Esempio n. 1
0
int main(void)
{     glp_prob *mip;
      glp_tran *tran;
      int ret;
      mip = glp_create_prob();
      tran = glp_mpl_alloc_wksp();
      ret = glp_mpl_read_model(tran, "sudoku.mod", 1);
      if (ret != 0)
      {  fprintf(stderr, "Error on translating model\n");
         goto skip;
      }
      ret = glp_mpl_read_data(tran, "sudoku.dat");
      if (ret != 0)
      {  fprintf(stderr, "Error on translating data\n");
         goto skip;
      }
      ret = glp_mpl_generate(tran, NULL);
      if (ret != 0)
      {  fprintf(stderr, "Error on generating model\n");
         goto skip;
      }
      glp_mpl_build_prob(tran, mip);
      glp_simplex(mip, NULL);
      glp_intopt(mip, NULL);
      ret = glp_mpl_postsolve(tran, mip, GLP_MPL_MIP);
      if (ret != 0)
         fprintf(stderr, "Error on postsolving model\n");
skip: glp_mpl_free_wksp(tran);
      glp_delete_prob(mip);
      return 0;
}
Esempio n. 2
0
int CMyProblem::ConstructLP(const char* model_file)
{
	//надо проверить чего-нибудь
	glp_erase_prob(lp);

