Mercurial > octave
view libinterp/dldfcn/__glpk__.cc @ 21301:40de9f8f23a6
Use '#include "config.h"' rather than <config.h>.
* mk-octave-config-h.sh, mk-opts.pl, Backend.cc, BaseControl.cc,
ButtonControl.cc, Canvas.cc, CheckBoxControl.cc, Container.cc, ContextMenu.cc,
EditControl.cc, Figure.cc, FigureWindow.cc, GLCanvas.cc, KeyMap.cc,
ListBoxControl.cc, Logger.cc, Menu.cc, MouseModeActionGroup.cc, Object.cc,
ObjectFactory.cc, ObjectProxy.cc, Panel.cc, PopupMenuControl.cc,
PushButtonControl.cc, PushTool.cc, QtHandlesUtils.cc, RadioButtonControl.cc,
SliderControl.cc, TextControl.cc, TextEdit.cc, ToggleButtonControl.cc,
ToggleTool.cc, ToolBar.cc, ToolBarButton.cc, __init_qt__.cc,
annotation-dialog.cc, gl-select.cc, module.mk, kpty.cpp, color-picker.cc,
dialog.cc, documentation-dock-widget.cc, files-dock-widget.cc,
find-files-dialog.cc, find-files-model.cc, history-dock-widget.cc,
file-editor-tab.cc, file-editor-tab.h, file-editor.cc, find-dialog.cc,
marker.cc, octave-qscintilla.cc, octave-txt-lexer.cc, main-window.cc,
octave-cmd.cc, octave-dock-widget.cc, octave-gui.cc, octave-interpreter.cc,
octave-qt-link.cc, parser.cc, webinfo.cc, resource-manager.cc,
settings-dialog.cc, shortcut-manager.cc, terminal-dock-widget.cc,
thread-manager.cc, welcome-wizard.cc, workspace-model.cc, workspace-view.cc,
build-env-features.sh, build-env.in.cc, Cell.cc, __contourc__.cc,
__dispatch__.cc, __dsearchn__.cc, __ichol__.cc, __ilu__.cc, __lin_interpn__.cc,
__pchip_deriv__.cc, __qp__.cc, balance.cc, besselj.cc, betainc.cc, bitfcns.cc,
bsxfun.cc, c-file-ptr-stream.cc, cdisplay.c, cellfun.cc, coct-hdf5-types.c,
colloc.cc, comment-list.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc,
debug.cc, defaults.cc, defun.cc, det.cc, dirfns.cc, display.cc, dlmread.cc,
dot.cc, dynamic-ld.cc, eig.cc, ellipj.cc, error.cc, errwarn.cc, event-queue.cc,
fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc, ft-text-renderer.cc,
gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc,
gl-render.cc, gl2ps-print.cc, graphics.cc, gripes.cc, hash.cc, help.cc,
hess.cc, hex2num.cc, hook-fcn.cc, input.cc, inv.cc, jit-ir.cc, jit-typeinfo.cc,
jit-util.cc, kron.cc, load-path.cc, load-save.cc, lookup.cc,
ls-ascii-helper.cc, ls-hdf5.cc, ls-mat-ascii.cc, ls-mat4.cc, ls-mat5.cc,
ls-oct-binary.cc, ls-oct-text.cc, ls-utils.cc, lsode.cc, lu.cc, luinc.cc,
mappers.cc, matrix_type.cc, max.cc, mex.cc, mgorth.cc, nproc.cc,
oct-errno.in.cc, oct-fstrm.cc, oct-hdf5-types.cc, oct-hist.cc, oct-iostrm.cc,
oct-lvalue.cc, oct-map.cc, oct-prcstrm.cc, oct-procbuf.cc, oct-stream.cc,
oct-strstrm.cc, oct-tex-lexer.in.ll, oct-tex-parser.in.yy, octave-link.cc,
ordschur.cc, pager.cc, pinv.cc, pr-output.cc, procstream.cc, profiler.cc,
psi.cc, pt-jit.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc,
schur.cc, sighandlers.cc, siglist.c, sparse-xdiv.cc, sparse-xpow.cc, sparse.cc,
spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc,
