Mercurial > octave
annotate libinterp/dldfcn/__glpk__.cc @ 27923:bd51beb6205e
update formatting of copyright notices
* Use <https://octave.org/copyright/> instead of
<https://octave.org/COPYRIGHT.html/>.
* For consistency with other comments in the Octave sources, use
C++-style comments for copyright blocks in C and C++ files.
* Use delimiters above and below copyright blocks that are appropriate
for the language used in the file.
* Eliminate extra spacing inside copyright blocks.
* lex.ll (looks_like_copyright): Also allow newlines and carriage
returns before the word "Copyright".
* scripts/mk-doc.pl (gethelp): Also skip empty comment lines.
* bp-table.cc, type.m: Adjust tests.
author | John W. Eaton <jwe@octave.org> |
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date | Wed, 08 Jan 2020 11:59:41 -0500 |
parents | 1891570abac8 |
children | c20b7290c778 |
rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 2005-2020 The Octave Project Developers |
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4 // |
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5 // See the file COPYRIGHT.md in the top-level directory of this |
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6 // distribution or <https://octave.org/copyright/>. |
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7 // |
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8 // This file is part of Octave. |
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9 // |
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10 // Octave is free software: you can redistribute it and/or modify it |
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11 // under the terms of the GNU General Public License as published by |
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12 // the Free Software Foundation, either version 3 of the License, or |
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13 // (at your option) any later version. |
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14 // |
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15 // Octave is distributed in the hope that it will be useful, but |
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 // GNU General Public License for more details. |
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19 // |
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20 // You should have received a copy of the GNU General Public License |
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21 // along with Octave; see the file COPYING. If not, see |
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22 // <https://www.gnu.org/licenses/>. |
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23 // |
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24 //////////////////////////////////////////////////////////////////////// |
5234 | 25 |
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26 #if defined (HAVE_CONFIG_H) |
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27 # include "config.h" |
5234 | 28 #endif |
5232 | 29 |
30 #include <ctime> | |
31 | |
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32 #include <limits> |
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33 |
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34 #include "Array.h" |
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35 #include "chMatrix.h" |
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36 #include "dColVector.h" |
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37 #include "dMatrix.h" |
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38 #include "dSparse.h" |
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39 #include "lo-ieee.h" |
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40 |
5234 | 41 #include "defun-dld.h" |
42 #include "error.h" | |
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43 #include "errwarn.h" |
5235 | 44 #include "oct-map.h" |
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45 #include "ov.h" |
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46 #include "ovl.h" |
5235 | 47 |
48 #if defined (HAVE_GLPK) | |
5232 | 49 |
6333 | 50 extern "C" |
51 { | |
6804 | 52 #if defined (HAVE_GLPK_GLPK_H) |
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53 # include <glpk/glpk.h> |
6804 | 54 #else |
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55 # include <glpk.h> |
6804 | 56 #endif |
6472 | 57 } |
6333 | 58 |
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59 struct control_params |
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60 { |
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61 int msglev; |
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62 int dual; |
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63 int price; |
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64 int itlim; |
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65 int outfrq; |
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66 int branch; |
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67 int btrack; |
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68 int presol; |
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69 int rtest; |
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70 int tmlim; |
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71 int outdly; |
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72 double tolbnd; |
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73 double toldj; |
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74 double tolpiv; |
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75 double objll; |
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76 double objul; |
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77 double tolint; |
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78 double tolobj; |
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79 }; |
5232 | 80 |
5234 | 81 int |
82 glpk (int sense, int n, int m, double *c, int nz, int *rn, int *cn, | |
83 double *a, double *b, char *ctype, int *freeLB, double *lb, | |
84 int *freeUB, double *ub, int *vartype, int isMIP, int lpsolver, | |