	glp_tran *tran;
	int ret;
	tran = glp_mpl_alloc_wksp();
	try{
		
		ret = glp_mpl_read_model(tran, model_file, 1);
		if (ret != 0)
		{ 
			cerr << "Error on translating model\n";
			throw MyException();
		}
		string data_file = name;
		data_file+=".dat";
		WriteMathProg(data_file.c_str());
		ret = glp_mpl_read_data(tran, data_file.c_str());
		if (ret != 0)
		{ 
			cerr << "Error on translating data\n";
			throw MyException();
		}
		ret = glp_mpl_generate(tran, NULL);
		if (ret != 0)
		{ 
			cerr << "Error on generating model\n";
			throw MyException();
		}
		glp_mpl_build_prob(tran, lp);
		glp_set_prob_name(lp, name.c_str());
		//вот тут я разрушаю транслятор, что делать с postsolve непонятно, но пока оно не надо
		glp_mpl_free_wksp(tran);
	}
	catch(MyException){
		glp_mpl_free_wksp(tran);
		glp_erase_prob(lp);
		return ret;
	}
	return 0;
}
Esempio n. 3
0
LPX *lpx_read_model(const char *model, const char *data, const char
      *output)
{     /* read LP/MIP model written in GNU MathProg language */
      LPX *lp = NULL;
      glp_tran *tran;
      /* allocate the translator workspace */
      tran = glp_mpl_alloc_wksp();
      /* read model section and optional data section */
      if (glp_mpl_read_model(tran, model, data != NULL)) goto done;
      /* read separate data section, if required */
      if (data != NULL)
         if (glp_mpl_read_data(tran, data)) goto done;
      /* generate the model */
      if (glp_mpl_generate(tran, output)) goto done;
      /* build the problem instance from the model */
      lp = glp_create_prob();
      glp_mpl_build_prob(tran, lp);
done: /* free the translator workspace */
      glp_mpl_free_wksp(tran);
      /* bring the problem object to the calling program */
      return lp;
}
Esempio n. 4
0
int glp_main(int argc, const char *argv[])
{     /* stand-alone LP/MIP solver */
      struct csa _csa, *csa = &_csa;
      int ret;
      xlong_t start;
      /* perform initialization */
      csa->prob = glp_create_prob();
      glp_get_bfcp(csa->prob, &csa->bfcp);
      glp_init_smcp(&csa->smcp);
      csa->smcp.presolve = GLP_ON;
      glp_init_iocp(&csa->iocp);
      csa->iocp.presolve = GLP_ON;
      csa->tran = NULL;
      csa->graph = NULL;
      csa->format = FMT_MPS_FILE;
      csa->in_file = NULL;
      csa->ndf = 0;
      csa->out_dpy = NULL;
      csa->solution = SOL_BASIC;
      csa->in_res = NULL;
      csa->dir = 0;
      csa->scale = 1;
      csa->out_sol = NULL;
      csa->out_res = NULL;
      csa->out_bnds = NULL;
      csa->check = 0;
      csa->new_name = NULL;
      csa->out_mps = NULL;
      csa->out_freemps = NULL;
      csa->out_cpxlp = NULL;
      csa->out_pb = NULL;
      csa->out_npb = NULL;
      csa->log_file = NULL;
      csa->crash = USE_ADV_BASIS;
      csa->exact = 0;
      csa->xcheck = 0;
      csa->nomip = 0;
      /* parse command-line parameters */
      ret = parse_cmdline(csa, argc, argv);
      if (ret < 0)
      {  ret = EXIT_SUCCESS;
         goto done;
      }
      if (ret > 0)
      {  ret = EXIT_FAILURE;
         goto done;
      }
      /*--------------------------------------------------------------*/
      /* remove all output files specified in the command line */
      if (csa->out_dpy != NULL) remove(csa->out_dpy);
      if (csa->out_sol != NULL) remove(csa->out_sol);
      if (csa->out_res != NULL) remove(csa->out_res);
      if (csa->out_bnds != NULL) remove(csa->out_bnds);
      if (csa->out_mps != NULL) remove(csa->out_mps);
      if (csa->out_freemps != NULL) remove(csa->out_freemps);
      if (csa->out_cpxlp != NULL) remove(csa->out_cpxlp);
      if (csa->out_pb != NULL) remove(csa->out_pb);
      if (csa->out_npb != NULL) remove(csa->out_npb);
      if (csa->log_file != NULL) remove(csa->log_file);
      /*--------------------------------------------------------------*/
      /* open log file, if required */
      if (csa->log_file != NULL)
      {  if (lib_open_log(csa->log_file))
         {  xprintf("Unable to create log file\n");
            ret = EXIT_FAILURE;
            goto done;
         }
      }
      /*--------------------------------------------------------------*/
      /* read problem data from the input file */
      if (csa->in_file == NULL)
      {  xprintf("No input problem file specified; try %s --help\n",
