Mercurial > octave
annotate libinterp/dldfcn/__glpk__.cc @ 21100:e39e05d90788
Switch gripe_XXX to either err_XXX or warn_XXX naming scheme.
* libinterp/corefcn/errwarn.h, libinterp/corefcn/errwarn.cc: New header and .cc
file with common errors and warnings for libinterp.
* libinterp/corefcn/module.mk: Add errwarn.h, errwarn.cc to build system.
* liboctave/util/lo-array-errwarn.h, liboctave/util/lo-array-errwarn.cc: New
header and .cc file with common errors and warnings for liboctave.
* liboctave/util/module.mk: Add lo-array-errwarn.h, lo-array-errwarn.cc to
build system.
* lo-array-gripes.h: #include "lo-array-errwarn.h" for access to class
index_exception. Remove const char *error_id_XXX prototypes.
* lo-array-gripes.cc: Remove const char *error_id_XXX initializations.
Remove index_exception method definitions.
* Cell.cc, __pchip_deriv__.cc, __qp__.cc, balance.cc, betainc.cc, cellfun.cc,
daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc, defaults.cc, det.cc,
dirfns.cc, eig.cc, fft.cc, fft2.cc, fftn.cc, find.cc, gammainc.cc, gcd.cc,
getgrent.cc, getpwent.cc, graphics.in.h, help.cc, hess.cc, hex2num.cc,
input.cc, inv.cc, jit-typeinfo.cc, load-save.cc, lookup.cc, ls-hdf5.cc,
ls-mat-ascii.cc, ls-mat4.cc, ls-mat5.cc, ls-oct-binary.cc, ls-oct-text.cc,
lsode.cc, lu.cc, luinc.cc, max.cc, mgorth.cc, oct-hist.cc, oct-procbuf.cc,
oct-stream.cc, oct.h, pager.cc, pinv.cc, pr-output.cc, quad.cc, qz.cc, rand.cc,
rcond.cc, regexp.cc, schur.cc, sparse-xdiv.cc, sparse-xpow.cc, sparse.cc,
spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc,
sylvester.cc, syscalls.cc, typecast.cc, utils.cc, variables.cc, xdiv.cc,
xnorm.cc, xpow.cc, __eigs__.cc, __glpk__.cc, __magick_read__.cc,
__osmesa_print__.cc, audiodevinfo.cc, audioread.cc, chol.cc, dmperm.cc,
fftw.cc, qr.cc, symbfact.cc, symrcm.cc, ov-base-diag.cc, ov-base-int.cc,
ov-base-mat.cc, ov-base-scalar.cc, ov-base-sparse.cc, ov-base.cc,
ov-bool-mat.cc, ov-bool-sparse.cc, ov-bool.cc, ov-builtin.cc, ov-cell.cc,
ov-ch-mat.cc, ov-class.cc, ov-complex.cc, ov-complex.h, ov-cs-list.cc,
ov-cx-diag.cc, ov-cx-mat.cc, ov-cx-sparse.cc, ov-fcn-handle.cc,
ov-fcn-inline.cc, ov-float.cc, ov-float.h, ov-flt-complex.cc, ov-flt-complex.h,
ov-flt-cx-diag.cc, ov-flt-cx-mat.cc, ov-flt-re-mat.cc, ov-int16.cc,
ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-intx.h, ov-mex-fcn.cc, ov-perm.cc,
ov-range.cc, ov-re-mat.cc, ov-re-sparse.cc, ov-scalar.cc, ov-scalar.h,
ov-str-mat.cc, ov-struct.cc, ov-type-conv.h, ov-uint16.cc, ov-uint32.cc,
ov-uint64.cc, ov-uint8.cc, ov-usr-fcn.cc, ov.cc, op-b-b.cc, op-b-bm.cc,
op-b-sbm.cc, op-bm-b.cc, op-bm-bm.cc, op-bm-sbm.cc, op-cdm-cdm.cc, op-cell.cc,
op-chm.cc, op-class.cc, op-cm-cm.cc, op-cm-cs.cc, op-cm-m.cc, op-cm-s.cc,
op-cm-scm.cc, op-cm-sm.cc, op-cs-cm.cc, op-cs-cs.cc, op-cs-m.cc, op-cs-s.cc,
op-cs-scm.cc, op-cs-sm.cc, op-dm-dm.cc, op-dm-scm.cc, op-dm-sm.cc,
op-dms-template.cc, op-double-conv.cc, op-fcdm-fcdm.cc, op-fcdm-fdm.cc,
op-fcm-fcm.cc, op-fcm-fcs.cc, op-fcm-fm.cc, op-fcm-fs.cc, op-fcn.cc,
op-fcs-fcm.cc, op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc, op-fdm-fdm.cc,
op-float-conv.cc, op-fm-fcm.cc, op-fm-fcs.cc, op-fm-fm.cc, op-fm-fs.cc,
op-fs-fcm.cc, op-fs-fcs.cc, op-fs-fm.cc, op-fs-fs.cc, op-i16-i16.cc,
op-i32-i32.cc, op-i64-i64.cc, op-i8-i8.cc, op-int-concat.cc, op-int-conv.cc,
op-int.h, op-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-s.cc, op-m-scm.cc,
op-m-sm.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc, op-range.cc, op-s-cm.cc,
op-s-cs.cc, op-s-m.cc, op-s-s.cc, op-s-scm.cc, op-s-sm.cc, op-sbm-b.cc,
op-sbm-bm.cc, op-sbm-sbm.cc, op-scm-cm.cc, op-scm-cs.cc, op-scm-m.cc,
op-scm-s.cc, op-scm-scm.cc, op-scm-sm.cc, op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc,
op-sm-s.cc, op-sm-scm.cc, op-sm-sm.cc, op-str-m.cc, op-str-s.cc, op-str-str.cc,
op-struct.cc, op-ui16-ui16.cc, op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.cc,
ops.h, lex.ll, pt-assign.cc, pt-eval.cc, pt-idx.cc, pt-loop.cc, pt-mat.cc,
pt-stmt.cc, Array-util.cc, Array-util.h, Array.cc, CColVector.cc,
CDiagMatrix.cc, CMatrix.cc, CNDArray.cc, CRowVector.cc, CSparse.cc,
DiagArray2.cc, MDiagArray2.cc, MSparse.cc, PermMatrix.cc, Range.cc, Sparse.cc,
dColVector.cc, dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc,
dSparse.cc, fCColVector.cc, fCDiagMatrix.cc, fCMatrix.cc, fCNDArray.cc,
fCRowVector.cc, fColVector.cc, fDiagMatrix.cc, fMatrix.cc, fNDArray.cc,
fRowVector.cc, idx-vector.cc, CmplxGEPBAL.cc, dbleGEPBAL.cc, fCmplxGEPBAL.cc,
floatGEPBAL.cc, Sparse-diag-op-defs.h, Sparse-op-defs.h, Sparse-perm-op-defs.h,
mx-inlines.cc, mx-op-defs.h, oct-binmap.h:
Replace 'include "gripes.h"' with 'include "errwarn.h". Change all gripe_XXX
to err_XXX or warn_XXX or errwarn_XXX.
author | Rik <rik@octave.org> |
---|---|
date | Mon, 18 Jan 2016 18:28:06 -0800 |
parents | 72eefc36c6b7 |
children | fcac5dbbf9ed |
rev | line source |
---|---|
5234 | 1 /* |
2 | |
19697
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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 <ctime> | |
30 | |
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31 #include "lo-ieee.h" |
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32 |
5234 | 33 #include "defun-dld.h" |
34 #include "error.h" | |
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35 #include "errwarn.h" |
5235 | 36 #include "oct-map.h" |
