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annotate src/DLD-FUNCTIONS/__glpk__.cc @ 8920:eb63fbe60fab
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| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Sat, 07 Mar 2009 10:41:27 -0500 |
| parents | aaccb1362347 |
| children | 0631d397fbe0 |
| rev | line source |
|---|---|
| 5234 | 1 /* |
| 2 | |
| 8920 | 3 Copyright (C) 2005, 2006, 2007, 2008 Nicolo' Giorgetti |
| 5234 | 4 |
| 5 This file is part of Octave. | |
| 6 | |
| 7 Octave is free software; you can redistribute it and/or modify it | |
| 8 under the terms of the GNU General Public License as published by the | |
| 7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
| 10 option) any later version. | |
| 5234 | 11 |
| 12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
| 13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
| 14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
| 15 for more details. | |
| 16 | |
| 17 You should have received a copy of the GNU General Public License | |
| 7016 | 18 along with Octave; see the file COPYING. If not, see |
| 19 <http://www.gnu.org/licenses/>. | |
| 5234 | 20 |
| 21 */ | |
| 22 | |
| 23 #ifdef HAVE_CONFIG_H | |
| 24 #include <config.h> | |
| 25 #endif | |
| 5232 | 26 |
| 27 #include <cfloat> | |
| 28 #include <csetjmp> | |
| 29 #include <ctime> | |
| 30 | |
| 5234 | 31 #include "defun-dld.h" |
| 32 #include "error.h" | |
| 5235 | 33 #include "gripes.h" |
| 34 #include "oct-map.h" | |
| 5234 | 35 #include "oct-obj.h" |
| 5235 | 36 #include "pager.h" |
| 37 | |
| 38 #if defined (HAVE_GLPK) | |
| 5232 | 39 |
| 6333 | 40 extern "C" |
| 41 { | |
| 6804 | 42 #if defined (HAVE_GLPK_GLPK_H) |
| 43 #include <glpk/glpk.h> | |
| 44 #else | |
| 5234 | 45 #include <glpk.h> |
| 6804 | 46 #endif |
| 6333 | 47 |
| 8275 | 48 #if 0 |
| 6381 | 49 #ifdef GLPK_PRE_4_14 |
| 6333 | 50 |
| 6287 | 51 #ifndef _GLPLIB_H |
| 52 #include <glplib.h> | |
| 53 #endif | |
| 54 #ifndef lib_set_fault_hook | |
| 55 #define lib_set_fault_hook lib_fault_hook | |
| 56 #endif | |
| 57 #ifndef lib_set_print_hook | |
| 58 #define lib_set_print_hook lib_print_hook | |
| 59 #endif | |
| 5232 | 60 |
| 6333 | 61 #else |
| 62 | |
| 63 void _glp_lib_print_hook (int (*func)(void *info, char *buf), void *info); | |
| 64 void _glp_lib_fault_hook (int (*func)(void *info, char *buf), void *info); | |
| 65 | |
| 66 #endif | |
| 8275 | 67 #endif |
| 6472 | 68 } |
| 6333 | 69 |
| 5232 | 70 #define NIntP 17 |
| 71 #define NRealP 10 | |
| 72 | |
| 5234 | 73 int lpxIntParam[NIntP] = { |
| 5240 | 74 0, |
| 5234 | 75 1, |
| 76 0, | |
| 77 1, | |
| 78 0, | |
| 79 -1, | |
| 80 0, | |
| 81 200, | |
| 82 1, | |
| 83 2, | |
| 84 0, | |
| 85 1, | |
| 86 0, | |
| 87 0, | |
| 88 2, | |
| 89 2, | |
| 90 1 | |
| 5232 | 91 }; |
| 92 | |
| 5234 | 93 int IParam[NIntP] = { |
| 94 LPX_K_MSGLEV, | |
| 95 LPX_K_SCALE, | |
| 96 LPX_K_DUAL, | |
| 97 LPX_K_PRICE, | |
| 98 LPX_K_ROUND, | |
| 99 LPX_K_ITLIM, | |
| 100 LPX_K_ITCNT, | |
| 101 LPX_K_OUTFRQ, | |
| 102 LPX_K_MPSINFO, | |
| 103 LPX_K_MPSOBJ, | |
| 104 LPX_K_MPSORIG, | |
| 105 LPX_K_MPSWIDE, | |
| 106 LPX_K_MPSFREE, | |
| 107 LPX_K_MPSSKIP, | |
| 108 LPX_K_BRANCH, | |
| 109 LPX_K_BTRACK, | |
| 110 LPX_K_PRESOL | |
| 5232 | 111 }; |
| 112 | |
| 113 | |
| 5234 | 114 double lpxRealParam[NRealP] = { |
| 115 0.07, | |
| 116 1e-7, | |
| 117 1e-7, | |
| 118 1e-9, | |
| 119 -DBL_MAX, | |
| 120 DBL_MAX, | |
| 121 -1.0, | |