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85 int save_pb, int scale, const control_params *par, |
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86 double *xmin, double *fmin, int *status, |
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87 double *lambda, double *redcosts, double *time) |
5232 | 88 { |
5234 | 89 int typx = 0; |
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90 int errnum = 0; |
5234 | 91 |
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92 clock_t t_start = clock (); |
5234 | 93 |
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94 glp_prob *lp = glp_create_prob (); |
5232 | 95 |
20946 | 96 // Set the sense of optimization |
5234 | 97 if (sense == 1) |
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98 glp_set_obj_dir (lp, GLP_MIN); |
5234 | 99 else |
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100 glp_set_obj_dir (lp, GLP_MAX); |
5234 | 101 |
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102 glp_add_cols (lp, n); |
5234 | 103 for (int i = 0; i < n; i++) |
104 { | |
20946 | 105 // Define type of the structural variables |
5234 | 106 if (! freeLB[i] && ! freeUB[i]) |
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107 { |
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108 if (lb[i] != ub[i]) |
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109 glp_set_col_bnds (lp, i+1, GLP_DB, lb[i], ub[i]); |
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110 else |
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111 glp_set_col_bnds (lp, i+1, GLP_FX, lb[i], ub[i]); |
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112 } |
5234 | 113 else |
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114 { |
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115 if (! freeLB[i] && freeUB[i]) |
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116 glp_set_col_bnds (lp, i+1, GLP_LO, lb[i], ub[i]); |
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117 else |
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118 { |
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119 if (freeLB[i] && ! freeUB[i]) |
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120 glp_set_col_bnds (lp, i+1, GLP_UP, lb[i], ub[i]); |
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121 else |
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122 glp_set_col_bnds (lp, i+1, GLP_FR, lb[i], ub[i]); |
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123 } |
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124 } |
5234 | 125 |
126 // -- Set the objective coefficient of the corresponding | |
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127 // -- structural variable. No constant term is assumed. |
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128 glp_set_obj_coef(lp,i+1,c[i]); |
5232 | 129 |
5234 | 130 if (isMIP) |
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131 glp_set_col_kind (lp, i+1, vartype[i]); |
5234 | 132 } |
133 | |
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134 glp_add_rows (lp, m); |
5234 | 135 |
136 for (int i = 0; i < m; i++) | |
137 { | |
20946 | 138 // If the i-th row has no lower bound (types F,U), the |
139 // corrispondent parameter will be ignored. If the i-th row has | |
140 // no upper bound (types F,L), the corrispondent parameter will be | |
141 // ignored. If the i-th row is of S type, the i-th LB is used, | |
142 // but the i-th UB is ignored. | |
5234 | 143 |
144 switch (ctype[i]) | |
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145 { |
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146 case 'F': |
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147 typx = GLP_FR; |
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148 break; |
5234 | 149 |
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150 case 'U': |
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151 typx = GLP_UP; |
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152 break; |
5234 | 153 |
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154 case 'L': |
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155 typx = GLP_LO; |
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156 break; |
5232 | 157 |
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158 case 'S': |
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159 typx = GLP_FX; |
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160 break; |
5232 | 161 |
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162 case 'D': |
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163 typx = GLP_DB; |
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164 break; |
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165 } |
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166 |
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167 glp_set_row_bnds (lp, i+1, typx, b[i], b[i]); |
5234 | 168 |
169 } | |
170 | |
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171 glp_load_matrix (lp, nz, rn, cn, a); |
5232 | 172 |
5234 | 173 if (save_pb) |
174 { | |
6484 | 175 static char tmp[] = "outpb.lp"; |
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176 if (glp_write_lp (lp, nullptr, tmp) != 0) |
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177 error ("__glpk__: unable to write problem"); |
5234 | 178 } |
179 | |
20946 | 180 // scale the problem data |
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181 if (! par->presol || lpsolver != 1) |
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182 glp_scale_prob (lp, scale); |
5234 | 183 |
20946 | 184 // build advanced initial basis (if required) |
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185 if (lpsolver == 1 && ! par->presol) |
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186 glp_adv_basis (lp, 0); |
5232 | 187 |
20946 | 188 // For MIP problems without a presolver, a first pass with glp_simplex |
189 // is required | |
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190 if ((! isMIP && lpsolver == 1) |
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191 || (isMIP && ! par->presol)) |
5234 | 192 { |
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193 glp_smcp smcp; |
