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1 /* |
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2 |
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3 Copyright (C) 2005 Nicolo' Giorgetti |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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23 #ifdef HAVE_CONFIG_H |
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24 #include <config.h> |
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25 #endif |
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26 |
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27 #include <cfloat> |
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28 #include <csetjmp> |
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29 #include <ctime> |
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30 |
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31 #include "defun-dld.h" |
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32 #include "error.h" |
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33 #include "gripes.h" |
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34 #include "oct-map.h" |
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35 #include "oct-obj.h" |
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36 #include "pager.h" |
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37 |
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38 #if defined (HAVE_GLPK) |
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39 |
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40 extern "C" { |
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41 #include <glpk.h> |
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42 } |
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43 |
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44 #define OCTOUT octave_stdout |
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45 #define OCTERR octave_stdout |
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46 #define NIntP 17 |
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47 #define NRealP 10 |
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48 |
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49 int lpxIntParam[NIntP] = { |
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50 1, |
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51 1, |
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52 0, |
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53 1, |
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54 0, |
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55 -1, |
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56 0, |
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57 200, |
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58 1, |
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59 2, |
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60 0, |
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61 1, |
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62 0, |
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63 0, |
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64 2, |
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65 2, |
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66 1 |
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67 }; |
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68 |
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69 int IParam[NIntP] = { |
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70 LPX_K_MSGLEV, |
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71 LPX_K_SCALE, |
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72 LPX_K_DUAL, |
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73 LPX_K_PRICE, |
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74 LPX_K_ROUND, |
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75 LPX_K_ITLIM, |
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76 LPX_K_ITCNT, |
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77 LPX_K_OUTFRQ, |
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78 LPX_K_MPSINFO, |
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79 LPX_K_MPSOBJ, |
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80 LPX_K_MPSORIG, |
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81 LPX_K_MPSWIDE, |
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82 LPX_K_MPSFREE, |
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83 LPX_K_MPSSKIP, |
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84 LPX_K_BRANCH, |
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85 LPX_K_BTRACK, |
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86 LPX_K_PRESOL |
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87 }; |
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88 |
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89 |
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90 double lpxRealParam[NRealP] = { |
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91 0.07, |
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92 1e-7, |
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93 1e-7, |
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94 1e-9, |
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95 -DBL_MAX, |
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96 DBL_MAX, |
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97 -1.0, |
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98 0.0, |
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99 1e-6, |
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100 1e-7 |
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101 }; |