| 122 0.0, | |
| 123 1e-6, | |
| 124 1e-7 | |
| 5232 | 125 }; |
| 126 | |
| 5234 | 127 int RParam[NRealP] = { |
| 128 LPX_K_RELAX, | |
| 129 LPX_K_TOLBND, | |
| 130 LPX_K_TOLDJ, | |
| 131 LPX_K_TOLPIV, | |
| 132 LPX_K_OBJLL, | |
| 133 LPX_K_OBJUL, | |
| 134 LPX_K_TMLIM, | |
| 135 LPX_K_OUTDLY, | |
| 136 LPX_K_TOLINT, | |
| 137 LPX_K_TOLOBJ | |
| 5232 | 138 }; |
| 139 | |
| 5241 | 140 static jmp_buf mark; //-- Address for long jump to jump to |
| 5232 | 141 |
| 8275 | 142 #if 0 |
| 5234 | 143 int |
| 5235 | 144 glpk_fault_hook (void * /* info */, char *msg) |
| 5234 | 145 { |
| 5240 | 146 error ("CRITICAL ERROR in GLPK: %s", msg); |
| 5234 | 147 longjmp (mark, -1); |
| 5232 | 148 } |
| 149 | |
| 5234 | 150 int |
| 5235 | 151 glpk_print_hook (void * /* info */, char *msg) |
| 5232 | 152 { |
| 5241 | 153 message (0, "%s", msg); |
| 5234 | 154 return 1; |
| 5232 | 155 } |
| 8275 | 156 #endif |
| 5232 | 157 |
| 5234 | 158 int |
| 159 glpk (int sense, int n, int m, double *c, int nz, int *rn, int *cn, | |
| 160 double *a, double *b, char *ctype, int *freeLB, double *lb, | |
| 161 int *freeUB, double *ub, int *vartype, int isMIP, int lpsolver, | |
| 162 int save_pb, double *xmin, double *fmin, double *status, | |
| 163 double *lambda, double *redcosts, double *time, double *mem) | |
| 5232 | 164 { |
| 5240 | 165 int errnum; |
| 5234 | 166 int typx = 0; |
| 167 int method; | |
| 168 | |
| 169 clock_t t_start = clock(); | |
| 170 | |
| 8275 | 171 #if 0 |
| 6381 | 172 #ifdef GLPK_PRE_4_14 |
| 6333 | 173 lib_set_fault_hook (0, glpk_fault_hook); |
| 174 #else | |
| 175 _glp_lib_fault_hook (glpk_fault_hook, 0); | |
| 176 #endif | |
| 5232 | 177 |
| 5234 | 178 if (lpxIntParam[0] > 1) |
| 6381 | 179 #ifdef GLPK_PRE_4_14 |
| 6333 | 180 lib_set_print_hook (0, glpk_print_hook); |
| 181 #else | |
| 182 _glp_lib_print_hook (glpk_print_hook, 0); | |
| 183 #endif | |
| 8275 | 184 #endif |
| 5234 | 185 |
| 186 LPX *lp = lpx_create_prob (); | |
| 187 | |
| 5232 | 188 |
| 5234 | 189 //-- Set the sense of optimization |
| 190 if (sense == 1) | |
| 191 lpx_set_obj_dir (lp, LPX_MIN); | |
| 192 else | |
| 193 lpx_set_obj_dir (lp, LPX_MAX); | |
| 194 | |
| 195 //-- If the problem has integer structural variables switch to MIP | |
| 196 if (isMIP) | |
| 197 lpx_set_class (lp, LPX_MIP); | |
| 5232 | 198 |
| 5234 | 199 lpx_add_cols (lp, n); |
| 200 for (int i = 0; i < n; i++) | |
| 201 { | |
| 5232 | 202 //-- Define type of the structural variables |
| 5234 | 203 if (! freeLB[i] && ! freeUB[i]) |
| 6898 | 204 { |
| 205 if (lb[i] != ub[i]) | |
| 206 lpx_set_col_bnds (lp, i+1, LPX_DB, lb[i], ub[i]); | |
| 207 else | |
| 208 lpx_set_col_bnds (lp, i+1, LPX_FX, lb[i], ub[i]); | |
| 209 } | |
| 5234 | 210 else |
| 211 { | |
| 212 if (! freeLB[i] && freeUB[i]) | |
| 213 lpx_set_col_bnds (lp, i+1, LPX_LO, lb[i], ub[i]); | |
| 214 else | |
| 215 { | |
| 216 if (freeLB[i] && ! freeUB[i]) | |
| 217 lpx_set_col_bnds (lp, i+1, LPX_UP, lb[i], ub[i]); | |
| 218 else | |
| 219 lpx_set_col_bnds (lp, i+1, LPX_FR, lb[i], ub[i]); | |
| 220 } | |
| 221 } | |
| 222 | |
| 223 // -- Set the objective coefficient of the corresponding | |
| 5232 | 224 // -- structural variable. No constant term is assumed. |
| 5234 | 225 lpx_set_obj_coef(lp,i+1,c[i]); |
| 5232 | 226 |
| 5234 | 227 if (isMIP) |
| 228 lpx_set_col_kind (lp, i+1, vartype[i]); | |
| 229 } | |
| 230 | |
| 231 lpx_add_rows (lp, m); | |
| 232 | |