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194 glp_init_smcp (&smcp); |
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195 smcp.msg_lev = par->msglev; |
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196 smcp.meth = par->dual; |
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197 smcp.pricing = par->price; |
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198 smcp.r_test = par->rtest; |
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199 smcp.tol_bnd = par->tolbnd; |
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200 smcp.tol_dj = par->toldj; |
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201 smcp.tol_piv = par->tolpiv; |
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202 smcp.obj_ll = par->objll; |
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203 smcp.obj_ul = par->objul; |
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204 smcp.it_lim = par->itlim; |
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205 smcp.tm_lim = par->tmlim; |
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206 smcp.out_frq = par->outfrq; |
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207 smcp.out_dly = par->outdly; |
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208 smcp.presolve = par->presol; |
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209 errnum = glp_simplex (lp, &smcp); |
5234 | 210 } |
211 | |
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212 if (isMIP) |
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213 { |
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214 glp_iocp iocp; |
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215 glp_init_iocp (&iocp); |
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216 iocp.msg_lev = par->msglev; |
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217 iocp.br_tech = par->branch; |
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218 iocp.bt_tech = par->btrack; |
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219 iocp.tol_int = par->tolint; |
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220 iocp.tol_obj = par->tolobj; |
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221 iocp.tm_lim = par->tmlim; |
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222 iocp.out_frq = par->outfrq; |
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223 iocp.out_dly = par->outdly; |
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224 iocp.presolve = par->presol; |
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225 errnum = glp_intopt (lp, &iocp); |
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226 } |
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227 |
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228 if (! isMIP && lpsolver == 2) |
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229 { |
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230 glp_iptcp iptcp; |
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231 glp_init_iptcp (&iptcp); |
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232 iptcp.msg_lev = par->msglev; |
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233 errnum = glp_interior (lp, &iptcp); |
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234 } |
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235 |
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236 if (errnum == 0) |
5234 | 237 { |
238 if (isMIP) | |
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239 { |
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240 *status = glp_mip_status (lp); |
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241 *fmin = glp_mip_obj_val (lp); |
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242 } |
5234 | 243 else |
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244 { |
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245 if (lpsolver == 1) |
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246 { |
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247 *status = glp_get_status (lp); |
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248 *fmin = glp_get_obj_val (lp); |
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249 } |
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250 else |
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251 { |
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252 *status = glp_ipt_status (lp); |
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253 *fmin = glp_ipt_obj_val (lp); |
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254 } |
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255 } |
5232 | 256 |
5234 | 257 if (isMIP) |
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258 { |
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259 for (int i = 0; i < n; i++) |
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260 xmin[i] = glp_mip_col_val (lp, i+1); |
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261 } |
5234 | 262 else |
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263 { |
20946 | 264 // Primal values |
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265 for (int i = 0; i < n; i++) |
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266 { |
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267 if (lpsolver == 1) |
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268 xmin[i] = glp_get_col_prim (lp, i+1); |
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269 else |
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270 xmin[i] = glp_ipt_col_prim (lp, i+1); |
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271 } |
5232 | 272 |
20946 | 273 // Dual values |
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274 for (int i = 0; i < m; i++) |
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275 { |
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276 if (lpsolver == 1) |
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277 lambda[i] = glp_get_row_dual (lp, i+1); |
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278 else |
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279 lambda[i] = glp_ipt_row_dual (lp, i+1); |
