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glpkcc.cpp
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glpkcc.cpp
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/*
Copyright (C) 2001-2007 Nicolo' Giorgetti.
Last updated by Niels Klitgord Sept 2011
This file is part of GLPKMEX.
GLPKMEX 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 2, or (at your option) any
later version.
This part of code is distributed with the FURTHER condition that it
can be compiled and linked with the Matlab libraries and it can be
used within the Matlab environment.
GLPKMEX 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, write to the Free
Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
*/
#include <cfloat>
#include <csetjmp>
#include <ctime>
#include <cstring>
// From Matlab
#include "mex.h"
extern "C" {
#include "lpx.h"
#include <glpk.h>
#include "lpx.c"
}
#define NIntP 21
#define NRealP 11
// control parameters not defined in glpk.h
#define LPX_K_PREPROCESS 401 /* preprocessing */
#define LPX_K_RATIO_TEST 402 /* ratio test */
// Integer Param Defaluts
int glpIntParam[NIntP] = {
0,
1,
0,
1,
0,
INT_MAX,
INT_MAX,
200,
1,
2,
0,
1,
0,
0,
3,
2,
1,
0,
2,
0,
1
};
// Integer Param Names
int IParam[NIntP] = {
LPX_K_MSGLEV,
LPX_K_SCALE,
LPX_K_DUAL,
LPX_K_PRICE,
LPX_K_ROUND,
LPX_K_ITLIM,
LPX_K_ITCNT,
LPX_K_OUTFRQ,
LPX_K_MPSINFO,
LPX_K_MPSOBJ,
LPX_K_MPSORIG,
LPX_K_MPSWIDE,
LPX_K_MPSFREE,
LPX_K_MPSSKIP,
LPX_K_BRANCH,
LPX_K_BTRACK,
LPX_K_PRESOL,
LPX_K_USECUTS,
LPX_K_PREPROCESS,
LPX_K_BINARIZE,
LPX_K_RATIO_TEST
};
//Real Param Values
double glpRealParam[NRealP] = {
0.07,
1e-7,
1e-7,
1e-10,
-DBL_MAX,
DBL_MAX,
INT_MAX,
0.0,
1e-5,
1e-7,
0.0
};
//Real Param Names
int RParam[NRealP] = {
LPX_K_RELAX,
LPX_K_TOLBND,
LPX_K_TOLDJ,
LPX_K_TOLPIV,
LPX_K_OBJLL,
LPX_K_OBJUL,
LPX_K_TMLIM,
LPX_K_OUTDLY,
LPX_K_TOLINT,
LPX_K_TOLOBJ,
LPX_K_MIPGAP
};
static jmp_buf mark; /*-- Address for long jump */
static int glpk_print_hook (void *info, const char *msg)
{
mexPrintf("%s",msg);
return 1;
}
//
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);
//Make sure all output (including that generated by glp_scale_prob) is suppressed if message level = 0.
if (glpIntParam[0]==0) glp_term_out(GLP_OFF);
//-- 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 parameters for interior point method
// note: setting ordering algorithm does not appear to be supported by old lpx interface
glp_iptcp tParam;
glp_init_iptcp(&tParam);
if (lpsolver == 2){
switch (glpIntParam[0]) { //message level
case 0: tParam.msg_lev = GLP_MSG_OFF; break;
case 1: tParam.msg_lev = GLP_MSG_ERR; break;
case 2: tParam.msg_lev = GLP_MSG_ON; break;
case 3: tParam.msg_lev = GLP_MSG_ALL; break;
default: mexErrMsgTxt("glpk: msg_lev bad param");
}
}
//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, &tParam );
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);
glp_free_env();
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;
}
#define GLPK_GET_REAL_PARAM(PAR, NAME, IDX) \
do \
{ \
mxArray *mxtmp=mxGetField(PAR,0,NAME); \
if ( mxtmp != NULL) \
{ \
double *rdtmp=mxGetPr(mxtmp); \
glpRealParam[IDX] = *rdtmp; \
} \
} \
while(0)