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102 |
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103 int RParam[NRealP] = { |
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104 LPX_K_RELAX, |
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105 LPX_K_TOLBND, |
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106 LPX_K_TOLDJ, |
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107 LPX_K_TOLPIV, |
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108 LPX_K_OBJLL, |
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109 LPX_K_OBJUL, |
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110 LPX_K_TMLIM, |
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111 LPX_K_OUTDLY, |
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112 LPX_K_TOLINT, |
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113 LPX_K_TOLOBJ |
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114 }; |
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115 |
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116 jmp_buf mark; //-- Address for long jump to jump to |
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117 int fperr; //-- Global error number |
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118 |
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119 |
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120 int |
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121 glpk_fault_hook (void * /* info */, char *msg) |
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122 { |
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123 OCTERR << "*** SEVERE CRITICAL ERROR *** from GLPK !\n\n"<<msg<<" %s\n"; |
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124 longjmp (mark, -1); |
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125 } |
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126 |
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127 int |
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128 glpk_print_hook (void * /* info */, char *msg) |
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129 { |
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130 OCTERR << msg << "\n"; |
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131 return 1; |
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132 } |
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133 |
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134 |
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135 int |
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136 glpk (int sense, int n, int m, double *c, int nz, int *rn, int *cn, |
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137 double *a, double *b, char *ctype, int *freeLB, double *lb, |
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138 int *freeUB, double *ub, int *vartype, int isMIP, int lpsolver, |
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139 int save_pb, double *xmin, double *fmin, double *status, |
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140 double *lambda, double *redcosts, double *time, double *mem) |
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141 { |
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142 int error; |
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143 int typx = 0; |
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144 int method; |
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145 |
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146 clock_t t_start = clock(); |
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147 |
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148 lib_set_fault_hook (NULL, glpk_fault_hook); |
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149 |
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150 if (lpxIntParam[0] > 1) |
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151 lib_set_print_hook (NULL, glpk_print_hook); |
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152 |
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153 LPX *lp = lpx_create_prob (); |
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154 |
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155 |
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156 //-- Set the sense of optimization |
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157 if (sense == 1) |
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158 lpx_set_obj_dir (lp, LPX_MIN); |
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159 else |
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160 lpx_set_obj_dir (lp, LPX_MAX); |
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161 |
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162 //-- If the problem has integer structural variables switch to MIP |
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163 if (isMIP) |
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164 lpx_set_class (lp, LPX_MIP); |
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165 |
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166 lpx_add_cols (lp, n); |
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167 for (int i = 0; i < n; i++) |
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168 { |
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169 //-- Define type of the structural variables |
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170 if (! freeLB[i] && ! freeUB[i]) |
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171 lpx_set_col_bnds (lp, i+1, LPX_DB, lb[i], ub[i]); |
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172 else |
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173 { |
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174 if (! freeLB[i] && freeUB[i]) |