| 233 for (int i = 0; i < m; i++) | |
| 234 { | |
| 5232 | 235 /* If the i-th row has no lower bound (types F,U), the |
| 236 corrispondent parameter will be ignored. | |
| 237 If the i-th row has no upper bound (types F,L), the corrispondent | |
| 238 parameter will be ignored. | |
| 239 If the i-th row is of S type, the i-th LB is used, but | |
| 240 the i-th UB is ignored. | |
| 241 */ | |
| 5234 | 242 |
| 243 switch (ctype[i]) | |
| 244 { | |
| 245 case 'F': | |
| 246 typx = LPX_FR; | |
| 247 break; | |
| 248 | |
| 249 case 'U': | |
| 250 typx = LPX_UP; | |
| 251 break; | |
| 252 | |
| 253 case 'L': | |
| 254 typx = LPX_LO; | |
| 255 break; | |
| 5232 | 256 |
| 5234 | 257 case 'S': |
| 258 typx = LPX_FX; | |
| 259 break; | |
| 5232 | 260 |
| 5234 | 261 case 'D': |
| 262 typx = LPX_DB; | |
| 263 break; | |
| 264 } | |
| 265 | |
| 266 lpx_set_row_bnds (lp, i+1, typx, b[i], b[i]); | |
| 267 | |
| 268 } | |
| 269 | |
| 270 lpx_load_matrix (lp, nz, rn, cn, a); | |
| 5232 | 271 |
| 5234 | 272 if (save_pb) |
| 273 { | |
| 6484 | 274 static char tmp[] = "outpb.lp"; |
| 275 if (lpx_write_cpxlp (lp, tmp) != 0) | |
| 5234 | 276 { |
| 5240 | 277 error ("__glpk__: unable to write problem"); |
| 5234 | 278 longjmp (mark, -1); |
| 279 } | |
| 280 } | |
| 281 | |
| 282 //-- scale the problem data (if required) | |
| 283 //-- if (scale && (!presol || method == 1)) lpx_scale_prob(lp); | |
| 284 //-- LPX_K_SCALE=IParam[1] LPX_K_PRESOL=IParam[16] | |
| 285 if (lpxIntParam[1] && (! lpxIntParam[16] || lpsolver != 1)) | |
| 286 lpx_scale_prob (lp); | |
| 287 | |
| 288 //-- build advanced initial basis (if required) | |
| 289 if (lpsolver == 1 && ! lpxIntParam[16]) | |
| 290 lpx_adv_basis (lp); | |
| 291 | |
| 292 for(int i = 0; i < NIntP; i++) | |
| 293 lpx_set_int_parm (lp, IParam[i], lpxIntParam[i]); | |
| 5232 | 294 |
| 5234 | 295 for (int i = 0; i < NRealP; i++) |
| 296 lpx_set_real_parm (lp, RParam[i], lpxRealParam[i]); | |
| 297 | |
| 298 if (lpsolver == 1) | |
| 299 method = 'S'; | |
| 300 else | |
| 301 method = 'T'; | |
| 5232 | 302 |
| 5234 | 303 switch (method) |
| 304 { | |
| 305 case 'S': | |
| 306 { | |
| 307 if (isMIP) | |
| 308 { | |
| 309 method = 'I'; | |
| 5240 | 310 errnum = lpx_simplex (lp); |
| 311 errnum = lpx_integer (lp); | |
| 5234 | 312 } |
| 313 else | |
| 5240 | 314 errnum = lpx_simplex(lp); |
| 5234 | 315 } |
| 5232 | 316 break; |
| 5234 | 317 |
| 318 case 'T': | |
| 5240 | 319 errnum = lpx_interior(lp); |
| 5234 | 320 break; |
| 321 | |
| 322 default: | |
| 8275 | 323 break; |
| 324 #if 0 | |
| 6381 | 325 #ifdef GLPK_PRE_4_14 |
| 5234 | 326 insist (method != method); |
| 6333 | 327 #else |
| 6484 | 328 static char tmp[] = "method != method"; |
| 329 glpk_fault_hook (0, tmp); | |
| 6333 | 330 #endif |
| 8275 | 331 #endif |
| 5234 | 332 } |
| 333 | |
| 5240 | 334 /* errnum assumes the following results: |
| 335 errnum = 0 <=> No errors | |
| 336 errnum = 1 <=> Iteration limit exceeded. | |
| 337 errnum = 2 <=> Numerical problems with basis matrix. | |
| 5234 | 338 */ |
| 5240 | 339 if (errnum == LPX_E_OK) |
| 5234 | 340 { |
| 341 if (isMIP) | |
| 342 { | |
| 5241 | 343 *status = lpx_mip_status (lp); |
| 5234 | 344 *fmin = lpx_mip_obj_val (lp); |
| 345 } | |
| 346 else | |
| 347 { | |
| 348 if (lpsolver == 1) | |
| 349 { | |
| 5241 | 350 *status = lpx_get_status (lp); |
| 5234 | 351 *fmin = lpx_get_obj_val (lp); |
| 352 } | |
| 353 else | |
| 354 { | |
