Mercurial > octave
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 |
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 //////////////////////////////////////////////////////////////////////// |
5234 | 25 |
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26 #if defined (HAVE_CONFIG_H) |
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27 # include "config.h" |
5234 | 28 #endif |
5232 | 29 |
30 #include <ctime> | |
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 |
5234 | 41 #include "defun-dld.h" |
42 #include "error.h" | |
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43 #include "errwarn.h" |
5235 | 44 #include "oct-map.h" |
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45 #include "ov.h" |
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46 #include "ovl.h" |
5235 | 47 |
48 #if defined (HAVE_GLPK) | |
5232 | 49 |
6333 | 50 extern "C" |
51 { | |
6804 | 52 #if defined (HAVE_GLPK_GLPK_H) |
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53 # include <glpk/glpk.h> |
6804 | 54 #else |
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55 # include <glpk.h> |
6804 | 56 #endif |
6472 | 57 } |
6333 | 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 }; |
5232 | 80 |
5234 | 81 int |
82 glpk (int sense, int n, int m, double *c, int nz, int *rn, int *cn, | |
83 double *a, double *b, char *ctype, int *freeLB, double *lb, | |
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) |
5232 | 88 { |
5234 | 89 int typx = 0; |
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90 int errnum = 0; |
5234 | 91 |
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92 clock_t t_start = clock (); |
5234 | 93 |
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94 glp_prob *lp = glp_create_prob (); |
5232 | 95 |
20946 | 96 // Set the sense of optimization |
5234 | 97 if (sense == 1) |
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98 glp_set_obj_dir (lp, GLP_MIN); |
5234 | 99 else |
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100 glp_set_obj_dir (lp, GLP_MAX); |
5234 | 101 |
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102 glp_add_cols (lp, n); |
5234 | 103 for (int i = 0; i < n; i++) |
104 { | |
20946 | 105 // Define type of the structural variables |
5234 | 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 } |
5234 | 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 } |
5234 | 125 |
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]); |
5232 | 129 |
5234 | 130 if (isMIP) |
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131 glp_set_col_kind (lp, i+1, vartype[i]); |
5234 | 132 } |
133 | |
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134 glp_add_rows (lp, m); |
5234 | 135 |
136 for (int i = 0; i < m; i++) | |
137 { | |
20946 | 138 // If the i-th row has no lower bound (types F,U), the |
139 // corrispondent parameter will be ignored. If the i-th row has | |
140 // no upper bound (types F,L), the corrispondent parameter will be | |
141 // ignored. If the i-th row is of S type, the i-th LB is used, | |
142 // but the i-th UB is ignored. | |
5234 | 143 |
144 switch (ctype[i]) | |
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145 { |
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146 case 'F': |
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147 typx = GLP_FR; |
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148 break; |
5234 | 149 |
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150 case 'U': |
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151 typx = GLP_UP; |
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152 break; |
5234 | 153 |
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154 case 'L': |
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155 typx = GLP_LO; |
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156 break; |
5232 | 157 |
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158 case 'S': |
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159 typx = GLP_FX; |
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160 break; |
5232 | 161 |
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162 case 'D': |
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163 typx = GLP_DB; |
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164 break; |
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165 } |
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166 |
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167 glp_set_row_bnds (lp, i+1, typx, b[i], b[i]); |
5234 | 168 |
169 } | |
170 | |
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171 glp_load_matrix (lp, nz, rn, cn, a); |
5232 | 172 |
5234 | 173 if (save_pb) |
174 { | |
6484 | 175 static char tmp[] = "outpb.lp"; |
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176 if (glp_write_lp (lp, nullptr, tmp) != 0) |
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177 error ("__glpk__: unable to write problem"); |
5234 | 178 } |
179 | |
20946 | 180 // scale the problem data |
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181 if (! par->presol || lpsolver != 1) |
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182 glp_scale_prob (lp, scale); |
5234 | 183 |
20946 | 184 // build advanced initial basis (if required) |
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185 if (lpsolver == 1 && ! par->presol) |
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186 glp_adv_basis (lp, 0); |
5232 | 187 |
20946 | 188 // For MIP problems without a presolver, a first pass with glp_simplex |
189 // is required | |
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190 if ((! isMIP && lpsolver == 1) |
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191 || (isMIP && ! par->presol)) |
5234 | 192 { |
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193 glp_smcp smcp; |
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194 glp_init_smcp (&smcp); |
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195 smcp.msg_lev = par->msglev; |
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196 smcp.meth = par->dual; |
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197 smcp.pricing = par->price; |
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198 smcp.r_test = par->rtest; |