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280 } |
5234 | 281 |
20946 | 282 // Reduced costs |
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283 for (int i = 0; i < glp_get_num_cols (lp); i++) |
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284 { |
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285 if (lpsolver == 1) |
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286 redcosts[i] = glp_get_col_dual (lp, i+1); |
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287 else |
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288 redcosts[i] = glp_ipt_col_dual (lp, i+1); |
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289 } |
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290 } |
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291 } |
5234 | 292 |
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293 *time = (clock () - t_start) / CLOCKS_PER_SEC; |
5234 | 294 |
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295 glp_delete_prob (lp); |
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296 // Request that GLPK free all memory resources. |
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297 // This prevents reported memory leaks, but isn't strictly necessary. |
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298 // The memory blocks used are allocated once and don't grow with further |
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299 // calls to glpk so they would be reclaimed anyways when Octave exits. |
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300 glp_free_env (); |
5234 | 301 |
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302 return errnum; |
5232 | 303 } |
304 | |
5235 | 305 #endif |
306 | |
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307 #define OCTAVE_GLPK_GET_REAL_PARAM(NAME, VAL) \ |
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308 do \ |
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309 { \ |
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310 octave_value tmp = PARAM.getfield (NAME); \ |
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311 \ |
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312 if (tmp.is_defined ()) \ |
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313 { \ |
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314 if (! tmp.isempty ()) \ |
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315 VAL = tmp.xscalar_value ("glpk: invalid value in PARAM" NAME); \ |
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316 else \ |
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317 error ("glpk: invalid value in PARAM" NAME); \ |
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318 } \ |
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319 } \ |
5240 | 320 while (0) |
321 | |
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322 #define OCTAVE_GLPK_GET_INT_PARAM(NAME, VAL) \ |
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323 do \ |
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324 { \ |
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325 octave_value tmp = PARAM.getfield (NAME); \ |
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326 \ |
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327 if (tmp.is_defined ()) \ |
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328 { \ |
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329 if (! tmp.isempty ()) \ |
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330 VAL = tmp.xint_value ("glpk: invalid value in PARAM" NAME); \ |
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331 else \ |
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332 error ("glpk: invalid value in PARAM" NAME); \ |
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333 } \ |
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334 } \ |
5240 | 335 while (0) |
336 | |
5235 | 337 DEFUN_DLD (__glpk__, args, , |
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338 doc: /* -*- texinfo -*- |
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339 @deftypefn {} {[@var{values}] =} __glpk__ (@var{args}) |
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340 Undocumented internal function. |
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341 @end deftypefn */) |
5232 | 342 { |
5235 | 343 #if defined (HAVE_GLPK) |
344 | |
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345 // FIXME: Should we even need checking for an internal function? |
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346 if (args.length () != 9) |
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347 print_usage (); |
5234 | 348 |
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349 // 1nd Input. A column array containing the objective function coefficients. |
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350 int mrowsc = args(0).rows (); |
5234 | 351 |
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352 Matrix C = args(0).xmatrix_value ("__glpk__: invalid value of C"); |
5240 | 353 |
5234 | 354 double *c = C.fortran_vec (); |
5455 | 355 Array<int> rn; |
356 Array<int> cn; | |
357 ColumnVector a; | |
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358 int mrowsA; |
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359 int nz = 0; |
5232 | 360 |
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361 // 2nd Input. A matrix containing the constraints coefficients. |
5234 | 362 // If matrix A is NOT a sparse matrix |
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363 if (args(1).issparse ()) |
5455 | 364 { |
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365 SparseMatrix A = args(1).xsparse_matrix_value ("__glpk__: invalid value of A"); |
5234 | 366 |
5455 | 367 mrowsA = A.rows (); |
368 octave_idx_type Anc = A.cols (); | |
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369 octave_idx_type Anz = A.nnz (); |
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370 rn.resize (dim_vector (Anz+1, 1)); |
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371 cn.resize (dim_vector (Anz+1, 1)); |
5455 | 372 a.resize (Anz+1, 0.0); |
373 | |
374 if (Anc != mrowsc) | |