| 5241 | 355 *status = lpx_ipt_status (lp); |
| 5234 | 356 *fmin = lpx_ipt_obj_val (lp); |
| 357 } | |
| 358 } | |
| 5232 | 359 |
| 5234 | 360 if (isMIP) |
| 361 { | |
| 362 for (int i = 0; i < n; i++) | |
| 363 xmin[i] = lpx_mip_col_val (lp, i+1); | |
| 364 } | |
| 365 else | |
| 366 { | |
| 367 /* Primal values */ | |
| 368 for (int i = 0; i < n; i++) | |
| 369 { | |
| 370 if (lpsolver == 1) | |
| 371 xmin[i] = lpx_get_col_prim (lp, i+1); | |
| 372 else | |
| 373 xmin[i] = lpx_ipt_col_prim (lp, i+1); | |
| 374 } | |
| 5232 | 375 |
| 5234 | 376 /* Dual values */ |
| 377 for (int i = 0; i < m; i++) | |
| 378 { | |
| 379 if (lpsolver == 1) | |
| 380 lambda[i] = lpx_get_row_dual (lp, i+1); | |
| 381 else | |
| 382 lambda[i] = lpx_ipt_row_dual (lp, i+1); | |
| 383 } | |
| 384 | |
| 385 /* Reduced costs */ | |
| 386 for (int i = 0; i < lpx_get_num_cols (lp); i++) | |
| 387 { | |
| 388 if (lpsolver == 1) | |
| 389 redcosts[i] = lpx_get_col_dual (lp, i+1); | |
| 390 else | |
| 391 redcosts[i] = lpx_ipt_col_dual (lp, i+1); | |
| 392 } | |
| 393 } | |
| 394 | |
| 5241 | 395 *time = (clock () - t_start) / CLOCKS_PER_SEC; |
| 6333 | 396 |
| 6381 | 397 #ifdef GLPK_PRE_4_14 |
| 5241 | 398 *mem = (lib_env_ptr () -> mem_tpeak); |
| 6333 | 399 #else |
| 400 *mem = 0; | |
| 401 #endif | |
| 5234 | 402 |
| 403 lpx_delete_prob (lp); | |
| 404 return 0; | |
| 405 } | |
| 406 | |
| 407 lpx_delete_prob (lp); | |
| 408 | |
| 5241 | 409 *status = errnum; |
| 5234 | 410 |
| 5240 | 411 return errnum; |
| 5232 | 412 } |
| 413 | |
| 5235 | 414 #endif |
| 415 | |
| 5240 | 416 #define OCTAVE_GLPK_GET_REAL_PARAM(NAME, IDX) \ |
| 417 do \ | |
| 418 { \ | |
| 419 if (PARAM.contains (NAME)) \ | |
| 420 { \ | |
| 421 Cell tmp = PARAM.contents (NAME); \ | |
| 422 \ | |
| 423 if (! tmp.is_empty ()) \ | |
| 424 { \ | |
| 425 lpxRealParam[IDX] = tmp(0).scalar_value (); \ | |
| 426 \ | |
| 427 if (error_state) \ | |
| 428 { \ | |
| 429 error ("glpk: invalid value in param." NAME); \ | |
| 430 return retval; \ | |
| 431 } \ | |
| 432 } \ | |
| 433 else \ | |
| 434 { \ | |
| 435 error ("glpk: invalid value in param." NAME); \ | |
| 436 return retval; \ | |
| 437 } \ | |
| 438 } \ | |
| 439 } \ | |
| 440 while (0) | |
| 441 | |
| 442 #define OCTAVE_GLPK_GET_INT_PARAM(NAME, VAL) \ | |
| 443 do \ | |
| 444 { \ | |
| 445 if (PARAM.contains (NAME)) \ | |
| 446 { \ | |
| 447 Cell tmp = PARAM.contents (NAME); \ | |
| 448 \ | |
| 449 if (! tmp.is_empty ()) \ | |
| 450 { \ | |
| 451 VAL = tmp(0).int_value (); \ | |
| 452 \ | |
| 453 if (error_state) \ | |
| 454 { \ | |
| 455 error ("glpk: invalid value in param." NAME); \ | |
| 456 return retval; \ | |
| 457 } \ | |
| 458 } \ | |
| 459 else \ | |
| 460 { \ | |
| 461 error ("glpk: invalid value in param." NAME); \ | |
| 462 return retval; \ | |
| 463 } \ | |
| 464 } \ | |
| 465 } \ | |
| 466 while (0) | |
| 467 | |
| 5235 | 468 DEFUN_DLD (__glpk__, args, , |
| 5245 | 469 "-*- texinfo -*-\n\ |
| 470 @deftypefn {Loadable Function} {[@var{values}] =} __glpk__ (@var{args})\n\ | |
| 6945 | 471 Undocumented internal function.\n\ |
| 5245 | 472 @end deftypefn") |
| 5232 | 473 { |
| 5234 | 474 // The list of values to return. See the declaration in oct-obj.h |
| 475 octave_value_list retval; | |
| 5232 | 476 |
| 5235 | 477 #if defined (HAVE_GLPK) |
| 478 | |
| 5234 | 479 int nrhs = args.length (); |
| 480 | |
| 5240 | 481 if (nrhs != 9) |
| 5234 | 482 { |
| 5823 | 483 print_usage (); |