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37 #include "ovl.h" |
5235 | 38 #include "pager.h" |
39 | |
40 #if defined (HAVE_GLPK) | |
5232 | 41 |
6333 | 42 extern "C" |
43 { | |
6804 | 44 #if defined (HAVE_GLPK_GLPK_H) |
45 #include <glpk/glpk.h> | |
46 #else | |
5234 | 47 #include <glpk.h> |
6804 | 48 #endif |
6472 | 49 } |
6333 | 50 |
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51 struct control_params |
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52 { |
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53 int msglev; |
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54 int dual; |
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55 int price; |
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56 int itlim; |
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57 int outfrq; |
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58 int branch; |
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59 int btrack; |
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60 int presol; |
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61 int rtest; |
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62 int tmlim; |
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63 int outdly; |
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64 double tolbnd; |
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65 double toldj; |
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66 double tolpiv; |
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67 double objll; |
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68 double objul; |
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69 double tolint; |
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70 double tolobj; |
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71 }; |
5232 | 72 |
5234 | 73 int |
74 glpk (int sense, int n, int m, double *c, int nz, int *rn, int *cn, | |
75 double *a, double *b, char *ctype, int *freeLB, double *lb, | |
76 int *freeUB, double *ub, int *vartype, int isMIP, int lpsolver, | |
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77 int save_pb, int scale, const control_params *par, |
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78 double *xmin, double *fmin, int *status, |
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79 double *lambda, double *redcosts, double *time) |
5232 | 80 { |
5234 | 81 int typx = 0; |
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82 int errnum = 0; |
5234 | 83 |
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84 clock_t t_start = clock (); |
5234 | 85 |
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86 glp_prob *lp = glp_create_prob (); |
5232 | 87 |
20946 | 88 // Set the sense of optimization |
5234 | 89 if (sense == 1) |
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90 glp_set_obj_dir (lp, GLP_MIN); |
5234 | 91 else |
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92 glp_set_obj_dir (lp, GLP_MAX); |
5234 | 93 |
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94 glp_add_cols (lp, n); |
5234 | 95 for (int i = 0; i < n; i++) |
96 { | |
20946 | 97 // Define type of the structural variables |
5234 | 98 if (! freeLB[i] && ! freeUB[i]) |
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99 { |
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100 if (lb[i] != ub[i]) |
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101 glp_set_col_bnds (lp, i+1, GLP_DB, lb[i], ub[i]); |
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102 else |
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103 glp_set_col_bnds (lp, i+1, GLP_FX, lb[i], ub[i]); |
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104 } |
5234 | 105 else |
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106 { |
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107 if (! freeLB[i] && freeUB[i]) |
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108 glp_set_col_bnds (lp, i+1, GLP_LO, lb[i], ub[i]); |
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109 else |
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110 { |
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111 if (freeLB[i] && ! freeUB[i]) |
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112 glp_set_col_bnds (lp, i+1, GLP_UP, lb[i], ub[i]); |
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113 else |
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114 glp_set_col_bnds (lp, i+1, GLP_FR, lb[i], ub[i]); |
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115 } |
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116 } |
5234 | 117 |
118 // -- Set the objective coefficient of the corresponding | |
5232 | 119 // -- structural variable. No constant term is assumed. |
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120 glp_set_obj_coef(lp,i+1,c[i]); |
5232 | 121 |
5234 | 122 if (isMIP) |
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123 glp_set_col_kind (lp, i+1, vartype[i]); |
5234 | 124 } |
125 | |
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126 glp_add_rows (lp, m); |
5234 | 127 |
128 for (int i = 0; i < m; i++) | |
129 { | |
20946 | 130 // If the i-th row has no lower bound (types F,U), the |
131 // corrispondent parameter will be ignored. If the i-th row has | |
132 // no upper bound (types F,L), the corrispondent parameter will be | |
