmp = PARAM.getfield (NAME); \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
328 \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
329 if (tmp.is_defined ()) \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
330 { \
23577
80c42f4cca13 maint: Deprecate is_empty and replace with isempty.
Rik <rik@octave.org>
parents: 23455
diff changeset
331 if (! tmp.isempty ()) \
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
332 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
333 else \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
334 error ("glpk: invalid value in PARAM" NAME); \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
335 } \
e43d83253e28 refill multi-line macro definitions
John W. Eaton <jwe@octave.org>
parents: 21966
diff changeset
336 } \
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
337 while (0)
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
338
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
339 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
340 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
341 @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
342 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
343 @end deftypefn */)
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
344 {
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
345 #if defined (HAVE_GLPK)
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
346
20812
d9ca869ca124 maint: Clean-up more instances of print_usage().
Rik <rik@octave.org>
parents: 20790
diff changeset
347 // 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
348 if (args.length () != 9)
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20704
diff changeset
349 print_usage ();
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
350
27956
2310164737b3 fix many spelling errors (bug #57613)
John W. Eaton <jwe@octave.org>
parents: 26558
diff changeset
351 // 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
352 int mrowsc = args(0).rows ();
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
353
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
354 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
355
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
356 double *c = C.fortran_vec ();
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
357 Array<int> rn;
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
358 Array<int> cn;
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
359 ColumnVector a;
21090
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
360 int mrowsA;
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
361 int nz = 0;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
362
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20867
diff changeset
363 // 2nd Input. A matrix containing the constraints coefficients.
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
364 // 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
365 if (args(1).issparse ())
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
366 {
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
367 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
368
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
369 mrowsA = A.rows ();
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
370 octave_idx_type Anc = A.cols ();
10527
b4d2080b6df7 Replace nzmax by nnz as needed
David Bateman <dbateman@free.fr>
parents: 10350
diff changeset
371 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
372 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
373 cn.resize (dim_vector (Anz+1, 1));
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
374 a.resize (Anz+1, 0.0);
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
375
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
376 if (Anc != mrowsc)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
377 error ("__glpk__: invalid value of A");
5455
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 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
380 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
381 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
382 nz++;
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
383 rn(nz) = A.ridx (i) + 1;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
384 cn(nz) = j + 1;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
385 a(nz) = A.data(i);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
386 }
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
387 }
5631
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
388 else
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
389 {
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
390 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
391
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
392 mrowsA = A.rows ();
11574
a83bad07f7e3 attempt better backward compatibility for Array resize functions
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
393 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
394 cn.resize (dim_vector (mrowsA*mrowsc+1, 1));
5631
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
395 a.resize (mrowsA*mrowsc+1, 0.0);
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
396
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
397 for (int i = 0; i < mrowsA; i++)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
398 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
399 for (int j = 0; j < mrowsc; j++)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
400 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
401 if (A(i,j) != 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
402 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
403 nz++;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
404 rn(nz) = i + 1;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
405 cn(nz) = j + 1;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
406 a(nz) = A(i,j);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
407 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
408 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
409 }
5631
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
410
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
411 }
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
412
21751
b571fc85953f maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents: 21724
diff changeset
413 // 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
414 // 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
415 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
416
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
417 double *b = B.fortran_vec ();
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
418
21751
b571fc85953f maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents: 21724
diff changeset
419 // 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
420 // bound on each of the variables.
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
421 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
422
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
423 if (LB.numel () < mrowsc)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
424 error ("__glpk__: invalid dimensions for LB");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
425
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
426 double *lb = LB.fortran_vec ();
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
427
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
428 // LB argument, default: Free
11570
57632dea2446 attempt better backward compatibility for Array constructors
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
429 Array<int> freeLB (dim_vector (mrowsc, 1));
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
430 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
431 {
29961
7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more
John W. Eaton <jwe@octave.org>
parents: 29958
diff changeset
432 if (math::isinf (lb[i]))
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
433 {
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
434 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
435 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
436 }
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
437 else
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
438 freeLB(i) = 0;
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
439 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
440
21751
b571fc85953f maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents: 21724
diff changeset
441 // 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
442 // bound on each of the variables.