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175 lpx_set_col_bnds (lp, i+1, LPX_LO, lb[i], ub[i]); |
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176 else |
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177 { |
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178 if (freeLB[i] && ! freeUB[i]) |
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179 lpx_set_col_bnds (lp, i+1, LPX_UP, lb[i], ub[i]); |
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180 else |
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181 lpx_set_col_bnds (lp, i+1, LPX_FR, lb[i], ub[i]); |
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182 } |
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183 } |
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184 |
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185 // -- Set the objective coefficient of the corresponding |
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186 // -- structural variable. No constant term is assumed. |
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187 lpx_set_obj_coef(lp,i+1,c[i]); |
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188 |
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189 if (isMIP) |
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190 lpx_set_col_kind (lp, i+1, vartype[i]); |
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191 } |
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192 |
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193 lpx_add_rows (lp, m); |
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194 |
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195 for (int i = 0; i < m; i++) |
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196 { |
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197 /* If the i-th row has no lower bound (types F,U), the |
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198 corrispondent parameter will be ignored. |
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199 If the i-th row has no upper bound (types F,L), the corrispondent |
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200 parameter will be ignored. |
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201 If the i-th row is of S type, the i-th LB is used, but |
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202 the i-th UB is ignored. |
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203 */ |
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204 |
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205 switch (ctype[i]) |
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206 { |
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207 case 'F': |
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208 typx = LPX_FR; |
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209 break; |
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210 |
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211 case 'U': |
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212 typx = LPX_UP; |
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213 break; |
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214 |
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215 case 'L': |
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216 typx = LPX_LO; |
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217 break; |
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218 |
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219 case 'S': |
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220 typx = LPX_FX; |
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221 break; |
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222 |
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223 case 'D': |
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224 typx = LPX_DB; |
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225 break; |
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226 } |
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227 |
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228 lpx_set_row_bnds (lp, i+1, typx, b[i], b[i]); |
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229 |
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230 } |
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231 |
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232 lpx_load_matrix (lp, nz, rn, cn, a); |
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233 |
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234 if (save_pb) |
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235 { |
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236 if (lpx_write_cpxlp (lp, "outpb.lp") != 0) |
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237 { |
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238 OCTERR << "Unable to write problem\n"; |
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239 longjmp (mark, -1); |
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240 } |
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241 } |
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242 |
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243 //-- scale the problem data (if required) |
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244 //-- if (scale && (!presol || method == 1)) lpx_scale_prob(lp); |
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245 //-- LPX_K_SCALE=IParam[1] LPX_K_PRESOL=IParam[16] |
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246 if (lpxIntParam[1] && (! lpxIntParam[16] || lpsolver != 1)) |
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247 lpx_scale_prob (lp); |