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199 smcp.tol_bnd = par->tolbnd; |
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200 smcp.tol_dj = par->toldj; |
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201 smcp.tol_piv = par->tolpiv; |
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202 smcp.obj_ll = par->objll; |
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203 smcp.obj_ul = par->objul; |
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204 smcp.it_lim = par->itlim; |
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205 smcp.tm_lim = par->tmlim; |
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206 smcp.out_frq = par->outfrq; |
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207 smcp.out_dly = par->outdly; |
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208 smcp.presolve = par->presol; |
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209 errnum = glp_simplex (lp, &smcp); |
5234 | 210 } |
211 | |
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212 if (isMIP) |
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213 { |
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214 glp_iocp iocp; |
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215 glp_init_iocp (&iocp); |
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216 iocp.msg_lev = par->msglev; |
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217 iocp.br_tech = par->branch; |
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218 iocp.bt_tech = par->btrack; |
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219 iocp.tol_int = par->tolint; |
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220 iocp.tol_obj = par->tolobj; |
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221 iocp.tm_lim = par->tmlim; |
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222 iocp.out_frq = par->outfrq; |
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223 iocp.out_dly = par->outdly; |
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224 iocp.presolve = par->presol; |
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225 errnum = glp_intopt (lp, &iocp); |
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226 } |
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227 |
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228 if (! isMIP && lpsolver == 2) |
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229 { |
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230 glp_iptcp iptcp; |
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231 glp_init_iptcp (&iptcp); |
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232 iptcp.msg_lev = par->msglev; |
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233 errnum = glp_interior (lp, &iptcp); |
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234 } |
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235 |
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236 if (errnum == 0) |
5234 | 237 { |
238 if (isMIP) | |
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239 { |
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240 *status = glp_mip_status (lp); |
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241 *fmin = glp_mip_obj_val (lp); |
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242 } |
5234 | 243 else |
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244 { |
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245 if (lpsolver == 1) |
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246 { |
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247 *status = glp_get_status (lp); |
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248 *fmin = glp_get_obj_val (lp); |
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249 } |
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250 else |
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251 { |
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252 *status = glp_ipt_status (lp); |
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253 *fmin = glp_ipt_obj_val (lp); |
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254 } |
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255 } |
5232 | 256 |
5234 | 257 if (isMIP) |
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258 { |
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259 for (int i = 0; i < n; i++) |
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260 xmin[i] = glp_mip_col_val (lp, i+1); |
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261 } |
5234 | 262 else |
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263 { |
20946 | 264 // Primal values |
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265 for (int i = 0; i < n; i++) |
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266 { |
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267 if (lpsolver == 1) |
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268 xmin[i] = glp_get_col_prim (lp, i+1); |
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269 else |
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270 xmin[i] = glp_ipt_col_prim (lp, i+1); |
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271 } |
5232 | 272 |
20946 | 273 // Dual values |
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274 for (int i = 0; i < m; i++) |
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275 { |
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276 if (lpsolver == 1) |
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277 lambda[i] = glp_get_row_dual (lp, i+1); |
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278 else |
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279 lambda[i] = glp_ipt_row_dual (lp, i+1); |
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280 } |
5234 | 281 |
20946 | 282 // Reduced costs |
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283 for (int i = 0; i < glp_get_num_cols (lp); i++) |
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284 { |
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285 if (lpsolver == 1) |
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286 redcosts[i] = glp_get_col_dual (lp, i+1); |
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287 else |
