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1 /* |
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2 |
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3 Copyright (C) 2005 Nicolo' Giorgetti |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
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20 02110-1301, USA. |
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21 |
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22 */ |
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23 |
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24 #ifdef HAVE_CONFIG_H |
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25 #include <config.h> |
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26 #endif |
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27 |
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28 #include <cfloat> |
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29 #include <csetjmp> |
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30 #include <ctime> |
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31 |
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32 #include "defun-dld.h" |
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33 #include "error.h" |
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34 #include "gripes.h" |
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35 #include "oct-map.h" |
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36 #include "oct-obj.h" |
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37 #include "pager.h" |
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38 |
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39 #if defined (HAVE_GLPK) |
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40 |
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41 extern "C" |
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42 { |
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43 #include <glpk.h> |
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44 |
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45 #ifdef GLPK_PRE_4_14 |
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46 |
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47 #ifndef _GLPLIB_H |
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48 #include <glplib.h> |
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49 #endif |
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50 #ifndef lib_set_fault_hook |
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51 #define lib_set_fault_hook lib_fault_hook |
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52 #endif |
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53 #ifndef lib_set_print_hook |
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54 #define lib_set_print_hook lib_print_hook |
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55 #endif |
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56 } |
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57 |
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58 #else |
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59 |
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60 extern "C" |
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61 { |
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62 void _glp_lib_print_hook (int (*func)(void *info, char *buf), void *info); |
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63 void _glp_lib_fault_hook (int (*func)(void *info, char *buf), void *info); |
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64 } |
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65 |
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66 #endif |
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67 |
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68 #define NIntP 17 |
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69 #define NRealP 10 |
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70 |
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71 int lpxIntParam[NIntP] = { |
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72 0, |
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73 1, |
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74 0, |
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75 1, |
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76 0, |
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77 -1, |
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78 0, |
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79 200, |
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80 1, |
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81 2, |
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82 0, |
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83 1, |
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84 0, |
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85 0, |
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86 2, |
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87 2, |
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88 1 |
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89 }; |
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90 |
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91 int IParam[NIntP] = { |
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92 LPX_K_MSGLEV, |
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93 LPX_K_SCALE, |
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94 LPX_K_DUAL, |
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95 LPX_K_PRICE, |
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96 LPX_K_ROUND, |
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97 LPX_K_ITLIM, |
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98 LPX_K_ITCNT, |
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99 LPX_K_OUTFRQ, |