            argv[0]);
         ret = EXIT_FAILURE;
         goto done;
      }
      if (csa->format == FMT_MPS_DECK)
      {  ret = glp_read_mps(csa->prob, GLP_MPS_DECK, NULL,
            csa->in_file);
         if (ret != 0)
err1:    {  xprintf("MPS file processing error\n");
            ret = EXIT_FAILURE;
            goto done;
         }
      }
      else if (csa->format == FMT_MPS_FILE)
      {  ret = glp_read_mps(csa->prob, GLP_MPS_FILE, NULL,
            csa->in_file);
         if (ret != 0) goto err1;
      }
      else if (csa->format == FMT_CPLEX_LP)
      {  ret = glp_read_lp(csa->prob, NULL, csa->in_file);
         if (ret != 0)
         {  xprintf("CPLEX LP file processing error\n");
            ret = EXIT_FAILURE;
            goto done;
         }
      }
      else if (csa->format == FMT_MATHPROG)
      {  int k;
         /* allocate the translator workspace */
         csa->tran = glp_mpl_alloc_wksp();
         /* read model section and optional data section */
         if (glp_mpl_read_model(csa->tran, csa->in_file, csa->ndf > 0))
err2:    {  xprintf("MathProg model processing error\n");
            ret = EXIT_FAILURE;
            goto done;
         }
         /* read optional data section(s), if necessary */
         for (k = 1; k <= csa->ndf; k++)
         {  if (glp_mpl_read_data(csa->tran, csa->in_data[k]))
               goto err2;
         }
         /* generate the model */
         if (glp_mpl_generate(csa->tran, csa->out_dpy)) goto err2;
         /* build the problem instance from the model */
         glp_mpl_build_prob(csa->tran, csa->prob);
      }
      else if (csa->format == FMT_MIN_COST)
      {  csa->graph = glp_create_graph(sizeof(v_data), sizeof(a_data));
         ret = glp_read_mincost(csa->graph, offsetof(v_data, rhs),
            offsetof(a_data, low), offsetof(a_data, cap),
            offsetof(a_data, cost), csa->in_file);
         if (ret != 0)
         {  xprintf("DIMACS file processing error\n");
            ret = EXIT_FAILURE;
            goto done;
         }
         glp_mincost_lp(csa->prob, csa->graph, GLP_ON,
            offsetof(v_data, rhs), offsetof(a_data, low),
            offsetof(a_data, cap), offsetof(a_data, cost));
         glp_set_prob_name(csa->prob, csa->in_file);
      }
      else if (csa->format == FMT_MAX_FLOW)
      {  int s, t;
         csa->graph = glp_create_graph(sizeof(v_data), sizeof(a_data));
         ret = glp_read_maxflow(csa->graph, &s, &t,
            offsetof(a_data, cap), csa->in_file);
         if (ret != 0)
         {  xprintf("DIMACS file processing error\n");
            ret = EXIT_FAILURE;
            goto done;
         }
         glp_maxflow_lp(csa->prob, csa->graph, GLP_ON, s, t,
            offsetof(a_data, cap));
         glp_set_prob_name(csa->prob, csa->in_file);
      }
      else
         xassert(csa != csa);
      /*--------------------------------------------------------------*/
      /* change problem name, if required */
      if (csa->new_name != NULL)
         glp_set_prob_name(csa->prob, csa->new_name);
      /* change optimization direction, if required */
      if (csa->dir != 0)
         glp_set_obj_dir(csa->prob, csa->dir);
      /* order rows and columns of the constraint matrix */
      lpx_order_matrix(csa->prob);
      /*--------------------------------------------------------------*/
      /* write problem data in fixed MPS format, if required */
      if (csa->out_mps != NULL)
      {  ret = glp_write_mps(csa->prob, GLP_MPS_DECK, NULL,
            csa->out_mps);
         if (ret != 0)
         {  xprintf("Unable to write problem in fixed MPS format\n");
            ret = EXIT_FAILURE;
            goto done;
         }
      }
      /* write problem data in free MPS format, if required */
      if (csa->out_freemps != NULL)
      {  ret = glp_write_mps(csa->prob, GLP_MPS_FILE, NULL,
            csa->out_freemps);
         if (ret != 0)
         {  xprintf("Unable to write problem in free MPS format\n");
            ret = EXIT_FAILURE;
            goto done;
         }
      }
      /* write problem data in CPLEX LP format, if required */
      if (csa->out_cpxlp != NULL)
      {  ret = glp_write_lp(csa->prob, NULL, csa->out_cpxlp);
         if (ret != 0)
         {  xprintf("Unable to write problem in CPLEX LP format\n");