#define GLPK_GET_INT_PARAM(PAR, NAME, VAL) \
do \
{ \
mxArray *mxtmp=mxGetField(PAR,0,NAME); \
if ( mxtmp != NULL) \
{ \
double *rdtmp=mxGetPr(mxtmp); \
\
VAL =(int) *rdtmp; \
} \
} \
while (0)
//-- Input arguments
#define C_IN prhs[0]
#define A_IN prhs[1]
#define B_IN prhs[2]
#define LB_IN prhs[3]
#define UB_IN prhs[4]
#define CTYPE_IN prhs[5]
#define VARTYPE_IN prhs[6]
#define SENSE_IN prhs[7]
#define PARAM prhs[8]
//-- Output Arguments
#define XMIN_OUT plhs[0]
#define FMIN_OUT plhs[1]
#define STATUS_OUT plhs[2]
#define EXTRA_OUT plhs[3]
void mexFunction( int nlhs, mxArray *plhs[],
int nrhs, const mxArray *prhs[])
{
if(strcmp(glp_version(),"4.36")<0){
mexErrMsgTxt("This MEX interface is compatible only with GLPK version 4.36 or higher.");
}
if (nrhs != 9){
mexPrintf("MEX interface to GLPK Version %s\n",glp_version());
mexPrintf("Internal interface for the GNU GLPK library.\n");
mexPrintf("You should use the 'glpk' function instead.\n\n");
mexPrintf("SYNTAX: [xopt, fmin, status, extra] = glpk(c, a, b, lb, ub, ctype, vartype, sense, param)\n");
return;
}
//-- 1nd Input. A column array containing the objective function
//-- coefficients.
int mrowsc = mxGetM(C_IN);
double *c=mxGetPr(C_IN);
if (c == NULL) mexErrMsgTxt("glpk: invalid value of C");
//-- 2nd Input. A matrix containing the constraints coefficients.
// If matrix A is NOT a sparse matrix
double *A = mxGetPr(A_IN); // get the matrix
if(A==NULL) mexErrMsgTxt("glpk: invalid value of A");
int mrowsA = mxGetM(A_IN);
int *rn;
int *cn;
double *a;
int nz = 0;
if(!mxIsSparse(A_IN)){
rn=(int *)mxCalloc(mrowsA*mrowsc+1,sizeof(int));
cn=(int *)mxCalloc(mrowsA*mrowsc+1,sizeof(int));
a=(double *)mxCalloc(mrowsA*mrowsc+1,sizeof(double));
for (int i = 0; i < mrowsA; i++){
for (int j = 0; j < mrowsc; j++){
if (A[i+j*mrowsA] != 0){
nz++;
rn[nz] = i + 1;
cn[nz] = j + 1;
a[nz] = A[i+j*mrowsA];
}
}
}
}else{
/* NOTE: nnz is the actual number of nonzeros and is stored as the
last element of the jc array where the size of the jc array is the
number of columns + 1 */
nz = *(mxGetJc(A_IN) + mrowsc);
mwIndex *jc = mxGetJc(A_IN);
mwIndex *ir = mxGetIr(A_IN);
double *pr = mxGetPr(A_IN);
rn=(int *)mxCalloc(nz+1,sizeof(int));
cn=(int *)mxCalloc(nz+1,sizeof(int));
a=(double *)mxCalloc(nz+1,sizeof(double));
int nelc,count,row;
count=0; row=0;
for(int i=1;i<=mrowsc;i++){
nelc=jc[i]-jc[i-1];
for(int j=0;j<nelc;j++){
count++;
rn[count]=ir[row]+1;
cn[count]=i;
a[count]=pr[row];
row++;
}
}
}
//-- 3rd Input. A column array containing the right-hand side value
// for each constraint in the constraint matrix.
double *b = mxGetPr(B_IN);
if (b==NULL) mexErrMsgTxt("glpk: invalid value of b");
//-- 4th Input. An array of length mrowsc containing the lower
//-- bound on each of the variables.
double *lb = mxGetPr(LB_IN);
if (lb==NULL) mexErrMsgTxt("glpk: invalid value of lb");
//-- LB argument, default: Free
int *freeLB=(int *)mxCalloc(mrowsc,sizeof(int));
for (int i = 0; i < mrowsc; i++) {
if (lb[i]==-mxGetInf()){
freeLB[i] = 1;
}else freeLB[i] = 0;
}
//-- 5th Input. An array of at least length numcols containing the upper
//-- bound on each of the variables.