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100 LPX_K_MPSINFO, |
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101 LPX_K_MPSOBJ, |
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102 LPX_K_MPSORIG, |
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103 LPX_K_MPSWIDE, |
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104 LPX_K_MPSFREE, |
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105 LPX_K_MPSSKIP, |
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106 LPX_K_BRANCH, |
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107 LPX_K_BTRACK, |
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108 LPX_K_PRESOL |
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109 }; |
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110 |
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111 |
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112 double lpxRealParam[NRealP] = { |
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113 0.07, |
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114 1e-7, |
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115 1e-7, |
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116 1e-9, |
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117 -DBL_MAX, |
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118 DBL_MAX, |
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119 -1.0, |
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120 0.0, |
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121 1e-6, |
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122 1e-7 |
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123 }; |
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124 |
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125 int RParam[NRealP] = { |
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126 LPX_K_RELAX, |
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127 LPX_K_TOLBND, |
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128 LPX_K_TOLDJ, |
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129 LPX_K_TOLPIV, |
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130 LPX_K_OBJLL, |
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131 LPX_K_OBJUL, |
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132 LPX_K_TMLIM, |
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133 LPX_K_OUTDLY, |
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134 LPX_K_TOLINT, |
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135 LPX_K_TOLOBJ |
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136 }; |
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137 |
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138 static jmp_buf mark; //-- Address for long jump to jump to |
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139 |
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140 int |
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141 glpk_fault_hook (void * /* info */, char *msg) |
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142 { |
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143 error ("CRITICAL ERROR in GLPK: %s", msg); |
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144 longjmp (mark, -1); |
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145 } |
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146 |
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147 int |
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148 glpk_print_hook (void * /* info */, char *msg) |
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149 { |
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150 message (0, "%s", msg); |
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151 return 1; |
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152 } |
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153 |
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154 int |
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155 glpk (int sense, int n, int m, double *c, int nz, int *rn, int *cn, |
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156 double *a, double *b, char *ctype, int *freeLB, double *lb, |
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157 int *freeUB, double *ub, int *vartype, int isMIP, int lpsolver, |
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158 int save_pb, double *xmin, double *fmin, double *status, |
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159 double *lambda, double *redcosts, double *time, double *mem) |
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160 { |
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161 int errnum; |
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162 int typx = 0; |
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163 int method; |
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164 |
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165 clock_t t_start = clock(); |
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166 |
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167 #ifdef GLPK_PRE_4_14 |
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168 lib_set_fault_hook (0, glpk_fault_hook); |
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169 #else |
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170 _glp_lib_fault_hook (glpk_fault_hook, 0); |
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171 #endif |
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172 |
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173 if (lpxIntParam[0] > 1) |
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174 #ifdef GLPK_PRE_4_14 |
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175 lib_set_print_hook (0, glpk_print_hook); |
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176 #else |
