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annotate libinterp/dldfcn/__glpk__.cc @ 20939:b17fda023ca6

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maint: Use new C++ archetype in more files. Place input validation first in files. Move declaration of retval down in function to be closer to point of usage. Eliminate else clause after if () error. Use "return ovl()" where it makes sense. * find.cc, gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, givens.cc, graphics.cc, help.cc, hess.cc, hex2num.cc, input.cc, kron.cc, load-path.cc, load-save.cc, lookup.cc, mappers.cc, matrix_type.cc, mgorth.cc, nproc.cc, ordschur.cc, pager.cc, pinv.cc, pr-output.cc, profiler.cc, psi.cc, quad.cc, rcond.cc, regexp.cc, schur.cc, sighandlers.cc, sparse.cc, str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc, symtab.cc, syscalls.cc, sysdep.cc, time.cc, toplev.cc, tril.cc, tsearch.cc, typecast.cc, urlwrite.cc, utils.cc, variables.cc, __delaunayn__.cc, __eigs__.cc, __glpk__.cc, __magick_read__.cc, __osmesa_print__.cc, __voronoi__.cc, amd.cc, audiodevinfo.cc, audioread.cc, chol.cc, colamd.cc, dmperm.cc, fftw.cc, qr.cc, symbfact.cc, symrcm.cc, ov-bool-mat.cc, ov-cell.cc, ov-class.cc, ov-classdef.cc, ov-fcn-handle.cc, ov-fcn-inline.cc, ov-flt-re-mat.cc, ov-java.cc, ov-null-mat.cc, ov-oncleanup.cc, ov-re-mat.cc, ov-struct.cc, ov-typeinfo.cc, ov-usr-fcn.cc, ov.cc, octave.cc: Use new C++ archetype in more files.
author Rik <rik@octave.org>
date Fri, 18 Dec 2015 15:37:22 -0800
parents baa3b9f0e9d4
children 48b2ad5ee801
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1 /*
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2
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4197fc428c7d maint: Update copyright notices for 2015.
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3 Copyright (C) 2005-2015 Nicolo' Giorgetti
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4 Copyright (C) 2013-2015 Sébastien Villemot <sebastien@debian.org>
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5
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6 This file is part of Octave.
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7
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8 Octave is free software; you can redistribute it and/or modify it
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9 under the terms of the GNU General Public License as published by the
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10 Free Software Foundation; either version 3 of the License, or (at your
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
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11 option) any later version.
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12
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13 Octave is distributed in the hope that it will be useful, but WITHOUT
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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16 for more details.
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17
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18 You should have received a copy of the GNU General Public License
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19 along with Octave; see the file COPYING. If not, see
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20 <http://www.gnu.org/licenses/>.
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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 "lo-ieee.h"
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33
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34 #include "defun-dld.h"
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35 #include "error.h"
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36 #include "gripes.h"
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37 #include "oct-map.h"
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38 #include "oct-obj.h"
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39 #include "pager.h"
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40
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41 #if defined (HAVE_GLPK)
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42
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43 extern "C"
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44 {
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45 #if defined (HAVE_GLPK_GLPK_H)
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46 #include <glpk/glpk.h>
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47 #else
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48 #include <glpk.h>
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49 #endif
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50 }
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51
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52 struct control_params
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53 {
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54 int msglev;
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55 int dual;
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56 int price;
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57 int itlim;
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58 int outfrq;
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59 int branch;
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60 int btrack;
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61 int presol;
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62 int rtest;
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63 int tmlim;
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64 int outdly;
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65 double tolbnd;
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66 double toldj;
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67 double tolpiv;
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68 double objll;
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69 double objul;
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70 double tolint;
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71 double tolobj;
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72 };
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73
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74 static jmp_buf mark; //-- Address for long jump to jump to
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75
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76 int
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77 glpk (int sense, int n, int m, double *c, int nz, int *rn, int *cn,
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78 double *a, double *b, char *ctype, int *freeLB, double *lb,
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79 int *freeUB, double *ub, int *vartype, int isMIP, int lpsolver,
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80 int save_pb, int scale, const control_params *par,
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81 double *xmin, double *fmin, int *status,
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82 double *lambda, double *redcosts, double *time)
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83 {
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84 int typx = 0;
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85 int errnum = 0;