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248 |
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249 //-- build advanced initial basis (if required) |
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250 if (lpsolver == 1 && ! lpxIntParam[16]) |
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251 lpx_adv_basis (lp); |
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252 |
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253 for(int i = 0; i < NIntP; i++) |
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254 lpx_set_int_parm (lp, IParam[i], lpxIntParam[i]); |
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255 |
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256 for (int i = 0; i < NRealP; i++) |
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257 lpx_set_real_parm (lp, RParam[i], lpxRealParam[i]); |
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258 |
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259 if (lpsolver == 1) |
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260 method = 'S'; |
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261 else |
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262 method = 'T'; |
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263 |
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264 switch (method) |
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265 { |
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266 case 'S': |
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267 { |
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268 if (isMIP) |
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269 { |
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270 method = 'I'; |
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271 error = lpx_simplex (lp); |
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272 error = lpx_integer (lp); |
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273 } |
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274 else |
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275 error = lpx_simplex(lp); |
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276 } |
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277 break; |
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278 |
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279 case 'T': |
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280 error = lpx_interior(lp); |
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281 break; |
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282 |
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283 default: |
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284 insist (method != method); |
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285 } |
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286 |
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287 /* error assumes the following results: |
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288 error=0 <=> No errors |
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289 error=1 <=> Iteration limit exceeded. |
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290 error=2 <=> Numerical problems with basis matrix. |
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291 */ |
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292 if (error == LPX_E_OK) |
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293 { |
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294 if (isMIP) |
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295 { |
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296 *status = static_cast<double> (lpx_mip_status (lp)); |
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297 *fmin = lpx_mip_obj_val (lp); |
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298 } |
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299 else |
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300 { |
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301 if (lpsolver == 1) |
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302 { |
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303 *status = static_cast<double> (lpx_get_status (lp)); |
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304 *fmin = lpx_get_obj_val (lp); |
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305 } |
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306 else |
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307 { |
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308 *status = static_cast<double> (lpx_ipt_status (lp)); |
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309 *fmin = lpx_ipt_obj_val (lp); |
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310 } |
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311 } |
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312 |
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313 if (isMIP) |
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314 { |
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315 for (int i = 0; i < n; i++) |
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316 xmin[i] = lpx_mip_col_val (lp, i+1); |
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317 } |
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318 else |
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319 { |
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320 /* Primal values */ |
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321 for (int i = 0; i < n; i++) |
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322 { |
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323 if (lpsolver == 1) |