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375 error ("__glpk__: invalid value of A"); |
5455 | 376 |
377 for (octave_idx_type j = 0; j < Anc; j++) | |
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378 for (octave_idx_type i = A.cidx (j); i < A.cidx (j+1); i++) |
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379 { |
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380 nz++; |
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381 rn(nz) = A.ridx (i) + 1; |
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382 cn(nz) = j + 1; |
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383 a(nz) = A.data(i); |
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384 } |
5455 | 385 } |
5631 | 386 else |
387 { | |
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388 Matrix A = args(1).xmatrix_value ("__glpk__: invalid value of A"); |
5631 | 389 |
390 mrowsA = A.rows (); | |
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391 rn.resize (dim_vector (mrowsA*mrowsc+1, 1)); |
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392 cn.resize (dim_vector (mrowsA*mrowsc+1, 1)); |
5631 | 393 a.resize (mrowsA*mrowsc+1, 0.0); |
394 | |
395 for (int i = 0; i < mrowsA; i++) | |
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396 { |
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397 for (int j = 0; j < mrowsc; j++) |
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398 { |
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399 if (A(i,j) != 0) |
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400 { |
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401 nz++; |
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402 rn(nz) = i + 1; |
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403 cn(nz) = j + 1; |
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404 a(nz) = A(i,j); |
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405 } |
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406 } |
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407 } |
5631 | 408 |
409 } | |
5232 | 410 |
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411 // 3rd Input. A column array containing the right-hand side value |
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412 // for each constraint in the constraint matrix. |
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413 Matrix B = args(2).xmatrix_value ("__glpk__: invalid value of B"); |
5240 | 414 |
5234 | 415 double *b = B.fortran_vec (); |
416 | |
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417 // 4th Input. An array of length mrowsc containing the lower |
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418 // bound on each of the variables. |
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419 Matrix LB = args(3).xmatrix_value ("__glpk__: invalid value of LB"); |
5240 | 420 |
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421 if (LB.numel () < mrowsc) |
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422 error ("__glpk__: invalid dimensions for LB"); |
5240 | 423 |
5234 | 424 double *lb = LB.fortran_vec (); |
425 | |
20946 | 426 // LB argument, default: Free |
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427 Array<int> freeLB (dim_vector (mrowsc, 1)); |
5234 | 428 for (int i = 0; i < mrowsc; i++) |
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429 { |
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430 if (octave::math::isinf (lb[i])) |
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431 { |
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432 freeLB(i) = 1; |
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433 lb[i] = -octave::numeric_limits<double>::Inf (); |
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434 } |
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435 else |
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436 freeLB(i) = 0; |
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437 } |
5234 | 438 |
21751
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439 // 5th Input. An array of at least length numcols containing the upper |
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440 // bound on each of the variables. |
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441 Matrix UB = args(4).xmatrix_value ("__glpk__: invalid value of UB"); |
5234 | 442 |
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443 if (UB.numel () < mrowsc) |
20825
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|
444 error ("__glpk__: invalid dimensions for UB"); |
5240 | 445 |
5234 | 446 double *ub = UB.fortran_vec (); |
5232 | 447 |
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448 Array<int> freeUB (dim_vector (mrowsc, 1)); |
5234 | 449 for (int i = 0; i < mrowsc; i++) |
450 { | |
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451 if (octave::math::isinf (ub[i])) |
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452 { |
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|
453 freeUB(i) = 1; |
21723
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454 ub[i] = octave::numeric_limits<double>::Inf (); |
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455 } |
5234 | 456 else |
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457 freeUB(i) = 0; |
5234 | 458 } |
459 | |
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460 // 6th Input. A column array containing the sense of each constraint |
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461 // in the constraint matrix. |
21091
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462 charMatrix CTYPE = args(5).xchar_matrix_value ("__glpk__: invalid value of CTYPE"); |
5240 | 463 |
5237 | 464 char *ctype = CTYPE.fortran_vec (); |
465 | |
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466 // 7th Input. A column array containing the types of the variables. |
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467 charMatrix VTYPE = args(6).xchar_matrix_value ("__glpk__: invalid value of VARTYPE"); |
5240 | 468 |
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469 Array<int> vartype (dim_vector (mrowsc, 1)); |
21090
93d294511277