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288 redcosts[i] = glp_ipt_col_dual (lp, i+1); |
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289 } |
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290 } |
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291 } |
5234 | 292 |
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293 *time = (clock () - t_start) / CLOCKS_PER_SEC; |
5234 | 294 |
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295 glp_delete_prob (lp); |
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296 // Request that GLPK free all memory resources. |
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297 // This prevents reported memory leaks, but isn't strictly necessary. |
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298 // The memory blocks used are allocated once and don't grow with further |
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299 // calls to glpk so they would be reclaimed anyways when Octave exits. |
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300 glp_free_env (); |
5234 | 301 |
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302 return errnum; |
5232 | 303 } |
304 | |
5235 | 305 #endif |
306 | |
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307 OCTAVE_NAMESPACE_BEGIN |
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308 |
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309 #define OCTAVE_GLPK_GET_REAL_PARAM(NAME, VAL) \ |
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310 do \ |
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311 { \ |
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312 octave_value tmp = PARAM.getfield (NAME); \ |
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313 \ |
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314 if (tmp.is_defined ()) \ |
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315 { \ |
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316 if (! tmp.isempty ()) \ |
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317 VAL = tmp.xscalar_value ("glpk: invalid value in PARAM" NAME); \ |
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318 else \ |
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319 error ("glpk: invalid value in PARAM" NAME); \ |
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320 } \ |
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321 } \ |
5240 | 322 while (0) |
323 | |
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324 #define OCTAVE_GLPK_GET_INT_PARAM(NAME, VAL) \ |
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325 do \ |
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326 { \ |
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327 octave_value tmp = PARAM.getfield (NAME); \ |
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328 \ |
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329 if (tmp.is_defined ()) \ |
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330 { \ |
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331 if (! tmp.isempty ()) \ |
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332 VAL = tmp.xint_value ("glpk: invalid value in PARAM" NAME); \ |
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333 else \ |
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334 error ("glpk: invalid value in PARAM" NAME); \ |
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335 } \ |
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336 } \ |
5240 | 337 while (0) |
338 | |
5235 | 339 DEFUN_DLD (__glpk__, args, , |
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340 doc: /* -*- texinfo -*- |
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341 @deftypefn {} {[@var{values}] =} __glpk__ (@var{args}) |
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342 Undocumented internal function. |
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343 @end deftypefn */) |
5232 | 344 { |
5235 | 345 #if defined (HAVE_GLPK) |
346 | |
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347 // FIXME: Should we even need checking for an internal function? |
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348 if (args.length () != 9) |
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349 print_usage (); |
5234 | 350 |
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351 // 1st Input. A column array containing the objective function coefficients. |
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352 int mrowsc = args(0).rows (); |
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354 Matrix C = args(0).xmatrix_value ("__glpk__: invalid value of C"); |
5240 | 355 |
5234 | 356 double *c = C.fortran_vec (); |
5455 | 357 Array<int> rn; |
358 Array<int> cn; | |
359 ColumnVector a; | |
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360 int mrowsA; |
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361 int nz = 0; |
5232 | 362 |
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363 // 2nd Input. A matrix containing the constraints coefficients. |
5234 | 364 // If matrix A is NOT a sparse matrix |
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365 if (args(1).issparse ()) |
5455 | 366 { |
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367 SparseMatrix A = args(1).xsparse_matrix_value ("__glpk__: invalid value of A"); |
5234 | 368 |
5455 | 369 mrowsA = A.rows (); |
370 octave_idx_type Anc = A.cols (); | |
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371 octave_idx_type Anz = A.nnz (); |
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372 rn.resize (dim_vector (Anz+1, 1)); |
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373 cn.resize (dim_vector (Anz+1, 1)); |
5455 | 374 a.resize (Anz+1, 0.0); |
375 | |
376 if (Anc != mrowsc) | |
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377 error ("__glpk__: invalid value of A"); |
5455 | 378 |
379 for (octave_idx_type j = 0; j < Anc; j++) | |
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380 for (octave_idx_type i = A.cidx (j); i < A.cidx (j+1); i++) |
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381 { |
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382 nz++; |
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383 rn(nz) = A.ridx (i) + 1; |