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324 xmin[i] = lpx_get_col_prim (lp, i+1); |
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325 else |
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326 xmin[i] = lpx_ipt_col_prim (lp, i+1); |
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327 } |
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328 |
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329 /* Dual values */ |
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330 for (int i = 0; i < m; i++) |
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331 { |
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332 if (lpsolver == 1) |
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333 lambda[i] = lpx_get_row_dual (lp, i+1); |
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334 else |
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335 lambda[i] = lpx_ipt_row_dual (lp, i+1); |
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336 } |
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337 |
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338 /* Reduced costs */ |
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339 for (int i = 0; i < lpx_get_num_cols (lp); i++) |
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340 { |
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341 if (lpsolver == 1) |
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342 redcosts[i] = lpx_get_col_dual (lp, i+1); |
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343 else |
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344 redcosts[i] = lpx_ipt_col_dual (lp, i+1); |
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345 } |
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346 } |
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347 |
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348 *time = static_cast<double> (clock () - t_start) / CLOCKS_PER_SEC; |
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349 *mem = static_cast<double> (lib_env_ptr () -> mem_tpeak); |
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350 |
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351 lpx_delete_prob (lp); |
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352 return 0; |
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353 } |
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354 |
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355 lpx_delete_prob (lp); |
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356 |
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357 *status= static_cast<double> (error); |
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358 |
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359 return error; |
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360 } |
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361 |
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362 #endif |
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363 |
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364 DEFUN_DLD (__glpk__, args, , |
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365 "__glpk__: internal interface for the GLPK library.\n\ |
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366 You should be using using glpk instead") |
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367 { |
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368 // The list of values to return. See the declaration in oct-obj.h |
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369 octave_value_list retval; |
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370 |
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371 #if defined (HAVE_GLPK) |
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372 |
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373 int nrhs = args.length (); |
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374 |
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375 if (nrhs < 1) |
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376 { |
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377 OCTERR<<"Use the script glpk for the optimization\n"; |
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378 return retval; |
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379 } |
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380 |
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381 //-- 1nd Input. A column array containing the objective function |
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382 //-- coefficients. |
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383 int mrowsc = args(0).rows(); |
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384 |
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385 Matrix C (args(0).matrix_value ()); |
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386 double *c = C.fortran_vec (); |
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387 |
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388 //-- 2nd Input. A matrix containing the constraints coefficients. |
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389 // If matrix A is NOT a sparse matrix |
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390 // if(!mxIsSparse(A_IN)){ |
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391 int mrowsA = args(1).rows(); |
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392 Matrix A (args(1).matrix_value ()); // get the matrix |
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393 Array<int> rn (mrowsA*mrowsc+1); |
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394 Array<int> cn (mrowsA*mrowsc+1); |
