int glp_mpl_postsolve(glp_tran *tran, glp_prob *prob, int sol) { /* postsolve the model */ int i, j, m, n, stat, ret; double prim, dual; if (!(tran->phase == 3 && !tran->flag_p)) xerror("glp_mpl_postsolve: invalid call sequence\n"); if (!(sol == GLP_SOL || sol == GLP_IPT || sol == GLP_MIP)) xerror("glp_mpl_postsolve: sol = %d; invalid parameter\n", sol); m = mpl_get_num_rows(tran); n = mpl_get_num_cols(tran); if (!(m == glp_get_num_rows(prob) && n == glp_get_num_cols(prob))) xerror("glp_mpl_postsolve: wrong problem object\n"); if (!mpl_has_solve_stmt(tran)) { ret = 0; goto done; } for (i = 1; i <= m; i++) { if (sol == GLP_SOL) { stat = glp_get_row_stat(prob, i); prim = glp_get_row_prim(prob, i); dual = glp_get_row_dual(prob, i); } else if (sol == GLP_IPT) { stat = 0; prim = glp_ipt_row_prim(prob, i); dual = glp_ipt_row_dual(prob, i); } else if (sol == GLP_MIP) { stat = 0; prim = glp_mip_row_val(prob, i); dual = 0.0; } else xassert(sol != sol); if (fabs(prim) < 1e-9) prim = 0.0; if (fabs(dual) < 1e-9) dual = 0.0; mpl_put_row_soln(tran, i, stat, prim, dual); } for (j = 1; j <= n; j++) { if (sol == GLP_SOL) { stat = glp_get_col_stat(prob, j); prim = glp_get_col_prim(prob, j); dual = glp_get_col_dual(prob, j); } else if (sol == GLP_IPT) { stat = 0; prim = glp_ipt_col_prim(prob, j); dual = glp_ipt_col_dual(prob, j); } else if (sol == GLP_MIP) { stat = 0; prim = glp_mip_col_val(prob, j); dual = 0.0; } else xassert(sol != sol); if (fabs(prim) < 1e-9) prim = 0.0; if (fabs(dual) < 1e-9) dual = 0.0; mpl_put_col_soln(tran, j, stat, prim, dual); } ret = mpl_postsolve(tran); if (ret == 3) ret = 0; else if (ret == 4) ret = 1; done: return ret; }
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, char *save_filename, char *filetype, double *xmin, double *fmin, double *status, double *lambda, double *redcosts, double *time, double *mem) { int typx = 0; int method; clock_t t_start = clock(); // Obsolete //lib_set_fault_hook (NULL, glpk_fault_hook); //Redirect standard output if (glpIntParam[0] > 1) glp_term_hook (glpk_print_hook, NULL); else glp_term_hook (NULL, NULL); //-- Create an empty LP/MILP object 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); //-- Define the number of unknowns and their domains. glp_add_cols (lp, n); for (int i = 0; i < n; i++) { //-- Define type of the structural variables if (! freeLB[i] && ! freeUB[i]) glp_set_col_bnds (lp, i+1, GLP_DB, 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; // upper bound case 'U': typx = GLP_UP; break; // lower bound case 'L': typx = GLP_LO; break; // fixed constraint case 'S': typx = GLP_FX; break; // double-bounded variable case 'D': typx = GLP_DB; break; } glp_set_row_bnds (lp, i+1, typx, b[i], b[i]); } // Load constraint matrix A glp_load_matrix (lp, nz, rn, cn, a); // Save problem if (save_pb) { if (!strcmp(filetype,"cplex")){ if (lpx_write_cpxlp (lp, save_filename) != 0) { mexErrMsgTxt("glpkcc: unable to write the problem"); longjmp (mark, -1); } }else{ if (!strcmp(filetype,"fixedmps")){ if (lpx_write_mps (lp, save_filename) != 0) { mexErrMsgTxt("glpkcc: unable to write the problem"); longjmp (mark, -1); } }else{ if (!strcmp(filetype,"freemps")){ if (lpx_write_freemps (lp, save_filename) != 0) { mexErrMsgTxt("glpkcc: unable to write the problem"); longjmp (mark, -1); } }else{// plain text if (lpx_print_prob (lp, save_filename) != 0) { mexErrMsgTxt("glpkcc: unable to write the problem"); longjmp (mark, -1); } } } } } //-- scale the problem data (if required) if (glpIntParam[1] && (! glpIntParam[16] || lpsolver != 1)) lpx_scale_prob (lp); //-- build advanced initial basis (if required) if (lpsolver == 1 && ! glpIntParam[16]) lpx_adv_basis (lp); glp_smcp sParam; glp_init_smcp(&sParam); //-- set control parameters if (lpsolver==1){ //remap of control parameters for simplex method sParam.msg_lev=glpIntParam[0]; // message level // simplex method: primal/dual if (glpIntParam[2]==0) sParam.meth=GLP_PRIMAL; else sParam.meth=GLP_DUALP; // pricing technique if (glpIntParam[3]==0) sParam.pricing=GLP_PT_STD; else sParam.pricing=GLP_PT_PSE; //sParam.r_test not available sParam.tol_bnd=glpRealParam[1]; // primal feasible tollerance sParam.tol_dj=glpRealParam[2]; // dual feasible tollerance sParam.tol_piv=glpRealParam[3]; // pivot tollerance sParam.obj_ll=glpRealParam[4]; // lower limit sParam.obj_ul=glpRealParam[5]; // upper limit // iteration limit if (glpIntParam[5]==-1) sParam.it_lim=INT_MAX; else sParam.it_lim=glpIntParam[5]; // time limit if (glpRealParam[6]==-1) sParam.tm_lim=INT_MAX; else sParam.tm_lim=(int) glpRealParam[6]; sParam.out_frq=glpIntParam[7]; // output frequency sParam.out_dly=(int) glpRealParam[7]; // output delay // presolver if (glpIntParam[16]) sParam.presolve=GLP_ON; else sParam.presolve=GLP_OFF; }else{ for(int i = 0; i < NIntP; i++) lpx_set_int_parm (lp, IParam[i], glpIntParam[i]); for (int i = 0; i < NRealP; i++) lpx_set_real_parm (lp, RParam[i], glpRealParam[i]); } // Choose simplex method ('S') or interior point method ('T') to solve the problem if (lpsolver == 1) method = 'S'; else method = 'T'; int errnum; switch (method){ case 'S': { if (isMIP){ method = 'I'; errnum = lpx_intopt (lp); } else{ errnum = glp_simplex(lp, &sParam); errnum += 100; //this is to avoid ambiguity in the return codes. } } break; case 'T': errnum = lpx_interior(lp); break; default: xassert (method != method); } /* errnum assumes the following results: errnum = 0 <=> No errors errnum = 1 <=> Iteration limit exceeded. errnum = 2 <=> Numerical problems with basis matrix. */ if (errnum == LPX_E_OK || errnum==100){ // Get status and object value 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); } } // Get optimal solution (if exists) 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_ulong tpeak; lib_mem_usage(NULL, NULL, NULL, &tpeak); *mem=(double)(4294967296.0 * tpeak.hi + tpeak.lo) / (1024); glp_delete_prob (lp); return 0; } glp_delete_prob (lp); *status = errnum; return errnum; }
double lpx_ipt_row_dual(LPX *lp, int i) { /* retrieve row dual value (interior point) */ return glp_ipt_row_dual(lp, i); }
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, char *save_filename, char *filetype, double *xmin, double *fmin, double *status, double *lambda, double *redcosts, double *time, double *mem) { int typx = 0; int method; clock_t t_start = clock(); //Redirect standard output if (glpIntParam[0] > 1) glp_term_hook (glpk_print_hook, NULL); else glp_term_hook (NULL, NULL); //-- Create an empty LP/MILP object LPX *lp = lpx_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); //-- Define the number of unknowns and their domains. 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_FX, lb[i], ub[i]); else glp_set_col_bnds (lp, i+1, GLP_DB, 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; // upper bound case 'U': typx = GLP_UP; break; // lower bound case 'L': typx = GLP_LO; break; // fixed constraint case 'S': typx = GLP_FX; break; // double-bounded variable case 'D': typx = GLP_DB; break; } if ( typx == GLP_DB && -b[i] < b[i]) { glp_set_row_bnds (lp, i+1, typx, -b[i], b[i]); } else if(typx == GLP_DB && -b[i] == b[i]) { glp_set_row_bnds (lp, i+1, GLP_FX, b[i], b[i]); } else { // this should be glp_set_row_bnds (lp, i+1, typx, -b[i], b[i]); glp_set_row_bnds (lp, i+1, typx, b[i], b[i]); } } // Load constraint matrix A glp_load_matrix (lp, nz, rn, cn, a); // Save problem if (save_pb) { if (!strcmp(filetype,"cplex")){ if (glp_write_lp (lp, NULL, save_filename) != 0) { mexErrMsgTxt("glpk: unable to write the problem"); longjmp (mark, -1); } }else{ if (!strcmp(filetype,"fixedmps")){ if (glp_write_mps (lp, GLP_MPS_DECK, NULL, save_filename) != 0) { mexErrMsgTxt("glpk: unable to write the problem"); longjmp (mark, -1); } }else{ if (!strcmp(filetype,"freemps")){ if (glp_write_mps (lp, GLP_MPS_FILE, NULL, save_filename) != 0) { mexErrMsgTxt("glpk: unable to write the problem"); longjmp (mark, -1); } }else{// plain text if (lpx_print_prob (lp, save_filename) != 0) { mexErrMsgTxt("glpk: unable to write the problem"); longjmp (mark, -1); } } } } } //-- scale the problem data (if required) if (! glpIntParam[16] || lpsolver != 1) { switch ( glpIntParam[1] ) { case ( 0 ): glp_scale_prob( lp, GLP_SF_SKIP ); break; case ( 1 ): glp_scale_prob( lp, GLP_SF_GM ); break; case ( 2 ): glp_scale_prob( lp, GLP_SF_EQ ); break; case ( 3 ): glp_scale_prob( lp, GLP_SF_AUTO ); break; case ( 4 ): glp_scale_prob( lp, GLP_SF_2N ); break; default : mexErrMsgTxt("glpk: unrecognized scaling option"); longjmp (mark, -1); } } else { /* do nothing? or unscale? glp_unscale_prob( lp ); */ } //-- build advanced initial basis (if required) if (lpsolver == 1 && ! glpIntParam[16]) glp_adv_basis (lp, 0); glp_smcp sParam; glp_init_smcp(&sParam); //-- set control parameters for simplex/exact method if (lpsolver == 1 || lpsolver == 3){ //remap of control parameters for simplex method sParam.msg_lev=glpIntParam[0]; // message level // simplex method: primal/dual switch ( glpIntParam[2] ) { case 0: sParam.meth=GLP_PRIMAL; break; case 1: sParam.meth=GLP_DUAL; break; case 2: sParam.meth=GLP_DUALP; break; default: mexErrMsgTxt("glpk: unrecognized primal/dual method"); longjmp (mark, -1); } // pricing technique if (glpIntParam[3]==0) sParam.pricing=GLP_PT_STD; else sParam.pricing=GLP_PT_PSE; // ratio test if (glpIntParam[20]==0) sParam.r_test = GLP_RT_STD; else sParam.r_test=GLP_RT_HAR; //tollerances sParam.tol_bnd=glpRealParam[1]; // primal feasible tollerance sParam.tol_dj=glpRealParam[2]; // dual feasible tollerance sParam.tol_piv=glpRealParam[3]; // pivot tollerance sParam.obj_ll=glpRealParam[4]; // lower limit sParam.obj_ul=glpRealParam[5]; // upper limit // iteration limit if (glpIntParam[5]==-1) sParam.it_lim=INT_MAX; else sParam.it_lim=glpIntParam[5]; // time limit if (glpRealParam[6]==-1) sParam.tm_lim=INT_MAX; else sParam.tm_lim=(int) glpRealParam[6]; sParam.out_frq=glpIntParam[7]; // output frequency sParam.out_dly=(int) glpRealParam[7]; // output delay // presolver if (glpIntParam[16]) sParam.presolve=GLP_ON; else sParam.presolve=GLP_OFF; }else{ for(int i = 0; i < NIntP; i++) { // skip assinging ratio test or if ( i == 18 || i == 20) continue; lpx_set_int_parm (lp, IParam[i], glpIntParam[i]); } for (int i = 0; i < NRealP; i++) { lpx_set_real_parm (lp, RParam[i], glpRealParam[i]); } } //set MIP params if MIP.... glp_iocp iParam; glp_init_iocp(&iParam); if ( isMIP ){ method = 'I'; switch (glpIntParam[0]) { //message level case 0: iParam.msg_lev = GLP_MSG_OFF; break; case 1: iParam.msg_lev = GLP_MSG_ERR; break; case 2: iParam.msg_lev = GLP_MSG_ON; break; case 3: iParam.msg_lev = GLP_MSG_ALL; break; default: mexErrMsgTxt("glpk: msg_lev bad param"); } switch (glpIntParam[14]) { //branching param case 0: iParam.br_tech = GLP_BR_FFV; break; case 1: iParam.br_tech = GLP_BR_LFV; break; case 2: iParam.br_tech = GLP_BR_MFV; break; case 3: iParam.br_tech = GLP_BR_DTH; break; default: mexErrMsgTxt("glpk: branch bad param"); } switch (glpIntParam[15]) { //backtracking heuristic case 