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86
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87 clock_t t_start = clock ();
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88
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89 glp_prob *lp = glp_create_prob ();
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90
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91 //-- Set the sense of optimization
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92 if (sense == 1)
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93 glp_set_obj_dir (lp, GLP_MIN);
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94 else
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95 glp_set_obj_dir (lp, GLP_MAX);
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96
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97 glp_add_cols (lp, n);
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98 for (int i = 0; i < n; i++)
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99 {
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100 //-- Define type of the structural variables
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101 if (! freeLB[i] && ! freeUB[i])
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102 {
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103 if (lb[i] != ub[i])
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104 glp_set_col_bnds (lp, i+1, GLP_DB, lb[i], ub[i]);
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105 else
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106 glp_set_col_bnds (lp, i+1, GLP_FX, lb[i], ub[i]);
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107 }
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108 else
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109 {
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110 if (! freeLB[i] && freeUB[i])
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111 glp_set_col_bnds (lp, i+1, GLP_LO, lb[i], ub[i]);
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112 else
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113 {
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114 if (freeLB[i] && ! freeUB[i])
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115 glp_set_col_bnds (lp, i+1, GLP_UP, lb[i], ub[i]);
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116 else
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117 glp_set_col_bnds (lp, i+1, GLP_FR, lb[i], ub[i]);
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118 }
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119 }
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120
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121 // -- Set the objective coefficient of the corresponding
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122 // -- structural variable. No constant term is assumed.
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123 glp_set_obj_coef(lp,i+1,c[i]);
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124
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125 if (isMIP)
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126 glp_set_col_kind (lp, i+1, vartype[i]);
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127 }
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128
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129 glp_add_rows (lp, m);
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130
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131 for (int i = 0; i < m; i++)
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132 {
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
133 /* If the i-th row has no lower bound (types F,U), the
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
134 corrispondent parameter will be ignored.
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
135 If the i-th row has no upper bound (types F,L), the corrispondent
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
136 parameter will be ignored.
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
137 If the i-th row is of S type, the i-th LB is used, but
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
138 the i-th UB is ignored.
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
139 */
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
140
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
141 switch (ctype[i])
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
142 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
143 case 'F':
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
144 typx = GLP_FR;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
145 break;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
146
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
147 case 'U':
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
148 typx = GLP_UP;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
149 break;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
150
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
151 case 'L':
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
152 typx = GLP_LO;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
153 break;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
154
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
155 case 'S':
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
156 typx = GLP_FX;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
157 break;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
158
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
159 case 'D':
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
160 typx = GLP_DB;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
161 break;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
162 }
11586
12df7854fa7c strip trailing whitespace from source files
John W. Eaton <jwe@octave.org>
parents: 11574
diff changeset
163
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
164 glp_set_row_bnds (lp, i+1, typx, b[i], b[i]);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
165
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
166 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
167
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
168 glp_load_matrix (lp, nz, rn, cn, a);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
169
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
170 if (save_pb)
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
171 {
6484
1ece41c144a6 [project @ 2007-04-04 03:22:16 by jwe]
jwe
parents: 6472
diff changeset
172 static char tmp[] = "outpb.lp";
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
173 if (glp_write_lp (lp, NULL, tmp) != 0)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
174 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
175 error ("__glpk__: unable to write problem");
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
176 longjmp (mark, -1);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
177 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
178 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
179
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
180 //-- scale the problem data
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
181 if (!par->presol || lpsolver != 1)
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