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395 ColumnVector a (mrowsA*mrowsc+1, 0.0); |
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396 |
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397 volatile int nz = 0; |
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398 for (int i = 0; i < mrowsA; i++) |
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399 { |
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400 for (int j = 0; j < mrowsc; j++) |
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401 { |
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402 if (A(i,j) != 0) |
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403 { |
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404 nz++; |
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405 rn(nz) = i + 1; |
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406 cn(nz) = j + 1; |
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407 a(nz) = A(i,j); |
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408 } |
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409 } |
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410 } |
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411 |
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412 // DON'T DELETE THIS PART... REPRESENTS THE SPARSE MATRICES MANIPULATION |
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413 // }else{ |
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414 // int i,j; |
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415 // int *jc,*ir; |
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416 // double *pr; |
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417 // int nelc,count,row; |
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418 // |
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419 // /* NOTE: nnz is the actual number of nonzeros and is stored as the |
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420 // last element of the jc array where the size of the jc array is the |
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421 // number of columns + 1 */ |
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422 // nz = *(mxGetJc(A_IN) + mrowsc); |
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423 // jc = mxGetJc(A_IN); |
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424 // ir = mxGetIr(A_IN); |
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425 // pr = mxGetPr(A_IN); |
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426 // |
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427 // rn=(int *)calloc(nz+1,sizeof(int)); |
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428 // cn=(int *)calloc(nz+1,sizeof(int)); |
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429 // a=(double *)calloc(nz+1,sizeof(double)); |
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430 // |
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431 // count=0; row=0; |
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432 // for(i=1;i<=mrowsc;i++){ |
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433 // nelc=jc[i]-jc[i-1]; |
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434 // for(j=0;j<nelc;j++){ |
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435 // count++; |
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436 // rn[count]=ir[row]+1; |
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437 // cn[count]=i; |
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438 // a[count]=pr[row]; |
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439 // row++; |
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440 // } |
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441 // } |
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442 // } |
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443 |
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444 //-- 3rd Input. A column array containing the right-hand side value |
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445 // for each constraint in the constraint matrix. |
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446 Matrix B (args(2).matrix_value ()); |
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447 double *b = B.fortran_vec (); |
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448 |
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449 //-- 4th Input. An array of length mrowsc containing the lower |
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450 //-- bound on each of the variables. |
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451 Matrix LB (args(3).matrix_value ()); |
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452 double *lb = LB.fortran_vec (); |
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453 |
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454 //-- LB argument, default: Free |
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455 Array<int> freeLB (mrowsc); |
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456 for (int i = 0; i < mrowsc; i++) |
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457 { |
|
|
458 if (isinf (lb[i])) |
|
|
459 { |
|
|
460 freeLB(i) = 1; |
|
|
461 lb[i] = -octave_Inf; |
|
|
462 } |
|
|
463 else |
|
|
464 freeLB(i) = 0; |
|
|
465 } |
|
|
466 |
|
5237
|
467 //-- 5th Input. An array of at least length numcols containing the upper |
|
5234
|
468 //-- bound on each of the variables. |
|
5237
|
469 Matrix UB (args(4).matrix_value ()); |
|
5234
|
470 |
|
|
471 double *ub = UB.fortran_vec (); |
|
5232
|
472 |
|
5234
|
473 Array<int> freeUB (mrowsc); |
|
|
474 for (int i = 0; i < mrowsc; i++) |
|
|
475 { |
|
|
476 if (isinf (ub[i])) |
|
|
477 { |
|
|
478 freeUB(i) = 1; |
|
|