sylvester.cc, symtab.cc, syscalls.cc, sysdep.cc, text-renderer.cc, time.cc,
toplev.cc, tril.cc, tsearch.cc, txt-eng.cc, typecast.cc, urlwrite.cc, utils.cc,
variables.cc, xdiv.cc, xgl2ps.c, xnorm.cc, xpow.cc, zfstream.cc,
__delaunayn__.cc, __eigs__.cc, __fltk_uigetfile__.cc, __glpk__.cc,
__init_fltk__.cc, __init_gnuplot__.cc, __magick_read__.cc, __osmesa_print__.cc,
__voronoi__.cc, amd.cc, audiodevinfo.cc, audioread.cc, ccolamd.cc, chol.cc,
colamd.cc, convhulln.cc, dmperm.cc, fftw.cc, qr.cc, symbfact.cc, symrcm.cc,
mkbuiltins, mkops, 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-classdef.cc, ov-colon.cc, ov-complex.cc, ov-cs-list.cc,
ov-cx-diag.cc, ov-cx-mat.cc, ov-cx-sparse.cc, ov-dld-fcn.cc, ov-fcn-handle.cc,
ov-fcn-inline.cc, ov-fcn.cc, ov-float.cc, ov-flt-complex.cc, ov-flt-cx-diag.cc,
ov-flt-cx-mat.cc, ov-flt-re-diag.cc, ov-flt-re-mat.cc, ov-int16.cc,
ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-java.cc, ov-lazy-idx.cc,
ov-mex-fcn.cc, ov-null-mat.cc, ov-oncleanup.cc, ov-perm.cc, ov-range.cc,
ov-re-diag.cc, ov-re-mat.cc, ov-re-sparse.cc, ov-scalar.cc, ov-str-mat.cc,
ov-struct.cc, ov-typeinfo.cc, ov-uint16.cc, ov-uint32.cc, ov-uint64.cc,
ov-uint8.cc, ov-usr-fcn.cc, ov.cc, ovl.cc, octave.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-dm-template.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-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-pm-template.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, lex.ll, oct-parse.in.yy,
pt-arg-list.cc, pt-array-list.cc, pt-assign.cc, pt-binop.cc, pt-bp.cc,
pt-cbinop.cc, pt-cell.cc, pt-check.cc, pt-classdef.cc, pt-cmd.cc, pt-colon.cc,
pt-const.cc, pt-decl.cc, pt-eval.cc, pt-except.cc, pt-exp.cc, pt-fcn-handle.cc,
pt-funcall.cc, pt-id.cc, pt-idx.cc, pt-jump.cc, pt-loop.cc, pt-mat.cc,
pt-misc.cc, pt-pr-code.cc, pt-select.cc, pt-stmt.cc, pt-unop.cc, pt.cc,
token.cc, Array-jit.cc, Array-os.cc, Array-sym.cc, Array-tc.cc, version.cc,
Array-C.cc, Array-b.cc, Array-ch.cc, Array-d.cc, Array-f.cc, Array-fC.cc,
Array-i.cc, Array-idx-vec.cc, Array-s.cc, Array-str.cc, Array-util.cc,
Array-voidp.cc, Array.cc, CColVector.cc, CDiagMatrix.cc, CMatrix.cc,
CNDArray.cc, CRowVector.cc, CSparse.cc, DiagArray2.cc, MArray-C.cc,
MArray-d.cc, MArray-f.cc, MArray-fC.cc, MArray-i.cc, MArray-s.cc, MArray.cc,
MDiagArray2.cc, MSparse-C.cc, MSparse-d.cc, MatrixType.cc, PermMatrix.cc,
Range.cc, Sparse-C.cc, Sparse-b.cc, Sparse-d.cc, Sparse.cc, boolMatrix.cc,
boolNDArray.cc, boolSparse.cc, chMatrix.cc, chNDArray.cc, dColVector.cc,
dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc, dSparse.cc,
dim-vector.cc, fCColVector.cc, fCDiagMatrix.cc, fCMatrix.cc, fCNDArray.cc,
fCRowVector.cc, fColVector.cc, fDiagMatrix.cc, fMatrix.cc, fNDArray.cc,
fRowVector.cc, idx-vector.cc, int16NDArray.cc, int32NDArray.cc,
int64NDArray.cc, int8NDArray.cc, intNDArray.cc, uint16NDArray.cc,
uint32NDArray.cc, uint64NDArray.cc, uint8NDArray.cc, blaswrap.c, cquit.c,