182 glp_scale_prob (lp, scale);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
183
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
184 //-- build advanced initial basis (if required)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
185 if (lpsolver == 1 && !par->presol)
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
186 glp_adv_basis (lp, 0);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
187
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
188 /* For MIP problems without a presolver, a first pass with glp_simplex
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
189 is required */
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
190 if ((!isMIP && lpsolver == 1)
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
191 || (isMIP && !par->presol))
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
192 {
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
193 glp_smcp smcp;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
194 glp_init_smcp (&smcp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
195 smcp.msg_lev = par->msglev;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
196 smcp.meth = par->dual;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
197 smcp.pricing = par->price;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
198 smcp.r_test = par->rtest;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
199 smcp.tol_bnd = par->tolbnd;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
200 smcp.tol_dj = par->toldj;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
201 smcp.tol_piv = par->tolpiv;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
202 smcp.obj_ll = par->objll;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
203 smcp.obj_ul = par->objul;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
204 smcp.it_lim = par->itlim;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
205 smcp.tm_lim = par->tmlim;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
206 smcp.out_frq = par->outfrq;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
207 smcp.out_dly = par->outdly;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
208 smcp.presolve = par->presol;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
209 errnum = glp_simplex (lp, &smcp);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
210 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
211
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
212 if (isMIP)
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
213 {
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
214 glp_iocp iocp;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
215 glp_init_iocp (&iocp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
216 iocp.msg_lev = par->msglev;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
217 iocp.br_tech = par->branch;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
218 iocp.bt_tech = par->btrack;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
219 iocp.tol_int = par->tolint;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
220 iocp.tol_obj = par->tolobj;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
221 iocp.tm_lim = par->tmlim;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
222 iocp.out_frq = par->outfrq;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
223 iocp.out_dly = par->outdly;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
224 iocp.presolve = par->presol;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
225 errnum = glp_intopt (lp, &iocp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
226 }
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
227
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
228 if (!isMIP && lpsolver == 2)
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
229 {
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
230 glp_iptcp iptcp;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
231 glp_init_iptcp (&iptcp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
232 iptcp.msg_lev = par->msglev;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
233 errnum = glp_interior (lp, &iptcp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
234 }
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
235
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
236 if (errnum == 0)
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
237 {
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
238 if (isMIP)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
239 {
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
240 *status = glp_mip_status (lp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
241 *fmin = glp_mip_obj_val (lp);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
242 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
243 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
244 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
245 if (lpsolver == 1)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
246 {
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
247 *status = glp_get_status (lp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
248 *fmin = glp_get_obj_val (lp);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
249 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
250 else
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
251 {
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
252 *status = glp_ipt_status (lp);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
253 *fmin = glp_ipt_obj_val (lp);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
254 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
255 }
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
256
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
257 if (isMIP)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
258 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
259 for (int i = 0; i < n; i++)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
260 xmin[i] = glp_mip_col_val (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
261 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
262 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
263 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
264 /* Primal values */
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
265 for (int i = 0; i < n; i++)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
266 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
267 if (lpsolver == 1)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
268 xmin[i] = glp_get_col_prim (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
269 else
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
270 xmin[i] = glp_ipt_col_prim (lp, i+1);
10154
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diff changeset
271 }
5232
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diff changeset
272
10154
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diff changeset
273 /* Dual values */
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
274 for (int i = 0; i < m; i++)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
275 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
276 if (lpsolver == 1)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
277 lambda[i] = glp_get_row_dual (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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parents: 9003