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384 cn(nz) = j + 1; |
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385 a(nz) = A.data(i); |
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386 } |
5455 | 387 } |
5631 | 388 else |
389 { | |
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390 Matrix A = args(1).xmatrix_value ("__glpk__: invalid value of A"); |
5631 | 391 |
392 mrowsA = A.rows (); | |
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393 rn.resize (dim_vector (mrowsA*mrowsc+1, 1)); |
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394 cn.resize (dim_vector (mrowsA*mrowsc+1, 1)); |
5631 | 395 a.resize (mrowsA*mrowsc+1, 0.0); |
396 | |
397 for (int i = 0; i < mrowsA; i++) | |
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398 { |
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399 for (int j = 0; j < mrowsc; j++) |
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400 { |
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401 if (A(i,j) != 0) |
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402 { |
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403 nz++; |
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404 rn(nz) = i + 1; |
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405 cn(nz) = j + 1; |
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406 a(nz) = A(i,j); |
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407 } |
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408 } |
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409 } |
5631 | 410 |
411 } | |
5232 | 412 |
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413 // 3rd Input. A column array containing the right-hand side value |
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414 // for each constraint in the constraint matrix. |
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415 Matrix B = args(2).xmatrix_value ("__glpk__: invalid value of B"); |
5240 | 416 |
5234 | 417 double *b = B.fortran_vec (); |
418 | |
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419 // 4th Input. An array of length mrowsc containing the lower |
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420 // bound on each of the variables. |
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421 Matrix LB = args(3).xmatrix_value ("__glpk__: invalid value of LB"); |
5240 | 422 |
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423 if (LB.numel () < mrowsc) |
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424 error ("__glpk__: invalid dimensions for LB"); |
5240 | 425 |
5234 | 426 double *lb = LB.fortran_vec (); |
427 | |
20946 | 428 // LB argument, default: Free |
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429 Array<int> freeLB (dim_vector (mrowsc, 1)); |
5234 | 430 for (int i = 0; i < mrowsc; i++) |
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431 { |
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432 if (math::isinf (lb[i])) |
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433 { |
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434 freeLB(i) = 1; |
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435 lb[i] = -numeric_limits<double>::Inf (); |
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436 } |
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437 else |
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438 freeLB(i) = 0; |
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439 } |
5234 | 440 |
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441 // 5th Input. An array of at least length numcols containing the upper |
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442 // bound on each of the variables. |
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443 Matrix UB = args(4).xmatrix_value ("__glpk__: invalid value of UB"); |
5234 | 444 |
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445 if (UB.numel () < mrowsc) |
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446 error ("__glpk__: invalid dimensions for UB"); |
5240 | 447 |
5234 | 448 double *ub = UB.fortran_vec (); |
5232 | 449 |
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450 Array<int> freeUB (dim_vector (mrowsc, 1)); |
5234 | 451 for (int i = 0; i < mrowsc; i++) |
452 { | |
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453 if (math::isinf (ub[i])) |
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454 { |
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455 freeUB(i) = 1; |
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456 ub[i] = numeric_limits<double>::Inf (); |
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457 } |
5234 | 458 else |
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459 freeUB(i) = 0; |
5234 | 460 } |
461 | |
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462 // 6th Input. A column array containing the sense of each constraint |
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463 // in the constraint matrix. |
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464 charMatrix CTYPE = args(5).xchar_matrix_value ("__glpk__: invalid value of CTYPE"); |
5240 | 465 |
5237 | 466 char *ctype = CTYPE.fortran_vec (); |
467 | |
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468 // 7th Input. A column array containing the types of the variables. |
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469 charMatrix VTYPE = args(6).xchar_matrix_value ("__glpk__: invalid value of VARTYPE"); |
5240 | 470 |
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471 Array<int> vartype (dim_vector (mrowsc, 1)); |
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472 int isMIP = 0; |
5234 | 473 for (int i = 0; i < mrowsc ; i++) |
474 { | |
475 if (VTYPE(i,0) == 'I') | |
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476 { |
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|
477 isMIP = 1; |
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478 vartype(i) = GLP_IV; |
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479 } |
5234 | 480 else |
17180
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481 vartype(i) = GLP_CV; |
5234 | 482 } |
483 | |
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484 // 8th Input. Sense of optimization. |