double *ub = mxGetPr(UB_IN);
if (ub==NULL) mexErrMsgTxt("glpk: invalid value of ub");
int *freeUB=(int *)mxCalloc(mrowsc,sizeof(int));
for (int i = 0; i < mrowsc; i++)
{
if (ub[i]==mxGetInf())
{
freeUB[i] = 1;
}else freeUB[i] = 0;
}
//-- 6th Input. A column array containing the sense of each constraint
//-- in the constraint matrix.
int size = mxGetNumberOfElements(CTYPE_IN) + 1;
if (size==0) mexErrMsgTxt("glpk: invalid value of ctype");
/* Allocate enough memory to hold the converted string. */
char *ctype =(char *)mxCalloc(size, sizeof (char));
/* Copy the string data from string_array_ptr and place it into buf. */
if (mxGetString(CTYPE_IN, ctype, size) != 0) mexErrMsgTxt("Could not convert string data.");
//-- 7th Input. A column array containing the types of the variables.
size = mxGetNumberOfElements(VARTYPE_IN)+1;
char *vtype = (char *)mxCalloc(size, sizeof (char));
int *vartype = (int *)mxCalloc(size, sizeof (int));
if (size==0) mexErrMsgTxt("glpk: invalid value of vartype");
// Copy the string data from string_array_ptr and place it into buf.
if (mxGetString(VARTYPE_IN, vtype, size) != 0)
mexErrMsgTxt("Could not convert string data.");
int isMIP = 0;
for (int i = 0; i < mrowsc ; i++)
{
switch (vtype[i]){
case 'I': vartype[i] = GLP_IV; isMIP = 1; break;
case 'B': vartype[i] = GLP_BV; isMIP = 1; break;
default: vartype[i] = GLP_CV;
}
}
//-- 8th Input. Sense of optimization.
int sense;
double *tmp = mxGetPr(SENSE_IN);
if (*tmp >= 0) sense = 1;
else sense = -1;
//-- 9th Input. A structure containing the control parameters.
//-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
//-- Integer parameters
//-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
//-- Level of messages output by the solver
GLPK_GET_INT_PARAM (PARAM, "msglev", glpIntParam[0]);
if (glpIntParam[0] < 0 || glpIntParam[0] > 3)
{
mexErrMsgTxt("glpk: param.msglev must be 0 (no output [default]) or 1 (error messages only) or 2 (normal output) or 3 (full output)");
}
//-- scaling option
GLPK_GET_INT_PARAM (PARAM, "scale", glpIntParam[1]);
if (glpIntParam[1] < 0 || glpIntParam[1] > 4)
{
mexErrMsgTxt("glpk: param.scale must be 0 (no scaling) or 1 (equilibration scaling [default]) or 2 (geometric mean scaling) or 3 (geometric then equilibration scaling) or 4 (rounds scale factors to nearest power of 2)");
}
//-- Dual dimplex option
GLPK_GET_INT_PARAM (PARAM, "dual", glpIntParam[2]);
if (glpIntParam[2] < 0 || glpIntParam[2] > 2)
{
mexErrMsgTxt("glpk: param.dual must be 0 (do NOT use dual simplex [default]) or 1 (use dual simplex) or 2 (two phase dual simplex, switch to primal simplexi if it fails");
}
//-- Pricing option
GLPK_GET_INT_PARAM (PARAM, "price", glpIntParam[3]);
if (glpIntParam[3] < 0 || glpIntParam[3] > 1)
{
mexErrMsgTxt("glpk: param.price must be 0 (textbook pricing) or 1 (steepest edge pricing [default])");
}
//-- Ratio test option
GLPK_GET_INT_PARAM (PARAM, "r_test", glpIntParam[20]);
if (glpIntParam[20] < 0 || glpIntParam[20] > 1)
{
mexErrMsgTxt("glpk: param.r_test must be 0 (textbook) or 1 (Harris's Two pass ratio test)");
}
//-- Solution rounding option
