Mercurial > octave
annotate libinterp/dldfcn/__glpk__.cc @ 20812:d9ca869ca124
maint: Clean-up more instances of print_usage().
* mk-opts.pl: Fix script that generates *-opt.cc files to put print_usage()
first.
* __ilu__.cc (F__ilutp__): Don't declare and initialize multiple comma
separated variables.
* __lin_interpn__.cc (F__lin_interpn__): Eliminate extra spaces in if
conditional.
* dasrt.cc (Fdasrt): Declare variables only as needed, in this case, after
input validation has succeeded.
* file-io.cc (Frewind): Declare variables after input validation succeeds.
* file-io.cc (Ftempname): Rename variable len to nargin to match rest of code.
* gammainc.cc (Fgammainc): Put nargin checking first in function.
* hex2num.cc (Fhex2num, Fnum2hex): Declare "octave_value retval;" first in
function to match rest of Octave code base.
* load-path.cc (Frmpath): Re-phrase comment.
* lu.cc (Flu): Declare variables after input validation succeeds. Use space
after ! operator.
* lu.cc (Fluupdate): Place octave_value_list declaration first in function.
Declare variables after input validation succeeds.
* matrix_type.cc (Fmatrix_type): Place octave_value declaration first in
function.
* tril.cc (do_trilu): Move nargin checking higher in function.
* utils.cc (Fdir_in_loadpath): Declare variables after input validation
succeeds.
* __glpk__.cc (F__glpk__): Rename variable nrhs to nargin to match rest of
code base.
* __magick_read__.cc (F__magick_ping__, F__magick_formats__): Add newline
to space out code for readability.
* __osmesa_print__.cc (F__osmesa_print__): Use DeMorgan's Law to simplify
nargin validation.
* audiodevinfo.cc (F__recorder_record__): Correct indentation.
* chol.cc (Fcholinsert, Fcholdelete, Fcholshift): Place octave_value_list
declaration first in function.
* dmperm.cc (Fdmperm, Fsprank): Place octave_value_list declaration first in
function.
* qr.cc (Fqrupdate, Fqrinsert, Fqrdelete, Fqrshift): Place octave_value_list
declaration first in function.
* lex.ll (Fiskeyword): Rewrite function to use modern syntax. Add BIST
tests for special words "get", "set". Add BIST tests for input validation.
author | Rik <rik@octave.org> |
---|---|
date | Sat, 05 Dec 2015 15:59:22 -0800 |
parents | c2d9556d51d0 |
children | cef0448a6ed2 |
rev | line source |
---|---|
5234 | 1 /* |
2 | |
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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> |
5234 | 5 |
6 This file is part of Octave. | |
7 | |
8 Octave is free software; you can redistribute it and/or modify it | |
9 under the terms of the GNU General Public License as published by the | |
7016 | 10 Free Software Foundation; either version 3 of the License, or (at your |
11 option) any later version. | |
5234 | 12 |
13 Octave is distributed in the hope that it will be useful, but WITHOUT | |
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
16 for more details. | |
17 | |
18 You should have received a copy of the GNU General Public License | |
7016 | 19 along with Octave; see the file COPYING. If not, see |
20 <http://www.gnu.org/licenses/>. | |
5234 | 21 |
22 */ | |
23 | |
24 #ifdef HAVE_CONFIG_H | |
25 #include <config.h> | |
26 #endif | |
5232 | 27 |
28 #include <cfloat> | |
29 #include <csetjmp> | |
30 #include <ctime> | |
31 | |
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32 #include "lo-ieee.h" |
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33 |
5234 | 34 #include "defun-dld.h" |
35 #include "error.h" | |
5235 | 36 #include "gripes.h" |
37 #include "oct-map.h" | |
5234 | 38 #include "oct-obj.h" |
5235 | 39 #include "pager.h" |
40 | |
41 #if defined (HAVE_GLPK) | |
5232 | 42 |
6333 | 43 extern "C" |
44 { | |
6804 | 45 #if defined (HAVE_GLPK_GLPK_H) |
46 #include <glpk/glpk.h> | |
47 #else | |
5234 | 48 #include <glpk.h> |
6804 | 49 #endif |
6472 | 50 } |
6333 | 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 }; |
5232 | 73 |
5241 | 74 static jmp_buf mark; //-- Address for long jump to jump to |
5232 | 75 |
5234 | 76 int |
77 glpk (int sense, int n, int m, double *c, int nz, int *rn, int *cn, | |
78 double *a, double *b, char *ctype, int *freeLB, double *lb, | |
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) |
5232 | 83 { |
5234 | 84 int typx = 0; |
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85 int errnum = 0; |
5234 | 86 |
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87 clock_t t_start = clock (); |
5234 | 88 |
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89 glp_prob *lp = glp_create_prob (); |
5232 | 90 |
5234 | 91 //-- Set the sense of optimization |
92 if (sense == 1) | |