f77-extern.cc, f77-fcn.c, lo-error.c, quit.cc, CollocWt.cc, DASPK.cc, DASRT.cc,
DASSL.cc, EIG.cc, LSODE.cc, ODES.cc, Quad.cc, aepbalance.cc, chol.cc,
eigs-base.cc, fEIG.cc, gepbalance.cc, hess.cc, lo-mappers.cc, lo-specfun.cc,
lu.cc, oct-convn.cc, oct-fftw.cc, oct-norm.cc, oct-rand.cc, oct-spparms.cc,
qr.cc, qrp.cc, randgamma.c, randmtzig.c, randpoisson.c, schur.cc,
sparse-chol.cc, sparse-dmsolve.cc, sparse-lu.cc, sparse-qr.cc, svd.cc,
mk-ops.awk, dir-ops.cc, file-ops.cc, file-stat.cc, lo-sysdep.cc, mach-info.cc,
oct-env.cc, oct-group.cc, oct-passwd.cc, oct-syscalls.cc, oct-time.cc,
oct-uname.cc, cmd-edit.cc, cmd-hist.cc, data-conv.cc, f2c-main.c,
glob-match.cc, kpse.cc, lo-array-errwarn.cc, lo-array-gripes.cc, lo-cutils.c,
lo-ieee.cc, lo-regexp.cc, lo-utils.cc, oct-base64.cc, oct-glob.cc,
oct-inttypes.cc, oct-locbuf.cc, oct-mutex.cc, oct-rl-edit.c, oct-rl-hist.c,
oct-shlib.cc, oct-sort.cc, pathsearch.cc, singleton-cleanup.cc, sparse-sort.cc,
sparse-util.cc, str-vec.cc, unwind-prot.cc, url-transfer.cc,
display-available.c, main-cli.cc, main-gui.cc, main.in.cc, mkoctfile.in.cc,
octave-config.in.cc:
Use '#include "config.h"' rather than <config.h>.
author | Rik <rik@octave.org> |
---|---|
date | Thu, 18 Feb 2016 13:34:50 -0800 |
parents | fcac5dbbf9ed |
children | de155ca994d4 |
line wrap: on
line source
/* Copyright (C) 2005-2015 Nicolo' Giorgetti Copyright (C) 2013-2015 Sébastien Villemot <sebastien@debian.org> This file is part of Octave. Octave is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. Octave is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with Octave; see the file COPYING. If not, see <http://www.gnu.org/licenses/>. */ #ifdef HAVE_CONFIG_H # include "config.h" #endif #include <cfloat> #include <ctime> #include "lo-ieee.h" #include "defun-dld.h" #include "error.h" #include "errwarn.h" #include "oct-map.h" #include "ovl.h" #include "pager.h" #if defined (HAVE_GLPK) extern "C" { #if defined (HAVE_GLPK_GLPK_H) # include <glpk/glpk.h> #else # include <glpk.h> #endif } struct control_params { int msglev; int dual; int price; int itlim; int outfrq; int branch; int btrack; int presol; int rtest; int tmlim; int outdly; double tolbnd; double toldj; double tolpiv; double objll; double objul; double tolint; double tolobj; }; int glpk (int sense, int n, int m, double *c, int nz, int *rn, int *cn, double *a, double *b, char *ctype, int *freeLB, double *lb, int *freeUB, double *ub, int *vartype, int isMIP, int lpsolver, int save_pb, int scale, const control_params *par, double *xmin, double *fmin, int *status, double *lambda, double *redcosts, double *time) { int typx = 0; int errnum = 0; clock_t t_start = clock (); glp_prob *lp = glp_create_prob (); // Set the sense of optimization if (sense == 1) glp_set_obj_dir (lp, GLP_MIN); else glp_set_obj_dir (lp, GLP_MAX); glp_add_cols (lp, n); for (int i = 0; i < n; i++) { // Define type of the structural variables if (! freeLB[i] && ! freeUB[i]) { if (lb[i] != ub[i]) glp_set_col_bnds (lp, i+1, GLP_DB, lb[i], ub[i]); else glp_set_col_bnds (lp, i+1, GLP_FX, lb[i], ub[i]); } else { if (! freeLB[i] && freeUB[i]) glp_set_col_bnds (lp, i+1, GLP_LO, lb[i], ub[i]); else { if (freeLB[i] && ! freeUB[i]) glp_set_col_bnds (lp, i+1, GLP_UP, lb[i], ub[i]); else glp_set_col_bnds (lp, i+1, GLP_FR, lb[i], ub[i]); } } // -- Set the objective coefficient of the corresponding // -- structural variable. No constant term is assumed. glp_set_obj_coef(lp,i+1,c[i]); if (isMIP) glp_set_col_kind (lp, i+1, vartype[i]); } glp_add_rows (lp, m); for (int i = 0; i < m; i++) { // If the i-th row has no lower bound (types F,U), the // corrispondent parameter will be ignored. If the i-th row has // no upper bound (types F,L), the corrispondent parameter will be // ignored. If the i-th row is of S type, the i-th LB is used, // but the i-th UB is ignored. switch (ctype[i]) { case 'F': typx = GLP_FR; break; case 'U': typx = GLP_UP; break; case 'L': typx = GLP_LO; break; case 'S': typx = GLP_FX; break; case 'D': typx = GLP_DB; break; } glp_set_row_bnds (lp, i+1, typx, b[i], b[i]); } glp_load_matrix (lp, nz, rn, cn, a); if (save_pb) { static char tmp[] = "outpb.lp"; if (glp_write_lp (lp, 0, tmp) != 0) error ("__glpk__: unable to write problem"); } // scale the problem data if (! par->presol || lpsolver != 1) glp_scale_prob (lp, scale); // build advanced initial basis (if required) if (lpsolver == 1 && ! par->presol) glp_adv_basis (lp, 0); // For MIP problems without a presolver, a first pass with glp_simplex // is required if ((! isMIP && lpsolver == 1) || (isMIP && ! par->presol)) { glp_smcp smcp; glp_init_smcp (&smcp); smcp.msg_lev = par->msglev; smcp.meth = par->dual; smcp.pricing = par->price; smcp.r_test = par->rtest; smcp.tol_bnd = par->tolbnd; smcp.tol_dj = par->toldj; smcp.tol_piv = par->tolpiv; smcp.obj_ll = par->objll; smcp.obj_ul = par->objul; smcp.it_lim = par->itlim; smcp.tm_lim = par->tmlim; smcp.out_frq = par->outfrq; smcp.out_dly = par->outdly; smcp.presolve = par->presol; errnum = glp_simplex (lp, &smcp); } if (isMIP) { glp_iocp iocp; glp_init_iocp (&iocp); iocp.msg_lev = par->msglev; iocp.br_tech = par->branch; iocp.bt_tech = par->btrack; iocp.tol_int = par->tolint; iocp.tol_obj = par->tolobj; iocp.tm_lim = par->tmlim; iocp.out_frq = par->outfrq; iocp.out_dly = par->outdly; iocp.presolve = par->presol; errnum = glp_intopt (lp, &iocp); } if (! isMIP && lpsolver == 2) { glp_iptcp iptcp; glp_init_iptcp (&iptcp); iptcp.msg_lev = par->msglev; errnum = glp_interior (lp, &iptcp); } if (errnum == 0) { if (isMIP) { *status = glp_mip_status (lp); *fmin = glp_mip_obj_val (lp); } else { if (lpsolver == 1) { *status = glp_get_status (lp); *fmin = glp_get_obj_val (lp); } else { *status = glp_ipt_status (lp); *fmin = glp_ipt_obj_val (lp); } } if (isMIP) { for (int i = 0; i < n; i++) xmin[i] = glp_mip_col_val (lp, i+1); } else { // Primal