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470 int isMIP = 0; |
5234 | 471 for (int i = 0; i < mrowsc ; i++) |
472 { | |
473 if (VTYPE(i,0) == 'I') | |
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474 { |
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475 isMIP = 1; |
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476 vartype(i) = GLP_IV; |
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477 } |
5234 | 478 else |
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479 vartype(i) = GLP_CV; |
5234 | 480 } |
481 | |
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482 // 8th Input. Sense of optimization. |
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483 int sense; |
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484 double SENSE = args(7).xscalar_value ("__glpk__: invalid value of SENSE"); |
5240 | 485 |
5237 | 486 if (SENSE >= 0) |
487 sense = 1; | |
488 else | |
489 sense = -1; | |
490 | |
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491 // 9th Input. A structure containing the control parameters. |
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492 octave_scalar_map PARAM = args(8).xscalar_map_value ("__glpk__: invalid value of PARAM"); |
5240 | 493 |
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494 control_params par; |
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495 |
20946 | 496 // Integer parameters |
5234 | 497 |
20946 | 498 // Level of messages output by the solver |
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499 par.msglev = 1; |
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500 OCTAVE_GLPK_GET_INT_PARAM ("msglev", par.msglev); |
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501 if (par.msglev < 0 || par.msglev > 3) |
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502 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 | 503 |
20946 | 504 // scaling option |
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505 int scale = 16; |
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506 OCTAVE_GLPK_GET_INT_PARAM ("scale", scale); |
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507 if (scale < 0 || scale > 128) |
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508 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 | 509 |
20946 | 510 // Dual simplex option |
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511 par.dual = 1; |
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512 OCTAVE_GLPK_GET_INT_PARAM ("dual", par.dual); |
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513 if (par.dual < 1 || par.dual > 3) |
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514 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 | 515 |
20946 | 516 // Pricing option |
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517 par.price = 34; |
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518 OCTAVE_GLPK_GET_INT_PARAM ("price", par.price); |
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519 if (par.price != 17 && par.price != 34) |
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520 error ("__glpk__: PARAM.price must be 17 (textbook pricing) or 34 (steepest edge pricing [default])"); |
5234 | 521 |
20946 | 522 // Simplex iterations limit |
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523 par.itlim = std::numeric_limits<int>::max (); |
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524 OCTAVE_GLPK_GET_INT_PARAM ("itlim", par.itlim); |
5234 | 525 |
20946 | 526 // Output frequency, in iterations |
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527 par.outfrq = 200; |
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528 OCTAVE_GLPK_GET_INT_PARAM ("outfrq", par.outfrq); |
5234 | 529 |
20946 | 530 // Branching heuristic option |
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531 par.branch = 4; |
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532 OCTAVE_GLPK_GET_INT_PARAM ("branch", par.branch); |
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533 if (par.branch < 1 || par.branch > 5) |
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534 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 | 535 |
20946 | 536 // Backtracking heuristic option |
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537 par.btrack = 4; |
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538 OCTAVE_GLPK_GET_INT_PARAM ("btrack", par.btrack); |
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539 if (par.btrack < 1 || par.btrack > 4) |
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540 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 | 541 |
20946 | 542 // Presolver option |
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543 par.presol = 1; |
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544 OCTAVE_GLPK_GET_INT_PARAM ("presol", par.presol); |
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545 if (par.presol < 0 || par.presol > 1) |
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546 error ("__glpk__: PARAM.presol must be 0 (do NOT use LP presolver) or 1 (use LP presolver [default])"); |
5234 | 547 |
20946 | 548 // LPsolver option |
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549 int lpsolver = 1; |
5240 | 550 OCTAVE_GLPK_GET_INT_PARAM ("lpsolver", lpsolver); |
551 if (lpsolver < 1 || lpsolver > 2) | |
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552 error ("__glpk__: PARAM.lpsolver must be 1 (simplex method) or 2 (interior point method)"); |
5237 | 553 |
20946 | 554 // Ratio test option |
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555 par.rtest = 34; |
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556 OCTAVE_GLPK_GET_INT_PARAM ("rtest", par.rtest); |
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557 if (par.rtest != 17 && par.rtest != 34) |
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558 error ("__glpk__: PARAM.rtest must be 17 (standard ratio test) or 34 (Harris' two-pass ratio test [default])"); |
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559 |
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560 par.tmlim = std::numeric_limits<int>::max (); |
