debian/0000755000000000000000000000000012250377274007177 5ustar debian/compat0000644000000000000000000000000210641536007010366 0ustar 5 debian/orig-tar.sh0000755000000000000000000000103711513341777011263 0ustar #!/bin/sh # called by uscan with '--upstream-version' VERSION=$2 SOURCE=$(dpkg-parsechangelog | sed -ne 's,Source: \(.*\),\1,p') TAR=../${SOURCE}_${VERSION}.orig.tar.gz tar xf $3 --exclude '*.gif' --exclude '*.pdf' --exclude '*.html' make -C cvxopt-$2/doc clean chmod ugo-x cvxopt-$2/examples/doc/*/*.py cvxopt-$2/examples/book/*/*.py tar czf $TAR cvxopt-$2 rm -rf cvxopt-$2 # move to directory 'tarballs' if [ -r .svn/deb-layout ]; then . .svn/deb-layout mv $TAR $origDir echo "moved $TAR to $origDir" fi exit 0 debian/control0000644000000000000000000000272511612313005010567 0ustar Source: cvxopt Section: python Priority: optional Maintainer: Soeren Sonnenburg Build-Depends: cdbs (>= 0.4.90~), debhelper (>= 5), libatlas-base-dev [!powerpc !alpha !arm !armel], libblas-dev, liblapack-dev, python-sphinx, libglpk-dev, libfftw3-dev, libgsl0-dev, libdsdp-dev (>= 5.8-4), texlive-latex-base, texlive-latex-recommended, texlive-latex-extra, texlive-fonts-recommended, python-all-dev (>= 2.6.6-3~), X-Python-Version: >= 2.5 Standards-Version: 3.9.2 Homepage: http://abel.ee.ucla.edu/cvxopt Vcs-Svn: https://bollin.googlecode.com/svn/cvxopt/trunk/ Vcs-Browser: http://bollin.googlecode.com/svn/cvxopt/trunk/ Package: python-cvxopt Architecture: any Depends: ${shlibs:Depends}, ${misc:Depends}, ${python:Depends} Provides: ${python:Provides} Description: Python package for convex optimization CVXOPT is a Python package for convex optimization. It includes * Python classes for storing and manipulating dense and sparse matrices * an interface to most of the double-precision real and complex BLAS * an interface to the dense linear equation solvers and eigenvalue routines from LAPACK * interfaces to the sparse LU and Cholesky solvers from UMFPACK and CHOLMOD. * routines for solving convex optimization problems, an interface to the linear programming solver in GLPK, and interfaces to the linear and quadratic programming solvers in MOSEK * a modeling tool for specifying convex piecewise-linear optimization problems. debian/changelog0000644000000000000000000001650512250376610011051 0ustar cvxopt (1.1.4-1.2) unstable; urgency=medium * Non-maintainer upload. * glpk-4.49.diff: fix GLPK version detection (the wrong macro was used). (Closes: #731445) -- Sébastien Villemot Fri, 06 Dec 2013 17:38:28 +0100 cvxopt (1.1.4-1.1) unstable; urgency=low * Non-maintainer upload. * glpk-4.49.diff: new patch, fixes FTBFS against recent versions of GLPK (Closes: #714368) -- Sébastien Villemot Thu, 15 Aug 2013 16:12:35 +0200 cvxopt (1.1.4-1) unstable; urgency=low * New upstream release. -- Soeren Sonnenburg Thu, 19 Jan 2012 08:18:18 +0100 cvxopt (1.1.3-2) unstable; urgency=low * Bump standards version to 3.9.2 (no changes required). * Convert package to use dh_python2 (Closes: #616783). -- Soeren Sonnenburg Fri, 22 Jul 2011 17:01:34 +0200 cvxopt (1.1.3-1) unstable; urgency=low * New upstream release. - Install header files (Closes: #604894) - Fixes build with Sphinx 1.0 (Closes: #608841). * Bump standards version to 3.9.1 - Convert package to format 3.0 (quilt) - Remove debian/README.source -- Soeren Sonnenburg Wed, 12 Jan 2011 15:04:47 +0100 cvxopt (1.1.2-1) unstable; urgency=low [ Torsten Werner ] * Remove myself from Uploaders as discussed with Sören [ Soeren Sonnenburg ] * New upstream release. - Now uses python-spinx to build documentation. - Refresh patches. - Require at least python 2.5. - Require lapack and blas. * Bump standards version to 3.8.3 (no changes required). -- Soeren Sonnenburg Sun, 20 Dec 2009 07:09:46 +0100 cvxopt (1.1-1) unstable; urgency=low * New upstream release. * Refresh patches. -- Soeren Sonnenburg Sat, 25 Oct 2008 23:14:39 +0200 cvxopt (1.0-3) unstable; urgency=low * Update my email address to sonne@debian.org. * Introduce README.source and patch target to make package compliant to standards version 3.8.0.' -- Soeren Sonnenburg Sun, 14 Sep 2008 16:37:10 +0200 cvxopt (1.0-2) unstable; urgency=low [ Torsten Werner ] * Do not run quilt in $(DEB_SRCDIR) anymore. (Closes: #485142) * Refresh all patches. [ Soeren Sonnenburg ] * Use Science/Mathematics as doc-base section. -- Torsten Werner Wed, 11 Jun 2008 20:41:57 +0200 cvxopt (1.0-1) unstable; urgency=low * New upstream release. * Fix build for python2.4 * Add a README.source, documenting that we are using quilt to add some patches. -- Soeren Sonnenburg Tue, 29 Apr 2008 06:55:27 +0200 cvxopt (0.9.3-1) unstable; urgency=low * new upstream release (Closes: #471368) * Remove the former +nogs1 suffix. * Update patch doc.diff. -- Torsten Werner Mon, 17 Mar 2008 20:48:08 +0100 cvxopt (0.9.2+nogs1-1) unstable; urgency=low * Do not generate .pdf images on the fly but on obtaining source package to workaround failing epstopdf on some architectures -- Soeren Sonnenburg Sat, 23 Feb 2008 21:46:20 +0100 cvxopt (0.9.2-2) unstable; urgency=low [ Soeren Sonnenburg ] * Change Build-Depends of atlas, blas and lapack to match gfortran transition (Closes: #463938) * Tighten Build-Depends on dsdp >= 5.8-3 [ Torsten Werner ] * Remove atlas support temporarily. -- Torsten Werner Fri, 08 Feb 2008 22:26:36 +0100 cvxopt (0.9.2-1) unstable; urgency=low [ Soeren Sonnenburg ] * New upstream version * Generate indexed pdf [ Torsten Werner ] * Add Build-Depends: texlive-latex-extra. * Change Build-Depends: gs-gpl to ghostscript. * Fix white space in doc-base file. -- Torsten Werner Wed, 02 Jan 2008 20:19:49 +0100 cvxopt (0.9.1-4) unstable; urgency=low [ Soeren Sonnenburg ] * add lapack3-dev to build depends for arm architecture [ Torsten Werner ] * Change Build-Depends: fftw3-dev to libfftw3-dev. -- Torsten Werner Wed, 19 Dec 2007 16:53:24 +0100 cvxopt (0.9.1-3) unstable; urgency=low * Really enable GSL support. -- Torsten Werner Mon, 17 Dec 2007 19:39:29 +0100 cvxopt (0.9.1-2) unstable; urgency=low [ Soeren Sonnenburg ] * Enable gsl support and remove obsolete README.Debian (Closes: #456723) [ Torsten Werner ] * Remove Depends: lapack3-dev. * Support newer versions of dpkg-shlibdeps. * Update Homepage and Vcs headers in debian/control. * Change Standards-Version: 3.7.3. * Remove the full text of GPL-3 from debian/copyright because base-files ships it now. -- Torsten Werner Mon, 17 Dec 2007 19:18:11 +0100 cvxopt (0.9.1-1) unstable; urgency=low * New upstream version -- Soeren Sonnenburg Sun, 25 Nov 2007 17:32:57 +0000 cvxopt (0.9-3) unstable; urgency=low [ Soeren Sonnenburg ] * Fix FTBFS if build twice in a row. (Closes: #442537) [ Torsten Werner ] * Change Build-Depends: gs-common to gs-gpl. -- Torsten Werner Wed, 19 Sep 2007 20:57:04 +0200 cvxopt (0.9-2) unstable; urgency=low * add lapack3-dev to build depends for arm architecture -- Soeren Sonnenburg Thu, 16 Aug 2007 07:49:27 +0200 cvxopt (0.9-1) unstable; urgency=low * new upstream version * build pdf version of documentation and add doc-base support -- Soeren Sonnenburg Thu, 09 Aug 2007 21:08:44 +0200 cvxopt (0.8.2-3) unstable; urgency=low * add build dependency on libdsdp-dev and enable the dsdp semidefinite programming solver -- Soeren Sonnenburg Sun, 5 Aug 2007 12:10:22 +0200 cvxopt (0.8.2-2) unstable; urgency=low * disable atlas3-base-dev build dependency on arm as it is unavailable and works without -- Soeren Sonnenburg Tue, 31 Jul 2007 11:34:00 +0200 cvxopt (0.8.2-1) unstable; urgency=low [ Soeren Sonnenburg ] * First upload to Debian. (Closes: #431233) * Acknowledge ubuntu packaging from upstream. * Switch to pycentral. [ Torsten Werner ] * Switch to quilt and more debhelper tools. * Fix Build-Depends. -- Torsten Werner Wed, 4 Jul 2007 21:33:44 +0200 cvxopt (0.8-3) unstable; urgency=low * Release of version 0.8.2 -- Joachim Dahl Tue, 6 Feb 2007 19:05:00 +0100 cvxopt (0.8-2) unstable; urgency=low * Release of version 0.8.1 -- Joachim Dahl Wed, 1 Nov 2006 20:05:00 +0100 cvxopt (0.8-1) unstable; urgency=low * Release of version 0.8 -- Joachim Dahl Tue, 19 Sep 2006 20:38:43 +0100 cvxopt (0.7-2) unstable; urgency=low * Release of version 0.7.1 -- Joachim Dahl Mon, 31 Jul 2006 19:46:43 +0100 cvxopt (0.7-1) unstable; urgency=low * Release of version 0.7. -- Joachim Dahl Sat, 22 Apr 2006 10:00:00 -0700 cvxopt (0.6-1) unstable; urgency=low * Release of version 0.6. -- Joachim Dahl Wed, 28 Dec 2005 09:19:00 -0700 cvxopt (0.5-2) unstable; urgency=low * Small bugfixes. -- Joachim Dahl Fri, 3 Nov 2005 23:01:49 -0700 cvxopt (0.5-1) unstable; urgency=low * Release of version 0.5. -- Joachim Dahl Fri, 21 Oct 2005 11:49:09 -0700 cvxopt (0.4-1) unstable; urgency=low * Initial Release. -- Joachim Dahl Thu, 19 May 2005 11:49:09 -0700 debian/rules0000755000000000000000000000123011612313005010232 0ustar #! /usr/bin/make -f DEB_SRCDIR := src DEB_COMPRESS_EXCLUDE := CVXOPT.pdf DEB_SHLIBDEPS_INCLUDE := /usr/lib/atlas include /usr/share/cdbs/1/rules/debhelper.mk include /usr/share/cdbs/1/class/python-distutils.mk build/python-cvxopt:: debian/stamp-docs debian/stamp-docs: make -C doc latex make -C doc/build/latex all-pdf touch $@ install/python-cvxopt:: mkdir -p usr/include/cvxopt dh_install -ppython-cvxopt src/C/cvxopt.h src/C/blas_redefines.h usr/include/cvxopt clean:: $(RM) debian/stamp-docs make -C doc clean $(RM) -r src/build get-orig-source: -uscan --rename --upstream-version 0 @echo successfully retrieved upstream tarball debian/examples0000644000000000000000000000001310642765623010734 0ustar examples/* debian/copyright0000644000000000000000000000517311063211421011116 0ustar This package was debianized by Soeren Sonnenburg on Wed Jul 4 21:48:22 CEST 2007. It was downloaded from . Upstream Authors: Joachim Dahl Lieven Vandenberghe Copyright: (C) 2004-2007 Joachim Dahl (C) 2004-2007 Lieven Vandenberghe License: This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. This program 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. A copy of the GNU General Public License can be found in /usr/share/common-licenses/GPL-3. ---- The CVXOPT distribution includes source code for the following software libraries. AMD Version 2.0. Copyright (c) 2004-2007 by Timothy A. Davis, Patrick R. Amestoy, and Iain S. Duff. All Rights Reserved. Distributed under the GNU LGPL license. See www.cise.ufl.edu/research/sparse/amd. CHOLMOD Version 1.4. Copyright (c) 2004-2007. Some portions are Copyright (c) Univ. of Florida. Others are Copyright (c) by their authors (T. A. Davis and W. Hager). Distributed under the GNU LGPL license. See www.cise.ufl.edu/research/sparse/cholmod. COLAMD version 2.6. Copyright (c) 1998-2006 by Timothy A. Davis. Copyright (c) 1998-2007, Timothy A. Davis, All Rights Reserved. COLAMD is distributed under the GNU LGPL license. See www.cise.ufl.edu/research/sparse/colamd. UMFPACK Version 5.0.2. Copyright (c) 1994-2007 by Timothy A. Davis, University of Florida. All Rights Reserved. Distributed under the GNU LGPL license. See www.cise.ufl.edu/research/sparse/umfpack. RNGS Random Number Generation - Multiple Streams (Sep. 22, 1998) by Steve Park & Dave Geyer. See www.cs.wm.edu/~va/software/park/park.html. Software is in the public domain as was found out in an email correspondence with Virginia Torczon and Lawrence M. Leemis (Professor Steve Park passed away): Dear Soeren, Glad to have been of help. And I'm glad to learn from Larry that the software is, indeed, in the public domain. Virginia On Debian systems, you can find the GPL license in: /usr/share/common-licenses/LGPL ---- The Debian packaging is (C) 2007, Soeren Sonnenburg and is licensed under the GPL, see `/usr/share/common-licenses/GPL'. debian/watch0000644000000000000000000000012310767550074010226 0ustar version=3 http://abel.ee.ucla.edu/src/cvxopt-(.*).tar.gz debian debian/orig-tar.sh debian/docs0000644000000000000000000000003311313336334010035 0ustar doc/build/latex/CVXOPT.pdf debian/python-cvxopt.doc-base0000644000000000000000000000160111313336334013425 0ustar Document: cvxopt Title: CvxOpt: Python Package for Convex Optimization Author: Joachim Dahl, Lieven Vandenberghe Abstract: CVXOPT is a Python package for convex optimization. It includes Python classes for storing and manipulating dense and sparse matrices, an interface to most of the double-precision real and complex BLAS, an interface to the dense linear equation solvers and eigenvalue routines from LAPACK, interfaces to the sparse LU and Cholesky solvers from UMFPACK and CHOLMOD, routines for solving convex optimization problems, an interface to the linear programming solver in GLPK, and interfaces to the linear and quadratic programming solvers in MOSEK and a a modeling tool for specifying convex piecewise-linear optimization problems. Section: Science/Mathematics Format: PDF Index: /usr/share/doc/python-cvxopt/CVXOPT.pdf Files: /usr/share/doc/python-cvxopt/CVXOPT.pdf debian/patches/0000755000000000000000000000000012250376664010630 5ustar debian/patches/setup.diff0000644000000000000000000000270211313344055012607 0ustar Index: cvxopt-1.1.2/src/setup.py =================================================================== --- cvxopt-1.1.2.orig/src/setup.py 2009-11-28 06:37:29.000000000 +0100 +++ cvxopt-1.1.2/src/setup.py 2009-12-20 07:45:27.000000000 +0100 @@ -2,11 +2,11 @@ from glob import glob # directory containing libblas and liblapack -ATLAS_LIB_DIR = '/usr/lib' +ATLAS_LIB_DIR = '/usr/lib/atlas' # Set to 1 if you are using the random number generators in the GNU # Scientific Library. -BUILD_GSL = 0 +BUILD_GSL = 1 # Directory containing libgsl (used only when BUILD_GSL = 1). GSL_LIB_DIR = '/usr/lib' @@ -15,7 +15,7 @@ GSL_INC_DIR = '/usr/include/gsl' # Set to 1 if you are installing the fftw module. -BUILD_FFTW = 0 +BUILD_FFTW = 1 # Directory containing libfftw3 (used only when BUILD_FFTW = 1). FFTW_LIB_DIR = '/usr/lib' @@ -24,7 +24,7 @@ FFTW_INC_DIR = '/usr/include' # Set to 1 if you are installing the glpk module. -BUILD_GLPK = 0 +BUILD_GLPK = 1 # Directory containing libglpk (used only when BUILD_GLPK = 1). GLPK_LIB_DIR = '/usr/lib' @@ -33,13 +33,13 @@ GLPK_INC_DIR = '/usr/include' # Set to 1 if you are installing the DSDP module. -BUILD_DSDP = 0 +BUILD_DSDP = 1 # Directory containing libdsdp (used only when BUILD_DSDP = 1). DSDP_LIB_DIR = '/usr/lib' # Directory containing dsdp5.h (used only when BUILD_DSDP = 1). -DSDP_INC_DIR = '/usr/include' +DSDP_INC_DIR = '/usr/include/dsdp' extmods = [] debian/patches/glpk-4.49.diff0000644000000000000000000020772012250376664013023 0ustar Description: Workaround for GLPK >= 4.49 GLPK 4.49 removed the deprecated API functions. Cvxopt still uses them, so this patch adds compatibility routines that were provided by the upstream author of GLPK. Author: Sébastien Villemot Bug-Debian: http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=714368 Forwarded: no Last-Update: 2013-08-15 --- This patch header follows DEP-3: http://dep.debian.net/deps/dep3/ --- a/src/C/glpk.c +++ b/src/C/glpk.c @@ -20,7 +20,7 @@ #include "cvxopt.h" #include "misc.h" -#include "glpk.h" +#include "lpx.h" PyDoc_STRVAR(glpk__doc__, "Interface to the simplex and mixed integer LP algorithms in GLPK.\n\n" --- /dev/null +++ b/src/C/lpx.c @@ -0,0 +1,1516 @@ +/* lpx.c (old GLPK API) */ + +/* Written by Andrew Makhorin , August 2013. */ + +/* This file contains routines that implement the old GLPK API as it +* was defined in GLPK 4.48. +* +* To compile an existing project using these routines you need to add +* to the project this file and the header lpx.h. +* +* Please note that you may mix calls to old and new GLPK API routines +* (except calls to glp_create_prob and glp_delete_prob). */ + +#if (GLP_VERSION_MAJOR == 4 && GLP_MINOR_VERSION >= 49) || GLP_VERSION_MAJOR > 4 + +#include +#include +#include "lpx.h" + +#define xassert glp_assert +#define xerror glp_error + +struct CPS +{ /* control parameters */ + LPX *lp; + /* pointer to corresponding problem object */ + int msg_lev; + /* level of messages output by the solver: + 0 - no output + 1 - error messages only + 2 - normal output + 3 - full output (includes informational messages) */ + int scale; + /* scaling option: + 0 - no scaling + 1 - equilibration scaling + 2 - geometric mean scaling + 3 - geometric mean scaling, then equilibration scaling */ + int dual; + /* dual simplex option: + 0 - use primal simplex + 1 - use dual simplex */ + int price; + /* pricing option (for both primal and dual simplex): + 0 - textbook pricing + 1 - steepest edge pricing */ + double relax; + /* relaxation parameter used in the ratio test; if it is zero, + the textbook ratio test is used; if it is non-zero (should be + positive), Harris' two-pass ratio test is used; in the latter + case on the first pass basic variables (in the case of primal + simplex) or reduced costs of non-basic variables (in the case + of dual simplex) are allowed to slightly violate their bounds, + but not more than (relax * tol_bnd) or (relax * tol_dj) (thus, + relax is a percentage of tol_bnd or tol_dj) */ + double tol_bnd; + /* relative tolerance used to check if the current basic solution + is primal feasible */ + double tol_dj; + /* absolute tolerance used to check if the current basic solution + is dual feasible */ + double tol_piv; + /* relative tolerance used to choose eligible pivotal elements of + the simplex table in the ratio test */ + int round; + /* solution rounding option: + 0 - report all computed values and reduced costs "as is" + 1 - if possible (allowed by the tolerances), replace computed + values and reduced costs which are close to zero by exact + zeros */ + double obj_ll; + /* lower limit of the objective function; if on the phase II the + objective function reaches this limit and continues decreasing, + the solver stops the search */ + double obj_ul; + /* upper limit of the objective function; if on the phase II the + objective function reaches this limit and continues increasing, + the solver stops the search */ + int it_lim; + /* simplex iterations limit; if this value is positive, it is + decreased by one each time when one simplex iteration has been + performed, and reaching zero value signals the solver to stop + the search; negative value means no iterations limit */ + double tm_lim; + /* searching time limit, in seconds; if this value is positive, + it is decreased each time when one simplex iteration has been + performed by the amount of time spent for the iteration, and + reaching zero value signals the solver to stop the search; + negative value means no time limit */ + int out_frq; + /* output frequency, in iterations; this parameter specifies how + frequently the solver sends information about the solution to + the standard output */ + double out_dly; + /* output delay, in seconds; this parameter specifies how long + the solver should delay sending information about the solution + to the standard output; zero value means no delay */ + int branch; /* MIP */ + /* branching heuristic: + 0 - branch on first variable + 1 - branch on last variable + 2 - branch using heuristic by Driebeck and Tomlin + 3 - branch on most fractional variable */ + int btrack; /* MIP */ + /* backtracking heuristic: + 0 - select most recent node (depth first search) + 1 - select earliest node (breadth first search) + 2 - select node using the best projection heuristic + 3 - select node with best local bound */ + double tol_int; /* MIP */ + /* absolute tolerance used to check if the current basic solution + is integer feasible */ + double tol_obj; /* MIP */ + /* relative tolerance used to check if the value of the objective + function is not better than in the best known integer feasible + solution */ + int mps_info; /* lpx_write_mps */ + /* if this flag is set, the routine lpx_write_mps outputs several + comment cards that contains some information about the problem; + otherwise the routine outputs no comment cards */ + int mps_obj; /* lpx_write_mps */ + /* this parameter tells the routine lpx_write_mps how to output + the objective function row: + 0 - never output objective function row + 1 - always output objective function row + 2 - output objective function row if and only if the problem + has no free rows */ + int mps_orig; /* lpx_write_mps */ + /* if this flag is set, the routine lpx_write_mps uses original + row and column symbolic names; otherwise the routine generates + plain names using ordinal numbers of rows and columns */ + int mps_wide; /* lpx_write_mps */ + /* if this flag is set, the routine lpx_write_mps uses all data + fields; otherwise the routine keeps fields 5 and 6 empty */ + int mps_free; /* lpx_write_mps */ + /* if this flag is set, the routine lpx_write_mps omits column + and vector names everytime if possible (free style); otherwise + the routine