values for (int i = 0; i < n; i++) { if (lpsolver == 1) xmin[i] = glp_get_col_prim (lp, i+1); else xmin[i] = glp_ipt_col_prim (lp, i+1); } // Dual values for (int i = 0; i < m; i++) { if (lpsolver == 1) lambda[i] = glp_get_row_dual (lp, i+1); else lambda[i] = glp_ipt_row_dual (lp, i+1); } // Reduced costs for (int i = 0; i < glp_get_num_cols (lp); i++) { if (lpsolver == 1) redcosts[i] = glp_get_col_dual (lp, i+1); else redcosts[i] = glp_ipt_col_dual (lp, i+1); } } *time = (clock () - t_start) / CLOCKS_PER_SEC; } glp_delete_prob (lp); return errnum; } #endif #define OCTAVE_GLPK_GET_REAL_PARAM(NAME, VAL) \ do \ { \ octave_value tmp = PARAM.getfield (NAME); \ \ if (tmp.is_defined ()) \ { \ if (! tmp.is_empty ()) \ VAL = tmp.xscalar_value ("glpk: invalid value in PARAM" NAME); \ else \ error ("glpk: invalid value in PARAM" NAME); \ } \ } \ while (0) #define OCTAVE_GLPK_GET_INT_PARAM(NAME, VAL) \ do \ { \ octave_value tmp = PARAM.getfield (NAME); \ \ if (tmp.is_defined ()) \ { \ if (! tmp.is_empty ()) \ VAL = tmp.xint_value ("glpk: invalid value in PARAM" NAME); \ else \ error ("glpk: invalid value in PARAM" NAME); \ } \ } \ while (0) DEFUN_DLD (__glpk__, args, , "-*- texinfo -*-\n\ @deftypefn {} {[@var{values}] =} __glpk__ (@var{args})\n\ Undocumented internal function.\n\ @end deftypefn") { #if defined (HAVE_GLPK) // FIXME: Should we even need checking for an internal function? if (args.length () != 9) print_usage (); // 1nd Input. A column array containing the objective function coefficients. int mrowsc = args(0).rows (); Matrix C = args(0).xmatrix_value ("__glpk__: invalid value of C"); double *c = C.fortran_vec (); Array<int> rn; Array<int> cn; ColumnVector a; int mrowsA; int nz = 0; // 2nd Input. A matrix containing the constraints coefficients. // If matrix A is NOT a sparse matrix if (args(1).is_sparse_type ()) { SparseMatrix A = args(1).xsparse_matrix_value ("__glpk__: invalid value of A"); mrowsA = A.rows (); octave_idx_type Anc = A.cols (); octave_idx_type Anz = A.nnz (); rn.resize (dim_vector (Anz+1, 1)); cn.resize (dim_vector (Anz+1, 1)); a.resize (Anz+1, 0.0); if (Anc != mrowsc) error ("__glpk__: invalid value of A"); for (octave_idx_type j = 0; j < Anc; j++) for (octave_idx_type i = A.cidx (j); i < A.cidx (j+1); i++) { nz++; rn(nz) = A.ridx (i) + 1; cn(nz) = j + 1; a(nz) = A.data(i); } } else { Matrix A = args(1).xmatrix_value ("__glpk__: invalid value of A"); mrowsA = A.rows (); rn.resize (dim_vector (mrowsA*mrowsc+1, 1)); cn.resize (dim_vector (mrowsA*mrowsc+1, 1)); a.resize (mrowsA*mrowsc+1, 0.0); for (int i = 0; i < mrowsA; i++) { for (int j = 0; j < mrowsc; j++) { if (A(i,j) != 0) { nz++; rn(nz) = i + 1; cn(nz) = j + 1; a(nz) = A(i,j); } } } } // 3rd Input. A column array containing the right-hand side value // for each constraint in the constraint matrix. Matrix B = args(2).xmatrix_value ("__glpk__: invalid value of B"); double *b = B.fortran_vec (); // 4th Input. An