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; }
double lpx_get_col_dual(glp_prob *lp, int j) { /* retrieve column dual value (basic solution) */ return glp_get_col_dual(lp, j); }
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; }
static int branch_drtom(glp_tree *T, int *_next) { glp_prob *mip = T->mip; int m = mip->m; int n = mip->n; char *non_int = T->non_int; int j, jj, k, t, next, kase, len, stat, *ind; double x, dk, alfa, delta_j, delta_k, delta_z, dz_dn, dz_up, dd_dn, dd_up, degrad, *val; /* basic solution of LP relaxation must be optimal */ xassert(glp_get_status(mip) == GLP_OPT); /* allocate working arrays */ ind = xcalloc(1+n, sizeof(int)); val = xcalloc(1+n, sizeof(double)); /* nothing has been chosen so far */ jj = 0, degrad = -1.0; /* walk through the list of columns (structural variables) */ for (j = 1; j <= n; j++) { /* if j-th column is not marked as fractional, skip it */ if (!non_int[j]) continue; /* obtain (fractional) value of j-th column in basic solution of LP relaxation */ x = glp_get_col_prim(mip, j); /* since the value of j-th column is fractional, the column is basic; compute corresponding row of the simplex table */ len = glp_eval_tab_row(mip, m+j, ind, val); /* the following fragment computes a change in the objective function: delta Z = new Z - old Z, where old Z is the objective value in the current optimal basis, and new Z is the objective value in the adjacent basis, for two cases: 1) if new upper bound ub' = floor(x[j]) is introduced for j-th column (down branch); 2) if new lower bound lb' = ceil(x[j]) is introduced for j-th column (up branch); since in both cases the solution remaining dual feasible becomes primal infeasible, one implicit simplex iteration is performed to determine the change delta Z; it is obvious that new Z, which is never better than old Z, is a lower (minimization) or upper (maximization) bound of the objective function for down- and up-branches. */ for (kase = -1; kase <= +1; kase += 2) { /* if kase < 0, the new upper bound of x[j] is introduced; in this case x[j] should decrease in order to leave the basis and go to its new upper bound */ /* if kase > 0, the new lower bound of x[j] is introduced; in this case x[j] should increase in order to leave the basis and go to its new lower bound */ /* apply the dual ratio test in order to determine which auxiliary or structural variable should enter the basis to keep dual feasibility */ k = glp_dual_rtest(mip, len, ind, val, kase, 1e-9); if (k != 0) k = ind[k]; /* if no non-basic variable has been chosen, LP relaxation of corresponding branch being primal infeasible and dual unbounded has no primal feasible solution; in this case the change delta Z is formally set to infinity */ if (k == 0) { delta_z = (T->mip->dir == GLP_MIN ? +DBL_MAX : -DBL_MAX); goto skip; } /* row of the simplex table that corresponds to non-basic variable x[k] choosen by the dual ratio test is: x[j] = ... + alfa * x[k] + ... where alfa is the influence coefficient (an element of the simplex table row) */ /* determine the coefficient alfa */ for (t = 1; t <= len; t++) if (ind[t] == k) break; xassert(1 <= t && t <= len); alfa = val[t]; /* since in the adjacent basis the variable x[j] becomes non-basic, knowing its value in the current basis we can determine its change delta x[j] = new x[j] - old x[j] */ delta_j = (kase < 0 ? floor(x) : ceil(x)) - x; /* and knowing the coefficient alfa we can determine the corresponding change delta x[k] = new x[k] - old x[k], where old x[k] is a value of x[k] in the current basis, and new x[k] is a value of x[k] in the adjacent basis */ delta_k = delta_j / alfa; /* Tomlin noticed that if the variable