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93 glp_set_obj_dir (lp, GLP_MIN); |
5234 | 94 else |
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95 glp_set_obj_dir (lp, GLP_MAX); |
5234 | 96 |
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97 glp_add_cols (lp, n); |
5234 | 98 for (int i = 0; i < n; i++) |
99 { | |
5232 | 100 //-- Define type of the structural variables |
5234 | 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 } |
5234 | 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 } |
5234 | 120 |
121 // -- Set the objective coefficient of the corresponding | |
5232 | 122 // -- structural variable. No constant term is assumed. |
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123 glp_set_obj_coef(lp,i+1,c[i]); |
5232 | 124 |
5234 | 125 if (isMIP) |
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126 glp_set_col_kind (lp, i+1, vartype[i]); |
5234 | 127 } |
128 | |
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129 glp_add_rows (lp, m); |
5234 | 130 |
131 for (int i = 0; i < m; i++) | |
132 { | |
5232 | 133 /* If the i-th row has no lower bound (types F,U), the |
134 corrispondent parameter will be ignored. | |
135 If the i-th row has no upper bound (types F,L), the corrispondent | |
136 parameter will be ignored. | |
137 If the i-th row is of S type, the i-th LB is used, but | |
138 the i-th UB is ignored. | |
139 */ | |
5234 | 140 |
141 switch (ctype[i]) | |
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142 { |
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143 case 'F': |
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144 typx = GLP_FR; |
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145 break; |
5234 | 146 |
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147 case 'U': |
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148 typx = GLP_UP; |
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149 break; |
5234 | 150 |
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151 case 'L': |
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152 typx = GLP_LO; |
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153 break; |
5232 | 154 |
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155 case 'S': |
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156 typx = GLP_FX; |
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157 break; |
5232 | 158 |
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159 case 'D': |
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160 typx = GLP_DB; |
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161 break; |
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162 } |
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163 |
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164 glp_set_row_bnds (lp, i+1, typx, b[i], b[i]); |
5234 | 165 |
166 } | |
167 | |
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168 glp_load_matrix (lp, nz, rn, cn, a); |
5232 | 169 |
5234 | 170 if (save_pb) |
171 { | |
6484 | 172 static char tmp[] = "outpb.lp"; |
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173 if (glp_write_lp (lp, NULL, tmp) != 0) |
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174 { |
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175 error ("__glpk__: unable to write problem"); |
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176 longjmp (mark, -1); |
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177 } |
5234 | 178 } |
179 | |
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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 |
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 |
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188 /* For MIP problems without a presolver, a first pass with glp_simplex |
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189 is required */ |
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190 if ((!isMIP && lpsolver == 1) |
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191 || (isMIP && !par->presol)) |
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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 { |
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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 |
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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 |
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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 } |
5234 | 291 |
5241 | 292 *time = (clock () - t_start) / CLOCKS_PER_SEC; |
5234 | 293 } |
294 | |
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295 glp_delete_prob (lp); |
5234 | 296 |
17787