133 // ignored. If the i-th row is of S type, the i-th LB is used, | |
134 // but the i-th UB is ignored. | |
5234 | 135 |
136 switch (ctype[i]) | |
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137 { |
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138 case 'F': |
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139 typx = GLP_FR; |
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140 break; |
5234 | 141 |
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142 case 'U': |
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143 typx = GLP_UP; |
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144 break; |
5234 | 145 |
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146 case 'L': |
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147 typx = GLP_LO; |
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148 break; |
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150 case 'S': |
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151 typx = GLP_FX; |
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152 break; |
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154 case 'D': |
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155 typx = GLP_DB; |
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156 break; |
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157 } |
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158 |
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159 glp_set_row_bnds (lp, i+1, typx, b[i], b[i]); |
5234 | 160 |
161 } | |
162 | |
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163 glp_load_matrix (lp, nz, rn, cn, a); |
5232 | 164 |
5234 | 165 if (save_pb) |
166 { | |
6484 | 167 static char tmp[] = "outpb.lp"; |
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168 if (glp_write_lp (lp, 0, tmp) != 0) |
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169 error ("__glpk__: unable to write problem"); |
5234 | 170 } |
171 | |
20946 | 172 // scale the problem data |
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173 if (! par->presol || lpsolver != 1) |
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174 glp_scale_prob (lp, scale); |
5234 | 175 |
20946 | 176 // build advanced initial basis (if required) |
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177 if (lpsolver == 1 && ! par->presol) |
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178 glp_adv_basis (lp, 0); |
5232 | 179 |
20946 | 180 // For MIP problems without a presolver, a first pass with glp_simplex |
181 // is required | |
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182 if ((! isMIP && lpsolver == 1) |
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183 || (isMIP && ! par->presol)) |
5234 | 184 { |
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185 glp_smcp smcp; |
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186 glp_init_smcp (&smcp); |
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187 smcp.msg_lev = par->msglev; |
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188 smcp.meth = par->dual; |
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189 smcp.pricing = par->price; |
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190 smcp.r_test = par->rtest; |
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191 smcp.tol_bnd = par->tolbnd; |
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192 smcp.tol_dj = par->toldj; |
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193 smcp.tol_piv = par->tolpiv; |
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194 smcp.obj_ll = par->objll; |
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195 smcp.obj_ul = par->objul; |
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196 smcp.it_lim = par->itlim; |
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197 smcp.tm_lim = par->tmlim; |
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198 smcp.out_frq = par->outfrq; |
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199 smcp.out_dly = par->outdly; |
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200 smcp.presolve = par->presol; |
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201 errnum = glp_simplex (lp, &smcp); |
5234 | 202 } |
203 | |
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204 if (isMIP) |
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205 { |
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206 glp_iocp iocp; |
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207 glp_init_iocp (&iocp); |
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208 iocp.msg_lev = par->msglev; |
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209 iocp.br_tech = par->branch; |
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210 iocp.bt_tech = par->btrack; |
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211 iocp.tol_int = par->tolint; |
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212 iocp.tol_obj = par->tolobj; |
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213 iocp.tm_lim = par->tmlim; |
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214 iocp.out_frq = par->outfrq; |
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215 iocp.out_dly = par->outdly; |
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216 iocp.presolve = par->presol; |