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177 _glp_lib_print_hook (glpk_print_hook, 0); |
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178 #endif |
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179 |
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180 LPX *lp = lpx_create_prob (); |
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181 |
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182 |
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183 //-- Set the sense of optimization |
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184 if (sense == 1) |
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185 lpx_set_obj_dir (lp, LPX_MIN); |
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186 else |
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187 lpx_set_obj_dir (lp, LPX_MAX); |
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188 |
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189 //-- If the problem has integer structural variables switch to MIP |
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190 if (isMIP) |
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191 lpx_set_class (lp, LPX_MIP); |
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192 |
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193 lpx_add_cols (lp, n); |
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194 for (int i = 0; i < n; i++) |
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195 { |
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196 //-- Define type of the structural variables |
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197 if (! freeLB[i] && ! freeUB[i]) |
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198 lpx_set_col_bnds (lp, i+1, LPX_DB, lb[i], ub[i]); |
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199 else |
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200 { |
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201 if (! freeLB[i] && freeUB[i]) |
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202 lpx_set_col_bnds (lp, i+1, LPX_LO, lb[i], ub[i]); |
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203 else |
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204 { |
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205 if (freeLB[i] && ! freeUB[i]) |
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206 lpx_set_col_bnds (lp, i+1, LPX_UP, lb[i], ub[i]); |
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207 else |
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208 lpx_set_col_bnds (lp, i+1, LPX_FR, lb[i], ub[i]); |
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209 } |
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210 } |
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211 |
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212 // -- Set the objective coefficient of the corresponding |
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213 // -- structural variable. No constant term is assumed. |
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214 lpx_set_obj_coef(lp,i+1,c[i]); |
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215 |
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216 if (isMIP) |
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217 lpx_set_col_kind (lp, i+1, vartype[i]); |
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218 } |
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219 |
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220 lpx_add_rows (lp, m); |
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221 |
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222 for (int i = 0; i < m; i++) |
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223 { |
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224 /* If the i-th row has no lower bound (types F,U), the |
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225 corrispondent parameter will be ignored. |
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226 If the i-th row has no upper bound (types F,L), the corrispondent |
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227 parameter will be ignored. |
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228 If the i-th row is of S type, the i-th LB is used, but |
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229 the i-th UB is ignored. |
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230 */ |
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231 |
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232 switch (ctype[i]) |
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233 { |
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234 case 'F': |
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235 typx = LPX_FR; |
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236 break; |
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237 |
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238 case 'U': |
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239 typx = LPX_UP; |
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240 break; |
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241 |
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242 case 'L': |
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243 typx = LPX_LO; |
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244 break; |
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245 |
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246 case 'S': |
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247 typx = LPX_FX; |
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248 break; |
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249 |
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250 case 'D': |
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251 typx = LPX_DB; |
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252 break; |
