Mercurial > octave
annotate src/DLD-FUNCTIONS/__glpk__.cc @ 8036:854683691d7a
fix invalid memory read in glpk
| author | Jaroslav Hajek <highegg@gmail.com> |
|---|---|
| date | Tue, 19 Aug 2008 13:59:30 -0400 |
| parents | a1dbe9d80eee |
| children | e3e3d12364b0 |
| rev | line source |
|---|---|
| 5234 | 1 /* |
| 2 | |
| 7017 | 3 Copyright (C) 2005, 2006, 2007 Nicolo' Giorgetti |
| 5234 | 4 |
| 5 This file is part of Octave. | |
| 6 | |
| 7 Octave is free software; you can redistribute it and/or modify it | |
| 8 under the terms of the GNU General Public License as published by the | |
| 7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
| 10 option) any later version. | |
| 5234 | 11 |
| 12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
| 13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
| 14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
| 15 for more details. | |
| 16 | |
| 17 You should have received a copy of the GNU General Public License | |
| 7016 | 18 along with Octave; see the file COPYING. If not, see |
| 19 <http://www.gnu.org/licenses/>. | |
| 5234 | 20 |
| 21 */ | |
| 22 | |
| 23 #ifdef HAVE_CONFIG_H | |
| 24 #include <config.h> | |
| 25 #endif | |
| 5232 | 26 |
| 27 #include <cfloat> | |
| 28 #include <csetjmp> | |
| 29 #include <ctime> | |
| 30 | |
| 5234 | 31 #include "defun-dld.h" |
| 32 #include "error.h" | |
| 5235 | 33 #include "gripes.h" |
| 34 #include "oct-map.h" | |
| 5234 | 35 #include "oct-obj.h" |
| 5235 | 36 #include "pager.h" |
| 37 | |
| 38 #if defined (HAVE_GLPK) | |
| 5232 | 39 |
| 6333 | 40 extern "C" |
| 41 { | |
| 6804 | 42 #if defined (HAVE_GLPK_GLPK_H) |
| 43 #include <glpk/glpk.h> | |
| 44 #else | |
| 5234 | 45 #include <glpk.h> |
| 6804 | 46 #endif |
| 6333 | 47 |
| 6381 | 48 #ifdef GLPK_PRE_4_14 |
| 6333 | 49 |
| 6287 | 50 #ifndef _GLPLIB_H |
| 51 #include <glplib.h> | |
| 52 #endif | |
| 53 #ifndef lib_set_fault_hook | |
| 54 #define lib_set_fault_hook lib_fault_hook | |
| 55 #endif | |
| 56 #ifndef lib_set_print_hook | |
| 57 #define lib_set_print_hook lib_print_hook | |
| 58 #endif | |
| 5232 | 59 |
| 6333 | 60 #else |
| 61 | |
| 62 void _glp_lib_print_hook (int (*func)(void *info, char *buf), void *info); | |
| 63 void _glp_lib_fault_hook (int (*func)(void *info, char *buf), void *info); | |
| 64 | |
| 65 #endif | |
| 6472 | 66 } |
| 6333 | 67 |
| 5232 | 68 #define NIntP 17 |
| 69 #define NRealP 10 | |
| 70 | |
| 5234 | 71 int lpxIntParam[NIntP] = { |
| 5240 | 72 0, |
| 5234 | 73 1, |
| 74 0, | |
| 75 1, | |
| 76 0, | |
| 77 -1, | |
| 78 0, | |
| 79 200, | |
| 80 1, | |
| 81 2, | |
| 82 0, | |
| 83 1, | |
| 84 0, | |
| 85 0, | |
| 86 2, | |
| 87 2, | |
| 88 1 | |
| 5232 | 89 }; |
| 90 | |
| 5234 | 91 int IParam[NIntP] = { |
| 92 LPX_K_MSGLEV, | |
| 93 LPX_K_SCALE, | |
| 94 LPX_K_DUAL, | |
| 95 LPX_K_PRICE, | |
| 96 LPX_K_ROUND, | |
| 97 LPX_K_ITLIM, | |
| 98 LPX_K_ITCNT, | |
| 99 LPX_K_OUTFRQ, | |
| 100 LPX_K_MPSINFO, | |
| 101 LPX_K_MPSOBJ, | |
| 102 LPX_K_MPSORIG, | |
| 103 LPX_K_MPSWIDE, | |
| 104 LPX_K_MPSFREE, | |
| 105 LPX_K_MPSSKIP, | |
| 106 LPX_K_BRANCH, | |
| 107 LPX_K_BTRACK, | |
| 108 LPX_K_PRESOL | |
| 5232 | 109 }; |
| 110 | |
| 111 | |
| 5234 | 112 double lpxRealParam[NRealP] = { |
| 113 0.07, | |
| 114 1e-7, | |
| 115 1e-7, | |
| 116 1e-9, | |
| 117 -DBL_MAX, | |
| 118 DBL_MAX, | |
| 119 -1.0, | |