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217 errnum = glp_intopt (lp, &iocp); |
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218 } |
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219 |
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220 if (! isMIP && lpsolver == 2) |
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221 { |
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222 glp_iptcp iptcp; |
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223 glp_init_iptcp (&iptcp); |
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224 iptcp.msg_lev = par->msglev; |
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225 errnum = glp_interior (lp, &iptcp); |
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226 } |
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227 |
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228 if (errnum == 0) |
5234 | 229 { |
230 if (isMIP) | |
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231 { |
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232 *status = glp_mip_status (lp); |
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233 *fmin = glp_mip_obj_val (lp); |
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234 } |
5234 | 235 else |
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236 { |
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237 if (lpsolver == 1) |
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238 { |
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239 *status = glp_get_status (lp); |
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240 *fmin = glp_get_obj_val (lp); |
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241 } |
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242 else |
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243 { |
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244 *status = glp_ipt_status (lp); |
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245 *fmin = glp_ipt_obj_val (lp); |
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246 } |
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247 } |
5232 | 248 |
5234 | 249 if (isMIP) |
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250 { |
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251 for (int i = 0; i < n; i++) |
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252 xmin[i] = glp_mip_col_val (lp, i+1); |
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253 } |
5234 | 254 else |
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255 { |
20946 | 256 // Primal values |
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257 for (int i = 0; i < n; i++) |
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258 { |
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259 if (lpsolver == 1) |
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260 xmin[i] = glp_get_col_prim (lp, i+1); |
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261 else |
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262 xmin[i] = glp_ipt_col_prim (lp, i+1); |
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263 } |
5232 | 264 |
20946 | 265 // Dual values |
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266 for (int i = 0; i < m; i++) |
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267 { |
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268 if (lpsolver == 1) |
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269 lambda[i] = glp_get_row_dual (lp, i+1); |
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270 else |
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271 lambda[i] = glp_ipt_row_dual (lp, i+1); |
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272 } |
5234 | 273 |
20946 | 274 // Reduced costs |
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275 for (int i = 0; i < glp_get_num_cols (lp); i++) |
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276 { |
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277 if (lpsolver == 1) |
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278 redcosts[i] = glp_get_col_dual (lp, i+1); |
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279 else |
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280 redcosts[i] = glp_ipt_col_dual (lp, i+1); |
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281 } |
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282 } |
5234 | 283 |
5241 | 284 *time = (clock () - t_start) / CLOCKS_PER_SEC; |
5234 | 285 } |
286 | |
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287 glp_delete_prob (lp); |
5234 | 288 |
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289 return errnum; |
5232 | 290 } |
291 | |
5235 | 292 #endif |
293 | |
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294 #define OCTAVE_GLPK_GET_REAL_PARAM(NAME, VAL) \ |
5240 | 295 do \ |
296 { \ | |
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297 octave_value tmp = PARAM.getfield (NAME); \ |
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298 \ |
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299 if (tmp.is_defined ()) \ |
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300 { \ |
5240 | 301 if (! tmp.is_empty ()) \ |
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302 VAL = tmp.xscalar_value ("glpk: invalid value in PARAM" NAME); \ |
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303 else \ |