never omits these names (pedantic style) */ + int mps_skip; /* lpx_write_mps */ + /* if this flag is set, the routine lpx_write_mps skips empty + columns (i.e. which has no constraint coefficients); otherwise + the routine outputs all columns */ + int lpt_orig; /* lpx_write_lpt */ + /* if this flag is set, the routine lpx_write_lpt uses original + row and column symbolic names; otherwise the routine generates + plain names using ordinal numbers of rows and columns */ + int presol; /* lpx_simplex */ + /* LP presolver option: + 0 - do not use LP presolver + 1 - use LP presolver */ + int binarize; /* lpx_intopt */ + /* if this flag is set, the routine lpx_intopt replaces integer + columns by binary ones */ + int use_cuts; /* lpx_intopt */ + /* if this flag is set, the routine lpx_intopt tries generating + cutting planes: + LPX_C_COVER - mixed cover cuts + LPX_C_CLIQUE - clique cuts + LPX_C_GOMORY - Gomory's mixed integer cuts + LPX_C_ALL - all cuts */ + double mip_gap; /* MIP */ + /* relative MIP gap tolerance */ + struct CPS *link; + /* pointer to CPS for another problem object */ +}; + +static struct CPS *cps_ptr = NULL; +/* initial pointer to CPS linked list */ + +static struct CPS *find_cps(LPX *lp) +{ /* find CPS for specified problem object */ + struct CPS *cps; + for (cps = cps_ptr; cps != NULL; cps = cps->link) + if (cps->lp == lp) break; + /* if cps is NULL (not found), the problem object was created + with glp_create_prob rather than with lpx_create_prob */ + xassert(cps != NULL); + return cps; +} + +static void reset_cps(struct CPS *cps) +{ /* reset control parameters to default values */ + cps->msg_lev = 3; + cps->scale = 1; + cps->dual = 0; + cps->price = 1; + cps->relax = 0.07; + cps->tol_bnd = 1e-7; + cps->tol_dj = 1e-7; + cps->tol_piv = 1e-9; + cps->round = 0; + cps->obj_ll = -DBL_MAX; + cps->obj_ul = +DBL_MAX; + cps->it_lim = -1; + cps->tm_lim = -1.0; + cps->out_frq = 200; + cps->out_dly = 0.0; + cps->branch = 2; + cps->btrack = 3; + cps->tol_int = 1e-5; + cps->tol_obj = 1e-7; + cps->mps_info = 1; + cps->mps_obj = 2; + cps->mps_orig = 0; + cps->mps_wide = 1; + cps->mps_free = 0; + cps->mps_skip = 0; + cps->lpt_orig = 0; + cps->presol = 0; + cps->binarize = 0; + cps->use_cuts = 0; + cps->mip_gap = 0.0; + return; +} + +LPX *lpx_create_prob(void) +{ /* create problem object */ + LPX *lp; + struct CPS *cps; + lp = glp_create_prob(); + cps = glp_alloc(1, sizeof(struct CPS)); + cps->lp = lp; + reset_cps(cps); + cps->link = cps_ptr; + cps_ptr = cps; + return lp; +} + +void lpx_set_prob_name(LPX *lp, const char *name) +{ /* assign (change) problem name */ + glp_set_prob_name(lp, name); + return; +} + +void lpx_set_obj_name(LPX *lp, const char *name) +{ /* assign (change) objective function name */ + glp_set_obj_name(lp, name); + return; +} + +void lpx_set_obj_dir(LPX *lp, int dir) +{ /* set (change) optimization direction flag */ + glp_set_obj_dir(lp, dir - LPX_MIN + GLP_MIN); + return; +} + +int lpx_add_rows(LPX *lp, int nrs) +{ /* add new rows to problem object */ + return glp_add_rows(lp, nrs); +} + +int lpx_add_cols(LPX *lp, int ncs) +{ /* add new columns to problem object */ + return glp_add_cols(lp, ncs); +} + +void lpx_set_row_name(LPX *lp, int i, const char *name) +{ /* assign (change) row name */ + glp_set_row_name(lp, i, name); + return; +} + +void lpx_set_col_name(LPX *lp, int j, const char *name) +{ /* assign (change) column name */ + glp_set_col_name(lp, j, name); + return; +} + +void lpx_set_row_bnds(LPX *lp, int i, int type, double lb, double ub) +{ /* set (change) row bounds */ + glp_set_row_bnds(lp, i, type - LPX_FR + GLP_FR, lb, ub); + return; +} + +void lpx_set_col_bnds(LPX *lp, int j, int type, double lb, double ub) +{ /* set (change) column bounds */ + glp_set_col_bnds(lp, j, type - LPX_FR + GLP_FR, lb, ub); + return; +} + +void lpx_set_obj_coef(glp_prob *lp, int j, double coef) +{ /* set (change) obj. coefficient or constant term */ + glp_set_obj_coef(lp, j, coef); + return; +} + +void lpx_set_mat_row(LPX *lp, int i, int len, const int ind[], + const double val[]) +{ /* set (replace) row of the constraint matrix */ + glp_set_mat_row(lp, i, len, ind, val); + return; +} + +void lpx_set_mat_col(LPX *lp, int j, int len, const int ind[], + const double val[]) +{ /* set (replace) column of the constraint matrix */ + glp_set_mat_col(lp, j, len, ind, val); + return; +} + +void lpx_load_matrix(LPX *lp, int ne, const int ia[], const int ja[], + const double ar[]) +{ /* load (replace) the whole constraint matrix */ + glp_load_matrix(lp, ne, ia, ja, ar); + return; +} + +void lpx_del_rows(LPX *lp, int nrs, const int num[]) +{ /* delete specified rows from problem object */ + glp_del_rows(lp, nrs, num); + return; +} + +void lpx_del_cols(LPX *lp, int ncs, const int num[]) +{ /* delete specified columns from problem object */ + glp_del_cols(lp, ncs, num); + return; +} + +void lpx_delete_prob(LPX *lp) +{ /* delete problem object */ + struct CPS *cps = find_cps(lp); + if (cps_ptr == cps) + cps_ptr = cps->link; + else + { struct CPS *prev; + for (prev = cps_ptr; prev != NULL; prev = prev->link) + if (prev->link == cps) break; + xassert(prev != NULL); + prev->link = cps->link; + } + glp_free(cps); + glp_delete_prob(lp); + return; +} + +const char *lpx_get_prob_name(LPX *lp) +{ /* retrieve problem name */ + return glp_get_prob_name(lp); +} + +const char *lpx_get_obj_name(LPX *lp) +{ /* retrieve objective function name */ + return glp_get_obj_name(lp); +} + +int lpx_get_obj_dir(LPX *lp) +{ /* retrieve optimization direction flag */ + return glp_get_obj_dir(lp) - GLP_MIN + LPX_MIN; +} + +int lpx_get_num_rows(LPX *lp) +{ /* retrieve number of rows */ + return glp_get_num_rows(lp); +} + +int lpx_get_num_cols(LPX *lp) +{ /* retrieve number of columns */ + return glp_get_num_cols(lp); +} + +const char *lpx_get_row_name(LPX *lp, int i) +{ /* retrieve row name */ + return glp_get_row_name(lp, i); +} + +const char *lpx_get_col_name(LPX *lp, int j) +{ /* retrieve column name */ + return glp_get_col_name(lp, j); +} + +int lpx_get_row_type(LPX *lp, int i) +{ /* retrieve row type */ + return glp_get_row_type(lp, i) - GLP_FR + LPX_FR; +} + +double lpx_get_row_lb(glp_prob *lp, int i) +{ /* retrieve row lower bound */ + double lb; + lb = glp_get_row_lb(lp, i); + if (lb == -DBL_MAX) lb = 0.0; + return lb; +} + +double lpx_get_row_ub(glp_prob *lp, int i) +{ /* retrieve row upper bound */ + double ub; + ub = glp_get_row_ub(lp, i); + if (ub == +DBL_MAX) ub = 0.0; + return ub; +} + +void lpx_get_row_bnds(glp_prob *lp, int i, int *typx, double *lb, + double *ub) +{ /* retrieve row bounds */ + if (typx != NULL) *typx = lpx_get_row_type(lp, i); + if (lb != NULL) *lb = lpx_get_row_lb(lp, i); + if (ub != NULL) *ub = lpx_get_row_ub(lp, i); + return; +} + +int lpx_get_col_type(LPX *lp, int j) +{ /* retrieve column type */ + return glp_get_col_type(lp, j) - GLP_FR + LPX_FR; +} + +double lpx_get_col_lb(glp_prob *lp, int j) +{ /* retrieve column lower bound */ + double lb; + lb = glp_get_col_lb(lp, j); + if (lb == -DBL_MAX) lb = 0.0; + return lb; +} + +double lpx_get_col_ub(glp_prob *lp, int j) +{ /* retrieve column upper bound */ + double ub; + ub = glp_get_col_ub(lp, j); + if (ub == +DBL_MAX) ub = 0.0; + return ub; +} + +void lpx_get_col_bnds(glp_prob *lp, int j, int *typx, double *lb, + double *ub) +{ /* retrieve column bounds */ + if (typx != NULL) *typx = lpx_get_col_type(lp, j); + if (lb != NULL) *lb = lpx_get_col_lb(lp, j); + if (ub != NULL) *ub = lpx_get_col_ub(lp, j); + return; +} + +double lpx_get_obj_coef(LPX *lp, int j) +{ /* retrieve obj. coefficient or constant term */ + return glp_get_obj_coef(lp, j); +} + +int lpx_get_num_nz(LPX *lp) +{ /* retrieve number of constraint coefficients */ + return glp_get_num_nz(lp); +} + +int lpx_get_mat_row(LPX *lp, int i, int ind[], double val[]) +{ /* retrieve row of the constraint matrix */ + return glp_get_mat_row(lp, i, ind, val); +} + +int lpx_get_mat_col(LPX *lp, int j, int ind[], double val[]) +{ /* retrieve column of the constraint matrix */ + return glp_get_mat_col(lp, j, ind, val); +} + +void lpx_create_index(LPX *lp) +{ /* create the name index */ + glp_create_index(lp); + return; +} + +int lpx_find_row(LPX *lp, const char *name) +{ /* find row by its name */ + return glp_find_row(lp, name); +} + +int lpx_find_col(LPX *lp, const char *name) +{ /* find column by its name */ + return glp_find_col(lp, name); +} + +void lpx_delete_index(LPX *lp) +{ /* delete the name index */ + glp_delete_index(lp); + return; +} + +void lpx_scale_prob(LPX *lp) +{ /* scale problem data */ + switch (lpx_get_int_parm(lp, LPX_K_SCALE)) + { case 0: + /* no scaling */ + glp_unscale_prob(lp); + break; + case 1: + /* equilibration scaling */ + glp_scale_prob(lp, GLP_SF_EQ); + break; + case 2: + /* geometric mean scaling */ + glp_scale_prob(lp, GLP_SF_GM); + break; + case 3: + /* geometric mean scaling, then equilibration scaling */ + glp_scale_prob(lp, GLP_SF_GM | GLP_SF_EQ); + break; + default: + xassert(lp != lp); + } + return; +} + +void lpx_unscale_prob(LPX *lp) +{ /* unscale problem data */ + glp_unscale_prob(lp); + return; +} + +void lpx_set_row_stat(LPX *lp, int i, int stat) +{ /* set (change) row status */ + glp_set_row_stat(lp, i, stat - LPX_BS + GLP_BS); + return; +} + +void lpx_set_col_stat(LPX *lp, int j, int stat) +{ /* set (change) column status */ + glp_set_col_stat(lp, j, stat - LPX_BS + GLP_BS); + return; +} + +void lpx_std_basis(LPX *lp) +{ /* construct standard initial LP basis */ + glp_std_basis(lp); + return; +} + +void lpx_adv_basis(LPX *lp) +{ /* construct advanced initial LP basis */ + glp_adv_basis(lp, 0); + return; +} + +void lpx_cpx_basis(LPX *lp) +{ /* construct Bixby's initial LP basis */ + glp_cpx_basis(lp); + return; +} + +static void fill_smcp(LPX *lp, glp_smcp *parm) +{ glp_init_smcp(parm); + switch (lpx_get_int_parm(lp, LPX_K_MSGLEV)) + { case 0: parm->msg_lev = GLP_MSG_OFF; break; + case 1: parm->msg_lev = GLP_MSG_ERR; break; + case 2: parm->msg_lev = GLP_MSG_ON; break; + case 3: parm->msg_lev = GLP_MSG_ALL; break; + default: xassert(lp != lp); + } + switch (lpx_get_int_parm(lp, LPX_K_DUAL)) + { case 0: parm->meth = GLP_PRIMAL; break; + case 1: parm->meth = GLP_DUAL; break; + default: xassert(lp != lp); + } + switch (lpx_get_int_parm(lp, LPX_K_PRICE)) + { case 0: parm->pricing = GLP_PT_STD; break; + case 1: parm->pricing = GLP_PT_PSE; break; + default: xassert(lp != lp); + } + if (lpx_get_real_parm(lp, LPX_K_RELAX) == 0.0) + parm->r_test = GLP_RT_STD; + else + parm->r_test = GLP_RT_HAR; + parm->tol_bnd = lpx_get_real_parm(lp, LPX_K_TOLBND); + parm->tol_dj = lpx_get_real_parm(lp, LPX_K_TOLDJ); + parm->tol_piv = lpx_get_real_parm(lp, LPX_K_TOLPIV); + parm->obj_ll = lpx_get_real_parm(lp, LPX_K_OBJLL); + parm->obj_ul = lpx_get_real_parm(lp, LPX_K_OBJUL); + if (lpx_get_int_parm(lp, LPX_K_ITLIM) < 0) + parm->it_lim = INT_MAX; + else + parm->it_lim = lpx_get_int_parm(lp, LPX_K_ITLIM); + if (lpx_get_real_parm(lp, LPX_K_TMLIM) < 0.0) + parm->tm_lim = INT_MAX; + else + parm->tm_lim = + (int)(1000.0 * lpx_get_real_parm(lp, LPX_K_TMLIM)); + parm->out_frq = lpx_get_int_parm(lp, LPX_K_OUTFRQ); + parm->out_dly = + (int)(1000.0 * lpx_get_real_parm(lp, LPX_K_OUTDLY)); + switch (lpx_get_int_parm(lp, LPX_K_PRESOL)) + { case 0: parm->presolve = GLP_OFF; break; + case 1: parm->presolve = GLP_ON; break; + default: xassert(lp != lp); + } + return; +} + +int lpx_simplex(LPX *lp) +{ /* easy-to-use driver to the simplex method */ + glp_smcp parm; + int ret; + fill_smcp(lp, &parm); + ret = glp_simplex(lp, &parm); + switch (ret) + { case 0: ret = LPX_E_OK; break; + case GLP_EBADB: + case GLP_ESING: + case GLP_ECOND: + case GLP_EBOUND: ret = LPX_E_FAULT; break; + case GLP_EFAIL: ret = LPX_E_SING; break; + case GLP_EOBJLL: ret = LPX_E_OBJLL; break; + case GLP_EOBJUL: ret = LPX_E_OBJUL; break; + case GLP_EITLIM: ret = LPX_E_ITLIM; break; + case GLP_ETMLIM: ret = LPX_E_TMLIM; break; + case GLP_ENOPFS: ret = LPX_E_NOPFS; break; + case GLP_ENODFS: ret = LPX_E_NODFS; break; + default: xassert(ret != ret); + } + return ret; +} + +int lpx_exact(LPX *lp) +{ /* easy-to-use driver to the exact simplex method */ + glp_smcp parm; + int ret; + fill_smcp(lp, &parm); + ret = glp_exact(lp, &parm); + switch (ret) + { case 0: ret = LPX_E_OK; break; + case GLP_EBADB: + case GLP_ESING: + case GLP_EBOUND: + case GLP_EFAIL: ret = LPX_E_FAULT; break; + case GLP_EITLIM: ret = LPX_E_ITLIM; break; + case GLP_ETMLIM: ret = LPX_E_TMLIM; break; + default: xassert(ret != ret); + } + return ret; +} + +int lpx_get_status(glp_prob *lp) +{ /* retrieve generic status of basic solution */ + int status; + switch (glp_get_status(lp)) + { case GLP_OPT: status = LPX_OPT; break; + case GLP_FEAS: status = LPX_FEAS; break; + case GLP_INFEAS: status = LPX_INFEAS; break; + case GLP_NOFEAS: status = LPX_NOFEAS; break; + case GLP_UNBND: status = LPX_UNBND; break; + case GLP_UNDEF: status = LPX_UNDEF; break; + default: xassert(lp != lp); + } + return status; +} + +int lpx_get_prim_stat(glp_prob *lp) +{ /* retrieve status of primal basic solution */ + return glp_get_prim_stat(lp) - GLP_UNDEF + LPX_P_UNDEF; +} + +int lpx_get_dual_stat(glp_prob *lp) +{ /* retrieve status of dual basic solution */ + return glp_get_dual_stat(lp) - GLP_UNDEF + LPX_D_UNDEF; +} + +double lpx_get_obj_val(LPX *lp) +{ /* retrieve objective value (basic solution) */ + return glp_get_obj_val(lp); +} + +int lpx_get_row_stat(LPX *lp, int i) +{ /* retrieve row status (basic solution) */ + return glp_get_row_stat(lp, i) - GLP_BS + LPX_BS; +} + +double lpx_get_row_prim(LPX *lp, int i) +{ /* retrieve row primal value (basic solution) */ + return glp_get_row_prim(lp, i); +} + +double lpx_get_row_dual(LPX *lp, int i) +{ /* retrieve row dual value (basic solution) */ + return glp_get_row_dual(lp, i); +} + +void lpx_get_row_info(glp_prob *lp, int i, int *tagx, double *vx, + double *dx) +{ /* obtain row solution information */ + if (tagx != NULL) *tagx = lpx_get_row_stat(lp, i); + if (vx != NULL) *vx = lpx_get_row_prim(lp, i); + if (dx != NULL) *dx = lpx_get_row_dual(lp, i); + return; +} + +int lpx_get_col_stat(LPX *lp, int j) +{ /* retrieve column status (basic solution) */ + return glp_get_col_stat(lp, j) - GLP_BS + LPX_BS; +} + +double lpx_get_col_prim(LPX *lp, int j) +{ /* retrieve column primal value (basic solution) */ + return glp_get_col_prim(lp, j); +} + +double lpx_get_col_dual(glp_prob *lp, int j) +{ /* retrieve column dual value (basic solution) */ + return glp_get_col_dual(lp, j); +} + +void lpx_get_col_info(glp_prob *lp, int j, int *tagx, double *vx, + double *dx) +{ /* obtain column solution information */ + if (tagx != NULL) *tagx = lpx_get_col_stat(lp, j); + if (vx != NULL) *vx = lpx_get_col_prim(lp, j); + if (dx != NULL) *dx = lpx_get_col_dual(lp, j); + return; +} + +int lpx_get_ray_info(LPX *lp) +{ /* determine what causes primal unboundness */ + return glp_get_unbnd_ray(lp); +} + +void lpx_check_kkt(LPX *lp, int scaled, LPXKKT *kkt) +{ /* check Karush-Kuhn-Tucker conditions */ + int m = glp_get_num_rows(lp); + int ae_ind, re_ind; + double ae_max, re_max; + xassert(scaled == scaled); + glp_check_kkt(lp, GLP_SOL, GLP_KKT_PE, &ae_max, &ae_ind, &re_max, + &re_ind); + kkt->pe_ae_max = ae_max; + kkt->pe_ae_row = ae_ind; + kkt->pe_re_max = re_max; + kkt->pe_re_row = re_ind; + if (re_max <= 1e-9) + kkt->pe_quality = 'H'; + else if (re_max <= 1e-6) + kkt->pe_quality = 'M'; + else if (re_max <= 1e-3) + kkt->pe_quality = 'L'; + else + kkt->pe_quality = '?'; + glp_check_kkt(lp, GLP_SOL, GLP_KKT_PB, &ae_max, &ae_ind, &re_max, + &re_ind); + kkt->pb_ae_max = ae_max; + kkt->pb_ae_ind = ae_ind; + kkt->pb_re_max = re_max; + kkt->pb_re_ind = re_ind; + if (re_max <= 1e-9) + kkt->pb_quality = 'H'; + else if (re_max <= 1e-6) + kkt->pb_quality = 'M'; + else if (re_max <= 1e-3) + kkt->pb_quality = 'L'; + else + kkt->pb_quality = '?'; + glp_check_kkt(lp, GLP_SOL, GLP_KKT_DE, &ae_max, &ae_ind, &re_max, + &re_ind); + kkt->de_ae_max = ae_max; + if (ae_ind == 0) + kkt->de_ae_col = 0; + else + kkt->de_ae_col = ae_ind - m; + kkt->de_re_max = re_max; + if (re_ind == 0) + kkt->de_re_col = 0; + else + kkt->de_re_col = ae_ind - m; + if (re_max <= 1e-9) + kkt->de_quality = 'H'; + else if (re_max <= 1e-6) + kkt->de_quality = 'M'; + else if (re_max <= 1e-3) + kkt->de_quality = 'L'; + else + kkt->de_quality = '?'; + glp_check_kkt(lp, GLP_SOL, GLP_KKT_DB, &ae_max, &ae_ind, &re_max, + &re_ind); + kkt->db_ae_max = ae_max; + kkt->db_ae_ind = ae_ind; + kkt->db_re_max = re_max; + kkt->db_re_ind = re_ind; + if (re_max <= 1e-9) + kkt->db_quality = 'H'; + else if (re_max <= 1e-6) + kkt->db_quality = 'M'; + else if (re_max <= 1e-3) + kkt->db_quality = 'L'; + else + kkt->db_quality = '?'; + kkt->cs_ae_max = 0.0, kkt->cs_ae_ind = 0; + kkt->cs_re_max = 0.0, kkt->cs_re_ind = 0; + kkt->cs_quality = 'H'; + return; +} + +int lpx_warm_up(LPX *lp) +{ /* "warm up" LP basis */ + int ret; + ret = glp_warm_up(lp); + if (ret == 0) + ret = LPX_E_OK; + else if (ret == GLP_EBADB) + ret = LPX_E_BADB; + else if (ret == GLP_ESING) + ret = LPX_E_SING; + else if (ret == GLP_ECOND) + ret = LPX_E_SING; + else + xassert(ret != ret); + return ret; +} + +int lpx_eval_tab_row(LPX *lp, int k, int ind[], double val[]) +{ /* compute row of the simplex tableau */ + return glp_eval_tab_row(lp, k, ind, val); +} + +int lpx_eval_tab_col(LPX *lp, int k, int ind[], double val[]) +{ /* compute column of the simplex tableau */ + return glp_eval_tab_col(lp, k, ind, val); +} + +int lpx_transform_row(LPX *lp, int len, int ind[], double val[]) +{ /* transform explicitly specified row */ + return glp_transform_row(lp, len, ind, val); +} + +int lpx_transform_col(LPX *lp, int len, int ind[], double val[]) +{ /* transform explicitly specified column */ + return glp_transform_col(lp, len, ind, val); +} + +int lpx_prim_ratio_test(LPX *lp, int len, const int ind[], + const double val[], int how, double tol) +{ /* perform primal ratio test */ + int piv; + piv = glp_prim_rtest(lp, len, ind, val, how, tol); + xassert(0 <= piv && piv <= len); + return piv == 0 ? 0 : ind[piv]; +} + +int lpx_dual_ratio_test(LPX *lp, int len, const int ind[], + const double val[], int how, double tol) +{ /* perform dual ratio test */ + int piv; + piv = glp_dual_rtest(lp, len, ind, val, how, tol); + xassert(0 <= piv && piv <= len); + return piv == 0 ? 0 : ind[piv]; +} + +int lpx_interior(LPX *lp) +{ /* easy-to-use driver to the interior-point method */ + int ret; + ret = glp_interior(lp, NULL); + switch (ret) + { case 0: ret = LPX_E_OK; break; + case GLP_EFAIL: ret = LPX_E_FAULT; break; + case GLP_ENOFEAS: ret = LPX_E_NOFEAS; break; + case GLP_ENOCVG: ret = LPX_E_NOCONV; break; + case GLP_EITLIM: ret = LPX_E_ITLIM; break; + case GLP_EINSTAB: ret = LPX_E_INSTAB; break; + default: xassert(ret != ret); + } + return ret; +} + +int lpx_ipt_status(glp_prob *lp) +{ /* retrieve status of interior-point solution */ + int status; + switch (glp_ipt_status(lp)) + { case GLP_UNDEF: status = LPX_T_UNDEF; break; + case GLP_OPT: status = LPX_T_OPT; break; + default: xassert(lp != lp); + } + return status; +} + +double lpx_ipt_obj_val(LPX *lp) +{ /* retrieve objective value (interior point) */ + return glp_ipt_obj_val(lp); +} + +double lpx_ipt_row_prim(LPX *lp, int i) +{ /* retrieve row primal value (interior point) */ + return glp_ipt_row_prim(lp, i); +} + +double lpx_ipt_row_dual(LPX *lp, int i) +{ /* retrieve row dual value (interior point) */ + return glp_ipt_row_dual(lp, i); +} + +double lpx_ipt_col_prim(LPX *lp, int j) +{ /* retrieve column primal value (interior point) */ + return glp_ipt_col_prim(lp, j); +} + +double lpx_ipt_col_dual(LPX *lp, int j) +{ /* retrieve column dual value (interior point) */ + return glp_ipt_col_dual(lp, j); +} + +void lpx_set_class(LPX *lp, int klass) +{ /* set problem class */ + xassert(lp == lp); + if (!