diff changeset
278 else
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
279 lambda[i] = glp_ipt_row_dual (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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parents: 9003
diff changeset
280 }
5234
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diff changeset
281
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
282 /* Reduced costs */
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
283 for (int i = 0; i < glp_get_num_cols (lp); i++)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
284 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
285 if (lpsolver == 1)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
286 redcosts[i] = glp_get_col_dual (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
287 else
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
288 redcosts[i] = glp_ipt_col_dual (lp, i+1);
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
289 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
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parents: 9003
diff changeset
290 }
5234
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diff changeset
291
5241
ab89f95de831 [project @ 2005-03-24 02:45:30 by jwe]
jwe
parents: 5240
diff changeset
292 *time = (clock () - t_start) / CLOCKS_PER_SEC;
5234
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jwe
parents: 5232
diff changeset
293 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
294
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
295 glp_delete_prob (lp);
5234
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jwe
parents: 5232
diff changeset
296
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
297 return errnum;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
298 }
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
299
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
300 #endif
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
301
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
302 #define OCTAVE_GLPK_GET_REAL_PARAM(NAME, VAL) \
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
303 do \
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
304 { \
11053
c33b7054f1f9 in recent Octave_map -> octave_scalar_map changes, use GETFIELD to access map elements, not CONTENTS
John W. Eaton <jwe@octave.org>
parents: 11048
diff changeset
305 octave_value tmp = PARAM.getfield (NAME); \
11047
52609f73c7d9 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 10527
diff changeset
306 \
52609f73c7d9 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 10527
diff changeset
307 if (tmp.is_defined ()) \
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
308 { \
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
309 if (! tmp.is_empty ()) \
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
310 VAL = tmp.xscalar_value ("glpk: invalid value in PARAM" NAME); \
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
311 else \
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
312 error ("glpk: invalid value in PARAM" NAME); \
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
313 } \
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
314 } \
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
315 while (0)
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
316
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
317 #define OCTAVE_GLPK_GET_INT_PARAM(NAME, VAL) \
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
318 do \
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
319 { \
11053
c33b7054f1f9 in recent Octave_map -> octave_scalar_map changes, use GETFIELD to access map elements, not CONTENTS
John W. Eaton <jwe@octave.org>
parents: 11048
diff changeset
320 octave_value tmp = PARAM.getfield (NAME); \
11047
52609f73c7d9 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 10527
diff changeset
321 \
52609f73c7d9 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 10527
diff changeset
322 if (tmp.is_defined ()) \
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
323 { \
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
324 if (! tmp.is_empty ()) \
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
325 VAL = tmp.xint_value ("glpk: invalid value in PARAM" NAME); \
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
326 else \
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
327 error ("glpk: invalid value in PARAM" NAME); \
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
328 } \
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
329 } \
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
330 while (0)
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
331
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
332 DEFUN_DLD (__glpk__, args, ,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
333 "-*- texinfo -*-\n\
20853
1142cf6abc0d 2015 Code Sprint: remove class of function from docstring for all C++ files.
Rik <rik@octave.org>
parents: 20825
diff changeset
334 @deftypefn {} {[@var{values}] =} __glpk__ (@var{args})\n\
6945
6bbf56a9718a [project @ 2007-10-02 20:47:22 by jwe]
jwe
parents: 6898
diff changeset
335 Undocumented internal function.\n\
5245
3589aff4a35d [project @ 2005-03-25 03:36:13 by jwe]
jwe
parents: 5241
diff changeset
336 @end deftypefn")
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
337 {
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
338 #if defined (HAVE_GLPK)
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
339
20812
d9ca869ca124 maint: Clean-up more instances of print_usage().
Rik <rik@octave.org>
parents: 20790
diff changeset
340 // FIXME: Should we even need checking for an internal function?
20818
cef0448a6ed2 eliminate unnecessary uses of nargin
John W. Eaton <jwe@octave.org>
parents: 20812
diff changeset
341 if (args.length () != 9)
20790
c2d9556d51d0 eliminate return statements after calls to print_usage
John W. Eaton <jwe@octave.org>
parents: 20704
diff changeset
342 print_usage ();
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
343
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20867
diff changeset
344 // 1nd Input. A column array containing the objective function coefficients.
14846
460a3c6d8bf1 maint: Use Octave coding convention for cuddled parenthis in function calls with empty argument lists.
Rik <octave@nomad.inbox5.com>
parents: 14501
diff changeset
345 volatile int mrowsc = args(0).rows ();
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
346
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
347 Matrix C = args(0).xmatrix_value ("__glpk__: invalid value of C");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
348
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
349 double *c = C.fortran_vec ();
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
350 Array<int> rn;
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
351 Array<int> cn;
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
352 ColumnVector a;
5515
ae35b3381c7a [project @ 2005-10-27 16:46:07 by jwe]
jwe
parents: 5455
diff changeset
353 volatile int mrowsA;
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
354 volatile int nz = 0;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
355
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20867
diff changeset
356 // 2nd Input. A matrix containing the constraints coefficients.