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304 error ("glpk: invalid value in PARAM" NAME); \ |
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305 } \ |
5240 | 306 } \ |
307 while (0) | |
308 | |
309 #define OCTAVE_GLPK_GET_INT_PARAM(NAME, VAL) \ | |
310 do \ | |
311 { \ | |
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312 octave_value tmp = PARAM.getfield (NAME); \ |
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313 \ |
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314 if (tmp.is_defined ()) \ |
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315 { \ |
5240 | 316 if (! tmp.is_empty ()) \ |
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317 VAL = tmp.xint_value ("glpk: invalid value in PARAM" NAME); \ |
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318 else \ |
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319 error ("glpk: invalid value in PARAM" NAME); \ |
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320 } \ |
5240 | 321 } \ |
322 while (0) | |
323 | |
5235 | 324 DEFUN_DLD (__glpk__, args, , |
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325 "-*- texinfo -*-\n\ |
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326 @deftypefn {} {[@var{values}] =} __glpk__ (@var{args})\n\ |
6945 | 327 Undocumented internal function.\n\ |
5245 | 328 @end deftypefn") |
5232 | 329 { |
5235 | 330 #if defined (HAVE_GLPK) |
331 | |
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332 // FIXME: Should we even need checking for an internal function? |
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333 if (args.length () != 9) |
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334 print_usage (); |
5234 | 335 |
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336 // 1nd Input. A column array containing the objective function coefficients. |
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337 int mrowsc = args(0).rows (); |
5234 | 338 |
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339 Matrix C = args(0).xmatrix_value ("__glpk__: invalid value of C"); |
5240 | 340 |
5234 | 341 double *c = C.fortran_vec (); |
5455 | 342 Array<int> rn; |
343 Array<int> cn; | |
344 ColumnVector a; | |
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345 int mrowsA; |
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346 int nz = 0; |
5232 | 347 |
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348 // 2nd Input. A matrix containing the constraints coefficients. |
5234 | 349 // If matrix A is NOT a sparse matrix |
5631 | 350 if (args(1).is_sparse_type ()) |
5455 | 351 { |
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352 SparseMatrix A = args(1).xsparse_matrix_value ("__glpk__: invalid value of A"); |
5234 | 353 |
5455 | 354 mrowsA = A.rows (); |
355 octave_idx_type Anc = A.cols (); | |
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356 octave_idx_type Anz = A.nnz (); |
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357 rn.resize (dim_vector (Anz+1, 1)); |
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358 cn.resize (dim_vector (Anz+1, 1)); |
5455 | 359 a.resize (Anz+1, 0.0); |
360 | |
361 if (Anc != mrowsc) | |
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362 error ("__glpk__: invalid value of A"); |
5455 | 363 |
364 for (octave_idx_type j = 0; j < Anc; j++) | |
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365 for (octave_idx_type i = A.cidx (j); i < A.cidx (j+1); i++) |
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366 { |
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367 nz++; |
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368 rn(nz) = A.ridx (i) + 1; |
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369 cn(nz) = j + 1; |
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370 a(nz) = A.data(i); |
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371 } |
5455 | 372 } |
5631 | 373 else |
374 { | |
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375 Matrix A = args(1).xmatrix_value ("__glpk__: invalid value of A"); |
5631 | 376 |
377 mrowsA = A.rows (); | |
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378 rn.resize (dim_vector (mrowsA*mrowsc+1, 1)); |
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379 cn.resize (dim_vector (mrowsA*mrowsc+1, 1)); |
5631 | 380 a.resize (mrowsA*mrowsc+1, 0.0); |
381 | |
382 for (int i = 0; i < mrowsA; i++) | |
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383 { |
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384 for (int j = 0; j < mrowsc; j++) |
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385 { |
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386 if (A(i,j) != 0) |
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387 { |
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388 nz++; |
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389 rn(nz) = i + 1; |
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390 cn(nz) = j + 1; |
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391 a(nz) = A(i,j); |
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392 } |
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393 } |
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394 } |
5631 | 395 |
396 } | |
5232 | 397 |
20946 | 398 // 3rd Input. A column array containing the right-hand side value |