0: iParam.bt_tech = GLP_BT_DFS; break; case 1: iParam.bt_tech = GLP_BT_BFS; break; case 2: iParam.bt_tech = GLP_BT_BLB; break; case 3: iParam.bt_tech = GLP_BT_BPH; break; default: mexErrMsgTxt("glpk: backtrack bad param"); } if ( glpRealParam[8] > 0.0 && glpRealParam[8] < 1.0 ) iParam.tol_int = glpRealParam[8]; // absolute tolorence else mexErrMsgTxt("glpk: tolint must be between 0 and 1"); iParam.tol_obj = glpRealParam[9]; // relative tolarence iParam.mip_gap = glpRealParam[10]; // realative gap tolerance // set time limit for mip if ( glpRealParam[6] < 0.0 || glpRealParam[6] > 1e6 ) iParam.tm_lim = INT_MAX; else iParam.tm_lim = (int)(1000.0 * glpRealParam[6] ); // Choose Cutsets for mip // shut all cuts off, then start over.... iParam.gmi_cuts = GLP_OFF; iParam.mir_cuts = GLP_OFF; iParam.cov_cuts = GLP_OFF; iParam.clq_cuts = GLP_OFF; switch( glpIntParam[17] ) { case 0: break; case 1: iParam.gmi_cuts = GLP_ON; break; case 2: iParam.mir_cuts = GLP_ON; break; case 3: iParam.cov_cuts = GLP_ON; break; case 4: iParam.clq_cuts = GLP_ON; break; case 5: iParam.clq_cuts = GLP_ON; iParam.gmi_cuts = GLP_ON; iParam.mir_cuts = GLP_ON; iParam.cov_cuts = GLP_ON; iParam.clq_cuts = GLP_ON; break; default: mexErrMsgTxt("glpk: cutset bad param"); } switch( glpIntParam[18] ) { // pre-processing for mip case 0: iParam.pp_tech = GLP_PP_NONE; break; case 1: iParam.pp_tech = GLP_PP_ROOT; break; case 2: iParam.pp_tech = GLP_PP_ALL; break; default: mexErrMsgTxt("glpk: pprocess bad param"); } if (glpIntParam[16]) iParam.presolve=GLP_ON; else iParam.presolve=GLP_OFF; if (glpIntParam[19]) iParam.binarize = GLP_ON; else iParam.binarize = GLP_OFF; } else { /* Choose simplex method ('S') or interior point method ('T') or Exact method ('E') to solve the problem */ switch (lpsolver) { case 1: method = 'S'; break; case 2: method = 'T'; break; case 3: method = 'E'; break; default: mexErrMsgTxt("glpk: lpsolver != lpsolver"); longjmp (mark, -1); } } // now run the problem... int errnum = 0; switch (method) { case 'I': errnum = glp_intopt( lp, &iParam ); errnum += 200; //this is to avoid ambiguity in the return codes. break; case 'S': errnum = glp_simplex(lp, &sParam); errnum += 100; //this is to avoid ambiguity in the return codes. break; case 'T': errnum = glp_interior(lp, NULL ); errnum += 300; //this is to avoid ambiguity in the return codes. break; case 'E': errnum = glp_exact(lp, &sParam); errnum += 100; //this is to avoid ambiguity in the return codes. break; default: /*xassert (method != method); */ mexErrMsgTxt("glpk: method != method"); longjmp (mark, -1); } if (errnum==100 || errnum==200 || errnum==300 || errnum==106 || errnum==107 || errnum==108 || errnum==109 || errnum==209 || errnum==214 || errnum==308) { // Get status and object value if (isMIP) { *status = glp_mip_status (lp); *fmin = glp_mip_obj_val (lp); } else { if (lpsolver == 1 || lpsolver == 3) { *status = glp_get_status (lp); *fmin = glp_get_obj_val (lp); } else { *status = glp_ipt_status (lp); *fmin = glp_ipt_obj_val (lp); } } // Get optimal solution (if exists) 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 || lpsolver == 3) 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 || lpsolver == 3) 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 || lpsolver == 3) 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; size_t tpeak; glp_mem_usage(NULL, NULL, NULL, &tpeak); *mem=((double) tpeak) / (1024); lpx_delete_prob(lp); return 0; } else { // printf("errnum is %d\n", errnum); } lpx_delete_prob(lp); /* this shouldn't be nessiary with glp_deleted_prob, but try it if we have weird behavior again... */ glp_free_env(); *status = errnum; return errnum; }