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253 } |
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254 |
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255 lpx_set_row_bnds (lp, i+1, typx, b[i], b[i]); |
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256 |
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257 } |
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258 |
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259 lpx_load_matrix (lp, nz, rn, cn, a); |
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260 |
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261 if (save_pb) |
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262 { |
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263 if (lpx_write_cpxlp (lp, "outpb.lp") != 0) |
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264 { |
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265 error ("__glpk__: unable to write problem"); |
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266 longjmp (mark, -1); |
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267 } |
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268 } |
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269 |
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270 //-- scale the problem data (if required) |
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271 //-- if (scale && (!presol || method == 1)) lpx_scale_prob(lp); |
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272 //-- LPX_K_SCALE=IParam[1] LPX_K_PRESOL=IParam[16] |
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273 if (lpxIntParam[1] && (! lpxIntParam[16] || lpsolver != 1)) |
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274 lpx_scale_prob (lp); |
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275 |
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276 //-- build advanced initial basis (if required) |
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277 if (lpsolver == 1 && ! lpxIntParam[16]) |
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278 lpx_adv_basis (lp); |
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279 |
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280 for(int i = 0; i < NIntP; i++) |
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281 lpx_set_int_parm (lp, IParam[i], lpxIntParam[i]); |
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282 |
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283 for (int i = 0; i < NRealP; i++) |
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284 lpx_set_real_parm (lp, RParam[i], lpxRealParam[i]); |
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285 |
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286 if (lpsolver == 1) |
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287 method = 'S'; |
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288 else |
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289 method = 'T'; |
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290 |
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291 switch (method) |
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292 { |
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293 case 'S': |
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294 { |
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295 if (isMIP) |
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296 { |
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297 method = 'I'; |
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298 errnum = lpx_simplex (lp); |
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299 errnum = lpx_integer (lp); |
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300 } |
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301 else |
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302 errnum = lpx_simplex(lp); |
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303 } |
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304 break; |
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305 |
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306 case 'T': |
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307 errnum = lpx_interior(lp); |
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308 break; |
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309 |
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310 default: |
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311 #ifdef GLPK_PRE_4_14 |
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312 insist (method != method); |
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313 #else |
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314 glpk_fault_hook (0, "method != method"); |
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315 #endif |
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316 } |
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317 |
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318 /* errnum assumes the following results: |
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319 errnum = 0 <=> No errors |
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320 errnum = 1 <=> Iteration limit exceeded. |
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321 errnum = 2 <=> Numerical problems with basis matrix. |
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322 */ |
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323 if (errnum == LPX_E_OK) |
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324 { |
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325 if (isMIP) |
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326 { |
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327 *status = lpx_mip_status (lp); |
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328 *fmin = lpx_mip_obj_val (lp); |