| 120 0.0, | |
| 121 1e-6, | |
| 122 1e-7 | |
| 5232 | 123 }; |
| 124 | |
| 5234 | 125 int RParam[NRealP] = { |
| 126 LPX_K_RELAX, | |
| 127 LPX_K_TOLBND, | |
| 128 LPX_K_TOLDJ, | |
| 129 LPX_K_TOLPIV, | |
| 130 LPX_K_OBJLL, | |
| 131 LPX_K_OBJUL, | |
| 132 LPX_K_TMLIM, | |
| 133 LPX_K_OUTDLY, | |
| 134 LPX_K_TOLINT, | |
| 135 LPX_K_TOLOBJ | |
| 5232 | 136 }; |
| 137 | |
| 5241 | 138 static jmp_buf mark; //-- Address for long jump to jump to |
| 5232 | 139 |
| 5234 | 140 int |
| 5235 | 141 glpk_fault_hook (void * /* info */, char *msg) |
| 5234 | 142 { |
| 5240 | 143 error ("CRITICAL ERROR in GLPK: %s", msg); |
| 5234 | 144 longjmp (mark, -1); |
| 5232 | 145 } |
| 146 | |
| 5234 | 147 int |
| 5235 | 148 glpk_print_hook (void * /* info */, char *msg) |
| 5232 | 149 { |
| 5241 | 150 message (0, "%s", msg); |
| 5234 | 151 return 1; |
| 5232 | 152 } |
| 153 | |
| 5234 | 154 int |
| 155 glpk (int sense, int n, int m, double *c, int nz, int *rn, int *cn, | |
| 156 double *a, double *b, char *ctype, int *freeLB, double *lb, | |
| 157 int *freeUB, double *ub, int *vartype, int isMIP, int lpsolver, | |
| 158 int save_pb, double *xmin, double *fmin, double *status, | |
| 159 double *lambda, double *redcosts, double *time, double *mem) | |
| 5232 | 160 { |
| 5240 | 161 int errnum; |
| 5234 | 162 int typx = 0; |
| 163 int method; | |
| 164 | |
| 165 clock_t t_start = clock(); | |
| 166 | |
| 6381 | 167 #ifdef GLPK_PRE_4_14 |
| 6333 | 168 lib_set_fault_hook (0, glpk_fault_hook); |
| 169 #else | |
| 170 _glp_lib_fault_hook (glpk_fault_hook, 0); | |
| 171 #endif | |
| 5232 | 172 |
| 5234 | 173 if (lpxIntParam[0] > 1) |
| 6381 | 174 #ifdef GLPK_PRE_4_14 |
| 6333 | 175 lib_set_print_hook (0, glpk_print_hook); |
| 176 #else | |
| 177 _glp_lib_print_hook (glpk_print_hook, 0); | |
| 178 #endif | |
| 5234 | 179 |
| 180 LPX *lp = lpx_create_prob (); | |
| 181 | |
| 5232 | 182 |
| 5234 | 183 //-- Set the sense of optimization |
| 184 if (sense == 1) | |
| 185 lpx_set_obj_dir (lp, LPX_MIN); | |
| 186 else | |
| 187 lpx_set_obj_dir (lp, LPX_MAX); | |
| 188 | |
| 189 //-- If the problem has integer structural variables switch to MIP | |
| 190 if (isMIP) | |
| 191 lpx_set_class (lp, LPX_MIP); | |
| 5232 | 192 |
| 5234 | 193 lpx_add_cols (lp, n); |
| 194 for (int i = 0; i < n; i++) | |
| 195 { | |
| 5232 | 196 //-- Define type of the structural variables |
| 5234 | 197 if (! freeLB[i] && ! freeUB[i]) |
| 6898 | 198 { |
| 199 if (lb[i] != ub[i]) | |
| 200 lpx_set_col_bnds (lp, i+1, LPX_DB, lb[i], ub[i]); | |
| 201 else | |
| 202 lpx_set_col_bnds (lp, i+1, LPX_FX, lb[i], ub[i]); | |
| 203 } | |
| 5234 | 204 else |
| 205 { | |
| 206 if (! freeLB[i] && freeUB[i]) | |
| 207 lpx_set_col_bnds (lp, i+1, LPX_LO, lb[i], ub[i]); | |
| 208 else | |
| 209 { | |
| 210 if (freeLB[i] && ! freeUB[i]) | |
| 211 lpx_set_col_bnds (lp, i+1, LPX_UP, lb[i], ub[i]); | |
| 212 else | |
| 213 lpx_set_col_bnds (lp, i+1, LPX_FR, lb[i], ub[i]); | |
| 214 } | |
| 215 } | |
| 216 | |
| 217 // -- Set the objective coefficient of the corresponding | |
| 5232 | 218 // -- structural variable. No constant term is assumed. |
| 5234 | 219 lpx_set_obj_coef(lp,i+1,c[i]); |
| 5232 | 220 |
| 5234 | 221 if (isMIP) |
| 222 lpx_set_col_kind (lp, i+1, vartype[i]); | |
| 223 } | |
| 224 | |
| 225 lpx_add_rows (lp, m); | |
| 226 | |