            ret = EXIT_FAILURE;
            goto done;
         }
      }
      /* write problem data in OPB format, if required */
      if (csa->out_pb != NULL)
      {  ret = lpx_write_pb(csa->prob, csa->out_pb, 0, 0);
         if (ret != 0)
         {  xprintf("Unable to write problem in OPB format\n");
            ret = EXIT_FAILURE;
            goto done;
         }
      }
      /* write problem data in normalized OPB format, if required */
      if (csa->out_npb != NULL)
      {  ret = lpx_write_pb(csa->prob, csa->out_npb, 1, 1);
         if (ret != 0)
         {  xprintf(
               "Unable to write problem in normalized OPB format\n");
            ret = EXIT_FAILURE;
            goto done;
         }
      }
      /*--------------------------------------------------------------*/
      /* if only problem data check is required, skip computations */
      if (csa->check)
      {  ret = EXIT_SUCCESS;
         goto done;
      }
      /*--------------------------------------------------------------*/
      /* determine the solution type */
      if (!csa->nomip &&
          glp_get_num_int(csa->prob) + glp_get_num_bin(csa->prob) > 0)
      {  if (csa->solution == SOL_INTERIOR)
         {  xprintf("Interior-point method is not able to solve MIP pro"
               "blem; use --simplex\n");
            ret = EXIT_FAILURE;
            goto done;
         }
         csa->solution = SOL_INTEGER;
      }
      /*--------------------------------------------------------------*/
      /* if solution is provided, read it and skip computations */
      if (csa->in_res != NULL)
      {  if (csa->solution == SOL_BASIC)
            ret = glp_read_sol(csa->prob, csa->in_res);
         else if (csa->solution == SOL_INTERIOR)
            ret = glp_read_ipt(csa->prob, csa->in_res);
         else if (csa->solution == SOL_INTEGER)
            ret = glp_read_mip(csa->prob, csa->in_res);
         else
            xassert(csa != csa);
         if (ret != 0)
         {  xprintf("Unable to read problem solution\n");
            ret = EXIT_FAILURE;
            goto done;
         }
         goto skip;
      }
      /*--------------------------------------------------------------*/
      /* scale the problem data, if required */
      if (csa->scale)
      {  if (csa->solution == SOL_BASIC && !csa->smcp.presolve ||
             csa->solution == SOL_INTERIOR ||
             csa->solution == SOL_INTEGER && !csa->iocp.presolve)
            glp_scale_prob(csa->prob, GLP_SF_AUTO);
      }
      /* construct starting LP basis */
      if (csa->solution == SOL_BASIC && !csa->smcp.presolve ||
          csa->solution == SOL_INTEGER && !csa->iocp.presolve)
      {  if (csa->crash == USE_STD_BASIS)
            glp_std_basis(csa->prob);
         else if (csa->crash == USE_ADV_BASIS)
            glp_adv_basis(csa->prob, 0);
         else if (csa->crash == USE_CPX_BASIS)
            glp_cpx_basis(csa->prob);
         else
            xassert(csa != csa);
      }
      /*--------------------------------------------------------------*/
      /* solve the problem */
      start = xtime();
      if (csa->solution == SOL_BASIC)
      {  if (!csa->exact)
         {  glp_set_bfcp(csa->prob, &csa->bfcp);
            glp_simplex(csa->prob, &csa->smcp);
            if (csa->xcheck)
            {  if (csa->smcp.presolve &&
                   glp_get_status(csa->prob) != GLP_OPT)
                  xprintf("If you need to check final basis for non-opt"
                     "imal solution, use --nopresol\n");
               else
                  glp_exact(csa->prob, &csa->smcp);
            }
            if (csa->out_sol != NULL || csa->out_res != NULL)
            {  if (csa->smcp.presolve &&
                   glp_get_status(csa->prob) != GLP_OPT)
               xprintf("If you need actual output for non-optimal solut"
                  "ion, use --nopresol\n");
            }
         }
         else
            glp_exact(csa->prob, &csa->smcp);
      }
      else if (csa->solution == SOL_INTERIOR)
         glp_interior(csa->prob, NULL);
      else if (csa->solution == SOL_INTEGER)
      {  if (!csa->iocp.presolve)
         {  glp_set_bfcp(csa->prob, &csa->bfcp);
            glp_simplex(csa->prob, &csa->smcp);
         }