x[k] is of integer kind, its change cannot be less (eventually) than one in the magnitude */ if (k > m && glp_get_col_kind(mip, k-m) != GLP_CV) { /* x[k] is structural integer variable */ if (fabs(delta_k - floor(delta_k + 0.5)) > 1e-3) { if (delta_k > 0.0) delta_k = ceil(delta_k); /* +3.14 -> +4 */ else delta_k = floor(delta_k); /* -3.14 -> -4 */ } } /* now determine the status and reduced cost of x[k] in the current basis */ if (k <= m) { stat = glp_get_row_stat(mip, k); dk = glp_get_row_dual(mip, k); } else { stat = glp_get_col_stat(mip, k-m); dk = glp_get_col_dual(mip, k-m); } /* if the current basis is dual degenerate, some reduced costs which are close to zero may have wrong sign due to round-off errors, so correct the sign of d[k] */ switch (T->mip->dir) { case GLP_MIN: if (stat == GLP_NL && dk < 0.0 || stat == GLP_NU && dk > 0.0 || stat == GLP_NF) dk = 0.0; break; case GLP_MAX: if (stat == GLP_NL && dk > 0.0 || stat == GLP_NU && dk < 0.0 || stat == GLP_NF) dk = 0.0; break; default: xassert(T != T); } /* now knowing the change of x[k] and its reduced cost d[k] we can compute the corresponding change in the objective function delta Z = new Z - old Z = d[k] * delta x[k]; note that due to Tomlin's modification new Z can be even worse than in the adjacent basis */ delta_z = dk * delta_k; skip: /* new Z is never better than old Z, therefore the change delta Z is always non-negative (in case of minimization) or non-positive (in case of maximization) */ switch (T->mip->dir) { case GLP_MIN: xassert(delta_z >= 0.0); break; case GLP_MAX: xassert(delta_z <= 0.0); break; default: xassert(T != T); } /* save the change in the objective fnction for down- and up-branches, respectively */ if (kase < 0) dz_dn = delta_z; else dz_up = delta_z; } /* thus, in down-branch no integer feasible solution can be better than Z + dz_dn, and in up-branch no integer feasible solution can be better than Z + dz_up, where Z is value of the objective function in the current basis */ /* following the heuristic by Driebeck and Tomlin we choose a column (i.e. structural variable) which provides largest degradation of the objective function in some of branches; besides, we select the branch with smaller degradation to be solved next and keep other branch with larger degradation in the active list hoping to minimize the number of further backtrackings */ if (degrad < fabs(dz_dn) || degrad < fabs(dz_up)) { jj = j; if (fabs(dz_dn) < fabs(dz_up)) { /* select down branch to be solved next */ next = GLP_DN_BRNCH; degrad = fabs(dz_up); } else { /* select up branch to be solved next */ next = GLP_UP_BRNCH; degrad = fabs(dz_dn); } /* save the objective changes for printing */ dd_dn = dz_dn, dd_up = dz_up; /* if down- or up-branch has no feasible solution, we does not need to consider other candidates (in principle, the corresponding branch could be pruned right now) */ if (degrad == DBL_MAX) break; } } /* free working arrays */ xfree(ind); xfree(val); /* something must be chosen */ xassert(1 <= jj && jj <= n); #if 1 /* 02/XI-2009 */ if (degrad < 1e-6 * (1.0 + 0.001 * fabs(mip->obj_val))) { jj = branch_mostf(T, &next); goto done; } #endif if (T->parm->msg_lev >= GLP_MSG_DBG) { xprintf("branch_drtom: column %d chosen to branch on\n", jj); if (fabs(dd_dn) == DBL_MAX) xprintf("branch_drtom: down-branch is infeasible\n"); else xprintf("branch_drtom: down-branch bound is %.9e\n", lpx_get_obj_val(mip) + dd_dn); if (fabs(dd_up) == DBL_MAX) xprintf("branch_drtom: up-branch is infeasible\n"); else xprintf("branch_drtom: up-branch bound is %.9e\n", lpx_get_obj_val(mip) + dd_up); } done: *_next = next; return jj; }
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; }