| 227 for (int i = 0; i < m; i++) | |
| 228 { | |
| 5232 | 229 /* If the i-th row has no lower bound (types F,U), the |
| 230 corrispondent parameter will be ignored. | |
| 231 If the i-th row has no upper bound (types F,L), the corrispondent | |
| 232 parameter will be ignored. | |
| 233 If the i-th row is of S type, the i-th LB is used, but | |
| 234 the i-th UB is ignored. | |
| 235 */ | |
| 5234 | 236 |
| 237 switch (ctype[i]) | |
| 238 { | |
| 239 case 'F': | |
| 240 typx = LPX_FR; | |
| 241 break; | |
| 242 | |
| 243 case 'U': | |
| 244 typx = LPX_UP; | |
| 245 break; | |
| 246 | |
| 247 case 'L': | |
| 248 typx = LPX_LO; | |
| 249 break; | |
| 5232 | 250 |
| 5234 | 251 case 'S': |
| 252 typx = LPX_FX; | |
| 253 break; | |
| 5232 | 254 |
| 5234 | 255 case 'D': |
| 256 typx = LPX_DB; | |
| 257 break; | |
| 258 } | |
| 259 | |
| 260 lpx_set_row_bnds (lp, i+1, typx, b[i], b[i]); | |
| 261 | |
| 262 } | |
| 263 | |
| 264 lpx_load_matrix (lp, nz, rn, cn, a); | |
| 5232 | 265 |
| 5234 | 266 if (save_pb) |
| 267 { | |
| 6484 | 268 static char tmp[] = "outpb.lp"; |
| 269 if (lpx_write_cpxlp (lp, tmp) != 0) | |
| 5234 | 270 { |
| 5240 | 271 error ("__glpk__: unable to write problem"); |
| 5234 | 272 longjmp (mark, -1); |
| 273 } | |
| 274 } | |
| 275 | |
| 276 //-- scale the problem data (if required) | |
| 277 //-- if (scale && (!presol || method == 1)) lpx_scale_prob(lp); | |
| 278 //-- LPX_K_SCALE=IParam[1] LPX_K_PRESOL=IParam[16] | |
| 279 if (lpxIntParam[1] && (! lpxIntParam[16] || lpsolver != 1)) | |
| 280 lpx_scale_prob (lp); | |
| 281 | |
| 282 //-- build advanced initial basis (if required) | |
| 283 if (lpsolver == 1 && ! lpxIntParam[16]) | |
| 284 lpx_adv_basis (lp); | |
| 285 | |
| 286 for(int i = 0; i < NIntP; i++) | |
| 287 lpx_set_int_parm (lp, IParam[i], lpxIntParam[i]); | |
| 5232 | 288 |
| 5234 | 289 for (int i = 0; i < NRealP; i++) |
| 290 lpx_set_real_parm (lp, RParam[i], lpxRealParam[i]); | |
| 291 | |
| 292 if (lpsolver == 1) | |
| 293 method = 'S'; | |
| 294 else | |
| 295 method = 'T'; | |
| 5232 | 296 |
| 5234 | 297 switch (method) |
| 298 { | |
| 299 case 'S': | |
| 300 { | |
| 301 if (isMIP) | |
| 302 { | |
| 303 method = 'I'; | |
| 5240 | 304 errnum = lpx_simplex (lp); |
| 305 errnum = lpx_integer (lp); | |
| 5234 | 306 } |
| 307 else | |
| 5240 | 308 errnum = lpx_simplex(lp); |
| 5234 | 309 } |
| 5232 | 310 break; |
| 5234 | 311 |
| 312 case 'T': | |
| 5240 | 313 errnum = lpx_interior(lp); |
| 5234 | 314 break; |
| 315 | |
| 316 default: | |
| 6381 | 317 #ifdef GLPK_PRE_4_14 |
| 5234 | 318 insist (method != method); |
| 6333 | 319 #else |
| 6484 | 320 static char tmp[] = "method != method"; |
| 321 glpk_fault_hook (0, tmp); | |
| 6333 | 322 #endif |
| 5234 | 323 } |
| 324 | |
| 5240 | 325 /* errnum assumes the following results: |
| 326 errnum = 0 <=> No errors | |
| 327 errnum = 1 <=> Iteration limit exceeded. | |
| 328 errnum = 2 <=> Numerical problems with basis matrix. | |
| 5234 | 329 */ |
| 5240 | 330 if (errnum == LPX_E_OK) |
| 5234 | 331 { |
| 332 if (isMIP) | |
| 333 { | |
| 5241 | 334 *status = lpx_mip_status (lp); |
| 5234 | 335 *fmin = lpx_mip_obj_val (lp); |
| 336 } | |
| 337 else | |
| 338 { | |
| 339 if (lpsolver == 1) | |
| 340 { | |
| 5241 | 341 *status = lpx_get_status (lp); |
| 5234 | 342 *fmin = lpx_get_obj_val (lp); |
| 343 } | |
| 344 else | |