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297 return errnum; |
5232 | 298 } |
299 | |
5235 | 300 #endif |
301 | |
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302 #define OCTAVE_GLPK_GET_REAL_PARAM(NAME, VAL) \ |
5240 | 303 do \ |
304 { \ | |
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305 octave_value tmp = PARAM.getfield (NAME); \ |
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306 \ |
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307 if (tmp.is_defined ()) \ |
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308 { \ |
5240 | 309 if (! tmp.is_empty ()) \ |
20704
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310 VAL = tmp.xscalar_value ("glpk: invalid value in PARAM" NAME); \ |
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311 else \ |
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312 { \ |
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313 error ("glpk: invalid value in PARAM" NAME); \ |
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314 return retval; \ |
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315 } \ |
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316 } \ |
5240 | 317 } \ |
318 while (0) | |
319 | |
320 #define OCTAVE_GLPK_GET_INT_PARAM(NAME, VAL) \ | |
321 do \ | |
322 { \ | |
11053
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|
323 octave_value tmp = PARAM.getfield (NAME); \ |
11047
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324 \ |
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|
325 if (tmp.is_defined ()) \ |
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326 { \ |
5240 | 327 if (! tmp.is_empty ()) \ |
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328 VAL = tmp.xint_value ("glpk: invalid value in PARAM" NAME); \ |
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329 else \ |
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330 { \ |
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331 error ("glpk: invalid value in PARAM" NAME); \ |
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332 return retval; \ |
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333 } \ |
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334 } \ |
5240 | 335 } \ |
336 while (0) | |
337 | |
5235 | 338 DEFUN_DLD (__glpk__, args, , |
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339 "-*- texinfo -*-\n\ |
5245 | 340 @deftypefn {Loadable Function} {[@var{values}] =} __glpk__ (@var{args})\n\ |
6945 | 341 Undocumented internal function.\n\ |
5245 | 342 @end deftypefn") |
5232 | 343 { |
5234 | 344 octave_value_list retval; |
5232 | 345 |
5235 | 346 #if defined (HAVE_GLPK) |
347 | |
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348 int nargin = args.length (); |
5234 | 349 |
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350 // FIXME: Should we even need checking for an internal function? |
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351 if (nargin != 9) |
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352 print_usage (); |
5234 | 353 |
5237 | 354 //-- 1nd Input. A column array containing the objective function |
355 //-- coefficients. | |
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356 volatile int mrowsc = args(0).rows (); |
5234 | 357 |
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358 Matrix C = args(0).xmatrix_value ("__glpk__: invalid value of C"); |
5240 | 359 |
5234 | 360 double *c = C.fortran_vec (); |
5455 | 361 Array<int> rn; |
362 Array<int> cn; | |
363 ColumnVector a; | |
5515 | 364 volatile int mrowsA; |
5455 | 365 volatile int nz = 0; |
5232 | 366 |
5237 | 367 //-- 2nd Input. A matrix containing the constraints coefficients. |
5234 | 368 // If matrix A is NOT a sparse matrix |
5631 | 369 if (args(1).is_sparse_type ()) |
5455 | 370 { |
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371 SparseMatrix A = args(1).xsparse_matrix_value ("__glpk__: invalid value of A"); |
5234 | 372 |
5455 | 373 mrowsA = A.rows (); |
374 octave_idx_type Anc = A.cols (); | |
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375 octave_idx_type Anz = A.nnz (); |
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376 rn.resize (dim_vector (Anz+1, 1)); |
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377 cn.resize (dim_vector (Anz+1, 1)); |
5455 | 378 a.resize (Anz+1, 0.0); |
379 | |
380 if (Anc != mrowsc) | |
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381 { |
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382 error ("__glpk__: invalid value of A"); |
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383 return retval; |
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384 } |