479 ub[i] = octave_Inf; |
|
|
480 } |
|
|
481 else |
|
|
482 freeUB(i) = 0; |
|
|
483 } |
|
|
484 |
|
5237
|
485 //-- 6th Input. A column array containing the sense of each constraint |
|
|
486 //-- in the constraint matrix. |
|
|
487 charMatrix CTYPE (args(5).char_matrix_value ()); |
|
|
488 char *ctype = CTYPE.fortran_vec (); |
|
|
489 |
|
|
490 //-- 7th Input. A column array containing the types of the variables. |
|
|
491 charMatrix VTYPE (args(6).char_matrix_value ()); |
|
5232
|
492 |
|
5234
|
493 Array<int> vartype (mrowsc); |
|
5235
|
494 volatile int isMIP = 0; |
|
5234
|
495 for (int i = 0; i < mrowsc ; i++) |
|
|
496 { |
|
|
497 if (VTYPE(i,0) == 'I') |
|
|
498 { |
|
|
499 isMIP = 1; |
|
|
500 vartype(i) = LPX_IV; |
|
|
501 } |
|
|
502 else |
|
5235
|
503 vartype(i) = LPX_CV; |
|
5234
|
504 } |
|
|
505 |
|
5237
|
506 //-- 8th Input. Sense of optimization. |
|
|
507 volatile int sense; |
|
|
508 double SENSE = args(7).scalar_value (); |
|
|
509 if (SENSE >= 0) |
|
|
510 sense = 1; |
|
|
511 else |
|
|
512 sense = -1; |
|
|
513 |
|
5234
|
514 //-- 9th Input. A structure containing the control parameters. |
|
|
515 Octave_map PARAM = args(8).map_value (); |
|
|
516 |
|
|
517 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
|
|
518 //-- Integer parameters |
|
|
519 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
|
|
520 |
|
|
521 //-- Level of messages output by the solver |
|
|
522 if (PARAM.contains ("msglev")) |
|
|
523 { |
|
|
524 octave_value tmp = PARAM.contents (PARAM.seek ("msglev"))(0); |
|
|
525 |
|
|
526 double numtmp = tmp.scalar_value (); |
|
|
527 if (numtmp != 0 && numtmp != 1 && numtmp != 2 && numtmp != 3) |
|
|
528 { |
|
|
529 OCTOUT << "'msglev' parameter must be only:\n\t0 - no output,\n\t1 - error messages only),\n\t2 - normal output,\n\t3 - full output [default]\n"; |
|
|
530 return retval; |
|
|
531 } |
|
|
532 |
|
|
533 lpxIntParam[0] = static_cast<int> (numtmp); |
|
5232
|
534 } |
|
|
535 |
|
5234
|
536 //-- scaling option |
|
|
537 if (PARAM.contains ("scale")) |
|
|
538 { |
|
|
539 octave_value tmp = PARAM.contents (PARAM.seek ("scale"))(0); |
|
|
540 double numtmp = tmp.scalar_value (); |
|
|
541 if (numtmp != 0 && numtmp != 1 && numtmp != 2) |
|
|
542 { |
|
|
543 OCTOUT << "'scale' parameter must be only:\n\t0 - no scaling,\n\t1 - equilibration scaling,\n\t2 - geometric mean scaling\n"; |
|
|
544 return retval; |
|
|
545 } |
|
|
546 lpxIntParam[1] = static_cast<int> (numtmp); |
|
|
547 } |
|
5232
|
548 |
|
5234
|
549 //-- Dual dimplex option |
|
|
550 if (PARAM.contains ("dual")) |
|
|
551 { |
|
|
552 octave_value tmp = PARAM.contents (PARAM.seek ("dual"))(0); |
|
|
553 double numtmp = tmp.scalar_value (); |
|
|
554 if (numtmp != 0 && numtmp != 1) |
|
|
555 { |
|
|
556 OCTOUT<<"'dual' parameter must be only:\n\t0 - do not use the dual simplex [default],\n\t1 - use dual simplex\n"; |
|
|
557 return retval; |
|
|
558 } |
|
|
559 lpxIntParam[2] = static_cast<int> (numtmp); |
|
|
560 } |
|
5232
|
561 |
|
5234
|
562 //-- Pricing option |
|
|
563 if (PARAM.contains ("price")) |
|
|
564 { |
|
|
565 octave_value tmp = PARAM.contents (PARAM.seek ("price"))(0); |
|
|
566 double numtmp = tmp.scalar_value(); |
|
|
567 if (numtmp != 0 && numtmp != 1) |
|
|
568 { |
|
|
569 OCTOUT << "'price' parameter must be only:\n\t0 - textbook pricing,\n\t1 - steepest edge pricing [default]\n"; |
|
|
570 return retval; |
|
|
571 } |
|
|
572 lpxIntParam[3] = static_cast<int> (numtmp); |
|
5232
|
573 } |
|
|
574 |
|
5234
|
575 //-- Solution rounding option |
|
|
576 if (PARAM.contains ("round")) |
|
|
577 { |
|
|
578 octave_value tmp = PARAM.contents (PARAM.seek ("round"))(0); |
|
|
579 double numtmp = tmp.scalar_value (); |
|
|
580 if (numtmp != 0 && numtmp != 1) |
|
|
581 { |
|
|
582 OCTOUT << "'round' parameter must be only:\n\t0 - report all primal and dual values [default],\n\t1 - replace tiny primal and dual values by exact zero\n"; |
|
|
583 return retval; |
|
|
584 } |
|
|
585 lpxIntParam[4] = static_cast<int> (numtmp); |
|
|
586 } |
|
|
587 |
|
|
588 //-- Simplex iterations limit |
|
|
589 if (PARAM.contains ("itlim")) |
|
|
590 { |
|
|
591 octave_value tmp = PARAM.contents (PARAM.seek ("itlim"))(0); |
|
|
592 lpxIntParam[5] = static_cast<int> (tmp.scalar_value ()); |
|
|
593 } |
|
5232
|
594 |
|
5234
|
595 //-- Simplex iterations count |
|
|
596 if (PARAM.contains ("itcnt")) |
|
|
597 { |
|
|
598 octave_value tmp = PARAM.contents (PARAM.seek ("itcnt"))(0); |
|
|
599 lpxIntParam[6] = static_cast<int> (tmp.scalar_value ()); |
|
|
600 } |
|
|
601 |
|
|
602 //-- Output frequency, in iterations |
|
|
603 if (PARAM.contains ("outfrq")) |
|
|
604 { |
|
|
605 octave_value tmp = PARAM.contents (PARAM.seek ("outfrq"))(0); |
|
|
606 lpxIntParam[7] = static_cast<int> (tmp.scalar_value ()); |
|
|
607 } |
|
|
608 |
|
|
609 //-- Branching heuristic option |
|
|
610 if (PARAM.contains("branch")) |
|
|
611 { |
|
|
612 octave_value tmp = PARAM.contents (PARAM.seek ("branch"))(0); |
|
|
613 double numtmp = tmp.scalar_value (); |
|
|
614 if (numtmp != 0 && numtmp != 1 && numtmp != 2) |
|
|
615 { |
|
|
616 OCTOUT << "'branch' parameter must be only (for MIP only):\n\t0 - branch on the first variable,\n\t1 - branch on the last variable,\n\t2 - branch using a heuristic by Driebeck and Tomlin [default]\n"; |
|
|
617 return retval; |
|
|
618 } |
|
|
619 lpxIntParam[14] = static_cast<int> (numtmp); |
|
5232
|
620 } |
|
|
621 |
|
5234
|
622 //-- Backtracking heuristic option |
|
|
623 if (PARAM.contains ("btrack")) |
|
|
624 { |
|
|
625 octave_value tmp = PARAM.contents (PARAM.seek ("btrack"))(0); |
|
|
626 double numtmp = tmp.scalar_value (); |
|
|
627 if (numtmp != 0 && numtmp != 1 && numtmp != 2) |