| 345 { | |
| 5241 | 346 *status = lpx_ipt_status (lp); |
| 5234 | 347 *fmin = lpx_ipt_obj_val (lp); |
| 348 } | |
| 349 } | |
| 5232 | 350 |
| 5234 | 351 if (isMIP) |
| 352 { | |
| 353 for (int i = 0; i < n; i++) | |
| 354 xmin[i] = lpx_mip_col_val (lp, i+1); | |
| 355 } | |
| 356 else | |
| 357 { | |
| 358 /* Primal values */ | |
| 359 for (int i = 0; i < n; i++) | |
| 360 { | |
| 361 if (lpsolver == 1) | |
| 362 xmin[i] = lpx_get_col_prim (lp, i+1); | |
| 363 else | |
| 364 xmin[i] = lpx_ipt_col_prim (lp, i+1); | |
| 365 } | |
| 5232 | 366 |
| 5234 | 367 /* Dual values */ |
| 368 for (int i = 0; i < m; i++) | |
| 369 { | |
| 370 if (lpsolver == 1) | |
| 371 lambda[i] = lpx_get_row_dual (lp, i+1); | |
| 372 else | |
| 373 lambda[i] = lpx_ipt_row_dual (lp, i+1); | |
| 374 } | |
| 375 | |
| 376 /* Reduced costs */ | |
| 377 for (int i = 0; i < lpx_get_num_cols (lp); i++) | |
| 378 { | |
| 379 if (lpsolver == 1) | |
| 380 redcosts[i] = lpx_get_col_dual (lp, i+1); | |
| 381 else | |
| 382 redcosts[i] = lpx_ipt_col_dual (lp, i+1); | |
| 383 } | |
| 384 } | |
| 385 | |
| 5241 | 386 *time = (clock () - t_start) / CLOCKS_PER_SEC; |
| 6333 | 387 |
| 6381 | 388 #ifdef GLPK_PRE_4_14 |
| 5241 | 389 *mem = (lib_env_ptr () -> mem_tpeak); |
| 6333 | 390 #else |
| 391 *mem = 0; | |
| 392 #endif | |
| 5234 | 393 |
| 394 lpx_delete_prob (lp); | |
| 395 return 0; | |
| 396 } | |
| 397 | |
| 398 lpx_delete_prob (lp); | |
| 399 | |
| 5241 | 400 *status = errnum; |
| 5234 | 401 |
| 5240 | 402 return errnum; |
| 5232 | 403 } |
| 404 | |
| 5235 | 405 #endif |
| 406 | |
| 5240 | 407 #define OCTAVE_GLPK_GET_REAL_PARAM(NAME, IDX) \ |
| 408 do \ | |
| 409 { \ | |
| 410 if (PARAM.contains (NAME)) \ | |
| 411 { \ | |
| 412 Cell tmp = PARAM.contents (NAME); \ | |
| 413 \ | |
| 414 if (! tmp.is_empty ()) \ | |
| 415 { \ | |
| 416 lpxRealParam[IDX] = tmp(0).scalar_value (); \ | |
| 417 \ | |
| 418 if (error_state) \ | |
| 419 { \ | |
| 420 error ("glpk: invalid value in param." NAME); \ | |
| 421 return retval; \ | |
| 422 } \ | |
| 423 } \ | |
| 424 else \ | |
| 425 { \ | |
| 426 error ("glpk: invalid value in param." NAME); \ | |
| 427 return retval; \ | |
| 428 } \ | |
| 429 } \ | |
| 430 } \ | |
| 431 while (0) | |
| 432 | |
| 433 #define OCTAVE_GLPK_GET_INT_PARAM(NAME, VAL) \ | |
| 434 do \ | |
| 435 { \ | |
| 436 if (PARAM.contains (NAME)) \ | |
| 437 { \ | |
| 438 Cell tmp = PARAM.contents (NAME); \ | |
| 439 \ | |
| 440 if (! tmp.is_empty ()) \ | |
| 441 { \ | |
| 442 VAL = tmp(0).int_value (); \ | |
| 443 \ | |
| 444 if (error_state) \ | |
| 445 { \ | |
| 446 error ("glpk: invalid value in param." NAME); \ | |
| 447 return retval; \ | |
| 448 } \ | |
| 449 } \ | |
| 450 else \ | |
| 451 { \ | |
| 452 error ("glpk: invalid value in param." NAME); \ | |
| 453 return retval; \ | |
| 454 } \ | |
| 455 } \ | |
| 456 } \ | |
| 457 while (0) | |
| 458 | |
| 5235 | 459 DEFUN_DLD (__glpk__, args, , |
| 5245 | 460 "-*- texinfo -*-\n\ |
| 461 @deftypefn {Loadable Function} {[@var{values}] =} __glpk__ (@var{args})\n\ | |
| 6945 | 462 Undocumented internal function.\n\ |
| 5245 | 463 @end deftypefn") |
| 5232 | 464 { |
| 5234 | 465 // The list of values to return. See the declaration in oct-obj.h |
| 466 octave_value_list retval; | |
| 5232 | 467 |
| 5235 | 468 #if defined (HAVE_GLPK) |
| 469 | |