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399 // for each constraint in the constraint matrix. |
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400 Matrix B = args(2).xmatrix_value ("__glpk__: invalid value of B"); |
5240 | 401 |
5234 | 402 double *b = B.fortran_vec (); |
403 | |
20946 | 404 // 4th Input. An array of length mrowsc containing the lower |
405 // bound on each of the variables. | |
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406 Matrix LB = args(3).xmatrix_value ("__glpk__: invalid value of LB"); |
5240 | 407 |
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408 if (LB.numel () < mrowsc) |
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409 error ("__glpk__: invalid dimensions for LB"); |
5240 | 410 |
5234 | 411 double *lb = LB.fortran_vec (); |
412 | |
20946 | 413 // LB argument, default: Free |
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414 Array<int> freeLB (dim_vector (mrowsc, 1)); |
5234 | 415 for (int i = 0; i < mrowsc; i++) |
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416 { |
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417 if (xisinf (lb[i])) |
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418 { |
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419 freeLB(i) = 1; |
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420 lb[i] = -octave_Inf; |
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421 } |
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422 else |
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423 freeLB(i) = 0; |
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424 } |
5234 | 425 |
20946 | 426 // 5th Input. An array of at least length numcols containing the upper |
427 // bound on each of the variables. | |
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428 Matrix UB = args(4).xmatrix_value ("__glpk__: invalid value of UB"); |
5234 | 429 |
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430 if (UB.numel () < mrowsc) |
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431 error ("__glpk__: invalid dimensions for UB"); |
5240 | 432 |
5234 | 433 double *ub = UB.fortran_vec (); |
5232 | 434 |
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435 Array<int> freeUB (dim_vector (mrowsc, 1)); |
5234 | 436 for (int i = 0; i < mrowsc; i++) |
437 { | |
5455 | 438 if (xisinf (ub[i])) |
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439 { |
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440 freeUB(i) = 1; |
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441 ub[i] = octave_Inf; |
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442 } |
5234 | 443 else |
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444 freeUB(i) = 0; |
5234 | 445 } |
446 | |
20946 | 447 // 6th Input. A column array containing the sense of each constraint |
448 // in the constraint matrix. | |
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449 charMatrix CTYPE = args(5).xchar_matrix_value ("__glpk__: invalid value of CTYPE"); |
5240 | 450 |
5237 | 451 char *ctype = CTYPE.fortran_vec (); |
452 | |
20946 | 453 // 7th Input. A column array containing the types of the variables. |
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454 charMatrix VTYPE = args(6).xchar_matrix_value ("__glpk__: invalid value of VARTYPE"); |
5240 | 455 |
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456 Array<int> vartype (dim_vector (mrowsc, 1)); |
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457 int isMIP = 0; |
5234 | 458 for (int i = 0; i < mrowsc ; i++) |
459 { | |
460 if (VTYPE(i,0) == 'I') | |
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461 { |
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462 isMIP = 1; |
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463 vartype(i) = GLP_IV; |
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464 } |
5234 | 465 else |
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466 vartype(i) = GLP_CV; |
5234 | 467 } |
468 | |
20946 | 469 // 8th Input. Sense of optimization. |
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470 int sense; |
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471 double SENSE = args(7).xscalar_value ("__glpk__: invalid value of SENSE"); |
5240 | 472 |
5237 | 473 if (SENSE >= 0) |
474 sense = 1; | |
475 else | |
476 sense = -1; | |
477 | |
20946 | 478 // 9th Input. A structure containing the control parameters. |
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479 octave_scalar_map PARAM = args(8).xscalar_map_value ("__glpk__: invalid value of PARAM"); |
5240 | 480 |
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481 control_params par; |
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482 |
20946 | 483 // Integer parameters |
5234 | 484 |
20946 | 485 // Level of messages output by the solver |
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486 par.msglev = 1; |
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487 OCTAVE_GLPK_GET_INT_PARAM ("msglev", par.msglev); |
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488 if (par.msglev < 0 || par.msglev > 3) |
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489 error ("__glpk__: PARAM.msglev must be 0 (no output) or 1 (error and warning messages only [default]) or 2 (normal output) or 3 (full output)"); |
5232 | 490 |
20946 | 491 // scaling option |