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329 } |
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330 else |
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331 { |
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332 if (lpsolver == 1) |
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333 { |
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334 *status = lpx_get_status (lp); |
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335 *fmin = lpx_get_obj_val (lp); |
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336 } |
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337 else |
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338 { |
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339 *status = lpx_ipt_status (lp); |
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340 *fmin = lpx_ipt_obj_val (lp); |
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341 } |
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342 } |
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343 |
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344 if (isMIP) |
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345 { |
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346 for (int i = 0; i < n; i++) |
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347 xmin[i] = lpx_mip_col_val (lp, i+1); |
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348 } |
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349 else |
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350 { |
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351 /* Primal values */ |
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352 for (int i = 0; i < n; i++) |
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353 { |
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354 if (lpsolver == 1) |
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355 xmin[i] = lpx_get_col_prim (lp, i+1); |
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356 else |
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357 xmin[i] = lpx_ipt_col_prim (lp, i+1); |
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358 } |
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359 |
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360 /* Dual values */ |
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361 for (int i = 0; i < m; i++) |
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362 { |
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363 if (lpsolver == 1) |
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364 lambda[i] = lpx_get_row_dual (lp, i+1); |
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365 else |
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366 lambda[i] = lpx_ipt_row_dual (lp, i+1); |
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367 } |
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368 |
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369 /* Reduced costs */ |
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370 for (int i = 0; i < lpx_get_num_cols (lp); i++) |
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371 { |
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372 if (lpsolver == 1) |
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373 redcosts[i] = lpx_get_col_dual (lp, i+1); |
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374 else |
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375 redcosts[i] = lpx_ipt_col_dual (lp, i+1); |
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376 } |
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377 } |
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378 |
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379 *time = (clock () - t_start) / CLOCKS_PER_SEC; |
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380 |
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381 #ifdef GLPK_PRE_4_14 |
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382 *mem = (lib_env_ptr () -> mem_tpeak); |
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383 #else |
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384 *mem = 0; |
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385 #endif |
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386 |
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387 lpx_delete_prob (lp); |
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388 return 0; |
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389 } |
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390 |
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391 lpx_delete_prob (lp); |
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392 |
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393 *status = errnum; |
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394 |
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395 return errnum; |
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396 } |
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397 |
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398 #endif |
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399 |
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400 #define OCTAVE_GLPK_GET_REAL_PARAM(NAME, IDX) \ |
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401 do \ |
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402 { \ |
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403 if (PARAM.contains (NAME)) \ |
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404 { \ |
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405 Cell tmp = PARAM.contents (NAME); \ |
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406 \ |
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407 if (! tmp.is_empty ()) \ |
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408 { \ |