| 5234 | 470 int nrhs = args.length (); |
| 471 | |
| 5240 | 472 if (nrhs != 9) |
| 5234 | 473 { |
| 5823 | 474 print_usage (); |
| 5232 | 475 return retval; |
| 5234 | 476 } |
| 477 | |
| 5237 | 478 //-- 1nd Input. A column array containing the objective function |
| 479 //-- coefficients. | |
| 5880 | 480 volatile int mrowsc = args(0).rows(); |
| 5234 | 481 |
| 5237 | 482 Matrix C (args(0).matrix_value ()); |
| 5240 | 483 |
| 484 if (error_state) | |
| 485 { | |
| 486 error ("__glpk__: invalid value of C"); | |
| 487 return retval; | |
| 488 } | |
| 489 | |
| 5234 | 490 double *c = C.fortran_vec (); |
| 5455 | 491 Array<int> rn; |
| 492 Array<int> cn; | |
| 493 ColumnVector a; | |
| 5515 | 494 volatile int mrowsA; |
| 5455 | 495 volatile int nz = 0; |
| 5232 | 496 |
| 5237 | 497 //-- 2nd Input. A matrix containing the constraints coefficients. |
| 5234 | 498 // If matrix A is NOT a sparse matrix |
| 5631 | 499 if (args(1).is_sparse_type ()) |
| 5455 | 500 { |
| 5603 | 501 SparseMatrix A = args(1).sparse_matrix_value (); // get the sparse matrix |
| 5455 | 502 |
| 503 if (error_state) | |
| 504 { | |
| 505 error ("__glpk__: invalid value of A"); | |
| 506 return retval; | |
| 507 } | |
| 5234 | 508 |
| 5455 | 509 mrowsA = A.rows (); |
| 510 octave_idx_type Anc = A.cols (); | |
| 5604 | 511 octave_idx_type Anz = A.nzmax (); |
| 5455 | 512 rn.resize (Anz+1); |
| 513 cn.resize (Anz+1); | |
| 514 a.resize (Anz+1, 0.0); | |
| 515 | |
| 516 if (Anc != mrowsc) | |
| 517 { | |
| 518 error ("__glpk__: invalid value of A"); | |
| 519 return retval; | |
| 520 } | |
| 521 | |
| 522 for (octave_idx_type j = 0; j < Anc; j++) | |
| 523 for (octave_idx_type i = A.cidx(j); i < A.cidx(j+1); i++) | |
| 524 { | |
| 525 nz++; | |
| 526 rn(nz) = A.ridx(i) + 1; | |
| 527 cn(nz) = j + 1; | |
| 5603 | 528 a(nz) = A.data(i); |
| 5455 | 529 } |
| 530 } | |
| 5631 | 531 else |
| 532 { | |
| 533 Matrix A (args(1).matrix_value ()); // get the matrix | |
| 534 | |
| 535 if (error_state) | |
| 536 { | |
| 537 error ("__glpk__: invalid value of A"); | |
| 538 return retval; | |
| 539 } | |
| 540 | |
| 541 mrowsA = A.rows (); | |
| 542 rn.resize (mrowsA*mrowsc+1); | |
| 543 cn.resize (mrowsA*mrowsc+1); | |
| 544 a.resize (mrowsA*mrowsc+1, 0.0); | |
| 545 | |
| 546 for (int i = 0; i < mrowsA; i++) | |
| 547 { | |
| 548 for (int j = 0; j < mrowsc; j++) | |
| 549 { | |
| 550 if (A(i,j) != 0) | |
| 551 { | |
| 552 nz++; | |
| 553 rn(nz) = i + 1; | |
| 554 cn(nz) = j + 1; | |
| 555 a(nz) = A(i,j); | |
| 556 } | |
| 557 } | |
| 558 } | |
| 559 | |
| 560 } | |
| 5232 | 561 |
| 5237 | 562 //-- 3rd Input. A column array containing the right-hand side value |
| 5234 | 563 // for each constraint in the constraint matrix. |
| 5237 | 564 Matrix B (args(2).matrix_value ()); |
| 5240 | 565 |
| 566 if (error_state) | |
| 567 { | |
| 568 error ("__glpk__: invalid value of b"); | |
| 569 return retval; | |
| 570 } | |
| 571 | |
| 5234 | 572 double *b = B.fortran_vec (); |
| 573 | |
| 5237 | 574 //-- 4th Input. An array of length mrowsc containing the lower |
| 5234 | 575 //-- bound on each of the variables. |
| 5237 | 576 Matrix LB (args(3).matrix_value ()); |
| 5240 | 577 |
|
8036
854683691d7a
fix invalid memory read in glpk
Jaroslav Hajek <highegg@gmail.com>
parents:
7017
diff
changeset
|
578 if (error_state || LB.length () < mrowsc) |