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492 int scale = 16; |
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493 OCTAVE_GLPK_GET_INT_PARAM ("scale", scale); |
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494 if (scale < 0 || scale > 128) |
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495 error ("__glpk__: PARAM.scale must either be 128 (automatic selection of scaling options), or a bitwise or of: 1 (geometric mean scaling), 16 (equilibration scaling), 32 (round scale factors to power of two), 64 (skip if problem is well scaled"); |
5232 | 496 |
20946 | 497 // Dual simplex option |
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498 par.dual = 1; |
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499 OCTAVE_GLPK_GET_INT_PARAM ("dual", par.dual); |
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500 if (par.dual < 1 || par.dual > 3) |
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501 error ("__glpk__: PARAM.dual must be 1 (use two-phase primal simplex [default]) or 2 (use two-phase dual simplex) or 3 (use two-phase dual simplex, and if it fails, switch to the primal simplex)"); |
5232 | 502 |
20946 | 503 // Pricing option |
17180
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504 par.price = 34; |
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505 OCTAVE_GLPK_GET_INT_PARAM ("price", par.price); |
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506 if (par.price != 17 && par.price != 34) |
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507 error ("__glpk__: PARAM.price must be 17 (textbook pricing) or 34 (steepest edge pricing [default])"); |
5234 | 508 |
20946 | 509 // Simplex iterations limit |
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510 par.itlim = std::numeric_limits<int>::max (); |
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511 OCTAVE_GLPK_GET_INT_PARAM ("itlim", par.itlim); |
5234 | 512 |
20946 | 513 // Output frequency, in iterations |
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514 par.outfrq = 200; |
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515 OCTAVE_GLPK_GET_INT_PARAM ("outfrq", par.outfrq); |
5234 | 516 |
20946 | 517 // Branching heuristic option |
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518 par.branch = 4; |
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519 OCTAVE_GLPK_GET_INT_PARAM ("branch", par.branch); |
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520 if (par.branch < 1 || par.branch > 5) |
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521 error ("__glpk__: PARAM.branch must be 1 (first fractional variable) or 2 (last fractional variable) or 3 (most fractional variable) or 4 (heuristic by Driebeck and Tomlin [default]) or 5 (hybrid pseudocost heuristic)"); |
5232 | 522 |
20946 | 523 // Backtracking heuristic option |
17180
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524 par.btrack = 4; |
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525 OCTAVE_GLPK_GET_INT_PARAM ("btrack", par.btrack); |
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526 if (par.btrack < 1 || par.btrack > 4) |
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527 error ("__glpk__: PARAM.btrack must be 1 (depth first search) or 2 (breadth first search) or 3 (best local bound) or 4 (best projection heuristic [default]"); |
5232 | 528 |
20946 | 529 // Presolver option |
17180
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530 par.presol = 1; |
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531 OCTAVE_GLPK_GET_INT_PARAM ("presol", par.presol); |
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532 if (par.presol < 0 || par.presol > 1) |
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533 error ("__glpk__: PARAM.presol must be 0 (do NOT use LP presolver) or 1 (use LP presolver [default])"); |
5234 | 534 |
20946 | 535 // LPsolver option |
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536 int lpsolver = 1; |
5240 | 537 OCTAVE_GLPK_GET_INT_PARAM ("lpsolver", lpsolver); |
538 if (lpsolver < 1 || lpsolver > 2) | |
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539 error ("__glpk__: PARAM.lpsolver must be 1 (simplex method) or 2 (interior point method)"); |
5237 | 540 |
20946 | 541 // Ratio test option |
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542 par.rtest = 34; |
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|
543 OCTAVE_GLPK_GET_INT_PARAM ("rtest", par.rtest); |
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544 if (par.rtest != 17 && par.rtest != 34) |
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545 error ("__glpk__: PARAM.rtest must be 17 (standard ratio test) or 34 (Harris' two-pass ratio test [default])"); |
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546 |
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547 par.tmlim = std::numeric_limits<int>::max (); |
17180
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548 OCTAVE_GLPK_GET_INT_PARAM ("tmlim", par.tmlim); |
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549 |
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550 par.outdly = 0; |
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551 OCTAVE_GLPK_GET_INT_PARAM ("outdly", par.outdly); |
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552 |
20946 | 553 // Save option |