5455 | 385 |
386 for (octave_idx_type j = 0; j < Anc; j++) | |
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387 for (octave_idx_type i = A.cidx (j); i < A.cidx (j+1); i++) |
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388 { |
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389 nz++; |
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390 rn(nz) = A.ridx (i) + 1; |
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391 cn(nz) = j + 1; |
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392 a(nz) = A.data(i); |
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393 } |
5455 | 394 } |
5631 | 395 else |
396 { | |
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397 Matrix A = args(1).xmatrix_value ("__glpk__: invalid value of A"); |
5631 | 398 |
399 mrowsA = A.rows (); | |
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400 rn.resize (dim_vector (mrowsA*mrowsc+1, 1)); |
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401 cn.resize (dim_vector (mrowsA*mrowsc+1, 1)); |
5631 | 402 a.resize (mrowsA*mrowsc+1, 0.0); |
403 | |
404 for (int i = 0; i < mrowsA; i++) | |
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405 { |
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406 for (int j = 0; j < mrowsc; j++) |
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407 { |
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408 if (A(i,j) != 0) |
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409 { |
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410 nz++; |
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411 rn(nz) = i + 1; |
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412 cn(nz) = j + 1; |
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413 a(nz) = A(i,j); |
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414 } |
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415 } |
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416 } |
5631 | 417 |
418 } | |
5232 | 419 |
5237 | 420 //-- 3rd Input. A column array containing the right-hand side value |
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421 // for each constraint in the constraint matrix. |
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422 Matrix B = args(2).xmatrix_value ("__glpk__: invalid value of B"); |
5240 | 423 |
5234 | 424 double *b = B.fortran_vec (); |
425 | |
5237 | 426 //-- 4th Input. An array of length mrowsc containing the lower |
5234 | 427 //-- bound on each of the variables. |
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428 Matrix LB = args(3).xmatrix_value ("__glpk__: invalid value of LB"); |
5240 | 429 |
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430 if (LB.numel () < mrowsc) |
5240 | 431 { |
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432 error ("__glpk__: invalid dimensions for LB"); |
5240 | 433 return retval; |
434 } | |
435 | |
5234 | 436 double *lb = LB.fortran_vec (); |
437 | |
438 //-- LB argument, default: Free | |
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439 Array<int> freeLB (dim_vector (mrowsc, 1)); |
5234 | 440 for (int i = 0; i < mrowsc; i++) |
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441 { |
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442 if (xisinf (lb[i])) |
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443 { |
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444 freeLB(i) = 1; |
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445 lb[i] = -octave_Inf; |
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446 } |
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447 else |
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448 freeLB(i) = 0; |
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449 } |
5234 | 450 |
5237 | 451 //-- 5th Input. An array of at least length numcols containing the upper |
5234 | 452 //-- bound on each of the variables. |
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453 Matrix UB = args(4).xmatrix_value ("__glpk__: invalid value of UB"); |
5234 | 454 |
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455 if (UB.numel () < mrowsc) |
5240 | 456 { |
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457 error ("__glpk__: invalid dimensions for UB"); |
5240 | 458 return retval; |
459 } | |
460 | |
5234 | 461 double *ub = UB.fortran_vec (); |
5232 | 462 |
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463 Array<int> freeUB (dim_vector (mrowsc, 1)); |
5234 | 464 for (int i = 0; i < mrowsc; i++) |
465 { | |
5455 | 466 if (xisinf (ub[i])) |
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467 { |