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
357 // If matrix A is NOT a sparse matrix
5631
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
358 if (args(1).is_sparse_type ())
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
359 {
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
360 SparseMatrix A = args(1).xsparse_matrix_value ("__glpk__: invalid value of A");
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
361
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
362 mrowsA = A.rows ();
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
363 octave_idx_type Anc = A.cols ();
10527
b4d2080b6df7 Replace nzmax by nnz as needed
David Bateman <dbateman@free.fr>
parents: 10350
diff changeset
364 octave_idx_type Anz = A.nnz ();
11574
a83bad07f7e3 attempt better backward compatibility for Array resize functions
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
365 rn.resize (dim_vector (Anz+1, 1));
a83bad07f7e3 attempt better backward compatibility for Array resize functions
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
366 cn.resize (dim_vector (Anz+1, 1));
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
367 a.resize (Anz+1, 0.0);
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
368
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
369 if (Anc != mrowsc)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
370 error ("__glpk__: invalid value of A");
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
371
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
372 for (octave_idx_type j = 0; j < Anc; j++)
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
373 for (octave_idx_type i = A.cidx (j); i < A.cidx (j+1); i++)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
374 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
375 nz++;
14854
5ae9f0f77635 maint: Use Octave coding conventions for coddling parenthis is DLD-FUNCTIONS directory
Rik <octave@nomad.inbox5.com>
parents: 14846
diff changeset
376 rn(nz) = A.ridx (i) + 1;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
377 cn(nz) = j + 1;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
378 a(nz) = A.data(i);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
379 }
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
380 }
5631
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
381 else
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
382 {
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
383 Matrix A = args(1).xmatrix_value ("__glpk__: invalid value of A");
5631
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
384
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
385 mrowsA = A.rows ();
11574
a83bad07f7e3 attempt better backward compatibility for Array resize functions
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
386 rn.resize (dim_vector (mrowsA*mrowsc+1, 1));
a83bad07f7e3 attempt better backward compatibility for Array resize functions
John W. Eaton <jwe@octave.org>
parents: 11570
diff changeset
387 cn.resize (dim_vector (mrowsA*mrowsc+1, 1));
5631
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
388 a.resize (mrowsA*mrowsc+1, 0.0);
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
389
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
390 for (int i = 0; i < mrowsA; i++)
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
391 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
392 for (int j = 0; j < mrowsc; j++)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
393 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
394 if (A(i,j) != 0)
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
395 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
396 nz++;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
397 rn(nz) = i + 1;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
398 cn(nz) = j + 1;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
399 a(nz) = A(i,j);
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
400 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
401 }
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
402 }
5631
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
403
7171d19706df [project @ 2006-02-22 20:15:06 by dbateman]
dbateman
parents: 5604
diff changeset
404 }
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
405
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
406 //-- 3rd Input. A column array containing the right-hand side value
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
407 // for each constraint in the constraint matrix.
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
408 Matrix B = args(2).xmatrix_value ("__glpk__: invalid value of B");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
409
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
410 double *b = B.fortran_vec ();
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
411
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
412 //-- 4th Input. An array of length mrowsc containing the lower
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
413 //-- bound on each of the variables.
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
414 Matrix LB = args(3).xmatrix_value ("__glpk__: invalid value of LB");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
415
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
416 if (LB.numel () < mrowsc)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
417 error ("__glpk__: invalid dimensions for LB");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
418
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
419 double *lb = LB.fortran_vec ();
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
420
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
421 //-- LB argument, default: Free
11570
57632dea2446 attempt better backward compatibility for Array constructors
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
422 Array<int> freeLB (dim_vector (mrowsc, 1));
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
423 for (int i = 0; i < mrowsc; i++)
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
424 {
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
425 if (xisinf (lb[i]))
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
426 {
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
427 freeLB(i) = 1;
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
428 lb[i] = -octave_Inf;
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
429 }
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
430 else
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
431 freeLB(i) = 0;
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
432 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
433
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
434 //-- 5th Input. An array of at least length numcols containing the upper
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
435 //-- bound on each of the variables.
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
436 Matrix UB = args(4).xmatrix_value ("__glpk__: invalid value of UB");
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
437
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
438 if (UB.numel () < mrowsc)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
439 error ("__glpk__: invalid dimensions for UB");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
440
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
441 double *ub = UB.fortran_vec ();
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
442
11570
57632dea2446 attempt better backward compatibility for Array constructors
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
443 Array<int> freeUB (dim_vector (mrowsc, 1));
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
444 for (int i = 0; i < mrowsc; i++)
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
445 {
5455
ec44bd0917fe [project @ 2005-09-19 16:07:56 by jwe]
jwe
parents: 5307
diff changeset
446 if (xisinf (ub[i]))
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
447 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
448 freeUB(i) = 1;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
449 ub[i] = octave_Inf;
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
450 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
451 else
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
452 freeUB(i) = 0;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
453 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
454
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
455 //-- 6th Input. A column array containing the sense of each constraint
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
456 //-- in the constraint matrix.