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485 int sense; |
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|
486 double SENSE = args(7).xscalar_value ("__glpk__: invalid value of SENSE"); |
5240 | 487 |
5237 | 488 if (SENSE >= 0) |
489 sense = 1; | |
490 else | |
491 sense = -1; | |
492 | |
21751
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493 // 9th Input. A structure containing the control parameters. |
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494 octave_scalar_map PARAM = args(8).xscalar_map_value ("__glpk__: invalid value of PARAM"); |
5240 | 495 |
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496 control_params par; |
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497 |
20946 | 498 // Integer parameters |
5234 | 499 |
20946 | 500 // Level of messages output by the solver |
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501 par.msglev = 1; |
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|
502 OCTAVE_GLPK_GET_INT_PARAM ("msglev", par.msglev); |
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|
503 if (par.msglev < 0 || par.msglev > 3) |
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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 | 505 |
20946 | 506 // scaling option |
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507 int scale = 16; |
17180
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508 OCTAVE_GLPK_GET_INT_PARAM ("scale", scale); |
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|
509 if (scale < 0 || scale > 128) |
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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 | 511 |
20946 | 512 // Dual simplex option |
17180
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513 par.dual = 1; |
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|
514 OCTAVE_GLPK_GET_INT_PARAM ("dual", par.dual); |
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|
515 if (par.dual < 1 || par.dual > 3) |
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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 | 517 |
20946 | 518 // Pricing option |
17180
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519 par.price = 34; |
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|
520 OCTAVE_GLPK_GET_INT_PARAM ("price", par.price); |
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521 if (par.price != 17 && par.price != 34) |
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|
522 error ("__glpk__: PARAM.price must be 17 (textbook pricing) or 34 (steepest edge pricing [default])"); |
5234 | 523 |
20946 | 524 // Simplex iterations limit |
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525 par.itlim = std::numeric_limits<int>::max (); |
17180
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526 OCTAVE_GLPK_GET_INT_PARAM ("itlim", par.itlim); |
5234 | 527 |
20946 | 528 // Output frequency, in iterations |
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529 par.outfrq = 200; |
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|
530 OCTAVE_GLPK_GET_INT_PARAM ("outfrq", par.outfrq); |
5234 | 531 |
20946 | 532 // Branching heuristic option |
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533 par.branch = 4; |
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|
534 OCTAVE_GLPK_GET_INT_PARAM ("branch", par.branch); |
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|
535 if (par.branch < 1 || par.branch > 5) |
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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 | 537 |
20946 | 538 // Backtracking heuristic option |
17180
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539 par.btrack = 4; |
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540 OCTAVE_GLPK_GET_INT_PARAM ("btrack", par.btrack); |
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541 if (par.btrack < 1 || par.btrack > 4) |
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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 | 543 |
20946 | 544 // Presolver option |
17180
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545 par.presol = 1; |
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|
546 OCTAVE_GLPK_GET_INT_PARAM ("presol", par.presol); |
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547 if (par.presol < 0 || par.presol > 1) |
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548 error ("__glpk__: PARAM.presol must be 0 (do NOT use LP presolver) or 1 (use LP presolver [default])"); |
5234 | 549 |
20946 | 550 // LPsolver option |
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551 int lpsolver = 1; |
5240 | 552 OCTAVE_GLPK_GET_INT_PARAM ("lpsolver", lpsolver); |
553 if (lpsolver < 1 || lpsolver > 2) | |
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554 error ("__glpk__: PARAM.lpsolver must be 1 (simplex method) or 2 (interior point method)"); |
5237 | 555 |
20946 | 556 // Ratio test option |
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557 par.rtest = 34; |
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|
558 OCTAVE_GLPK_GET_INT_PARAM ("rtest", par.rtest); |
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559 if (par.rtest != 17 && par.rtest != 34) |
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|
560 error ("__glpk__: PARAM.rtest must be 17 (standard ratio test) or 34 (Harris' two-pass ratio test [default])"); |
17180
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561 |
17195
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562 par.tmlim = std::numeric_limits<int>::max (); |
17180
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563 OCTAVE_GLPK_GET_INT_PARAM ("tmlim", par.tmlim); |
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564 |
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565 par.outdly = 0; |
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changeset
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566 OCTAVE_GLPK_GET_INT_PARAM ("outdly", par.outdly); |
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|
567 |
20946 | 568 // Save option |
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|
569 int save_pb = 0; |
5240 | 570 OCTAVE_GLPK_GET_INT_PARAM ("save", save_pb); |
571 save_pb = save_pb != 0; | |