| 5232 | 484 return retval; |
| 5234 | 485 } |
| 486 | |
| 5237 | 487 //-- 1nd Input. A column array containing the objective function |
| 488 //-- coefficients. | |
| 5880 | 489 volatile int mrowsc = args(0).rows(); |
| 5234 | 490 |
| 5237 | 491 Matrix C (args(0).matrix_value ()); |
| 5240 | 492 |
| 493 if (error_state) | |
| 494 { | |
| 495 error ("__glpk__: invalid value of C"); | |
| 496 return retval; | |
| 497 } | |
| 498 | |
| 5234 | 499 double *c = C.fortran_vec (); |
| 5455 | 500 Array<int> rn; |
| 501 Array<int> cn; | |
| 502 ColumnVector a; | |
| 5515 | 503 volatile int mrowsA; |
| 5455 | 504 volatile int nz = 0; |
| 5232 | 505 |
| 5237 | 506 //-- 2nd Input. A matrix containing the constraints coefficients. |
| 5234 | 507 // If matrix A is NOT a sparse matrix |
| 5631 | 508 if (args(1).is_sparse_type ()) |
| 5455 | 509 { |
| 5603 | 510 SparseMatrix A = args(1).sparse_matrix_value (); // get the sparse matrix |
| 5455 | 511 |
| 512 if (error_state) | |
| 513 { | |
| 514 error ("__glpk__: invalid value of A"); | |
| 515 return retval; | |
| 516 } | |
| 5234 | 517 |
| 5455 | 518 mrowsA = A.rows (); |
| 519 octave_idx_type Anc = A.cols (); | |
| 5604 | 520 octave_idx_type Anz = A.nzmax (); |
| 5455 | 521 rn.resize (Anz+1); |
| 522 cn.resize (Anz+1); | |
| 523 a.resize (Anz+1, 0.0); | |
| 524 | |
| 525 if (Anc != mrowsc) | |
| 526 { | |
| 527 error ("__glpk__: invalid value of A"); | |
| 528 return retval; | |
| 529 } | |
| 530 | |
| 531 for (octave_idx_type j = 0; j < Anc; j++) | |
| 532 for (octave_idx_type i = A.cidx(j); i < A.cidx(j+1); i++) | |
| 533 { | |
| 534 nz++; | |
| 535 rn(nz) = A.ridx(i) + 1; | |
| 536 cn(nz) = j + 1; | |
| 5603 | 537 a(nz) = A.data(i); |
| 5455 | 538 } |
| 539 } | |
| 5631 | 540 else |
| 541 { | |
| 542 Matrix A (args(1).matrix_value ()); // get the matrix | |
| 543 | |
| 544 if (error_state) | |
| 545 { | |
| 546 error ("__glpk__: invalid value of A"); | |
| 547 return retval; | |
| 548 } | |
| 549 | |
| 550 mrowsA = A.rows (); | |
| 551 rn.resize (mrowsA*mrowsc+1); | |
| 552 cn.resize (mrowsA*mrowsc+1); | |
| 553 a.resize (mrowsA*mrowsc+1, 0.0); | |
| 554 | |
| 555 for (int i = 0; i < mrowsA; i++) | |
| 556 { | |
| 557 for (int j = 0; j < mrowsc; j++) | |
| 558 { | |
| 559 if (A(i,j) != 0) | |
| 560 { | |
| 561 nz++; | |
| 562 rn(nz) = i + 1; | |
| 563 cn(nz) = j + 1; | |
| 564 a(nz) = A(i,j); | |
| 565 } | |
| 566 } | |
| 567 } | |
| 568 | |
| 569 } | |
| 5232 | 570 |
| 5237 | 571 //-- 3rd Input. A column array containing the right-hand side value |
| 5234 | 572 // for each constraint in the constraint matrix. |
| 5237 | 573 Matrix B (args(2).matrix_value ()); |
| 5240 | 574 |
| 575 if (error_state) | |
| 576 { | |
| 577 error ("__glpk__: invalid value of b"); | |
| 578 return retval; | |
| 579 } | |
| 580 | |
| 5234 | 581 double *b = B.fortran_vec (); |
| 582 | |
| 5237 | 583 //-- 4th Input. An array of length mrowsc containing the lower |
| 5234 | 584 //-- bound on each of the variables. |
| 5237 | 585 Matrix LB (args(3).matrix_value ()); |
| 5240 | 586 |
|
8036
854683691d7a
fix invalid memory read in glpk
Jaroslav Hajek <highegg@gmail.com>
parents:
7017
diff
changeset
|
587 if (error_state || LB.length () < mrowsc) |
| 5240 | 588 { |
| 589 error ("__glpk__: invalid value of lb"); | |
| 590 return retval; | |
| 591 } | |
| 592 | |
| 5234 | 593 double *lb = LB.fortran_vec (); |
| 594 | |
| 595 //-- LB argument, default: Free | |