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
457 charMatrix CTYPE = args(5).char_matrix_value ("__glpk__: invalid value of CTYPE");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
458
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
459 char *ctype = CTYPE.fortran_vec ();
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
460
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
461 //-- 7th Input. A column array containing the types of the variables.
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
462 charMatrix VTYPE = args(6).char_matrix_value ("__glpk__: invalid value of VARTYPE");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
463
11570
57632dea2446 attempt better backward compatibility for Array constructors
John W. Eaton <jwe@octave.org>
parents: 11553
diff changeset
464 Array<int> vartype (dim_vector (mrowsc, 1));
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
465 volatile int isMIP = 0;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
466 for (int i = 0; i < mrowsc ; i++)
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
467 {
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
468 if (VTYPE(i,0) == 'I')
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
469 {
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
470 isMIP = 1;
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
471 vartype(i) = GLP_IV;
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
472 }
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
473 else
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
474 vartype(i) = GLP_CV;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
475 }
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
476
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
477 //-- 8th Input. Sense of optimization.
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
478 volatile int sense;
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
479 double SENSE = args(7).scalar_value ("__glpk__: invalid value of SENSE");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
480
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
481 if (SENSE >= 0)
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
482 sense = 1;
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
483 else
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
484 sense = -1;
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
485
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
486 //-- 9th Input. A structure containing the control parameters.
20704
571508c1ed06 eliminate more uses of error_state
John W. Eaton <jwe@octave.org>
parents: 20232
diff changeset
487 octave_scalar_map PARAM = args(8).xscalar_map_value ("__glpk__: invalid value of PARAM");
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
488
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
489 control_params par;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
490
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
491 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
492 //-- Integer parameters
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
493 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
494
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
495 //-- Level of messages output by the solver
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
496 par.msglev = 1;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
497 OCTAVE_GLPK_GET_INT_PARAM ("msglev", par.msglev);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
498 if (par.msglev < 0 || par.msglev > 3)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
499 error ("__glpk__: PARAM.msglev must be 0 (no output) or 1 (error and warning messages only [default]) or 2 (normal output) or 3 (full output)");
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
500
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
501 //-- scaling option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
502 volatile int scale = 16;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
503 OCTAVE_GLPK_GET_INT_PARAM ("scale", scale);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
504 if (scale < 0 || scale > 128)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
505 error ("__glpk__: PARAM.scale must either be 128 (automatic selection of scaling options), or a bitwise or of: 1 (geometric mean scaling), 16 (equilibration scaling), 32 (round scale factors to power of two), 64 (skip if problem is well scaled");
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
506
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
507 //-- Dual simplex option
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
508 par.dual = 1;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
509 OCTAVE_GLPK_GET_INT_PARAM ("dual", par.dual);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
510 if (par.dual < 1 || par.dual > 3)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
511 error ("__glpk__: PARAM.dual must be 1 (use two-phase primal simplex [default]) or 2 (use two-phase dual simplex) or 3 (use two-phase dual simplex, and if it fails, switch to the primal simplex)");
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
512
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
513 //-- Pricing option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
514 par.price = 34;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
515 OCTAVE_GLPK_GET_INT_PARAM ("price", par.price);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
516 if (par.price != 17 && par.price != 34)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
517 error ("__glpk__: PARAM.price must be 17 (textbook pricing) or 34 (steepest edge pricing [default])");
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
518
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
519 //-- Simplex iterations limit
17195
2899d110c178 Use std::numeric_limits instead of INT_MAX in __glpk__ (bug #39715).