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468 freeUB(i) = 1; |
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469 ub[i] = octave_Inf; |
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470 } |
5234 | 471 else |
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472 freeUB(i) = 0; |
5234 | 473 } |
474 | |
5237 | 475 //-- 6th Input. A column array containing the sense of each constraint |
476 //-- in the constraint matrix. | |
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477 charMatrix CTYPE = args(5).char_matrix_value ("__glpk__: invalid value of CTYPE"); |
5240 | 478 |
5237 | 479 char *ctype = CTYPE.fortran_vec (); |
480 | |
481 //-- 7th Input. A column array containing the types of the variables. | |
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482 charMatrix VTYPE = args(6).char_matrix_value ("__glpk__: invalid value of VARTYPE"); |
5240 | 483 |
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484 Array<int> vartype (dim_vector (mrowsc, 1)); |
5235 | 485 volatile int isMIP = 0; |
5234 | 486 for (int i = 0; i < mrowsc ; i++) |
487 { | |
488 if (VTYPE(i,0) == 'I') | |
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489 { |
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490 isMIP = 1; |
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491 vartype(i) = GLP_IV; |
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492 } |
5234 | 493 else |
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494 vartype(i) = GLP_CV; |
5234 | 495 } |
496 | |
5237 | 497 //-- 8th Input. Sense of optimization. |
498 volatile int sense; | |
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499 double SENSE = args(7).scalar_value ("__glpk__: invalid value of SENSE"); |
5240 | 500 |
5237 | 501 if (SENSE >= 0) |
502 sense = 1; | |
503 else | |
504 sense = -1; | |
505 | |
5234 | 506 //-- 9th Input. A structure containing the control parameters. |
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507 octave_scalar_map PARAM = args(8).xscalar_map_value ("__glpk__: invalid value of PARAM"); |
5240 | 508 |
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509 control_params par; |
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510 |
5234 | 511 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
512 //-- Integer parameters | |
513 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ | |
514 | |
515 //-- Level of messages output by the solver | |
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516 par.msglev = 1; |
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517 OCTAVE_GLPK_GET_INT_PARAM ("msglev", par.msglev); |
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518 if (par.msglev < 0 || par.msglev > 3) |
5234 | 519 { |
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520 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)"); |
5240 | 521 return retval; |
522 } | |
5232 | 523 |
5234 | 524 //-- scaling option |
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525 volatile int scale = 16; |
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526 OCTAVE_GLPK_GET_INT_PARAM ("scale", scale); |
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527 if (scale < 0 || scale > 128) |
5234 | 528 { |
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529 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"); |
5240 | 530 return retval; |
5234 | 531 } |
5232 | 532 |
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533 //-- Dual simplex option |
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534 par.dual = 1; |
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535 OCTAVE_GLPK_GET_INT_PARAM ("dual", par.dual); |
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536 if (par.dual < 1 || par.dual > 3) |
5234 | 537 { |
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538 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)"); |
5240 | 539 return retval; |
5234 | 540 } |
5232 | 541 |
5234 | 542 //-- Pricing option |
17180
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543 par.price = 34; |
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|
544 OCTAVE_GLPK_GET_INT_PARAM ("price", par.price); |
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|
545 if (par.price != 17 && par.price != 34) |
5234 | 546 { |
17180
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|
547 error ("__glpk__: PARAM.price must be 17 (textbook pricing) or 34 (steepest edge pricing [default])"); |
5240 | 548 return retval; |
5234 | 549 } |
550 | |
551 //-- Simplex iterations limit | |
17195
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Use std::numeric_limits instead of INT_MAX in __glpk__ (bug #39715).