         glp_intopt(csa->prob, &csa->iocp);
      }
      else
         xassert(csa != csa);
      /*--------------------------------------------------------------*/
      /* display statistics */
      xprintf("Time used:   %.1f secs\n", xdifftime(xtime(), start));
      {  xlong_t tpeak;
         char buf[50];
         lib_mem_usage(NULL, NULL, NULL, &tpeak);
         xprintf("Memory used: %.1f Mb (%s bytes)\n",
            xltod(tpeak) / 1048576.0, xltoa(tpeak, buf));
      }
      /*--------------------------------------------------------------*/
skip: /* postsolve the model, if necessary */
      if (csa->tran != NULL)
      {  if (csa->solution == SOL_BASIC)
            ret = glp_mpl_postsolve(csa->tran, csa->prob, GLP_SOL);
         else if (csa->solution == SOL_INTERIOR)
            ret = glp_mpl_postsolve(csa->tran, csa->prob, GLP_IPT);
         else if (csa->solution == SOL_INTEGER)
            ret = glp_mpl_postsolve(csa->tran, csa->prob, GLP_MIP);
         else
            xassert(csa != csa);
         if (ret != 0)
         {  xprintf("Model postsolving error\n");
            ret = EXIT_FAILURE;
            goto done;
         }
      }
      /*--------------------------------------------------------------*/
      /* write problem solution in printable format, if required */
      if (csa->out_sol != NULL)
      {  if (csa->solution == SOL_BASIC)
            ret = lpx_print_sol(csa->prob, csa->out_sol);
         else if (csa->solution == SOL_INTERIOR)
            ret = lpx_print_ips(csa->prob, csa->out_sol);
         else if (csa->solution == SOL_INTEGER)
            ret = lpx_print_mip(csa->prob, csa->out_sol);
         else
            xassert(csa != csa);
         if (ret != 0)
         {  xprintf("Unable to write problem solution\n");
            ret = EXIT_FAILURE;
            goto done;
         }
      }
      /* write problem solution in printable format, if required */
      if (csa->out_res != NULL)
      {  if (csa->solution == SOL_BASIC)
            ret = glp_write_sol(csa->prob, csa->out_res);
         else if (csa->solution == SOL_INTERIOR)
            ret = glp_write_ipt(csa->prob, csa->out_res);
         else if (csa->solution == SOL_INTEGER)
            ret = glp_write_mip(csa->prob, csa->out_res);
         else
            xassert(csa != csa);
         if (ret != 0)
         {  xprintf("Unable to write problem solution\n");
            ret = EXIT_FAILURE;
            goto done;
         }
      }
      /* write sensitivity bounds information, if required */
      if (csa->out_bnds != NULL)
      {  if (csa->solution == SOL_BASIC)
         {  ret = lpx_print_sens_bnds(csa->prob, csa->out_bnds);
            if (ret != 0)
            {  xprintf("Unable to write sensitivity bounds information "
                  "\n");
               ret = EXIT_FAILURE;
               goto done;
            }
         }
         else
            xprintf("Cannot write sensitivity bounds information for in"
               "terior-point or MIP solution\n");
      }
      /*--------------------------------------------------------------*/
      /* all seems to be ok */
      ret = EXIT_SUCCESS;
      /*--------------------------------------------------------------*/
done: /* delete the LP/MIP problem object */
      if (csa->prob != NULL)
         glp_delete_prob(csa->prob);
      /* free the translator workspace, if necessary */
      if (csa->tran != NULL)
         glp_mpl_free_wksp(csa->tran);
      /* delete the network problem object, if necessary */
      if (csa->graph != NULL)
         glp_delete_graph(csa->graph);
      xassert(gmp_pool_count() == 0);
      gmp_free_mem();
      /* close log file, if necessary */
      if (csa->log_file != NULL) lib_close_log();
      /* check that no memory blocks are still allocated */
      {  int count;
         xlong_t total;
         lib_mem_usage(&count, NULL, &total, NULL);
         if (count != 0)
            xerror("Error: %d memory block(s) were lost\n", count);
         xassert(count == 0);
         xassert(total.lo == 0 && total.hi == 0);
      }
      /* free the library environment */
      lib_free_env();
      /* return to the control program */
      return ret;
}
Esempio n. 5
0
int main2(int argc, char *argv[]){
	char * file_model;
	char * file_data;