| 596 Array<int> freeLB (mrowsc); | |
| 597 for (int i = 0; i < mrowsc; i++) | |
| 598 { | |
| 5455 | 599 if (xisinf (lb[i])) |
| 5234 | 600 { |
| 601 freeLB(i) = 1; | |
| 602 lb[i] = -octave_Inf; | |
| 603 } | |
| 604 else | |
| 605 freeLB(i) = 0; | |
| 606 } | |
| 607 | |
| 5237 | 608 //-- 5th Input. An array of at least length numcols containing the upper |
| 5234 | 609 //-- bound on each of the variables. |
| 5237 | 610 Matrix UB (args(4).matrix_value ()); |
| 5234 | 611 |
|
8036
854683691d7a
fix invalid memory read in glpk
Jaroslav Hajek <highegg@gmail.com>
parents:
7017
diff
changeset
|
612 if (error_state || UB.length () < mrowsc) |
| 5240 | 613 { |
| 614 error ("__glpk__: invalid value of ub"); | |
| 615 return retval; | |
| 616 } | |
| 617 | |
| 5234 | 618 double *ub = UB.fortran_vec (); |
| 5232 | 619 |
| 5234 | 620 Array<int> freeUB (mrowsc); |
| 621 for (int i = 0; i < mrowsc; i++) | |
| 622 { | |
| 5455 | 623 if (xisinf (ub[i])) |
| 5234 | 624 { |
| 625 freeUB(i) = 1; | |
| 626 ub[i] = octave_Inf; | |
| 627 } | |
| 628 else | |
| 629 freeUB(i) = 0; | |
| 630 } | |
| 631 | |
| 5237 | 632 //-- 6th Input. A column array containing the sense of each constraint |
| 633 //-- in the constraint matrix. | |
| 634 charMatrix CTYPE (args(5).char_matrix_value ()); | |
| 5240 | 635 |
| 636 if (error_state) | |
| 637 { | |
| 638 error ("__glpk__: invalid value of ctype"); | |
| 639 return retval; | |
| 640 } | |
| 641 | |
| 5237 | 642 char *ctype = CTYPE.fortran_vec (); |
| 643 | |
| 644 //-- 7th Input. A column array containing the types of the variables. | |
| 645 charMatrix VTYPE (args(6).char_matrix_value ()); | |
| 5232 | 646 |
| 5240 | 647 if (error_state) |
| 648 { | |
| 649 error ("__glpk__: invalid value of vtype"); | |
| 650 return retval; | |
| 651 } | |
| 652 | |
| 5234 | 653 Array<int> vartype (mrowsc); |
| 5235 | 654 volatile int isMIP = 0; |
| 5234 | 655 for (int i = 0; i < mrowsc ; i++) |
| 656 { | |
| 657 if (VTYPE(i,0) == 'I') | |
| 658 { | |
| 659 isMIP = 1; | |
| 660 vartype(i) = LPX_IV; | |
| 661 } | |
| 662 else | |
| 5235 | 663 vartype(i) = LPX_CV; |
| 5234 | 664 } |
| 665 | |
| 5237 | 666 //-- 8th Input. Sense of optimization. |
| 667 volatile int sense; | |
| 668 double SENSE = args(7).scalar_value (); | |
| 5240 | 669 |
| 670 if (error_state) | |
| 671 { | |
| 672 error ("__glpk__: invalid value of sense"); | |
| 673 return retval; | |
| 674 } | |
| 675 | |
| 5237 | 676 if (SENSE >= 0) |
| 677 sense = 1; | |
| 678 else | |
| 679 sense = -1; | |
| 680 | |
| 5234 | 681 //-- 9th Input. A structure containing the control parameters. |
| 682 Octave_map PARAM = args(8).map_value (); | |
| 683 | |
| 5240 | 684 if (error_state) |
| 685 { | |
| 686 error ("__glpk__: invalid value of param"); | |
| 687 return retval; | |
| 688 } | |
| 689 | |
| 5234 | 690 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
| 691 //-- Integer parameters | |
| 692 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ | |
| 693 | |
| 694 //-- Level of messages output by the solver | |
| 5240 | 695 OCTAVE_GLPK_GET_INT_PARAM ("msglev", lpxIntParam[0]); |
| 696 if (lpxIntParam[0] < 0 || lpxIntParam[0] > 3) | |
| 5234 | 697 { |
| 5240 | 698 error ("__glpk__: param.msglev must be 0 (no output [default]) or 1 (error messages only) or 2 (normal output) or 3 (full output)"); |
| 699 return retval; | |
| 700 } | |
| 5232 | 701 |
| 5234 | 702 //-- scaling option |
