Mercurial > octave
view libinterp/dldfcn/__glpk__.cc @ 30390:a61e1a0f6024 stable
maint: style check C++ files in libinterp/ ahead of 7.1 release.
* Cell.cc, __eigs__.cc, __ichol__.cc, __ilu__.cc, __magick_read__.cc,
__qp__.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.h, ccolamd.cc, cellfun.cc,
data.cc, debug.cc, defun-int.h, dlmread.cc, event-manager.cc, fftn.cc,
file-io.cc, ft-text-renderer.cc, gl2ps-print.cc, graphics.cc, graphics.in.h,
gzfstream.cc, gzfstream.h, jsondecode.cc, jsonencode.cc,
latex-text-renderer.cc, ls-mat5.cc, lu.cc, mex.cc, oct-stream.cc,
oct-strstrm.cc, ordqz.cc, pager.h, pr-output.cc, qz.cc, schur.cc,
sparse-xdiv.cc, sparse-xpow.cc, sparse.cc, stack-frame.h, strfns.cc, svd.cc,
symrcm.cc, symscope.h, sysdep.cc, text-engine.h, text-renderer.h, tril.cc,
variables.h, xdiv.h, __glpk__.cc, __init_fltk__.cc, __init_gnuplot__.cc,
__voronoi__.cc, audiodevinfo.cc, cdef-class.cc, cdef-class.h, cdef-manager.cc,
cdef-manager.h, cdef-method.cc, cdef-object.cc, ov-base-diag.cc,
ov-base-diag.h, ov-base-int.cc, ov-base-int.h, ov-base-mat.cc, ov-base-mat.h,
ov-base-scalar.h, ov-base-sparse.cc, ov-base-sparse.h, ov-base.h,
ov-bool-mat.cc, ov-cell.cc, ov-cell.h, ov-class.cc, ov-class.h, ov-dld-fcn.cc,
ov-intx.h, ov-lazy-idx.cc, ov-lazy-idx.h, ov-mex-fcn.h, ov-perm.cc, ov-perm.h,
ov-range.cc, ov-re-mat.cc, ov-re-mat.h, ov-str-mat.h, ov-struct.cc,
ov-typeinfo.h, ov-usr-fcn.cc, ov.h, parse.h, pt-cell.cc, pt-stmt.cc,
pt-tm-const.cc, pt-walk.cc:
Style check C++ files in libinterp/ ahead of 7.1 release.
author | Rik <rik@octave.org> |
---|---|
date | Sun, 28 Nov 2021 21:52:08 -0800 |
parents | 593796903cf4 |
children | 796f54d4ddbf |
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//////////////////////////////////////////////////////////////////////// // // Copyright (C) 2005-2021 The Octave Project Developers // // See the file COPYRIGHT.md in the top-level directory of this // distribution or <https://octave.org/copyright/>. // // 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 // <https://www.gnu.org/licenses/>. // //////////////////////////////////////////////////////////////////////// #if defined (HAVE_CONFIG_H) # include "config.h" #endif #include <ctime> #include <limits> #include "Array.h" #include "chMatrix.h" #include "dColVector.h" #include "dMatrix.h" #include "dSparse.h" #include "lo-ieee.h" #include "defun-dld.h" #include "error.h" #include "errwarn.h" #include "oct-map.h" #include "ov.h" #include "ovl.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; }; static 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; time = 0.0; status = -1; // Initialize status to "bad" value 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, nullptr, 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); // Request that GLPK free all memory resources. // This prevents reported memory leaks, but isn't strictly necessary. // The memory blocks used are allocated once and don't grow with further // calls to glpk so they would be reclaimed anyways when Octave exits. glp_free_env (); return errnum; } #endif OCTAVE_NAMESPACE_BEGIN #define OCTAVE_GLPK_GET_REAL_PARAM(NAME, VAL) \ do \ { \ octave_value tmp = PARAM.getfield (NAME); \ \ if (tmp.is_defined ()) \ { \ if (! tmp.isempty ()) \ 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.isempty ()) \ VAL = tmp.xint_value ("glpk: invalid value in PARAM" NAME); \ else \ error ("glpk: invalid value in PARAM" NAME); \ } \ } \ while (0) DEFUN_DLD (__glpk__, args, , doc: /* -*- texinfo -*- @deftypefn {} {[@var{values}] =} __glpk__ (@var{args}) Undocumented internal function. @end deftypefn */) { #if defined (HAVE_GLPK) // FIXME: Should we even need checking for an internal function? if (args.length () != 9) print_usage (); // 1st 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).issparse ()) { 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 (math::isinf (lb[i])) { freeLB(i) = 1; lb[i] = -numeric_limits<double>::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 (math::isinf (ub[i])) { freeUB(i) = 1; ub[i] = numeric_limits<double>::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 = 0.0; int status = -1; 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 octave_unused_parameter (args); err_disabled_feature ("glpk", "GNU Linear Programming Kit"); #endif } /* ## No test needed for internal helper function. %!assert (1) */ OCTAVE_NAMESPACE_END