	if (argc < 5){
		usage();
		exit(1);
	}

	file_model = file_data = NULL;
	GRB_out = GLPK_out = verbose = 1;

	for(int i=1 ; i<=argc-1 ; i++){
		if (strcmp(argv[i],"-m")==0) file_model = argv[i+1];
		if (strcmp(argv[i],"-d")==0) file_data = argv[i+1];
		if (strcmp(argv[i],"-v")==0) verbose = 1;
		if (strcmp(argv[i],"--glpk_out")==0) GLPK_out = 1;
		if (strcmp(argv[i],"--grb_out")==0) GRB_out = 1;
		if (strcmp(argv[i],"--glpk_mip_gap")==0) glpk_iparm_mip_gap = atof(argv[i+1]);
		if (strcmp(argv[i],"--glpk_tol_int")==0) glpk_iparm_tol_int = atof(argv[i+1]);
		if (strcmp(argv[i],"--glpk_tol_obj")==0) glpk_iparm_tol_obj = atof(argv[i+1]);
	}

	if ((file_model==NULL) || (file_data == NULL)){
		usage();
		fprintf(stderr, "Error no model or data files provided\n");
		freeMem();
	}

	/** GLPK: Open environment **/
	mip = glp_create_prob();
	tran = glp_mpl_alloc_wksp();

	glp_term_out(GLPK_out?GLP_ON:GLP_OFF);

	/** GLPK: Read model written in MathProg **/
	ret = glp_mpl_read_model(tran, file_model, 1);

	if (ret){
		fprintf(stderr, "Error on translating model\n");
		freeMem();
	}

	/** GLPK: Read data for MathProg **/
	ret = glp_mpl_read_data(tran, file_data);
	if (ret){
		fprintf(stderr, "Error on translating data\n");
		freeMem();
	}

	/** GLPK: Generate model (merge data an model) **/
	ret = glp_mpl_generate(tran, NULL);
	if (ret){
		fprintf(stderr, "Error on generating model\n");
		freeMem();
	}

	/** GLPK: Generate Build Model **/
	glp_mpl_build_prob(tran, mip);

	wrapper_params wpar;
	wpar.grb_out = GRB_out;
	wpar.glp_out = GLPK_out;
	solve_glp_grb(mip,&wpar);
	/** GLPK: Perform postprocessing **/
	ret = glp_mpl_postsolve(tran, mip, GLP_MIP);
	if (ret != 0) fprintf(stderr, "Error on postsolving model\n");

	/** GLPK: free structures **/
	if (tran) glp_mpl_free_wksp(tran);
	if (mip) glp_delete_prob(mip);

	if (retGRB) printf("ERROR: %s\n", GRBgeterrormsg(env));

	/** GUROBI: free structures **/
	if (model) GRBfreemodel(model);
	if (env) GRBfreeenv(env);

	printf("Done.\nGLPK -> GUROBI -> GLPK wrapper v0.1 (2010)\n");

	exit(0);
}
Esempio n. 6
0
// read in all necessary elements for retrieving the LP/MILP
void Rglpk_read_file (char **file, int *type, 
		      int *lp_direction_of_optimization,
		      int *lp_n_constraints, int *lp_n_objective_vars,
		      int *lp_n_values_in_constraint_matrix,
		      int *lp_n_integer_vars, int *lp_n_binary_vars, 
		      char **lp_prob_name,
		      char **lp_obj_name,
		      int *lp_verbosity) {

  int status;
  extern glp_prob *lp;
  glp_tran *tran;
  const char *str; 
  
  // Turn on/off Terminal Output
  if (*lp_verbosity==1)
    glp_term_out(GLP_ON);
  else
    glp_term_out(GLP_OFF);

  // create problem object 
  if (lp)
    glp_delete_prob(lp);
  lp = glp_create_prob();