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
443 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
444
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
445 if (UB.numel () < mrowsc)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
446 error ("__glpk__: invalid dimensions for UB");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
447
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
448 double *ub = UB.fortran_vec ();
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
449
11570
57632dea2446 attempt better backward compatibility for Array constructors
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
450 Array<int> freeUB (dim_vector (mrowsc, 1));
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
451 for (int i = 0; i < mrowsc; i++)
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
452 {
29961
7d6709900da7 eliminate octave:: namespace tags in DEFUN and DEFMETHOD and more
John W. Eaton <jwe@octave.org>
parents: 29958
diff changeset
453 if (math::isinf (ub[i]))
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
454 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
455 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
456 ub[i] = numeric_limits<double>::Inf ();
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
457 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
458 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
459 freeUB(i) = 0;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
460 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
461
21751
b571fc85953f maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents: 21724
diff changeset
462 // 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
463 // in the constraint matrix.
21091
72eefc36c6b7 use correct value extractor functions in glpk
John W. Eaton <jwe@octave.org>
parents: 21090
diff changeset
464 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
465
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
466 char *ctype = CTYPE.fortran_vec ();
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
467
21751
b571fc85953f maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents: 21724
diff changeset
468 // 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
469 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
470
11570
57632dea2446 attempt better backward compatibility for Array constructors
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
471 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
472 int isMIP = 0;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
473 for (int i = 0; i < mrowsc ; i++)
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
474 {
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
475 if (VTYPE(i,0) == 'I')
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
476 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
477 isMIP = 1;
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
478 vartype(i) = GLP_IV;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
479 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
480 else
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
481 vartype(i) = GLP_CV;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
482 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
483
21751
b571fc85953f maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents: 21724
diff changeset
484 // 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
485 int sense;
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
486 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
487
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
488 if (SENSE >= 0)
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
489 sense = 1;
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
490 else
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
491 sense = -1;
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
492
21751
b571fc85953f maint: Use two spaces after period to indicate sentence break.
Rik <rik@octave.org>
parents: 21724
diff changeset
493 // 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
494 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
495
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
496 control_params par;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
497
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
498 // Integer parameters
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
499
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
500 // 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
501 par.msglev = 1;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
502 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
503 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
504 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
505
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
506 // scaling option
21090
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
507 int scale = 16;
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
508 OCTAVE_GLPK_GET_INT_PARAM ("scale", scale);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
509 if (scale < 0 || scale > 128)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
510 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
511
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
512 // Dual simplex option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
513 par.dual = 1;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
514 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
515 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
516 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
517
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
518 // Pricing option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
519 par.price = 34;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
520 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
521 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
522 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
523
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
524 // 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
525 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
526 OCTAVE_GLPK_GET_INT_PARAM ("itlim", par.itlim);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
527
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
528 // Output frequency, in iterations
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
529 par.outfrq = 200;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
530 OCTAVE_GLPK_GET_INT_PARAM ("outfrq", par.outfrq);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
531
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
532 // Branching heuristic option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
533 par.branch = 4;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
534 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
535 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
536 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
537
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
538 // Backtracking heuristic option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
539 par.btrack = 4;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
540 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
541 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
542 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
543
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
544 // Presolver option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
545 par.presol = 1;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
546 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
547 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
548 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
549
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
550 // LPsolver option
21090
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
551 int lpsolver = 1;
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
552 OCTAVE_GLPK_GET_INT_PARAM ("lpsolver", lpsolver);
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
553 if (lpsolver < 1 || lpsolver > 2)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
554 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
555
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
556 // Ratio test option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
557 par.rtest = 34;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
558 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
559 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
560 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
561
17195
2899d110c178 Use std::numeric_limits instead of INT_MAX in __glpk__ (bug #39715).