| 5240 | 703 OCTAVE_GLPK_GET_INT_PARAM ("scale", lpxIntParam[1]); |
| 704 if (lpxIntParam[1] < 0 || lpxIntParam[1] > 2) | |
| 5234 | 705 { |
| 5240 | 706 error ("__glpk__: param.scale must be 0 (no scaling) or 1 (equilibration scaling [default]) or 2 (geometric mean scaling)"); |
| 707 return retval; | |
| 5234 | 708 } |
| 5232 | 709 |
| 5234 | 710 //-- Dual dimplex option |
| 5240 | 711 OCTAVE_GLPK_GET_INT_PARAM ("dual", lpxIntParam[2]); |
| 712 if (lpxIntParam[2] < 0 || lpxIntParam[2] > 1) | |
| 5234 | 713 { |
| 5240 | 714 error ("__glpk__: param.dual must be 0 (do NOT use dual simplex [default]) or 1 (use dual simplex)"); |
| 715 return retval; | |
| 5234 | 716 } |
| 5232 | 717 |
| 5234 | 718 //-- Pricing option |
| 5240 | 719 OCTAVE_GLPK_GET_INT_PARAM ("price", lpxIntParam[3]); |
| 720 if (lpxIntParam[3] < 0 || lpxIntParam[3] > 1) | |
| 5234 | 721 { |
| 5240 | 722 error ("__glpk__: param.price must be 0 (textbook pricing) or 1 (steepest edge pricing [default])"); |
| 723 return retval; | |
| 724 } | |
| 5232 | 725 |
| 5234 | 726 //-- Solution rounding option |
| 5240 | 727 OCTAVE_GLPK_GET_INT_PARAM ("round", lpxIntParam[4]); |
| 728 if (lpxIntParam[4] < 0 || lpxIntParam[4] > 1) | |
| 5234 | 729 { |
| 5240 | 730 error ("__glpk__: param.round must be 0 (report all primal and dual values [default]) or 1 (replace tiny primal and dual values by exact zero)"); |
| 731 return retval; | |
| 5234 | 732 } |
| 733 | |
| 734 //-- Simplex iterations limit | |
| 5240 | 735 OCTAVE_GLPK_GET_INT_PARAM ("itlim", lpxIntParam[5]); |
| 5232 | 736 |
| 5234 | 737 //-- Simplex iterations count |
| 5240 | 738 OCTAVE_GLPK_GET_INT_PARAM ("itcnt", lpxIntParam[6]); |
| 5234 | 739 |
| 740 //-- Output frequency, in iterations | |
| 5240 | 741 OCTAVE_GLPK_GET_INT_PARAM ("outfrq", lpxIntParam[7]); |
| 5234 | 742 |
| 743 //-- Branching heuristic option | |
| 5240 | 744 OCTAVE_GLPK_GET_INT_PARAM ("branch", lpxIntParam[14]); |
| 745 if (lpxIntParam[14] < 0 || lpxIntParam[14] > 2) | |
| 5234 | 746 { |
| 5240 | 747 error ("__glpk__: param.branch must be (MIP only) 0 (branch on first variable) or 1 (branch on last variable) or 2 (branch using a heuristic by Driebeck and Tomlin [default]"); |
| 748 return retval; | |
| 749 } | |
| 5232 | 750 |
| 5234 | 751 //-- Backtracking heuristic option |
| 5240 | 752 OCTAVE_GLPK_GET_INT_PARAM ("btrack", lpxIntParam[15]); |
| 753 if (lpxIntParam[15] < 0 || lpxIntParam[15] > 2) | |
| 5234 | 754 { |
| 5240 | 755 error ("__glpk__: param.btrack must be (MIP only) 0 (depth first search) or 1 (breadth first search) or 2 (backtrack using the best projection heuristic [default]"); |
| 756 return retval; | |
| 757 } | |
| 5232 | 758 |
| 5234 | 759 //-- Presolver option |
| 5240 | 760 OCTAVE_GLPK_GET_INT_PARAM ("presol", lpxIntParam[16]); |
| 761 if (lpxIntParam[16] < 0 || lpxIntParam[16] > 1) | |
| 5234 | 762 { |
| 5240 | 763 error ("__glpk__: param.presol must be 0 (do NOT use LP presolver) or 1 (use LP presolver [default])"); |
| 764 return retval; | |
| 5234 | 765 } |
| 766 | |
| 5237 | 767 //-- LPsolver option |
| 768 volatile int lpsolver = 1; | |
| 5240 | 769 OCTAVE_GLPK_GET_INT_PARAM ("lpsolver", lpsolver); |
| 770 if (lpsolver < 1 || lpsolver > 2) | |
| 5237 | 771 { |
| 5240 | 772 error ("__glpk__: param.lpsolver must be 1 (simplex method) or 2 (interior point method)"); |
| 773 return retval; | |
| 5237 | 774 } |
| 775 | |
| 776 //-- Save option | |