|
|
628 { |
|
|
629 OCTOUT << "'btrack' parameter must be only (for MIP only):\n\t0 - depth first search,\n\t1 - breadth first search,\n\t2 - backtrack using the best projection heuristic\n"; |
|
|
630 return retval; |
|
|
631 } |
|
|
632 lpxIntParam[15] = static_cast<int> (numtmp); |
|
5232
|
633 } |
|
|
634 |
|
5234
|
635 //-- Presolver option |
|
|
636 if (PARAM.contains ("presol")) |
|
|
637 { |
|
|
638 octave_value tmp = PARAM.contents (PARAM.seek ("presol"))(0); |
|
|
639 double numtmp = tmp.scalar_value (); |
|
|
640 if (numtmp != 0 && numtmp != 1) |
|
|
641 { |
|
|
642 OCTOUT << "'presol' parameter must be only:\n\t0 - LP presolver is ***NOT*** used,\n\t1 - LP presol is used\n"; |
|
|
643 return retval; |
|
|
644 } |
|
|
645 lpxIntParam[16] = static_cast<int> (numtmp); |
|
|
646 } |
|
|
647 |
|
5237
|
648 //-- LPsolver option |
|
|
649 volatile int lpsolver = 1; |
|
|
650 if (PARAM.contains ("lpsolver")) |
|
|
651 { |
|
|
652 octave_value tmp = PARAM.contents (PARAM.seek ("lpsolver"))(0); |
|
|
653 double numtmp = tmp.scalar_value (); |
|
|
654 if (numtmp != 1 && numtmp != 2) |
|
|
655 { |
|
|
656 OCTOUT << "'lpsolver' parameter must be only:\n\t1 - simplex method,\n\t2 - interior point method\n"; |
|
|
657 return retval; |
|
|
658 } |
|
|
659 lpsolver = static_cast<int> (numtmp); |
|
|
660 } |
|
|
661 |
|
|
662 //-- Save option |
|
|
663 volatile int save_pb = 0; |
|
|
664 if (PARAM.contains ("save")) |
|
|
665 { |
|
|
666 octave_value tmp = PARAM.contents (PARAM.seek ("save"))(0); |
|
|
667 save_pb = (tmp.scalar_value () != 0); |
|
|
668 } |
|
|
669 |
|
5234
|
670 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
|
|
671 //-- Real parameters |
|
|
672 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
|
|
673 |
|
|
674 //-- Ratio test option |
|
|
675 if (PARAM.contains ("relax")) |
|
|
676 { |
|
|
677 octave_value tmp = PARAM.contents (PARAM.seek ("relax"))(0); |
|
|
678 lpxRealParam[0] = tmp.scalar_value (); |
|
|
679 } |
|
5232
|
680 |
|
5234
|
681 //-- Relative tolerance used to check if the current basic solution |
|
|
682 //-- is primal feasible |
|
|
683 if (PARAM.contains ("tolbnd")) |
|
|
684 { |
|
|
685 octave_value tmp = PARAM.contents (PARAM.seek ("tolbn"))(0); |
|
|
686 lpxRealParam[1] = tmp.scalar_value (); |
|
|
687 } |
|
|
688 |
|
|
689 //-- Absolute tolerance used to check if the current basic solution |
|
|
690 //-- is dual feasible |
|
|
691 if (PARAM.contains ("toldj")) |
|
|
692 { |
|
|
693 octave_value tmp = PARAM.contents (PARAM.seek ("toldj"))(0); |
|
|
694 lpxRealParam[2] = tmp.scalar_value(); |
|
|
695 } |
|
5232
|
696 |
|
5234
|
697 //-- Relative tolerance used to choose eligible pivotal elements of |
|
|
698 //-- the simplex table in the ratio test |
|
|
699 if (PARAM.contains ("tolpiv")) |
|
|
700 { |
|
|
701 octave_value tmp = PARAM.contents (PARAM.seek ("tolpiv"))(0); |
|
|
702 lpxRealParam[3] = tmp.scalar_value (); |
|
|
703 } |
|
|
704 |
|
|
705 if (PARAM.contains ("objll")) |
|
|
706 { |
|
|
707 octave_value tmp = PARAM.contents (PARAM.seek ("objll"))(0); |
|
|
708 lpxRealParam[4] = tmp.scalar_value (); |
|
|
709 } |
|
|
710 |
|
|
711 if (PARAM.contains ("objul")) |
|
|
712 { |
|
|
713 octave_value tmp = PARAM.contents (PARAM.seek ("objul"))(0); |
|
|
714 lpxRealParam[5] = tmp.scalar_value (); |
|
|
715 } |
|
5232
|
716 |
|
5234
|
717 if (PARAM.contains ("tmlim")) |
|
|
718 { |
|
|
719 octave_value tmp = PARAM.contents (PARAM.seek ("tmlim"))(0); |
|
|
720 lpxRealParam[6] = tmp.scalar_value (); |
|
|
721 } |
|
|
722 |
|
|
723 if (PARAM.contains ("outdly")) |
|
|
724 { |
|
|
725 octave_value tmp = PARAM.contents (PARAM.seek ("outdly"))(0); |
|
|
726 lpxRealParam[7] = tmp.scalar_value (); |
|
|
727 } |
|
|
728 |
|
|
729 if (PARAM.contains ("tolint")) |
|
|
730 { |
|
|
731 octave_value tmp = PARAM.contents (PARAM.seek ("tolint"))(0); |
|
|
732 lpxRealParam[8] = tmp.scalar_value (); |
|
|
733 } |
|
|
734 |
|
|
735 if (PARAM.contains ("tolobj")) |
|
|
736 { |
|
|
737 octave_value tmp = PARAM.contents (PARAM.seek ("tolobj"))(0); |
|
|
738 lpxRealParam[9] = tmp.scalar_value (); |
|
|
739 } |
|
|
740 |
|
|
741 //-- Assign pointers to the output parameters |
|
|
742 ColumnVector xmin (mrowsc); |
|
|
743 ColumnVector fmin (1); |
|
|
744 ColumnVector status (1); |
|
|
745 ColumnVector lambda (mrowsA); |
|
|
746 ColumnVector redcosts (mrowsc); |
|
|
747 ColumnVector time (1); |
|
|
748 ColumnVector mem (1); |
|
5232
|
749 |
|
5234
|
750 int jmpret = setjmp (mark); |
|
5235
|
751 |
|
5234
|
752 if (jmpret == 0) |
|
5235
|
753 glpk (sense, mrowsc, mrowsA, c, nz, rn.fortran_vec (), |
|
|
754 cn.fortran_vec (), a.fortran_vec (), b, ctype, |
|
|
755 freeLB.fortran_vec (), lb, freeUB.fortran_vec (), |
|
|
756 ub, vartype.fortran_vec (), isMIP, lpsolver, |
|
|
757 save_pb, xmin.fortran_vec (), fmin.fortran_vec (), |
|
|
758 status.fortran_vec (), lambda.fortran_vec (), |
|
|
759 redcosts.fortran_vec (), time.fortran_vec (), |
|
|
760 mem.fortran_vec ()); |
|
5232
|
761 |
|
5234
|
762 Octave_map extra; |
|
|
763 |
|
5238
|
764 if (! isMIP) |
|
|
765 { |
|
|
766 extra.assign ("lambda", octave_value (lambda)); |
|
|
767 extra.assign ("redcosts", octave_value (redcosts)); |
|
|
768 } |
|
|
769 |
|
5234
|
770 extra.assign ("time", octave_value (time)); |
|
|
771 extra.assign ("mem", octave_value (mem)); |
|
5232
|
772 |
|
5234
|
773 retval(3) = extra; |
|
|
774 retval(2) = octave_value(status); |
|
|
775 retval(1) = octave_value(fmin); |
|
|
776 retval(0) = octave_value(xmin); |
|
|
777 |
|
5235
|
778 #else |
|
|
779 |
|
|
780 gripe_not_supported ("glpk"); |
|
|
781 |
|
|
782 #endif |
|
|
783 |
|
5234
|
784 return retval; |
|
5232
|
785 } |