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409 lpxRealParam[IDX] = tmp(0).scalar_value (); \ |
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410 \ |
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411 if (error_state) \ |
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412 { \ |
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413 error ("glpk: invalid value in param." NAME); \ |
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414 return retval; \ |
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415 } \ |
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416 } \ |
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417 else \ |
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418 { \ |
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419 error ("glpk: invalid value in param." NAME); \ |
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420 return retval; \ |
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421 } \ |
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422 } \ |
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423 } \ |
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424 while (0) |
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425 |
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426 #define OCTAVE_GLPK_GET_INT_PARAM(NAME, VAL) \ |
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427 do \ |
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428 { \ |
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429 if (PARAM.contains (NAME)) \ |
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430 { \ |
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431 Cell tmp = PARAM.contents (NAME); \ |
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432 \ |
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433 if (! tmp.is_empty ()) \ |
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434 { \ |
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435 VAL = tmp(0).int_value (); \ |
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436 \ |
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437 if (error_state) \ |
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438 { \ |
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439 error ("glpk: invalid value in param." NAME); \ |
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440 return retval; \ |
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441 } \ |
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442 } \ |
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443 else \ |
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444 { \ |
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445 error ("glpk: invalid value in param." NAME); \ |
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446 return retval; \ |
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447 } \ |
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448 } \ |
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449 } \ |
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450 while (0) |
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451 |
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5235
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452 DEFUN_DLD (__glpk__, args, , |
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5245
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453 "-*- texinfo -*-\n\ |
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454 @deftypefn {Loadable Function} {[@var{values}] =} __glpk__ (@var{args})\n\ |
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455 Internal interface for the GNU GLPK library.\n\ |
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456 You should be using using the @code{glpk} function instead.\n\ |
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457 @end deftypefn") |
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458 { |
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5234
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459 // The list of values to return. See the declaration in oct-obj.h |
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460 octave_value_list retval; |
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5232
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461 |
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5235
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462 #if defined (HAVE_GLPK) |
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463 |
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5234
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464 int nrhs = args.length (); |
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465 |
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5240
|
466 if (nrhs != 9) |
|
5234
|
467 { |
|
5823
|
468 print_usage (); |
|
5232
|
469 return retval; |
|
5234
|
470 } |
|
|
471 |
|
5237
|
472 //-- 1nd Input. A column array containing the objective function |
|
|
473 //-- coefficients. |
|
5880
|
474 volatile int mrowsc = args(0).rows(); |
|
5234
|
475 |
|
5237
|
476 Matrix C (args(0).matrix_value ()); |
|
5240
|
477 |
|
|
478 if (error_state) |
|
|
479 { |
|
|
480 error ("__glpk__: invalid value of C"); |
|
|
481 return retval; |
|
|
482 } |
|
|
483 |
|
5234
|
484 double *c = C.fortran_vec (); |
|
5455
|
485 Array<int> rn; |
|
|
486 Array<int> cn; |
|
|
487 ColumnVector a; |
|
5515
|
488 volatile int mrowsA; |
|
5455
|
489 volatile int nz = 0; |
|
5232
|
490 |
|
5237
|
491 //-- 2nd Input. A matrix containing the constraints coefficients. |
|
5234
|
492 // If matrix A is NOT a sparse matrix |
|
5631
|
493 if (args(1).is_sparse_type ()) |
|
5455
|
494 { |
|
5603
|
495 SparseMatrix A = args(1).sparse_matrix_value (); // get the sparse matrix |
|
5455
|
496 |
|
|