| 777 volatile int save_pb = 0; | |
| 5240 | 778 OCTAVE_GLPK_GET_INT_PARAM ("save", save_pb); |
| 779 save_pb = save_pb != 0; | |
| 5237 | 780 |
| 5234 | 781 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
| 782 //-- Real parameters | |
| 783 //-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ | |
| 784 | |
| 785 //-- Ratio test option | |
| 5240 | 786 OCTAVE_GLPK_GET_REAL_PARAM ("relax", 0); |
| 5232 | 787 |
| 5234 | 788 //-- Relative tolerance used to check if the current basic solution |
| 789 //-- is primal feasible | |
| 5240 | 790 OCTAVE_GLPK_GET_REAL_PARAM ("tolbnd", 1); |
| 5234 | 791 |
| 792 //-- Absolute tolerance used to check if the current basic solution | |
| 793 //-- is dual feasible | |
| 5240 | 794 OCTAVE_GLPK_GET_REAL_PARAM ("toldj", 2); |
| 5232 | 795 |
| 5234 | 796 //-- Relative tolerance used to choose eligible pivotal elements of |
| 797 //-- the simplex table in the ratio test | |
| 5240 | 798 OCTAVE_GLPK_GET_REAL_PARAM ("tolpiv", 3); |
| 5234 | 799 |
| 5240 | 800 OCTAVE_GLPK_GET_REAL_PARAM ("objll", 4); |
| 5234 | 801 |
| 5240 | 802 OCTAVE_GLPK_GET_REAL_PARAM ("objul", 5); |
| 5232 | 803 |
| 5240 | 804 OCTAVE_GLPK_GET_REAL_PARAM ("tmlim", 6); |
| 5234 | 805 |
| 5240 | 806 OCTAVE_GLPK_GET_REAL_PARAM ("outdly", 7); |
| 5234 | 807 |
| 5240 | 808 OCTAVE_GLPK_GET_REAL_PARAM ("tolint", 8); |
| 5234 | 809 |
| 5240 | 810 OCTAVE_GLPK_GET_REAL_PARAM ("tolobj", 9); |
| 5234 | 811 |
| 812 //-- 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
|
813 ColumnVector xmin (mrowsc, octave_NA); |
|
e3e3d12364b0
make glpk return NA values for unfeasible problems
Jaroslav Hajek <highegg@gmail.com>
parents:
8036
diff
changeset
|
814 ColumnVector fmin (1, octave_NA); |
| 5234 | 815 ColumnVector status (1); |
|
8068
e3e3d12364b0
make glpk return NA values for unfeasible problems
Jaroslav Hajek <highegg@gmail.com>
parents:
8036
diff
changeset
|
816 ColumnVector lambda (mrowsA, octave_NA); |
|
e3e3d12364b0
make glpk return NA values for unfeasible problems
Jaroslav Hajek <highegg@gmail.com>
parents:
8036
diff
changeset
|
817 ColumnVector redcosts (mrowsc, octave_NA); |
| 5234 | 818 ColumnVector time (1); |
| 819 ColumnVector mem (1); | |
| 5232 | 820 |
| 5234 | 821 int jmpret = setjmp (mark); |
| 5235 | 822 |
| 5234 | 823 if (jmpret == 0) |
| 5235 | 824 glpk (sense, mrowsc, mrowsA, c, nz, rn.fortran_vec (), |
| 825 cn.fortran_vec (), a.fortran_vec (), b, ctype, | |
| 826 freeLB.fortran_vec (), lb, freeUB.fortran_vec (), | |
| 827 ub, vartype.fortran_vec (), isMIP, lpsolver, | |
| 828 save_pb, xmin.fortran_vec (), fmin.fortran_vec (), | |
| 829 status.fortran_vec (), lambda.fortran_vec (), | |
| 830 redcosts.fortran_vec (), time.fortran_vec (), | |
| 831 mem.fortran_vec ()); | |
| 5232 | 832 |
| 5234 | 833 Octave_map extra; |
| 834 | |
| 5238 | 835 if (! isMIP) |
| 836 { | |
| 837 extra.assign ("lambda", octave_value (lambda)); | |
| 838 extra.assign ("redcosts", octave_value (redcosts)); | |
| 839 } | |
| 840 | |
| 5234 | 841 extra.assign ("time", octave_value (time)); |
| 842 extra.assign ("mem", octave_value (mem)); | |
| 5232 | 843 |
| 5234 | 844 retval(3) = extra; |
| 845 retval(2) = octave_value(status); | |
| 846 retval(1) = octave_value(fmin); | |
| 847 retval(0) = octave_value(xmin); | |
| 848 | |
| 5235 | 849 #else |
| 850 | |
| 851 gripe_not_supported ("glpk"); | |
| 852 | |
| 853 #endif | |
| 854 | |
| 5234 | 855 return retval; |
| 5232 | 856 } |