array of length mrowsc containing the lower // bound on each of the variables. Matrix LB = args(3).xmatrix_value ("__glpk__: invalid value of LB"); if (LB.numel () < mrowsc) error ("__glpk__: invalid dimensions for LB"); double *lb = LB.fortran_vec (); // LB argument, default: Free Array<int> freeLB (dim_vector (mrowsc, 1)); for (int i = 0; i < mrowsc; i++) { if (xisinf (lb[i])) { freeLB(i) = 1; lb[i] = -octave_Inf; } else freeLB(i) = 0; } // 5th Input. An array of at least length numcols containing the upper // bound on each of the variables. Matrix UB = args(4).xmatrix_value ("__glpk__: invalid value of UB"); if (UB.numel () < mrowsc) error ("__glpk__: invalid dimensions for UB"); double *ub = UB.fortran_vec (); Array<int> freeUB (dim_vector (mrowsc, 1)); for (int i = 0; i < mrowsc; i++) { if (xisinf (ub[i])) { freeUB(i) = 1; ub[i] = octave_Inf; } else freeUB(i) = 0; } // 6th Input. A column array containing the sense of each constraint // in the constraint matrix. charMatrix CTYPE = args(5).xchar_matrix_value ("__glpk__: invalid value of CTYPE"); char *ctype = CTYPE.fortran_vec (); // 7th Input. A column array containing the types of the variables. charMatrix VTYPE = args(6).xchar_matrix_value ("__glpk__: invalid value of VARTYPE"); Array<int> vartype (dim_vector (mrowsc, 1)); int isMIP = 0; for (int i = 0; i < mrowsc ; i++) { if (VTYPE(i,0) == 'I') { isMIP = 1; vartype(i) = GLP_IV; } else vartype(i) = GLP_CV; } // 8th Input. Sense of optimization. int sense; double SENSE = args(7).xscalar_value ("__glpk__: invalid value of SENSE"); if (SENSE >= 0) sense = 1; else sense = -1; // 9th Input. A structure containing the control parameters. octave_scalar_map PARAM = args(8).xscalar_map_value ("__glpk__: invalid value of PARAM"); control_params par; // Integer parameters // Level of messages output by the solver par.msglev = 1; OCTAVE_GLPK_GET_INT_PARAM ("msglev", par.msglev); if (par.msglev < 0 || par.msglev > 3) 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)"); // scaling option int scale = 16; OCTAVE_GLPK_GET_INT_PARAM ("scale", scale); if (scale < 0 || scale > 128) 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"); // Dual simplex option par.dual = 1; OCTAVE_GLPK_GET_INT_PARAM ("dual", par.dual); if (par.dual < 1 || par.dual > 3) 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)"); // Pricing option par.price = 34; OCTAVE_GLPK_GET_INT_PARAM ("price", par.price); if (par.price != 17 && par.price != 34) error ("__glpk__: PARAM.price must be 17 (textbook pricing) or 34 (steepest edge pricing [default])"); // Simplex iterations limit par.itlim = std::numeric_limits<int>::max (); OCTAVE_GLPK_GET_INT_PARAM ("itlim", par.itlim); // Output frequency, in iterations par.outfrq = 200; OCTAVE_GLPK_GET_INT_PARAM ("outfrq", par.outfrq); // Branching heuristic option par.branch = 4; OCTAVE_GLPK_GET_INT_PARAM ("branch", par.branch); if (par.branch < 1 || par.branch > 5) 