Rik <rik@octave.org>
parents: 17181
diff changeset
520 par.itlim = std::numeric_limits<int>::max ();
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
521 OCTAVE_GLPK_GET_INT_PARAM ("itlim", par.itlim);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
522
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
523 //-- Output frequency, in iterations
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
524 par.outfrq = 200;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
525 OCTAVE_GLPK_GET_INT_PARAM ("outfrq", par.outfrq);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
526
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
527 //-- Branching heuristic option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
528 par.branch = 4;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
529 OCTAVE_GLPK_GET_INT_PARAM ("branch", par.branch);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
530 if (par.branch < 1 || par.branch > 5)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
531 error ("__glpk__: PARAM.branch must be 1 (first fractional variable) or 2 (last fractional variable) or 3 (most fractional variable) or 4 (heuristic by Driebeck and Tomlin [default]) or 5 (hybrid pseudocost heuristic)");
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
532
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
533 //-- Backtracking heuristic option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
534 par.btrack = 4;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
535 OCTAVE_GLPK_GET_INT_PARAM ("btrack", par.btrack);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
536 if (par.btrack < 1 || par.btrack > 4)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
537 error ("__glpk__: PARAM.btrack must be 1 (depth first search) or 2 (breadth first search) or 3 (best local bound) or 4 (best projection heuristic [default]");
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
538
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
539 //-- Presolver option
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
540 par.presol = 1;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
541 OCTAVE_GLPK_GET_INT_PARAM ("presol", par.presol);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
542 if (par.presol < 0 || par.presol > 1)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
543 error ("__glpk__: PARAM.presol must be 0 (do NOT use LP presolver) or 1 (use LP presolver [default])");
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
544
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
545 //-- LPsolver option
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
546 volatile int lpsolver = 1;
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
547 OCTAVE_GLPK_GET_INT_PARAM ("lpsolver", lpsolver);
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
548 if (lpsolver < 1 || lpsolver > 2)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
549 error ("__glpk__: PARAM.lpsolver must be 1 (simplex method) or 2 (interior point method)");
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
550
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
551 //-- Ratio test option
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
552 par.rtest = 34;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
553 OCTAVE_GLPK_GET_INT_PARAM ("rtest", par.rtest);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
554 if (par.rtest != 17 && par.rtest != 34)
20825
66cd994d1b79 eliminate return statements after calls to error
John W. Eaton <jwe@octave.org>
parents: 20818
diff changeset
555 error ("__glpk__: PARAM.rtest must be 17 (standard ratio test) or 34 (Harris' two-pass ratio test [default])");
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
556
17195
2899d110c178 Use std::numeric_limits instead of INT_MAX in __glpk__ (bug #39715).
Rik <rik@octave.org>
parents: 17181
diff changeset
557 par.tmlim = std::numeric_limits<int>::max ();
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
558 OCTAVE_GLPK_GET_INT_PARAM ("tmlim", par.tmlim);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
559
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
560 par.outdly = 0;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
561 OCTAVE_GLPK_GET_INT_PARAM ("outdly", par.outdly);
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
562
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
563 //-- Save option
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
564 volatile int save_pb = 0;
5240
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
565 OCTAVE_GLPK_GET_INT_PARAM ("save", save_pb);
2bb31f40c339 [project @ 2005-03-24 02:34:13 by jwe]
jwe
parents: 5238
diff changeset
566 save_pb = save_pb != 0;
5237
652e8aa49fa7 [project @ 2005-03-23 21:28:45 by jwe]
jwe
parents: 5235
diff changeset
567
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
568 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
569 //-- Real parameters
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
570 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
571
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
572 //-- Relative tolerance used to check if the current basic solution
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
573 //-- is primal feasible
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
574 par.tolbnd = 1e-7;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
575 OCTAVE_GLPK_GET_REAL_PARAM ("tolbnd", par.tolbnd);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
576
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
577 //-- Absolute tolerance used to check if the current basic solution
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
578 //-- is dual feasible
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
579 par.toldj = 1e-7;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
580 OCTAVE_GLPK_GET_REAL_PARAM ("toldj", par.toldj);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
581
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
582 //-- Relative tolerance used to choose eligible pivotal elements of