497 if (error_state) |
|
|
498 { |
|
|
499 error ("__glpk__: invalid value of A"); |
|
|
500 return retval; |
|
|
501 } |
|
5234
|
502 |
|
5455
|
503 mrowsA = A.rows (); |
|
|
504 octave_idx_type Anc = A.cols (); |
|
5604
|
505 octave_idx_type Anz = A.nzmax (); |
|
5455
|
506 rn.resize (Anz+1); |
|
|
507 cn.resize (Anz+1); |
|
|
508 a.resize (Anz+1, 0.0); |
|
|
509 |
|
|
510 if (Anc != mrowsc) |
|
|
511 { |
|
|
512 error ("__glpk__: invalid value of A"); |
|
|
513 return retval; |
|
|
514 } |
|
|
515 |
|
|
516 for (octave_idx_type j = 0; j < Anc; j++) |
|
|
517 for (octave_idx_type i = A.cidx(j); i < A.cidx(j+1); i++) |
|
|
518 { |
|
|
519 nz++; |
|
|
520 rn(nz) = A.ridx(i) + 1; |
|
|
521 cn(nz) = j + 1; |
|
5603
|
522 a(nz) = A.data(i); |
|
5455
|
523 } |
|
|
524 } |
|
5631
|
525 else |
|
|
526 { |
|
|
527 Matrix A (args(1).matrix_value ()); // get the matrix |
|
|
528 |
|
|
529 if (error_state) |
|
|
530 { |
|
|
531 error ("__glpk__: invalid value of A"); |
|
|
532 return retval; |
|
|
533 } |
|
|
534 |
|
|
535 mrowsA = A.rows (); |
|
|
536 rn.resize (mrowsA*mrowsc+1); |
|
|
537 cn.resize (mrowsA*mrowsc+1); |
|
|
538 a.resize (mrowsA*mrowsc+1, 0.0); |
|
|
539 |
|
|
540 for (int i = 0; i < mrowsA; i++) |
|
|
541 { |
|
|
542 for (int j = 0; j < mrowsc; j++) |
|
|
543 { |
|
|
544 if (A(i,j) != 0) |
|
|
545 { |
|
|
546 nz++; |
|
|
547 rn(nz) = i + 1; |
|
|
548 cn(nz) = j + 1; |
|
|
549 a(nz) = A(i,j); |
|
|
550 } |
|
|
551 } |
|
|
552 } |
|
|
553 |
|
|
554 } |
|
5232
|
555 |
|
5237
|
556 //-- 3rd Input. A column array containing the right-hand side value |
|
5234
|
557 // for each constraint in the constraint matrix. |
|
5237
|
558 Matrix B (args(2).matrix_value ()); |
|
5240
|
559 |
|
|
560 if (error_state) |
|
|
561 { |
|
|
562 error ("__glpk__: invalid value of b"); |
|
|
563 return retval; |
|
|
564 } |
|
|
565 |
|
5234
|
566 double *b = B.fortran_vec (); |
|
|
567 |
|
5237
|
568 //-- 4th Input. An array of length mrowsc containing the lower |
|
5234
|
569 //-- bound on each of the variables. |
|
5237
|
570 Matrix LB (args(3).matrix_value ()); |
|
5240
|
571 |
|
|
572 if (error_state) |
|
|
573 { |
|
|
574 error ("__glpk__: invalid value of lb"); |
|
|
575 return retval; |
|
|
576 } |
|
|
577 |
|
5234
|
578 double *lb = LB.fortran_vec (); |
|
|
579 |
|
|
580 //-- LB argument, default: Free |
|
|
581 Array<int> freeLB (mrowsc); |
|
|
582 for (int i = 0; i < mrowsc; i++) |
|
|
583 { |
|
5455
|
584 if (xisinf (lb[i])) |
|
5234
|
585 { |
|
|
586 freeLB(i) = 1; |
|
|
587 lb[i] = -octave_Inf; |
|
|
588 } |
|
|
589 else |
|
|
590 freeLB(i) = 0; |
|
|
591 } |
|
|
592 |
|
5237
|
593 //-- 5th Input. An array of at least length numcols containing the upper |
|
5234
|
594 //-- bound on each of the variables. |
|
5237
|
595 Matrix UB (args(4).matrix_value ()); |
|
5234
|
596 |
|
5240
|
597 if (error_state) |
|
|
598 { |
|
|
599 error ("__glpk__: invalid value of ub"); |
|
|
600 return retval; |
|
|
601 } |
|
|
602 |
|
5234
|
603 double *ub = UB.fortran_vec (); |
|
5232
|
604 |
|
5234
|
605 Array<int> freeUB (mrowsc); |
|
|
606 for (int i = 0; i < mrowsc; i++) |
|
|
607 { |
|
5455
|
608 if (xisinf (ub[i])) |
|
5234
|
609 { |
|
|
610 freeUB(i) = 1; |
|
|
611 ub[i] = octave_Inf; |
|
|
612 } |
|
|
613 else |
|
|
614 freeUB(i) = 0; |
|
|
615 } |
|
|
616 |
|
5237
|
617 //-- 6th Input. A column array containing the sense of each constraint |
|
|
618 //-- in the constraint matrix. |
|
|
619 charMatrix CTYPE (args(5).char_matrix_value ()); |
|
5240
|
620 |
|
|
621 if (error_state) |
|
|
622 { |
|
|
623 error ("__glpk__: invalid value of ctype"); |
|
|
624 return retval; |
|
|
625 } |
|
|
626 |
|
5237
|
627 char *ctype = CTYPE.fortran_vec (); |
|
|
628 |
|
|
629 //-- 7th Input. A column array containing the types of the variables. |
|
|
630 charMatrix VTYPE (args(6).char_matrix_value ()); |
|
5232
|
631 |
|
5240
|
632 if (error_state) |
|
|
633 { |
|
|
634 error ("__glpk__: invalid value of vtype"); |
|
|
635 return retval; |
|
|
636 } |
|
|
637 |
|
5234
|
638 Array<int> vartype (mrowsc); |
|
5235
|
639 volatile int isMIP = 0; |
|
5234
|
640 for (int i = 0; i < mrowsc ; i++) |
|
|
641 { |
|
|
642 if (VTYPE(i,0) == 'I') |
|
|
643 { |
|
|
644 isMIP = 1; |
|
|
645 vartype(i) = LPX_IV; |
|
|
646 } |
|
|
647 else |
|
5235
|
648 vartype(i) = LPX_CV; |
|
5234
|
649 } |
|
|
650 |
|
5237
|
651 //-- 8th Input. Sense of optimization. |
|
|
652 volatile int sense; |
|
|
653 double SENSE = args(7).scalar_value (); |
|
5240
|
654 |
|
|
655 if (error_state) |
|
|
656 { |
|
|
657 error ("__glpk__: invalid value of sense"); |
|
|
658 return retval; |
|
|
659 } |
|
|
660 |
|
5237
|
661 if (SENSE >= 0) |
|
|
662 sense = 1; |
|
|
663 else |
|
|
664 sense = -1; |
|
|
665 |
|
5234
|
666 //-- 9th Input. A structure containing the control parameters. |
|
|
667 Octave_map PARAM = args(8).map_value (); |
|
|
668 |
|
5240
|
669 if (error_state) |
|
|
670 { |
|
|
671 error ("__glpk__: invalid value of param"); |
|
|
672 return retval; |
|
|
673 } |
|
|
674 |
|
5234
|
675 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
|
|
676 //-- Integer parameters |
|
|
677 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
|
|
678 |
|
|
679 //-- Level of messages output by the solver |
|
5240
|
680 OCTAVE_GLPK_GET_INT_PARAM ("msglev", lpxIntParam[0]); |
|
|
681 if (lpxIntParam[0] < 0 || lpxIntParam[0] > 3) |
|
5234
|
682 { |
|
5240
|
683 error ("__glpk__: param.msglev must be 0 (no output [default]) or 1 (error messages only) or 2 (normal output) or 3 (full output)"); |
|
|
684 return retval; |
|
|
685 } |
|
5232
|
686 |
|
5234
|
687 //-- scaling option |
|
5240
|
688 OCTAVE_GLPK_GET_INT_PARAM ("scale", lpxIntParam[1]); |
|
|
689 if (lpxIntParam[1] < 0 || lpxIntParam[1] > 2) |
|
5234
|
690 { |
|
5240
|
691 error ("__glpk__: param.scale must be 0 (no scaling) or 1 (equilibration scaling [default]) or 2 (geometric mean scaling)"); |