GLPK_GET_INT_PARAM (PARAM, "round", glpIntParam[4]);
if (glpIntParam[4] < 0 || glpIntParam[4] > 1)
{
mexErrMsgTxt("glpk: param.round must be 0 (report all primal and dual values [default]) or 1 (replace tiny primal and dual values by exact zero)");
}
//-- Simplex iterations limit
GLPK_GET_INT_PARAM (PARAM, "itlim", glpIntParam[5]);
//-- Simplex iterations count
GLPK_GET_INT_PARAM (PARAM, "itcnt", glpIntParam[6]);
//-- Output frequency, in iterations
GLPK_GET_INT_PARAM (PARAM, "outfrq", glpIntParam[7]);
//-- Branching heuristic option
GLPK_GET_INT_PARAM (PARAM, "branch", glpIntParam[14]);
if (glpIntParam[14] < 0 || glpIntParam[14] > 3)
{
mexErrMsgTxt("glpk: param.branch must be (MIP only) 0 (branch on first variable) or 1 (branch on last variable) or 2 (most fractional variable) or 3 (branch using a heuristic by Driebeck and Tomlin [default]");
}
//-- Backtracking heuristic option
GLPK_GET_INT_PARAM (PARAM, "btrack", glpIntParam[15]);
if (glpIntParam[15] < 0 || glpIntParam[15] > 3)
{
mexErrMsgTxt("glpk: param.btrack must be (MIP only) 0 (depth first search) or 1 (breadth first search) or 2 ( best local bound ) or 3 (backtrack using the best projection heuristic [default]");
}
//-- Presolver option
GLPK_GET_INT_PARAM (PARAM, "presol", glpIntParam[16]);
if (glpIntParam[16] < 0 || glpIntParam[16] > 1)
{
mexErrMsgTxt("glpk: param.presol must be 0 (do NOT use LP presolver) or 1 (use LP presolver [default])");
}
//-- Generating cuts
GLPK_GET_INT_PARAM (PARAM, "usecuts", glpIntParam[17]);
if (glpIntParam[17] < 0 || glpIntParam[17] > 5)
{
mexErrMsgTxt("glpk: param.usecuts must be 0 (do NOT generate cuts), 1 (generate Gomory's cuts [default]), 2 (mir), 3 (cov) or 4 (clq cuts), 5( all cuts)");
}
//-- PrePocessing
GLPK_GET_INT_PARAM (PARAM, "pprocess", glpIntParam[18]);
if (glpIntParam[18] < 0 || glpIntParam[18] > 2)
{
mexErrMsgTxt("glpk: param.pprocess must be 0 (disable preprocessing), 1 (preprocess root only) or 2 (preprocess all levels)");
}
//-- Binarize
GLPK_GET_INT_PARAM (PARAM, "binarize", glpIntParam[19]);
if (glpIntParam[19] < 0 || glpIntParam[19] > 1)
{
mexErrMsgTxt("glpk: param.binarize must be 0 (do use binarization) or 1 (replace general integer variable by binary ones)");
}
//-- LPsolver option
int lpsolver = 1;
GLPK_GET_INT_PARAM (PARAM, "lpsolver", lpsolver);
if (lpsolver < 1 || lpsolver > 3)
{
mexErrMsgTxt("glpk: param.lpsolver must be 1 (simplex method) or 2 (interior point method) or 3 (LP in exact arithmetic)");
}
//-- Save option
int save_pb = 0;
char *save_filename = NULL;
char *filetype = NULL;
GLPK_GET_INT_PARAM (PARAM, "save", save_pb);
save_pb = (save_pb != 0);
if (save_pb){
// -- Look for the name --
mxArray *mxtmp=mxGetField(PARAM,0,"savefilename");
if ( mxtmp != NULL ){
int nl=mxGetNumberOfElements(mxtmp)+1;
nl=nl+4; // increase size to consider then extension .xxx
save_filename=(char *)mxCalloc(nl,sizeof(char));
if (mxGetString(mxtmp, save_filename, nl) != 0)
mexErrMsgTxt("glpk: Could not load file name to save.");
}else{
// Default file name
save_filename= (char *)mxCalloc(9, sizeof(char));
strcpy(save_filename,"outpb");
}
// -- Look for the type --
char save_filetype[5];