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554 int save_pb = 0; |
5240 | 555 OCTAVE_GLPK_GET_INT_PARAM ("save", save_pb); |
556 save_pb = save_pb != 0; | |
5237 | 557 |
20946 | 558 // Real parameters |
5234 | 559 |
20946 | 560 // Relative tolerance used to check if the current basic solution |
561 // is primal feasible | |
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562 par.tolbnd = 1e-7; |
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563 OCTAVE_GLPK_GET_REAL_PARAM ("tolbnd", par.tolbnd); |
5234 | 564 |
20946 | 565 // Absolute tolerance used to check if the current basic solution |
566 // is dual feasible | |
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567 par.toldj = 1e-7; |
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568 OCTAVE_GLPK_GET_REAL_PARAM ("toldj", par.toldj); |
5232 | 569 |
20946 | 570 // Relative tolerance used to choose eligible pivotal elements of |
571 // the simplex table in the ratio test | |
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572 par.tolpiv = 1e-10; |
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573 OCTAVE_GLPK_GET_REAL_PARAM ("tolpiv", par.tolpiv); |
5234 | 574 |
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575 par.objll = -std::numeric_limits<double>::max (); |
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576 OCTAVE_GLPK_GET_REAL_PARAM ("objll", par.objll); |
5232 | 577 |
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578 par.objul = std::numeric_limits<double>::max (); |
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579 OCTAVE_GLPK_GET_REAL_PARAM ("objul", par.objul); |
5234 | 580 |
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|
581 par.tolint = 1e-5; |
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changeset
|
582 OCTAVE_GLPK_GET_REAL_PARAM ("tolint", par.tolint); |
5234 | 583 |
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|
584 par.tolobj = 1e-7; |
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|
585 OCTAVE_GLPK_GET_REAL_PARAM ("tolobj", par.tolobj); |
5234 | 586 |
20946 | 587 // Assign pointers to the output parameters |
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|
588 ColumnVector xmin (mrowsc, octave_NA); |
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|
589 double fmin = octave_NA; |
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changeset
|
590 ColumnVector lambda (mrowsA, octave_NA); |
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changeset
|
591 ColumnVector redcosts (mrowsc, octave_NA); |
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changeset
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592 double time; |
19779
166051951878
avoid warning from GCC about variables possibly clobbered by longjmp
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diff
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|
593 int status; |
5232 | 594 |
21090
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595 int errnum = glpk (sense, mrowsc, mrowsA, c, nz, rn.fortran_vec (), |
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596 cn.fortran_vec (), a.fortran_vec (), b, ctype, |
21091
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diff
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|
597 freeLB.fortran_vec (), lb, freeUB.fortran_vec (), |
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598 ub, vartype.fortran_vec (), isMIP, lpsolver, |
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599 save_pb, scale, &par, xmin.fortran_vec (), &fmin, |
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600 &status, lambda.fortran_vec (), |
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|
601 redcosts.fortran_vec (), &time); |
5232 | 602 |
11048
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changeset
|
603 octave_scalar_map extra; |
5234 | 604 |
5238 | 605 if (! isMIP) |
606 { | |
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|
607 extra.assign ("lambda", lambda); |
10c65e01f042
__glpk__.cc: use octave_scalar_map instead of Octave_map
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changeset
|
608 extra.assign ("redcosts", redcosts); |
5238 | 609 } |
610 | |
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diff
changeset
|
611 extra.assign ("time", time); |
17180
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|
612 extra.assign ("status", status); |
5232 | 613 |
20939
b17fda023ca6
maint: Use new C++ archetype in more files.
Rik <rik@octave.org>
parents:
20867
diff
changeset
|
614 return ovl (xmin, fmin, errnum, extra); |
5234 | 615 |
5235 | 616 #else |
21100
e39e05d90788
Switch gripe_XXX to either err_XXX or warn_XXX naming scheme.
Rik <rik@octave.org>
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21091
diff
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|
617 err_disabled_feature ("glpk", "GNU Linear Programming Kit"); |
5235 | 618 #endif |
5232 | 619 } |
12805
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|
620 |
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|
621 /* |
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|
622 ## No test needed for internal helper function. |
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|
623 %!assert (1) |
3641167e5b75
codesprint: *.cc helper functions do not need tests
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624 */ |