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)"); // Backtracking heuristic option par.btrack = 4; OCTAVE_GLPK_GET_INT_PARAM ("btrack", par.btrack); if (par.btrack < 1 || par.btrack > 4) 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]"); // Presolver option par.presol = 1; OCTAVE_GLPK_GET_INT_PARAM ("presol", par.presol); if (par.presol < 0 || par.presol > 1) error ("__glpk__: PARAM.presol must be 0 (do NOT use LP presolver) or 1 (use LP presolver [default])"); // LPsolver option int lpsolver = 1; OCTAVE_GLPK_GET_INT_PARAM ("lpsolver", lpsolver); if (lpsolver < 1 || lpsolver > 2) error ("__glpk__: PARAM.lpsolver must be 1 (simplex method) or 2 (interior point method)"); // Ratio test option par.rtest = 34; OCTAVE_GLPK_GET_INT_PARAM ("rtest", par.rtest); if (par.rtest != 17 && par.rtest != 34) error ("__glpk__: PARAM.rtest must be 17 (standard ratio test) or 34 (Harris' two-pass ratio test [default])"); par.tmlim = std::numeric_limits<int>::max (); OCTAVE_GLPK_GET_INT_PARAM ("tmlim", par.tmlim); par.outdly = 0; OCTAVE_GLPK_GET_INT_PARAM ("outdly", par.outdly); // Save option int save_pb = 0; OCTAVE_GLPK_GET_INT_PARAM ("save", save_pb); save_pb = save_pb != 0; // Real parameters // Relative tolerance used to check if the current basic solution // is primal feasible par.tolbnd = 1e-7; OCTAVE_GLPK_GET_REAL_PARAM ("tolbnd", par.tolbnd); // Absolute tolerance used to check if the current basic solution // is dual feasible par.toldj = 1e-7; OCTAVE_GLPK_GET_REAL_PARAM ("toldj", par.toldj); // Relative tolerance used to choose eligible pivotal elements of // the simplex table in the ratio test par.tolpiv = 1e-10; OCTAVE_GLPK_GET_REAL_PARAM ("tolpiv", par.tolpiv); par.objll = -std::numeric_limits<double>::max (); OCTAVE_GLPK_GET_REAL_PARAM ("objll", par.objll); par.objul = std::numeric_limits<double>::max (); OCTAVE_GLPK_GET_REAL_PARAM ("objul", par.objul); par.tolint = 1e-5; OCTAVE_GLPK_GET_REAL_PARAM ("tolint", par.tolint); par.tolobj = 1e-7; OCTAVE_GLPK_GET_REAL_PARAM ("tolobj", par.tolobj); // Assign pointers to the output parameters ColumnVector xmin (mrowsc, octave_NA); double fmin = octave_NA; ColumnVector lambda (mrowsA, octave_NA); ColumnVector redcosts (mrowsc, octave_NA); double time; int status; int errnum = glpk (sense, mrowsc, mrowsA, c, nz, rn.fortran_vec (), cn.fortran_vec (), a.fortran_vec (), b, ctype, freeLB.fortran_vec (), lb, freeUB.fortran_vec (), ub, vartype.fortran_vec (), isMIP, lpsolver, save_pb, scale, &par, xmin.fortran_vec (), &fmin, &status, lambda.fortran_vec (), redcosts.fortran_vec (), &time); octave_scalar_map extra; if (! isMIP) { extra.assign ("lambda", lambda); extra.assign ("redcosts", redcosts); } extra.assign ("time", time); extra.assign ("status", status); return ovl (xmin, fmin, errnum, extra); #else err_disabled_feature ("glpk", "GNU Linear Programming Kit"); #endif } /* ## No test needed for internal helper function. %!assert (1) */