(klass == LPX_LP || klass == LPX_MIP)) + xerror("lpx_set_class: invalid problem class\n"); + return; +} + +int lpx_get_class(LPX *lp) +{ /* determine problem klass */ + return glp_get_num_int(lp) == 0 ? LPX_LP : LPX_MIP; +} + +void lpx_set_col_kind(LPX *lp, int j, int kind) +{ /* set (change) column kind */ + glp_set_col_kind(lp, j, kind - LPX_CV + GLP_CV); + return; +} + +int lpx_get_col_kind(LPX *lp, int j) +{ /* retrieve column kind */ + return glp_get_col_kind(lp, j) == GLP_CV ? LPX_CV : LPX_IV; +} + +int lpx_get_num_int(LPX *lp) +{ /* retrieve number of integer columns */ + return glp_get_num_int(lp); +} + +int lpx_get_num_bin(LPX *lp) +{ /* retrieve number of binary columns */ + return glp_get_num_bin(lp); +} + +static int solve_mip(LPX *lp, int presolve) +{ glp_iocp parm; + int ret; + glp_init_iocp(&parm); + switch (lpx_get_int_parm(lp, LPX_K_MSGLEV)) + { case 0: parm.msg_lev = GLP_MSG_OFF; break; + case 1: parm.msg_lev = GLP_MSG_ERR; break; + case 2: parm.msg_lev = GLP_MSG_ON; break; + case 3: parm.msg_lev = GLP_MSG_ALL; break; + default: xassert(lp != lp); + } + switch (lpx_get_int_parm(lp, LPX_K_BRANCH)) + { case 0: parm.br_tech = GLP_BR_FFV; break; + case 1: parm.br_tech = GLP_BR_LFV; break; + case 2: parm.br_tech = GLP_BR_DTH; break; + case 3: parm.br_tech = GLP_BR_MFV; break; + default: xassert(lp != lp); + } + switch (lpx_get_int_parm(lp, LPX_K_BTRACK)) + { case 0: parm.bt_tech = GLP_BT_DFS; break; + case 1: parm.bt_tech = GLP_BT_BFS; break; + case 2: parm.bt_tech = GLP_BT_BPH; break; + case 3: parm.bt_tech = GLP_BT_BLB; break; + default: xassert(lp != lp); + } + parm.tol_int = lpx_get_real_parm(lp, LPX_K_TOLINT); + parm.tol_obj = lpx_get_real_parm(lp, LPX_K_TOLOBJ); + if (lpx_get_real_parm(lp, LPX_K_TMLIM) < 0.0 || + lpx_get_real_parm(lp, LPX_K_TMLIM) > 1e6) + parm.tm_lim = INT_MAX; + else + parm.tm_lim = + (int)(1000.0 * lpx_get_real_parm(lp, LPX_K_TMLIM)); + parm.mip_gap = lpx_get_real_parm(lp, LPX_K_MIPGAP); + if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_GOMORY) + parm.gmi_cuts = GLP_ON; + else + parm.gmi_cuts = GLP_OFF; + if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_MIR) + parm.mir_cuts = GLP_ON; + else + parm.mir_cuts = GLP_OFF; + if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_COVER) + parm.cov_cuts = GLP_ON; + else + parm.cov_cuts = GLP_OFF; + if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_CLIQUE) + parm.clq_cuts = GLP_ON; + else + parm.clq_cuts = GLP_OFF; + parm.presolve = presolve; + if (lpx_get_int_parm(lp, LPX_K_BINARIZE)) + parm.binarize = GLP_ON; + ret = glp_intopt(lp, &parm); + switch (ret) + { case 0: ret = LPX_E_OK; break; + case GLP_ENOPFS: ret = LPX_E_NOPFS; break; + case GLP_ENODFS: ret = LPX_E_NODFS; break; + case GLP_EBOUND: + case GLP_EROOT: ret = LPX_E_FAULT; break; + case GLP_EFAIL: ret = LPX_E_SING; break; + case GLP_EMIPGAP: ret = LPX_E_MIPGAP; break; + case GLP_ETMLIM: ret = LPX_E_TMLIM; break; + default: xassert(ret != ret); + } + return ret; +} + +int lpx_integer(LPX *lp) +{ /* easy-to-use driver to the branch-and-bound method */ + return solve_mip(lp, GLP_OFF); +} + +int lpx_intopt(LPX *lp) +{ /* easy-to-use driver to the branch-and-bound method */ + return solve_mip(lp, GLP_ON); +} + +int lpx_mip_status(glp_prob *lp) +{ /* retrieve status of MIP solution */ + int status; + switch (glp_mip_status(lp)) + { case GLP_UNDEF: status = LPX_I_UNDEF; break; + case GLP_OPT: status = LPX_I_OPT; break; + case GLP_FEAS: status = LPX_I_FEAS; break; + case GLP_NOFEAS: status = LPX_I_NOFEAS; break; + default: xassert(lp != lp); + } + return status; +} + +double lpx_mip_obj_val(LPX *lp) +{ /* retrieve objective value (MIP solution) */ + return glp_mip_obj_val(lp); +} + +double lpx_mip_row_val(LPX *lp, int i) +{ /* retrieve row value (MIP solution) */ + return glp_mip_row_val(lp, i); +} + +double lpx_mip_col_val(LPX *lp, int j) +{ /* retrieve column value (MIP solution) */ + return glp_mip_col_val(lp, j); +} + +void lpx_check_int(LPX *lp, LPXKKT *kkt) +{ /* check integer feasibility conditions */ + int ae_ind, re_ind; + double ae_max, re_max; + glp_check_kkt(lp, GLP_MIP, GLP_KKT_PE, &ae_max, &ae_ind, &re_max, + &re_ind); + kkt->pe_ae_max = ae_max; + kkt->pe_ae_row = ae_ind; + kkt->pe_re_max = re_max; + kkt->pe_re_row = re_ind; + if (re_max <= 1e-9) + kkt->pe_quality = 'H'; + else if (re_max <= 1e-6) + kkt->pe_quality = 'M'; + else if (re_max <= 1e-3) + kkt->pe_quality = 'L'; + else + kkt->pe_quality = '?'; + glp_check_kkt(lp, GLP_MIP, GLP_KKT_PB, &ae_max, &ae_ind, &re_max, + &re_ind); + kkt->pb_ae_max = ae_max; + kkt->pb_ae_ind = ae_ind; + kkt->pb_re_max = re_max; + kkt->pb_re_ind = re_ind; + if (re_max <= 1e-9) + kkt->pb_quality = 'H'; + else if (re_max <= 1e-6) + kkt->pb_quality = 'M'; + else if (re_max <= 1e-3) + kkt->pb_quality = 'L'; + else + kkt->pb_quality = '?'; + return; +} + +void lpx_reset_parms(LPX *lp) +{ /* reset control parameters to default values */ + struct CPS *cps = find_cps(lp); + reset_cps(cps); + return; +} + +void lpx_set_int_parm(LPX *lp, int parm, int val) +{ /* set (change) integer control parameter */ + struct CPS *cps = find_cps(lp); + switch (parm) + { case LPX_K_MSGLEV: + if (!(0 <= val && val <= 3)) + xerror("lpx_set_int_parm: MSGLEV = %d; invalid value\n", + val); + cps->msg_lev = val; + break; + case LPX_K_SCALE: + if (!(0 <= val && val <= 3)) + xerror("lpx_set_int_parm: SCALE = %d; invalid value\n", + val); + cps->scale = val; + break; + case LPX_K_DUAL: + if (!(val == 0 || val == 1)) + xerror("lpx_set_int_parm: DUAL = %d; invalid value\n", + val); + cps->dual = val; + break; + case LPX_K_PRICE: + if (!(val == 0 || val == 1)) + xerror("lpx_set_int_parm: PRICE = %d; invalid value\n", + val); + cps->price = val; + break; + case LPX_K_ROUND: + if (!(val == 0 || val == 1)) + xerror("lpx_set_int_parm: ROUND = %d; invalid value\n", + val); + cps->round = val; + break; + case LPX_K_ITLIM: + cps->it_lim = val; + break; + case LPX_K_ITCNT: +#if 0 /* FIXME: needs 4.53 */ + glp_set_it_cnt(lp, val); +#endif + break; + case LPX_K_OUTFRQ: + if (!(val > 0)) + xerror("lpx_set_int_parm: OUTFRQ = %d; invalid value\n", + val); + cps->out_frq = val; + break; + case LPX_K_BRANCH: + if (!(val == 0 || val == 1 || val == 2 || val == 3)) + xerror("lpx_set_int_parm: BRANCH = %d; invalid value\n", + val); + cps->branch = val; + break; + case LPX_K_BTRACK: + if (!(val == 0 || val == 1 || val == 2 || val == 3)) + xerror("lpx_set_int_parm: BTRACK = %d; invalid value\n", + val); + cps->btrack = val; + break; + case LPX_K_MPSINFO: + if (!(val == 0 || val == 1)) + xerror("lpx_set_int_parm: MPSINFO = %d; invalid value\n", + val); + cps->mps_info = val; + break; + case LPX_K_MPSOBJ: + if (!(val == 0 || val == 1 || val == 2)) + xerror("lpx_set_int_parm: MPSOBJ = %d; invalid value\n", + val); + cps->mps_obj = val; + break; + case LPX_K_MPSORIG: + if (!(val == 0 || val == 1)) + xerror("lpx_set_int_parm: MPSORIG = %d; invalid value\n", + val); + cps->mps_orig = val; + break; + case LPX_K_MPSWIDE: + if (!(val == 0 || val == 1)) + xerror("lpx_set_int_parm: MPSWIDE = %d; invalid value\n", + val); + cps->mps_wide = val; + break; + case LPX_K_MPSFREE: + if (!(val == 0 || val == 1)) + xerror("lpx_set_int_parm: MPSFREE = %d; invalid value\n", + val); + cps->mps_free = val; + break; + case LPX_K_MPSSKIP: + if (!(val == 0 || val == 1)) + xerror("lpx_set_int_parm: MPSSKIP = %d; invalid value\n", + val); + cps->mps_skip = val; + break; + case LPX_K_LPTORIG: + if (!(val == 0 || val == 1)) + xerror("lpx_set_int_parm: LPTORIG = %d; invalid value\n", + val); + cps->lpt_orig = val; + break; + case LPX_K_PRESOL: + if (!(val == 0 || val == 1)) + xerror("lpx_set_int_parm: PRESOL = %d; invalid value\n", + val); + cps->presol = val; + break; + case LPX_K_BINARIZE: + if (!