mxArray *txtmp=mxGetField(PARAM,0,"savefiletype");
if ( txtmp != NULL ){
int nl=mxGetNumberOfElements(txtmp)+1;
filetype=(char *)mxCalloc(nl,sizeof(char));
if (mxGetString(txtmp, filetype, nl) != 0)
mexErrMsgTxt("glpk: Could not load file type.");
if (!strcmp(filetype,"fixedmps") || !strcmp(filetype,"freemps")){
strcpy(save_filetype,".mps");
} else {
if (!strcmp(filetype,"cplex")) strcpy(save_filetype,".lp");
else {
if (!strcmp(filetype,"plain")) strcpy(save_filetype,".txt");
}
}
}else{
filetype= (char *)mxCalloc(5, sizeof(char));
strcpy(filetype,"cplex");
strcpy(save_filetype,".lp"); // Default file type
}
strcat(save_filename,save_filetype); // name.extension
}
// MPS parameters
//-- mpsinfo
GLPK_GET_INT_PARAM (PARAM, "mpsinfo", glpIntParam[8]);
//-- mpsobj
GLPK_GET_INT_PARAM (PARAM, "mpsobj", glpIntParam[9]);
if (glpIntParam[9] < 0 || glpIntParam[9] > 2)
{
mexErrMsgTxt("glpk: param.mpsobj must be 0 (never output objective function row) or 1 (always output objective function row ) or 2 [default](output objective function row if the problem has no free rows)");
}
//-- mpsorig
GLPK_GET_INT_PARAM (PARAM, "mpsorig", glpIntParam[10]);
//-- mpswide
GLPK_GET_INT_PARAM (PARAM, "mpswide", glpIntParam[11]);
//-- mpsfree
GLPK_GET_INT_PARAM (PARAM, "mpsfree", glpIntParam[12]);
//-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
//-- Real parameters
//-- ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
//-- Ratio test option
GLPK_GET_REAL_PARAM (PARAM, "relax", 0);
//-- Relative tolerance used to check if the current basic solution
//-- is primal feasible
GLPK_GET_REAL_PARAM (PARAM, "tolbnd", 1);
//-- Absolute tolerance used to check if the current basic solution
//-- is dual feasible
GLPK_GET_REAL_PARAM (PARAM, "toldj", 2);
//-- Relative tolerance used to choose eligible pivotal elements of
//-- the simplex table in the ratio test
GLPK_GET_REAL_PARAM (PARAM, "tolpiv", 3);
GLPK_GET_REAL_PARAM (PARAM, "objll", 4);
GLPK_GET_REAL_PARAM (PARAM, "objul", 5);
GLPK_GET_REAL_PARAM (PARAM, "tmlim", 6);
GLPK_GET_REAL_PARAM (PARAM, "outdly", 7);
GLPK_GET_REAL_PARAM (PARAM, "tolint", 8);
GLPK_GET_REAL_PARAM (PARAM, "tolobj", 9);
GLPK_GET_REAL_PARAM (PARAM, "mipgap", 10);
//-- Assign pointers to the output parameters
const char **extranames=(const char **)mxCalloc(4,sizeof(*extranames));
extranames[0]="lambda";
extranames[1]="redcosts";
extranames[2]="time";
extranames[3]="memory";
XMIN_OUT = mxCreateDoubleMatrix(mrowsc, 1, mxREAL);
FMIN_OUT = mxCreateDoubleMatrix(1, 1, mxREAL);
STATUS_OUT = mxCreateDoubleMatrix(1, 1, mxREAL);
double *xmin = mxGetPr(XMIN_OUT);
double *fmin = mxGetPr(FMIN_OUT);
double *status = mxGetPr(STATUS_OUT);
EXTRA_OUT = mxCreateStructMatrix(1, 1, 4, extranames);
mxArray *mxlambda = mxCreateDoubleMatrix(mrowsA, 1, mxREAL);
mxArray *mxredcosts = mxCreateDoubleMatrix(mrowsc, 1, mxREAL);
mxArray *mxtime = mxCreateDoubleMatrix(1, 1, mxREAL);
mxArray *mxmem = mxCreateDoubleMatrix(1, 1, mxREAL);
double *lambda = mxGetPr(mxlambda);
double *redcosts= mxGetPr(mxredcosts);
double *time = mxGetPr(mxtime);
double *mem = mxGetPr(mxmem);
int jmpret = setjmp (mark);