  // read file -> gets stored as an GLPK problem object 'lp'
  // which file type do we have?
  switch (*type){
  case 1: 
    // Fixed (ancient) MPS Format, param argument currently NULL
    status = glp_read_mps(lp, GLP_MPS_DECK, NULL, *file);
    break;
  case 2:
    // Free (modern) MPS format, param argument currently NULL
    status = glp_read_mps(lp, GLP_MPS_FILE, NULL, *file);
    break;
  case 3:
    // CPLEX LP Format
    status = glp_read_lp(lp, NULL, *file);
    break;
  case 4:
    // MATHPROG Format (based on lpx_read_model function)
    tran = glp_mpl_alloc_wksp();

    status = glp_mpl_read_model(tran, *file, 0);

    if (!status) {
        status = glp_mpl_generate(tran, NULL);
        if (!status) {
            glp_mpl_build_prob(tran, lp);
        }
    }
    glp_mpl_free_wksp(tran);
    break;    
  } 

  // if file read successfully glp_read_* returns zero
  if ( status != 0 ) {
    glp_delete_prob(lp);
    lp = NULL;
    error("Reading file %s failed", *file);
  }

  // retrieve problem name
  str = glp_get_prob_name(lp);
  if (str){
    *lp_prob_name = (char *) str;
  }

  // retrieve name of objective function
  str = glp_get_obj_name(lp);
  if (str){
    *lp_obj_name = (char *) str;
  }
  
  // retrieve optimization direction flag
  *lp_direction_of_optimization = glp_get_obj_dir(lp);  

  // retrieve number of constraints
  *lp_n_constraints = glp_get_num_rows(lp);  

  // retrieve number of objective variables
  *lp_n_objective_vars = glp_get_num_cols(lp);

  // retrieve number of non-zero elements in constraint matrix
  *lp_n_values_in_constraint_matrix = glp_get_num_nz(lp);

  // retrieve number of integer variables
  *lp_n_integer_vars = glp_get_num_int(lp);
  
  // retrieve number of binary variables
  *lp_n_binary_vars = glp_get_num_bin(lp);
}
Esempio n. 7
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// retrieve all missing values of LP/MILP
void Rglpk_retrieve_MP_from_file (char **file, int *type,
				  int *lp_n_constraints,
				  int *lp_n_objective_vars,
				  double *lp_objective_coefficients,
				  int *lp_constraint_matrix_i,
				  int *lp_constraint_matrix_j,
				  double *lp_constraint_matrix_values,
				  int *lp_direction_of_constraints,
				  double *lp_right_hand_side,
				  double *lp_left_hand_side,
				  int *lp_objective_var_is_integer,
				  int *lp_objective_var_is_binary,
				  int *lp_bounds_type,
				  double *lp_bounds_lower,
				  double *lp_bounds_upper,
				  int *lp_ignore_first_row,
				  int *lp_verbosity,
				  char **lp_constraint_names,
				  char **lp_objective_vars_names
				  ) {
  extern glp_prob *lp;
  glp_tran *tran;
  const char *str; 
  
  int i, j, lp_column_kind, tmp;
  int ind_offset, status;

  // Turn on/off Terminal Output
  if (*lp_verbosity==1)
    glp_term_out(GLP_ON);
  else
    glp_term_out(GLP_OFF);

  // create problem object
  if (lp)
    glp_delete_prob(lp);
  lp = glp_create_prob();