| 5240 | 579 { |
| 580 error ("__glpk__: invalid value of lb"); | |
| 581 return retval; | |
| 582 } | |
| 583 | |
| 5234 | 584 double *lb = LB.fortran_vec (); |
| 585 | |
| 586 //-- LB argument, default: Free | |
| 587 Array<int> freeLB (mrowsc); | |
| 588 for (int i = 0; i < mrowsc; i++) | |
| 589 { | |
| 5455 | 590 if (xisinf (lb[i])) |
| 5234 | 591 { |
| 592 freeLB(i) = 1; | |
| 593 lb[i] = -octave_Inf; | |
| 594 } | |
| 595 else | |
| 596 freeLB(i) = 0; | |
| 597 } | |
| 598 | |
| 5237 | 599 //-- 5th Input. An array of at least length numcols containing the upper |
| 5234 | 600 //-- bound on each of the variables. |
| 5237 | 601 Matrix UB (args(4).matrix_value ()); |
| 5234 | 602 |
|
8036
854683691d7a
fix invalid memory read in glpk
Jaroslav Hajek <highegg@gmail.com>
parents:
7017
diff
changeset
|
603 if (error_state || UB.length () < mrowsc) |
| 5240 | 604 { |
| 605 error ("__glpk__: invalid value of ub"); | |
| 606 return retval; | |
| 607 } | |
| 608 | |
| 5234 | 609 double *ub = UB.fortran_vec (); |
| 5232 | 610 |
| 5234 | 611 Array<int> freeUB (mrowsc); |
| 612 for (int i = 0; i < mrowsc; i++) | |
| 613 { | |
| 5455 | 614 if (xisinf (ub[i])) |
| 5234 | 615 { |
| 616 freeUB(i) = 1; | |
| 617 ub[i] = octave_Inf; | |
| 618 } | |
| 619 else | |
| 620 freeUB(i) = 0; | |
| 621 } | |
| 622 | |
| 5237 | 623 //-- 6th Input. A column array containing the sense of each constraint |
| 624 //-- in the constraint matrix. | |
| 625 charMatrix CTYPE (args(5).char_matrix_value ()); | |
| 5240 | 626 |
| 627 if (error_state) | |
| 628 { | |
| 629 error ("__glpk__: invalid value of ctype"); | |
| 630 return retval; | |
| 631 } | |
| 632 | |
| 5237 | 633 char *ctype = CTYPE.fortran_vec (); |
| 634 | |
| 635 //-- 7th Input. A column array containing the types of the variables. | |
| 636 charMatrix VTYPE (args(6).char_matrix_value ()); | |
| 5232 | 637 |
| 5240 | 638 if (error_state) |
| 639 { | |
| 640 error ("__glpk__: invalid value of vtype"); | |
| 641 return retval; | |
| 642 } | |
| 643 | |
| 5234 | 644 Array<int> vartype (mrowsc); |
| 5235 | 645 volatile int isMIP = 0; |
| 5234 | 646 for (int i = 0; i < mrowsc ; i++) |
| 647 { | |
| 648 if (VTYPE(i,0) == 'I') | |
| 649 { | |
| 650 isMIP = 1; | |
| 651 vartype(i) = LPX_IV; | |
| 652 } | |
| 653 else | |
| 5235 | 654 vartype(i) = LPX_CV; |
| 5234 | 655 } |
| 656 | |
| 5237 | 657 //-- 8th Input. Sense of optimization. |
| 658 volatile int sense; | |
| 659 double SENSE = args(7).scalar_value (); | |
| 5240 | 660 |
| 661 if (error_state) | |
| 662 { | |
| 663 error ("__glpk__: invalid value of sense"); | |
| 664 return retval; | |
| 665 } | |
| 666 | |
| 5237 | 667 if (SENSE >= 0) |
| 668 sense = 1; | |
| 669 else | |
| 670 sense = -1; | |
| 671 | |
| 5234 | 672 //-- 9th Input. A structure containing the control parameters. |
| 673 Octave_map PARAM = args(8).map_value (); | |
| 674 | |
| 5240 | 675 if (error_state) |
| 676 { | |
| 677 error ("__glpk__: invalid value of param"); | |
| 678 return retval; | |
| 679 } | |
| 680 | |
| 5234 | 681 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
| 682 //-- Integer parameters | |
| 683 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ | |
| 684 | |
| 685 //-- Level of messages output by the solver | |
| 5240 | 686 OCTAVE_GLPK_GET_INT_PARAM ("msglev", lpxIntParam[0]); |