Rik <rik@octave.org>
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17181
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changeset
|
552 par.itlim = std::numeric_limits<int>::max (); |
17180
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|
553 OCTAVE_GLPK_GET_INT_PARAM ("itlim", par.itlim); |
5234 | 554 |
555 //-- Output frequency, in iterations | |
17180
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556 par.outfrq = 200; |
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557 OCTAVE_GLPK_GET_INT_PARAM ("outfrq", par.outfrq); |
5234 | 558 |
559 //-- Branching heuristic option | |
17180
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560 par.branch = 4; |
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|
561 OCTAVE_GLPK_GET_INT_PARAM ("branch", par.branch); |
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|
562 if (par.branch < 1 || par.branch > 5) |
5234 | 563 { |
17180
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|
564 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)"); |
5240 | 565 return retval; |
566 } | |
5232 | 567 |
5234 | 568 //-- Backtracking heuristic option |
17180
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|
569 par.btrack = 4; |
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|
570 OCTAVE_GLPK_GET_INT_PARAM ("btrack", par.btrack); |
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|
571 if (par.btrack < 1 || par.btrack > 4) |
5234 | 572 { |
17180
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573 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]"); |
5240 | 574 return retval; |
575 } | |
5232 | 576 |
5234 | 577 //-- Presolver option |
17180
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578 par.presol = 1; |
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|
579 OCTAVE_GLPK_GET_INT_PARAM ("presol", par.presol); |
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580 if (par.presol < 0 || par.presol > 1) |
5234 | 581 { |
11553
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Rik <octave@nomad.inbox5.com>
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|
582 error ("__glpk__: PARAM.presol must be 0 (do NOT use LP presolver) or 1 (use LP presolver [default])"); |
5240 | 583 return retval; |
5234 | 584 } |
585 | |
5237 | 586 //-- LPsolver option |
587 volatile int lpsolver = 1; | |
5240 | 588 OCTAVE_GLPK_GET_INT_PARAM ("lpsolver", lpsolver); |
589 if (lpsolver < 1 || lpsolver > 2) | |
5237 | 590 { |
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|
591 error ("__glpk__: PARAM.lpsolver must be 1 (simplex method) or 2 (interior point method)"); |
5240 | 592 return retval; |
5237 | 593 } |
594 | |
17180
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595 //-- Ratio test option |
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596 par.rtest = 34; |
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597 OCTAVE_GLPK_GET_INT_PARAM ("rtest", par.rtest); |
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|
598 if (par.rtest != 17 && par.rtest != 34) |
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|
599 { |
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|
600 error ("__glpk__: PARAM.rtest must be 17 (standard ratio test) or 34 (Harris' two-pass ratio test [default])"); |
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601 return retval; |
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|
602 } |
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|
603 |
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Use std::numeric_limits instead of INT_MAX in __glpk__ (bug #39715).
Rik <rik@octave.org>
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changeset
|
604 par.tmlim = std::numeric_limits<int>::max (); |
17180
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|
605 OCTAVE_GLPK_GET_INT_PARAM ("tmlim", par.tmlim); |
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606 |
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changeset
|
607 par.outdly = 0; |
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changeset
|
608 OCTAVE_GLPK_GET_INT_PARAM ("outdly", par.outdly); |
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changeset
|
609 |
5237 | 610 //-- Save option |
611 volatile int save_pb = 0; | |
5240 | 612 OCTAVE_GLPK_GET_INT_PARAM ("save", save_pb); |
613 save_pb = save_pb != 0; | |
5237 | 614 |
5234 | 615 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
616 //-- Real parameters | |
617 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ | |
618 | |
619 //-- Relative tolerance used to check if the current basic solution | |
620 //-- is primal feasible | |
17180
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|
621 par.tolbnd = 1e-7; |
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|
622 OCTAVE_GLPK_GET_REAL_PARAM ("tolbnd", par.tolbnd); |
5234 | 623 |
624 //-- Absolute tolerance used to check if the current basic solution | |
625 //-- is dual feasible | |
17180
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|
626 par.toldj = 1e-7; |
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|
627 OCTAVE_GLPK_GET_REAL_PARAM ("toldj", par.toldj); |
5232 | 628 |
5234 | 629 //-- 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
|
630 //-- the simplex table in the ratio test |
17180
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|
631 par.tolpiv = 1e-10; |
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changeset
|
632 OCTAVE_GLPK_GET_REAL_PARAM ("tolpiv", par.tolpiv); |
5234 | 633 |
17180
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changeset
|
634 par.objll = -std::numeric_limits<double>::max (); |
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changeset
|
635 OCTAVE_GLPK_GET_REAL_PARAM ("objll", par.objll); |
5232 | 636 |
17180
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changeset
|
637 par.objul = std::numeric_limits<double>::max (); |
54e251e699bb
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diff
changeset
|
638 OCTAVE_GLPK_GET_REAL_PARAM ("objul", par.objul); |
5234 | 639 |
17180
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diff
changeset
|
640 par.tolint = 1e-5; |
54e251e699bb
Use the new GLPK API (bug #39038).