10154
40dfc0c99116 DLD-FUNCTIONS/*.cc: untabify
John W. Eaton <jwe@octave.org>
parents: 9003
diff changeset
583 //-- the simplex table in the ratio test
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
584 par.tolpiv = 1e-10;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
585 OCTAVE_GLPK_GET_REAL_PARAM ("tolpiv", par.tolpiv);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
586
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
587 par.objll = -std::numeric_limits<double>::max ();
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
588 OCTAVE_GLPK_GET_REAL_PARAM ("objll", par.objll);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
589
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
590 par.objul = std::numeric_limits<double>::max ();
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
591 OCTAVE_GLPK_GET_REAL_PARAM ("objul", par.objul);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
592
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
593 par.tolint = 1e-5;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
594 OCTAVE_GLPK_GET_REAL_PARAM ("tolint", par.tolint);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
595
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
596 par.tolobj = 1e-7;
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
597 OCTAVE_GLPK_GET_REAL_PARAM ("tolobj", par.tolobj);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
598
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
599 //-- Assign pointers to the output parameters
8068
e3e3d12364b0 make glpk return NA values for unfeasible problems
Jaroslav Hajek <highegg@gmail.com>
parents: 8036
diff changeset
600 ColumnVector xmin (mrowsc, octave_NA);
11048
10c65e01f042 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 11047
diff changeset
601 double fmin = octave_NA;
8068
e3e3d12364b0 make glpk return NA values for unfeasible problems
Jaroslav Hajek <highegg@gmail.com>
parents: 8036
diff changeset
602 ColumnVector lambda (mrowsA, octave_NA);
e3e3d12364b0 make glpk return NA values for unfeasible problems
Jaroslav Hajek <highegg@gmail.com>
parents: 8036
diff changeset
603 ColumnVector redcosts (mrowsc, octave_NA);
11048
10c65e01f042 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 11047
diff changeset
604 double time;
19779
166051951878 avoid warning from GCC about variables possibly clobbered by longjmp
John W. Eaton <jwe@octave.org>
parents: 19697
diff changeset
605 int status;
166051951878 avoid warning from GCC about variables possibly clobbered by longjmp
John W. Eaton <jwe@octave.org>
parents: 19697
diff changeset
606 volatile int errnum = 0;
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
607
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
608 int jmpret = setjmp (mark);
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
609
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
610 if (jmpret == 0)
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
611 errnum = glpk (sense, mrowsc, mrowsA, c, nz, rn.fortran_vec (),
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
612 cn.fortran_vec (), a.fortran_vec (), b, ctype,
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
613 freeLB.fortran_vec (), lb, freeUB.fortran_vec (), ub,
17787
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
614 vartype.fortran_vec (), isMIP, lpsolver, save_pb, scale,
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
615 &par, xmin.fortran_vec (), &fmin, &status,
175b392e91fe Use GNU style coding conventions for code in libinterp/
Rik <rik@octave.org>
parents: 17744
diff changeset
616 lambda.fortran_vec (), redcosts.fortran_vec (), &time);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
617
11048
10c65e01f042 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 11047
diff changeset
618 octave_scalar_map extra;
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
619
5238
d432b7809fe5 [project @ 2005-03-23 21:40:29 by jwe]
jwe
parents: 5237
diff changeset
620 if (! isMIP)
d432b7809fe5 [project @ 2005-03-23 21:40:29 by jwe]
jwe
parents: 5237
diff changeset
621 {
11048
10c65e01f042 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 11047
diff changeset
622 extra.assign ("lambda", lambda);
10c65e01f042 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 11047
diff changeset
623 extra.assign ("redcosts", redcosts);
5238
d432b7809fe5 [project @ 2005-03-23 21:40:29 by jwe]
jwe
parents: 5237
diff changeset
624 }
d432b7809fe5 [project @ 2005-03-23 21:40:29 by jwe]
jwe
parents: 5237
diff changeset
625
11048
10c65e01f042 __glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents: 11047
diff changeset
626 extra.assign ("time", time);
17180
54e251e699bb Use the new GLPK API (bug #39038).
Sébastien Villemot <sebastien@debian.org>
parents: 15213
diff changeset
627 extra.assign ("status", status);
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
628
20939
b17fda023ca6 maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents: 20867
diff changeset
629 return ovl (xmin, fmin, errnum, extra);
5234
a791b8b777e4 [project @ 2005-03-22 18:37:06 by jwe]
jwe
parents: 5232
diff changeset
630
5235
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
631 #else
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
632
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
633 gripe_not_supported ("glpk");
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
634
5f0ad69b5c8c [project @ 2005-03-22 19:48:16 by jwe]
jwe
parents: 5234
diff changeset
635 #endif
5232
9b776f5a33eb [project @ 2005-03-22 16:16:30 by jwe]
jwe
parents:
diff changeset
636 }
12805
3641167e5b75 codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents: 11586
diff changeset
637
3641167e5b75 codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents: 11586
diff changeset
638 /*
3641167e5b75 codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents: 11586
diff changeset
639 ## 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
640 %!assert (1)
3641167e5b75 codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents: 11586
diff changeset
641 */