| 687 if (lpxIntParam[0] < 0 || lpxIntParam[0] > 3) | |
| 5234 | 688 { |
| 5240 | 689 error ("__glpk__: param.msglev must be 0 (no output [default]) or 1 (error messages only) or 2 (normal output) or 3 (full output)"); |
| 690 return retval; | |
| 691 } | |
| 5232 | 692 |
| 5234 | 693 //-- scaling option |
| 5240 | 694 OCTAVE_GLPK_GET_INT_PARAM ("scale", lpxIntParam[1]); |
| 695 if (lpxIntParam[1] < 0 || lpxIntParam[1] > 2) | |
| 5234 | 696 { |
| 5240 | 697 error ("__glpk__: param.scale must be 0 (no scaling) or 1 (equilibration scaling [default]) or 2 (geometric mean scaling)"); |
| 698 return retval; | |
| 5234 | 699 } |
| 5232 | 700 |
| 5234 | 701 //-- Dual dimplex option |
| 5240 | 702 OCTAVE_GLPK_GET_INT_PARAM ("dual", lpxIntParam[2]); |
| 703 if (lpxIntParam[2] < 0 || lpxIntParam[2] > 1) | |
| 5234 | 704 { |
| 5240 | 705 error ("__glpk__: param.dual must be 0 (do NOT use dual simplex [default]) or 1 (use dual simplex)"); |
| 706 return retval; | |
| 5234 | 707 } |
| 5232 | 708 |
| 5234 | 709 //-- Pricing option |
| 5240 | 710 OCTAVE_GLPK_GET_INT_PARAM ("price", lpxIntParam[3]); |
| 711 if (lpxIntParam[3] < 0 || lpxIntParam[3] > 1) | |
| 5234 | 712 { |
| 5240 | 713 error ("__glpk__: param.price must be 0 (textbook pricing) or 1 (steepest edge pricing [default])"); |
| 714 return retval; | |
| 715 } | |
| 5232 | 716 |
| 5234 | 717 //-- Solution rounding option |
| 5240 | 718 OCTAVE_GLPK_GET_INT_PARAM ("round", lpxIntParam[4]); |
| 719 if (lpxIntParam[4] < 0 || lpxIntParam[4] > 1) | |
| 5234 | 720 { |
| 5240 | 721 error ("__glpk__: param.round must be 0 (report all primal and dual values [default]) or 1 (replace tiny primal and dual values by exact zero)"); |
| 722 return retval; | |
| 5234 | 723 } |
| 724 | |
| 725 //-- Simplex iterations limit | |
| 5240 | 726 OCTAVE_GLPK_GET_INT_PARAM ("itlim", lpxIntParam[5]); |
| 5232 | 727 |
| 5234 | 728 //-- Simplex iterations count |
| 5240 | 729 OCTAVE_GLPK_GET_INT_PARAM ("itcnt", lpxIntParam[6]); |
| 5234 | 730 |
| 731 //-- Output frequency, in iterations | |
| 5240 | 732 OCTAVE_GLPK_GET_INT_PARAM ("outfrq", lpxIntParam[7]); |
| 5234 | 733 |
| 734 //-- Branching heuristic option | |
| 5240 | 735 OCTAVE_GLPK_GET_INT_PARAM ("branch", lpxIntParam[14]); |
| 736 if (lpxIntParam[14] < 0 || lpxIntParam[14] > 2) | |
| 5234 | 737 { |
| 5240 | 738 error ("__glpk__: param.branch must be (MIP only) 0 (branch on first variable) or 1 (branch on last variable) or 2 (branch using a heuristic by Driebeck and Tomlin [default]"); |
| 739 return retval; | |
| 740 } | |
| 5232 | 741 |
| 5234 | 742 //-- Backtracking heuristic option |
| 5240 | 743 OCTAVE_GLPK_GET_INT_PARAM ("btrack", lpxIntParam[15]); |
| 744 if (lpxIntParam[15] < 0 || lpxIntParam[15] > 2) | |
| 5234 | 745 { |
| 5240 | 746 error ("__glpk__: param.btrack must be (MIP only) 0 (depth first search) or 1 (breadth first search) or 2 (backtrack using the best projection heuristic [default]"); |
| 747 return retval; | |
| 748 } | |
| 5232 | 749 |
| 5234 | 750 //-- Presolver option |
| 5240 | 751 OCTAVE_GLPK_GET_INT_PARAM ("presol", lpxIntParam[16]); |
| 752 if (lpxIntParam[16] < 0 || lpxIntParam[16] > 1) | |
| 5234 | 753 { |
| 5240 | 754 error ("__glpk__: param.presol must be 0 (do NOT use LP presolver) or 1 (use LP presolver [default])"); |
| 755 return retval; | |
| 5234 | 756 } |
| 757 | |
| 5237 | 758 //-- LPsolver option |