Rik <rik@octave.org>
parents: 17181
diff changeset
562 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
563 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
564
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
565 par.outdly = 0;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
566 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
567
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
568 // Save option
21090
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
569 int save_pb = 0;
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
570 OCTAVE_GLPK_GET_INT_PARAM ("save", save_pb);
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
571 save_pb = save_pb != 0;
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
572
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
573 // Real parameters
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
574
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
575 // 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
576 // is primal feasible
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
577 par.tolbnd = 1e-7;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
578 OCTAVE_GLPK_GET_REAL_PARAM ("tolbnd", par.tolbnd);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
579
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
580 // 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
581 // is dual feasible
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
582 par.toldj = 1e-7;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
583 OCTAVE_GLPK_GET_REAL_PARAM ("toldj", par.toldj);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
584
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
585 // Relative tolerance used to choose eligible pivotal elements of
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
586 // 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
587 par.tolpiv = 1e-10;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
588 OCTAVE_GLPK_GET_REAL_PARAM ("tolpiv", par.tolpiv);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
589
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
590 par.objll = -std::numeric_limits<double>::max ();
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
591 OCTAVE_GLPK_GET_REAL_PARAM ("objll", par.objll);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
592
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
593 par.objul = 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 ("objul", par.objul);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
595
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
596 par.tolint = 1e-5;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
597 OCTAVE_GLPK_GET_REAL_PARAM ("tolint", par.tolint);
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.tolobj = 1e-7;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
600 OCTAVE_GLPK_GET_REAL_PARAM ("tolobj", par.tolobj);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
601
20946
6eff66fb8a02 style fixes for comments
John W. Eaton <jwe@octave.org>
parents: 20940
diff changeset
602 // 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
603 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
604 double fmin = octave_NA;
8068
e3e3d12364b0 make glpk return NA values for unfeasible problems
Jaroslav Hajek <highegg@gmail.com>
parents: 8036
diff changeset
605 ColumnVector lambda (mrowsA, octave_NA);
e3e3d12364b0 make glpk return NA values for unfeasible problems
Jaroslav Hajek <highegg@gmail.com>
parents: 8036
diff changeset
606 ColumnVector redcosts (mrowsc, octave_NA);
11048
10c65e01f042 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 11047
diff changeset
607 double time;
19779
166051951878 avoid warning from GCC about variables possibly clobbered by longjmp
John W. Eaton <jwe@octave.org>
parents: 19697
diff changeset
608 int status;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
609
21090
93d294511277 don't use setjmp/longjmp to handle error in glpk
John W. Eaton <jwe@octave.org>
parents: 21082
diff changeset
610 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
611 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
612 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
613 ub, vartype.fortran_vec (), isMIP, lpsolver,
72eefc36c6b7 use correct value extractor functions in glpk
John W. Eaton <jwe@octave.org>
parents: 21090
diff changeset
614 save_pb, scale, &par, xmin.fortran_vec (), &fmin,
72eefc36c6b7 use correct value extractor functions in glpk
John W. Eaton <jwe@octave.org>
parents: 21090
diff changeset
615 &status, lambda.fortran_vec (),
72eefc36c6b7 use correct value extractor functions in glpk
John W. Eaton <jwe@octave.org>
parents: 21090
diff changeset
616 redcosts.fortran_vec (), &time);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
617
11048
10c65e01f042 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 11047
diff changeset
618 octave_scalar_map extra;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
619
5238
d432b7809fe5 [project @ 2005-03-23 21:40:29 by jwe]
jwe
parents: 5237
diff changeset
620 if (! isMIP)
d432b7809fe5 [project @ 2005-03-23 21:40:29 by jwe]
jwe
parents: 5237
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 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
623 extra.assign ("redcosts", redcosts);
5238
d432b7809fe5 [project @ 2005-03-23 21:40:29 by jwe]
jwe
parents: 5237
diff changeset
624 }
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 ("time", time);
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
627 extra.assign ("status", status);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
628
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20867
diff changeset
629 return ovl (xmin, fmin, errnum, extra);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
630
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
631 #else
21691
263d18409fdf Eliminate unused variable warnings for conditionally compiled code.
John W. Eaton <jwe@octave.org>
parents: 21604
diff changeset
632
263d18409fdf Eliminate unused variable warnings for conditionally compiled code.
John W. Eaton <jwe@octave.org>
parents: 21604
diff changeset
633 octave_unused_parameter (args);
263d18409fdf Eliminate unused variable warnings for conditionally compiled code.
John W. Eaton <jwe@octave.org>
parents: 21604
diff changeset
634
21100
e39e05d90788 Switch gripe_XXX to either err_XXX or warn_XXX naming scheme.
Rik <rik@octave.org>
parents: 21091
diff changeset
635 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
636
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
637 #endif
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
638 }
12805
3641167e5b75 codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents: 11586
diff changeset
639
3641167e5b75 codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents: 11586
diff changeset
640 /*
3641167e5b75 codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents: 11586
diff changeset
641 ## 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
642 %!assert (1)
3641167e5b75 codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents: 11586
diff changeset
643 */
29958
32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents: 29358
diff changeset
644
32c3a5805893 move DEFUN and DEFMETHOD functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents: 29358
diff changeset
645 OCTAVE_NAMESPACE_END