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561 OCTAVE_GLPK_GET_INT_PARAM ("tmlim", par.tmlim); |
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562 |
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563 par.outdly = 0; |
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564 OCTAVE_GLPK_GET_INT_PARAM ("outdly", par.outdly); |
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565 |
20946 | 566 // Save option |
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567 int save_pb = 0; |
5240 | 568 OCTAVE_GLPK_GET_INT_PARAM ("save", save_pb); |
569 save_pb = save_pb != 0; | |
5237 | 570 |
20946 | 571 // Real parameters |
5234 | 572 |
20946 | 573 // Relative tolerance used to check if the current basic solution |
574 // is primal feasible | |
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575 par.tolbnd = 1e-7; |
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576 OCTAVE_GLPK_GET_REAL_PARAM ("tolbnd", par.tolbnd); |
5234 | 577 |
20946 | 578 // Absolute tolerance used to check if the current basic solution |
579 // is dual feasible | |
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580 par.toldj = 1e-7; |
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581 OCTAVE_GLPK_GET_REAL_PARAM ("toldj", par.toldj); |
5232 | 582 |
20946 | 583 // Relative tolerance used to choose eligible pivotal elements of |
584 // the simplex table in the ratio test | |
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585 par.tolpiv = 1e-10; |
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586 OCTAVE_GLPK_GET_REAL_PARAM ("tolpiv", par.tolpiv); |
5234 | 587 |
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588 par.objll = -std::numeric_limits<double>::max (); |
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589 OCTAVE_GLPK_GET_REAL_PARAM ("objll", par.objll); |
5232 | 590 |
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591 par.objul = std::numeric_limits<double>::max (); |
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592 OCTAVE_GLPK_GET_REAL_PARAM ("objul", par.objul); |
5234 | 593 |
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594 par.tolint = 1e-5; |
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595 OCTAVE_GLPK_GET_REAL_PARAM ("tolint", par.tolint); |
5234 | 596 |
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597 par.tolobj = 1e-7; |
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598 OCTAVE_GLPK_GET_REAL_PARAM ("tolobj", par.tolobj); |
5234 | 599 |
20946 | 600 // Assign pointers to the output parameters |
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601 ColumnVector xmin (mrowsc, octave_NA); |
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602 double fmin = octave_NA; |
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603 ColumnVector lambda (mrowsA, octave_NA); |
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604 ColumnVector redcosts (mrowsc, octave_NA); |
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605 double time; |
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606 int status; |
5232 | 607 |
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608 int errnum = glpk (sense, mrowsc, mrowsA, c, nz, rn.fortran_vec (), |
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609 cn.fortran_vec (), a.fortran_vec (), b, ctype, |
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610 freeLB.fortran_vec (), lb, freeUB.fortran_vec (), |
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611 ub, vartype.fortran_vec (), isMIP, lpsolver, |
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612 save_pb, scale, &par, xmin.fortran_vec (), &fmin, |
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613 &status, lambda.fortran_vec (), |
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614 redcosts.fortran_vec (), &time); |
5232 | 615 |
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616 octave_scalar_map extra; |
5234 | 617 |
5238 | 618 if (! isMIP) |
619 { | |
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620 extra.assign ("lambda", lambda); |
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621 extra.assign ("redcosts", redcosts); |
5238 | 622 } |
623 | |
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624 extra.assign ("time", time); |
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625 extra.assign ("status", status); |
5232 | 626 |
20939
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changeset
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627 return ovl (xmin, fmin, errnum, extra); |
5234 | 628 |
5235 | 629 #else |
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630 |
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631 octave_unused_parameter (args); |
263d18409fdf
Eliminate unused variable warnings for conditionally compiled code.
John W. Eaton <jwe@octave.org>
parents:
21604
diff
changeset
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632 |
21100
e39e05d90788
Switch gripe_XXX to either err_XXX or warn_XXX naming scheme.
Rik <rik@octave.org>
parents:
21091
diff
changeset
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633 err_disabled_feature ("glpk", "GNU Linear Programming Kit"); |
21691
263d18409fdf
Eliminate unused variable warnings for conditionally compiled code.
John W. Eaton <jwe@octave.org>
parents:
21604
diff
changeset
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634 |
5235 | 635 #endif |
5232 | 636 } |
12805
3641167e5b75
codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents:
11586
diff
changeset
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637 |
3641167e5b75
codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents:
11586
diff
changeset
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638 /* |
3641167e5b75
codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents:
11586
diff
changeset
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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
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640 %!assert (1) |
3641167e5b75
codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents:
11586
diff
changeset
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641 */ |