  // read file -> gets stored as an GLPK problem object 'lp'
  // which file type do we have?
  switch (*type){
  case 1: 
    // Fixed (ancient) MPS Format, param argument currently NULL
    status = glp_read_mps(lp, GLP_MPS_DECK, NULL, *file);
    break;
  case 2:
    // Free (modern) MPS format, param argument currently NULL
    status = glp_read_mps(lp, GLP_MPS_FILE, NULL, *file);
    break;
  case 3:
    // CPLEX LP Format
    status = glp_read_lp(lp, NULL, *file);
    break;
  case 4:
    // MATHPROG Format (based on lpx_read_model function)
    tran = glp_mpl_alloc_wksp();

    status = glp_mpl_read_model(tran, *file, 0);

    if (!status) {
        status = glp_mpl_generate(tran, NULL);
        if (!status) {
            glp_mpl_build_prob(tran, lp);
        }
    }
    glp_mpl_free_wksp(tran);
    break;    
  } 

  // if file read successfully glp_read_* returns zero
  if ( status != 0 ) {
    glp_delete_prob(lp);
    lp = NULL;
    error("Reading file %c failed.", *file);
  }
  
  if(*lp_verbosity==1)
    Rprintf("Retrieve column specific data ...\n");

  if(glp_get_num_cols(lp) != *lp_n_objective_vars) {
    glp_delete_prob(lp);
    lp = NULL;
    error("The number of columns is not as specified");
  }

  // retrieve column specific data (values, bounds and type)
  for (i = 0; i < *lp_n_objective_vars; i++) {
    lp_objective_coefficients[i] = glp_get_obj_coef(lp, i+1);
    
    // Note that str must not be freed befor we have returned
    // from the .C call in R! 
    str = glp_get_col_name(lp, i+1);    
    if (str){
      lp_objective_vars_names[i] = (char *) str;
    }
    
    lp_bounds_type[i]            = glp_get_col_type(lp, i+1);
    lp_bounds_lower[i]           = glp_get_col_lb  (lp, i+1);
    lp_bounds_upper[i]           = glp_get_col_ub  (lp, i+1);
    lp_column_kind               = glp_get_col_kind(lp, i+1);
    // set to TRUE if objective variable is integer or binary  
    switch (lp_column_kind){
    case GLP_IV: 
      lp_objective_var_is_integer[i] = 1;
      break;
    case GLP_BV:
      lp_objective_var_is_binary[i] = 1;
      break;
    }
  }
  
  ind_offset = 0;

  if(*lp_verbosity==1)
    Rprintf("Retrieve row specific data ...\n");

  if(glp_get_num_rows(lp) != *lp_n_constraints) {
    glp_delete_prob(lp);
    lp = NULL;
    error("The number of rows is not as specified");
  }

  // retrieve row specific data (right hand side, direction of constraints)
  for (i = *lp_ignore_first_row; i < *lp_n_constraints; i++) {
    lp_direction_of_constraints[i] = glp_get_row_type(lp, i+1);
    
    str = glp_get_row_name(lp, i + 1);
    if (str) { 
      lp_constraint_names[i] = (char *) str;
    }
    
    // the right hand side. Note we don't allow for double bounded or
    // free auxiliary variables 
    if( lp_direction_of_constraints[i] == GLP_LO )
      lp_right_hand_side[i] = glp_get_row_lb(lp, i+1);
    if( lp_direction_of_constraints[i] == GLP_UP )
      lp_right_hand_side[i] = glp_get_row_ub(lp, i+1);
    if( lp_direction_of_constraints[i] == GLP_FX )
      lp_right_hand_side[i] = glp_get_row_lb(lp, i+1);
    if( lp_direction_of_constraints[i] == GLP_DB  ){
      lp_right_hand_side[i] = glp_get_row_ub(lp, i+1);
      lp_left_hand_side[i] =  glp_get_row_lb(lp, i+1);
    }

    tmp = glp_get_mat_row(lp, i+1, &lp_constraint_matrix_j[ind_offset-1],
			           &lp_constraint_matrix_values[ind_offset-1]);
    if (tmp > 0)
      for (j = 0; j < tmp; j++)
	lp_constraint_matrix_i[ind_offset+j] = i+1;
	ind_offset += tmp; 
  }
  
  if(*lp_verbosity==1)
    Rprintf("Done.\n");

}