|
|
692 return retval; |
|
5234
|
693 } |
|
5232
|
694 |
|
5234
|
695 //-- Dual dimplex option |
|
5240
|
696 OCTAVE_GLPK_GET_INT_PARAM ("dual", lpxIntParam[2]); |
|
|
697 if (lpxIntParam[2] < 0 || lpxIntParam[2] > 1) |
|
5234
|
698 { |
|
5240
|
699 error ("__glpk__: param.dual must be 0 (do NOT use dual simplex [default]) or 1 (use dual simplex)"); |
|
|
700 return retval; |
|
5234
|
701 } |
|
5232
|
702 |
|
5234
|
703 //-- Pricing option |
|
5240
|
704 OCTAVE_GLPK_GET_INT_PARAM ("price", lpxIntParam[3]); |
|
|
705 if (lpxIntParam[3] < 0 || lpxIntParam[3] > 1) |
|
5234
|
706 { |
|
5240
|
707 error ("__glpk__: param.price must be 0 (textbook pricing) or 1 (steepest edge pricing [default])"); |
|
|
708 return retval; |
|
|
709 } |
|
5232
|
710 |
|
5234
|
711 //-- Solution rounding option |
|
5240
|
712 OCTAVE_GLPK_GET_INT_PARAM ("round", lpxIntParam[4]); |
|
|
713 if (lpxIntParam[4] < 0 || lpxIntParam[4] > 1) |
|
5234
|
714 { |
|
5240
|
715 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)"); |
|
|
716 return retval; |
|
5234
|
717 } |
|
|
718 |
|
|
719 //-- Simplex iterations limit |
|
5240
|
720 OCTAVE_GLPK_GET_INT_PARAM ("itlim", lpxIntParam[5]); |
|
5232
|
721 |
|
5234
|
722 //-- Simplex iterations count |
|
5240
|
723 OCTAVE_GLPK_GET_INT_PARAM ("itcnt", lpxIntParam[6]); |
|
5234
|
724 |
|
|
725 //-- Output frequency, in iterations |
|
5240
|
726 OCTAVE_GLPK_GET_INT_PARAM ("outfrq", lpxIntParam[7]); |
|
5234
|
727 |
|
|
728 //-- Branching heuristic option |
|
5240
|
729 OCTAVE_GLPK_GET_INT_PARAM ("branch", lpxIntParam[14]); |
|
|
730 if (lpxIntParam[14] < 0 || lpxIntParam[14] > 2) |
|
5234
|
731 { |
|
5240
|
732 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]"); |
|
|
733 return retval; |
|
|
734 } |
|
5232
|
735 |
|
5234
|
736 //-- Backtracking heuristic option |
|
5240
|
737 OCTAVE_GLPK_GET_INT_PARAM ("btrack", lpxIntParam[15]); |
|
|
738 if (lpxIntParam[15] < 0 || lpxIntParam[15] > 2) |
|
5234
|
739 { |
|
5240
|
740 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]"); |
|
|
741 return retval; |
|
|
742 } |
|
5232
|
743 |
|
5234
|
744 //-- Presolver option |
|
5240
|
745 OCTAVE_GLPK_GET_INT_PARAM ("presol", lpxIntParam[16]); |
|
|
746 if (lpxIntParam[16] < 0 || lpxIntParam[16] > 1) |
|
5234
|
747 { |
|
5240
|
748 error ("__glpk__: param.presol must be 0 (do NOT use LP presolver) or 1 (use LP presolver [default])"); |
|
|
749 return retval; |
|
5234
|
750 } |
|
|
751 |
|
5237
|
752 //-- LPsolver option |
|
|
753 volatile int lpsolver = 1; |
|
5240
|
754 OCTAVE_GLPK_GET_INT_PARAM ("lpsolver", lpsolver); |
|
|
755 if (lpsolver < 1 || lpsolver > 2) |
|
5237
|
756 { |
|
5240
|
757 error ("__glpk__: param.lpsolver must be 1 (simplex method) or 2 (interior point method)"); |
|
|
758 return retval; |
|
5237
|
759 } |
|
|
760 |
|
|
761 //-- Save option |
|
|
762 volatile int save_pb = 0; |
|
5240
|
763 OCTAVE_GLPK_GET_INT_PARAM ("save", save_pb); |
|
|
764 save_pb = save_pb != 0; |
|
5237
|
765 |
|
5234
|
766 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
|
|
767 //-- Real parameters |
|
|
768 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
|
|
769 |
|
|
770 //-- Ratio test option |
|
5240
|
771 OCTAVE_GLPK_GET_REAL_PARAM ("relax", 0); |
|
5232
|
772 |
|
5234
|
773 //-- Relative tolerance used to check if the current basic solution |
|
|
774 //-- is primal feasible |
|
5240
|
775 OCTAVE_GLPK_GET_REAL_PARAM ("tolbnd", 1); |
|
5234
|
776 |
|
|
777 //-- Absolute tolerance used to check if the current basic solution |
|
|
778 //-- is dual feasible |
|
5240
|
779 OCTAVE_GLPK_GET_REAL_PARAM ("toldj", 2); |
|
5232
|
780 |
|
5234
|
781 //-- Relative tolerance used to choose eligible pivotal elements of |
|
|
782 //-- the simplex table in the ratio test |
|
5240
|
783 OCTAVE_GLPK_GET_REAL_PARAM ("tolpiv", 3); |
|
5234
|
784 |
|
5240
|
785 OCTAVE_GLPK_GET_REAL_PARAM ("objll", 4); |
|
5234
|
786 |
|
5240
|
787 OCTAVE_GLPK_GET_REAL_PARAM ("objul", 5); |
|
5232
|
788 |
|
5240
|
789 OCTAVE_GLPK_GET_REAL_PARAM ("tmlim", 6); |
|
5234
|
790 |
|
5240
|
791 OCTAVE_GLPK_GET_REAL_PARAM ("outdly", 7); |
|
5234
|
792 |
|
5240
|
793 OCTAVE_GLPK_GET_REAL_PARAM ("tolint", 8); |
|
5234
|
794 |
|
5240
|
795 OCTAVE_GLPK_GET_REAL_PARAM ("tolobj", 9); |
|
5234
|
796 |
|
|
797 //-- Assign pointers to the output parameters |
|
|
798 ColumnVector xmin (mrowsc); |
|
|
799 ColumnVector fmin (1); |
|
|
800 ColumnVector status (1); |
|
|
801 ColumnVector lambda (mrowsA); |
|
|
802 ColumnVector redcosts (mrowsc); |
|
|
803 ColumnVector time (1); |
|
|
804 ColumnVector mem (1); |
|
5232
|
805 |
|
5234
|
806 int jmpret = setjmp (mark); |
|
5235
|
807 |
|
5234
|
808 if (jmpret == 0) |
|
5235
|
809 glpk (sense, mrowsc, mrowsA, c, nz, rn.fortran_vec (), |
|
|
810 cn.fortran_vec (), a.fortran_vec (), b, ctype, |
|
|
811 freeLB.fortran_vec (), lb, freeUB.fortran_vec (), |
|
|
812 ub, vartype.fortran_vec (), isMIP, lpsolver, |
|
|
813 save_pb, xmin.fortran_vec (), fmin.fortran_vec (), |
|
|
814 status.fortran_vec (), lambda.fortran_vec (), |
|
|
815 redcosts.fortran_vec (), time.fortran_vec (), |
|
|
816 mem.fortran_vec ()); |
|
5232
|
817 |
|
5234
|
818 Octave_map extra; |
|
|
819 |
|
5238
|
820 if (! isMIP) |
|
|
821 { |
|
|
822 extra.assign ("lambda", octave_value (lambda)); |
|
|
823 extra.assign ("redcosts", octave_value (redcosts)); |
|
|
824 } |
|
|
825 |
|
5234
|
826 extra.assign ("time", octave_value (time)); |
|
|
827 extra.assign ("mem", octave_value (mem)); |
|
5232
|
828 |
|
5234
|
829 retval(3) = extra; |
|
|
830 retval(2) = octave_value(status); |
|
|
831 retval(1) = octave_value(fmin); |
|
|
832 retval(0) = octave_value(xmin); |
|
|
833 |
|
5235
|
834 #else |
|
|
835 |
|
|
836 gripe_not_supported ("glpk"); |
|
|
837 |
|
|
838 #endif |
|
|
839 |
|
5234
|
840 return retval; |
|
5232
|
841 } |