5237 | 572 |
20946 | 573 // Real parameters |
5234 | 574 |
20946 | 575 // Relative tolerance used to check if the current basic solution |
576 // is primal feasible | |
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|
577 par.tolbnd = 1e-7; |
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changeset
|
578 OCTAVE_GLPK_GET_REAL_PARAM ("tolbnd", par.tolbnd); |
5234 | 579 |
20946 | 580 // Absolute tolerance used to check if the current basic solution |
581 // is dual feasible | |
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582 par.toldj = 1e-7; |
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changeset
|
583 OCTAVE_GLPK_GET_REAL_PARAM ("toldj", par.toldj); |
5232 | 584 |
20946 | 585 // Relative tolerance used to choose eligible pivotal elements of |
586 // the simplex table in the ratio test | |
17180
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587 par.tolpiv = 1e-10; |
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|
588 OCTAVE_GLPK_GET_REAL_PARAM ("tolpiv", par.tolpiv); |
5234 | 589 |
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590 par.objll = -std::numeric_limits<double>::max (); |
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591 OCTAVE_GLPK_GET_REAL_PARAM ("objll", par.objll); |
5232 | 592 |
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|
593 par.objul = std::numeric_limits<double>::max (); |
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|
594 OCTAVE_GLPK_GET_REAL_PARAM ("objul", par.objul); |
5234 | 595 |
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596 par.tolint = 1e-5; |
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changeset
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597 OCTAVE_GLPK_GET_REAL_PARAM ("tolint", par.tolint); |
5234 | 598 |
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|
599 par.tolobj = 1e-7; |
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changeset
|
600 OCTAVE_GLPK_GET_REAL_PARAM ("tolobj", par.tolobj); |
5234 | 601 |
20946 | 602 // Assign pointers to the output parameters |
8068
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changeset
|
603 ColumnVector xmin (mrowsc, octave_NA); |
11048
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changeset
|
604 double fmin = octave_NA; |
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|
605 ColumnVector lambda (mrowsA, octave_NA); |
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changeset
|
606 ColumnVector redcosts (mrowsc, octave_NA); |
11048
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changeset
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607 double time; |
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avoid warning from GCC about variables possibly clobbered by longjmp
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19697
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changeset
|
608 int status; |
5232 | 609 |
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610 int errnum = glpk (sense, mrowsc, mrowsA, c, nz, rn.fortran_vec (), |
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changeset
|
611 cn.fortran_vec (), a.fortran_vec (), b, ctype, |
21091
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changeset
|
612 freeLB.fortran_vec (), lb, freeUB.fortran_vec (), |
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|
613 ub, vartype.fortran_vec (), isMIP, lpsolver, |
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changeset
|
614 save_pb, scale, &par, xmin.fortran_vec (), &fmin, |
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changeset
|
615 &status, lambda.fortran_vec (), |
72eefc36c6b7
use correct value extractor functions in glpk
John W. Eaton <jwe@octave.org>
parents:
21090
diff
changeset
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616 redcosts.fortran_vec (), &time); |
5232 | 617 |
11048
10c65e01f042
__glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents:
11047
diff
changeset
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618 octave_scalar_map extra; |
5234 | 619 |
5238 | 620 if (! isMIP) |
621 { | |
11048
10c65e01f042
__glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents:
11047
diff
changeset
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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
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623 extra.assign ("redcosts", redcosts); |
5238 | 624 } |
625 | |
11048
10c65e01f042
__glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents:
11047
diff
changeset
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626 extra.assign ("time", time); |
17180
54e251e699bb
Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents:
15213
diff
changeset
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627 extra.assign ("status", status); |
5232 | 628 |
20939
b17fda023ca6
maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents:
20867
diff
changeset
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629 return ovl (xmin, fmin, errnum, extra); |
5234 | 630 |
5235 | 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
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633 octave_unused_parameter (args); |
263d18409fdf
Eliminate unused variable warnings for conditionally compiled code.
John W. Eaton <jwe@octave.org>
parents:
21604
diff
changeset
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634 |
21100
e39e05d90788
Switch gripe_XXX to either err_XXX or warn_XXX naming scheme.
Rik <rik@octave.org>
parents:
21091
diff
changeset
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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 | 637 #endif |
5232 | 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
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642 %!assert (1) |
3641167e5b75
codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents:
11586
diff
changeset
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643 */ |
29958
32c3a5805893
move DEFUN and DEFMETHOD functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
29358
diff
changeset
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644 |
32c3a5805893
move DEFUN and DEFMETHOD functions inside octave namespace
John W. Eaton <jwe@octave.org>
parents:
29358
diff
changeset
|
645 OCTAVE_NAMESPACE_END |