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diff
changeset
|
641 OCTAVE_GLPK_GET_REAL_PARAM ("tolint", par.tolint); |
5234 | 642 |
17180
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changeset
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643 par.tolobj = 1e-7; |
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diff
changeset
|
644 OCTAVE_GLPK_GET_REAL_PARAM ("tolobj", par.tolobj); |
5234 | 645 |
646 //-- 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
|
647 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
|
648 double fmin = octave_NA; |
8068
e3e3d12364b0
make glpk return NA values for unfeasible problems
Jaroslav Hajek <highegg@gmail.com>
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8036
diff
changeset
|
649 ColumnVector lambda (mrowsA, octave_NA); |
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Jaroslav Hajek <highegg@gmail.com>
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changeset
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650 ColumnVector redcosts (mrowsc, octave_NA); |
11048
10c65e01f042
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diff
changeset
|
651 double time; |
19779
166051951878
avoid warning from GCC about variables possibly clobbered by longjmp
John W. Eaton <jwe@octave.org>
parents:
19697
diff
changeset
|
652 int status; |
166051951878
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changeset
|
653 volatile int errnum = 0; |
5232 | 654 |
5234 | 655 int jmpret = setjmp (mark); |
5235 | 656 |
5234 | 657 if (jmpret == 0) |
17180
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diff
changeset
|
658 errnum = glpk (sense, mrowsc, mrowsA, c, nz, rn.fortran_vec (), |
54e251e699bb
Use the new GLPK API (bug #39038).
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parents:
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diff
changeset
|
659 cn.fortran_vec (), a.fortran_vec (), b, ctype, |
54e251e699bb
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diff
changeset
|
660 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
|
661 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
|
662 &par, xmin.fortran_vec (), &fmin, &status, |
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Use GNU style coding conventions for code in libinterp/
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parents:
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diff
changeset
|
663 lambda.fortran_vec (), redcosts.fortran_vec (), &time); |
5232 | 664 |
11048
10c65e01f042
__glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents:
11047
diff
changeset
|
665 octave_scalar_map extra; |
5234 | 666 |
5238 | 667 if (! isMIP) |
668 { | |
11048
10c65e01f042
__glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents:
11047
diff
changeset
|
669 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
|
670 extra.assign ("redcosts", redcosts); |
5238 | 671 } |
672 | |
11048
10c65e01f042
__glpk__.cc: use octave_scalar_map instead of Octave_map
John W. Eaton <jwe@octave.org>
parents:
11047
diff
changeset
|
673 extra.assign ("time", time); |
17180
54e251e699bb
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diff
changeset
|
674 extra.assign ("status", status); |
5232 | 675 |
5234 | 676 retval(3) = extra; |
17180
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diff
changeset
|
677 retval(2) = errnum; |
11048
10c65e01f042
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John W. Eaton <jwe@octave.org>
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diff
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|
678 retval(1) = fmin; |
10c65e01f042
__glpk__.cc: use octave_scalar_map instead of Octave_map
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diff
changeset
|
679 retval(0) = xmin; |
5234 | 680 |
5235 | 681 #else |
682 | |
683 gripe_not_supported ("glpk"); | |
684 | |
685 #endif | |
686 | |
5234 | 687 return retval; |
5232 | 688 } |
12805
3641167e5b75
codesprint: *.cc helper functions do not need tests
Rik <octave@nomad.inbox5.com>
parents:
11586
diff
changeset
|
689 |
3641167e5b75
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parents:
11586
diff
changeset
|
690 /* |
3641167e5b75
codesprint: *.cc helper functions do not need tests
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diff
changeset
|
691 ## No test needed for internal helper function. |
3641167e5b75
codesprint: *.cc helper functions do not need tests
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diff
changeset
|
692 %!assert (1) |
3641167e5b75
codesprint: *.cc helper functions do not need tests
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diff
changeset
|
693 */ |