| 759 volatile int lpsolver = 1; | |
| 5240 | 760 OCTAVE_GLPK_GET_INT_PARAM ("lpsolver", lpsolver); |
| 761 if (lpsolver < 1 || lpsolver > 2) | |
| 5237 | 762 { |
| 5240 | 763 error ("__glpk__: param.lpsolver must be 1 (simplex method) or 2 (interior point method)"); |
| 764 return retval; | |
| 5237 | 765 } |
| 766 | |
| 767 //-- Save option | |
| 768 volatile int save_pb = 0; | |
| 5240 | 769 OCTAVE_GLPK_GET_INT_PARAM ("save", save_pb); |
| 770 save_pb = save_pb != 0; | |
| 5237 | 771 |
| 5234 | 772 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
| 773 //-- Real parameters | |
| 774 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ | |
| 775 | |
| 776 //-- Ratio test option | |
| 5240 | 777 OCTAVE_GLPK_GET_REAL_PARAM ("relax", 0); |
| 5232 | 778 |
| 5234 | 779 //-- Relative tolerance used to check if the current basic solution |
| 780 //-- is primal feasible | |
| 5240 | 781 OCTAVE_GLPK_GET_REAL_PARAM ("tolbnd", 1); |
| 5234 | 782 |
| 783 //-- Absolute tolerance used to check if the current basic solution | |
| 784 //-- is dual feasible | |
| 5240 | 785 OCTAVE_GLPK_GET_REAL_PARAM ("toldj", 2); |
| 5232 | 786 |
| 5234 | 787 //-- Relative tolerance used to choose eligible pivotal elements of |
| 788 //-- the simplex table in the ratio test | |
| 5240 | 789 OCTAVE_GLPK_GET_REAL_PARAM ("tolpiv", 3); |
| 5234 | 790 |
| 5240 | 791 OCTAVE_GLPK_GET_REAL_PARAM ("objll", 4); |
| 5234 | 792 |
| 5240 | 793 OCTAVE_GLPK_GET_REAL_PARAM ("objul", 5); |
| 5232 | 794 |
| 5240 | 795 OCTAVE_GLPK_GET_REAL_PARAM ("tmlim", 6); |
| 5234 | 796 |
| 5240 | 797 OCTAVE_GLPK_GET_REAL_PARAM ("outdly", 7); |
| 5234 | 798 |
| 5240 | 799 OCTAVE_GLPK_GET_REAL_PARAM ("tolint", 8); |
| 5234 | 800 |
| 5240 | 801 OCTAVE_GLPK_GET_REAL_PARAM ("tolobj", 9); |
| 5234 | 802 |
| 803 //-- Assign pointers to the output parameters | |
| 804 ColumnVector xmin (mrowsc); | |
| 805 ColumnVector fmin (1); | |
| 806 ColumnVector status (1); | |
| 807 ColumnVector lambda (mrowsA); | |
| 808 ColumnVector redcosts (mrowsc); | |
| 809 ColumnVector time (1); | |
| 810 ColumnVector mem (1); | |
| 5232 | 811 |
| 5234 | 812 int jmpret = setjmp (mark); |
| 5235 | 813 |
| 5234 | 814 if (jmpret == 0) |
| 5235 | 815 glpk (sense, mrowsc, mrowsA, c, nz, rn.fortran_vec (), |
| 816 cn.fortran_vec (), a.fortran_vec (), b, ctype, | |
| 817 freeLB.fortran_vec (), lb, freeUB.fortran_vec (), | |
| 818 ub, vartype.fortran_vec (), isMIP, lpsolver, | |
| 819 save_pb, xmin.fortran_vec (), fmin.fortran_vec (), | |
| 820 status.fortran_vec (), lambda.fortran_vec (), | |
| 821 redcosts.fortran_vec (), time.fortran_vec (), | |
| 822 mem.fortran_vec ()); | |
| 5232 | 823 |
| 5234 | 824 Octave_map extra; |
| 825 | |
| 5238 | 826 if (! isMIP) |
| 827 { | |
| 828 extra.assign ("lambda", octave_value (lambda)); | |
| 829 extra.assign ("redcosts", octave_value (redcosts)); | |
| 830 } | |
| 831 | |
| 5234 | 832 extra.assign ("time", octave_value (time)); |
| 833 extra.assign ("mem", octave_value (mem)); | |
| 5232 | 834 |
| 5234 | 835 retval(3) = extra; |
| 836 retval(2) = octave_value(status); | |
| 837 retval(1) = octave_value(fmin); | |
| 838 retval(0) = octave_value(xmin); | |
| 839 | |
| 5235 | 840 #else |
| 841 | |
| 842 gripe_not_supported ("glpk"); | |
| 843 | |
| 844 #endif | |
| 845 | |
| 5234 | 846 return retval; |
| 5232 | 847 } |