(val == 0 || val == 1)) + xerror("lpx_set_int_parm: BINARIZE = %d; invalid value\n" + , val); + cps->binarize = val; + break; + case LPX_K_USECUTS: + if (val & ~LPX_C_ALL) + xerror("lpx_set_int_parm: USECUTS = 0x%X; invalid value\n", + val); + cps->use_cuts = val; + break; + case LPX_K_BFTYPE: + { glp_bfcp parm; + glp_get_bfcp(lp, &parm); + switch (val) + { case 1: + parm.type = GLP_BF_FT; break; + case 2: + parm.type = GLP_BF_BG; break; + case 3: + parm.type = GLP_BF_GR; break; + default: + xerror("lpx_set_int_parm: BFTYPE = %d; invalid val" + "ue\n", val); + } + glp_set_bfcp(lp, &parm); + } + break; + default: + xerror("lpx_set_int_parm: parm = %d; invalid parameter\n", + parm); + } + return; +} + +int lpx_get_int_parm(LPX *lp, int parm) +{ /* query integer control parameter */ + struct CPS *cps = find_cps(lp); + int val = 0; + switch (parm) + { case LPX_K_MSGLEV: + val = cps->msg_lev; break; + case LPX_K_SCALE: + val = cps->scale; break; + case LPX_K_DUAL: + val = cps->dual; break; + case LPX_K_PRICE: + val = cps->price; break; + case LPX_K_ROUND: + val = cps->round; break; + case LPX_K_ITLIM: + val = cps->it_lim; break; + case LPX_K_ITCNT: +#if 0 /* FIXME: needs 4.53 */ + val = glp_get_it_cnt(lp); break; +#else + val = 0; break; +#endif + case LPX_K_OUTFRQ: + val = cps->out_frq; break; + case LPX_K_BRANCH: + val = cps->branch; break; + case LPX_K_BTRACK: + val = cps->btrack; break; + case LPX_K_MPSINFO: + val = cps->mps_info; break; + case LPX_K_MPSOBJ: + val = cps->mps_obj; break; + case LPX_K_MPSORIG: + val = cps->mps_orig; break; + case LPX_K_MPSWIDE: + val = cps->mps_wide; break; + case LPX_K_MPSFREE: + val = cps->mps_free; break; + case LPX_K_MPSSKIP: + val = cps->mps_skip; break; + case LPX_K_LPTORIG: + val = cps->lpt_orig; break; + case LPX_K_PRESOL: + val = cps->presol; break; + case LPX_K_BINARIZE: + val = cps->binarize; break; + case LPX_K_USECUTS: + val = cps->use_cuts; break; + case LPX_K_BFTYPE: + { glp_bfcp parm; + glp_get_bfcp(lp, &parm); + switch (parm.type) + { case GLP_BF_FT: + val = 1; break; + case GLP_BF_BG: + val = 2; break; + case GLP_BF_GR: + val = 3; break; + default: + xassert(lp != lp); + } + } + break; + default: + xerror("lpx_get_int_parm: parm = %d; invalid parameter\n", + parm); + } + return val; +} + +void lpx_set_real_parm(LPX *lp, int parm, double val) +{ /* set (change) real control parameter */ + struct CPS *cps = find_cps(lp); + switch (parm) + { case LPX_K_RELAX: + if (!(0.0 <= val && val <= 1.0)) + xerror("lpx_set_real_parm: RELAX = %g; invalid value\n", + val); + cps->relax = val; + break; + case LPX_K_TOLBND: + if (!(DBL_EPSILON <= val && val <= 0.001)) + xerror("lpx_set_real_parm: TOLBND = %g; invalid value\n", + val); + cps->tol_bnd = val; + break; + case LPX_K_TOLDJ: + if (!(DBL_EPSILON <= val && val <= 0.001)) + xerror("lpx_set_real_parm: TOLDJ = %g; invalid value\n", + val); + cps->tol_dj = val; + break; + case LPX_K_TOLPIV: + if (!(DBL_EPSILON <= val && val <= 0.001)) + xerror("lpx_set_real_parm: TOLPIV = %g; invalid value\n", + val); + cps->tol_piv = val; + break; + case LPX_K_OBJLL: + cps->obj_ll = val; + break; + case LPX_K_OBJUL: + cps->obj_ul = val; + break; + case LPX_K_TMLIM: + cps->tm_lim = val; + break; + case LPX_K_OUTDLY: + cps->out_dly = val; + break; + case LPX_K_TOLINT: + if (!(DBL_EPSILON <= val && val <= 0.001)) + xerror("lpx_set_real_parm: TOLINT = %g; invalid value\n", + val); + cps->tol_int = val; + break; + case LPX_K_TOLOBJ: + if (!(DBL_EPSILON <= val && val <= 0.001)) + xerror("lpx_set_real_parm: TOLOBJ = %g; invalid value\n", + val); + cps->tol_obj = val; + break; + case LPX_K_MIPGAP: + if (val < 0.0) + xerror("lpx_set_real_parm: MIPGAP = %g; invalid value\n", + val); + cps->mip_gap = val; + break; + default: + xerror("lpx_set_real_parm: parm = %d; invalid parameter\n", + parm); + } + return; +} + +double lpx_get_real_parm(LPX *lp, int parm) +{ /* query real control parameter */ + struct CPS *cps = find_cps(lp); + double val = 0.0; + switch (parm) + { case LPX_K_RELAX: + val = cps->relax; + break; + case LPX_K_TOLBND: + val = cps->tol_bnd; + break; + case LPX_K_TOLDJ: + val = cps->tol_dj; + break; + case LPX_K_TOLPIV: + val = cps->tol_piv; + break; + case LPX_K_OBJLL: + val = cps->obj_ll; + break; + case LPX_K_OBJUL: + val = cps->obj_ul; + break; + case LPX_K_TMLIM: + val = cps->tm_lim; + break; + case LPX_K_OUTDLY: + val = cps->out_dly; + break; + case LPX_K_TOLINT: + val = cps->tol_int; + break; + case LPX_K_TOLOBJ: + val = cps->tol_obj; + break; + case LPX_K_MIPGAP: + val = cps->mip_gap; + break; + default: + xerror("lpx_get_real_parm: parm = %d; invalid parameter\n", + parm); + } + return val; +} + +LPX *lpx_read_mps(const char *fname) +{ /* read problem data in fixed MPS format */ + LPX *lp = lpx_create_prob(); + if (glp_read_mps(lp, GLP_MPS_DECK, NULL, fname)) + lpx_delete_prob(lp), lp = NULL; + return lp; +} + +int lpx_write_mps(LPX *lp, const char *fname) +{ /* write problem data in fixed MPS format */ + return glp_write_mps(lp, GLP_MPS_DECK, NULL, fname); +} + +int lpx_read_bas(LPX *lp, const char *fname) +{ /* read LP basis in fixed MPS format */ + xassert(lp == lp); + xassert(fname == fname); + xerror("lpx_read_bas: operation not supported\n"); + return 0; +} + +int lpx_write_bas(LPX *lp, const char *fname) +{ /* write LP basis in fixed MPS format */ + xassert(lp == lp); + xassert(fname == fname); + xerror("lpx_write_bas: operation not supported\n"); + return 0; +} + +LPX *lpx_read_freemps(const char *fname) +{ /* read problem data in free MPS format */ + LPX *lp = lpx_create_prob(); + if (glp_read_mps(lp, GLP_MPS_FILE, NULL, fname)) + lpx_delete_prob(lp), lp = NULL; + return lp; +} + +int lpx_write_freemps(LPX *lp, const char *fname) +{ /* write problem data in free MPS format */ + return glp_write_mps(lp, GLP_MPS_FILE, NULL, fname); +} + +LPX *lpx_read_cpxlp(const char *fname) +{ /* read problem data in CPLEX LP format */ + LPX *lp; + lp = lpx_create_prob(); + if (glp_read_lp(lp, NULL, fname)) + lpx_delete_prob(lp), lp = NULL; + return lp; +} + +int lpx_write_cpxlp(LPX *lp, const char *fname) +{ /* write problem data in CPLEX LP format */ + return glp_write_lp(lp, NULL, fname); +} + +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 = lpx_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; +} + +int lpx_print_prob(LPX *lp, const char *fname) +{ /* write problem data in plain text format */ + return glp_write_lp(lp, NULL, fname); +} + +int lpx_print_sol(LPX *lp, const char *fname) +{ /* write LP problem solution in printable format */ + return glp_print_sol(lp, fname); +} + +int lpx_print_sens_bnds(LPX *lp, const char *fname) +{ /* write bounds sensitivity information */ + if (glp_get_status(lp) == GLP_OPT && !glp_bf_exists(lp)) + glp_factorize(lp); + return glp_print_ranges(lp, 0, NULL, 0, fname); +} + +int lpx_print_ips(LPX *lp, const char *fname) +{ /* write interior point solution in printable format */ + return glp_print_ipt(lp, fname); +} + +int lpx_print_mip(LPX *lp, const char *fname) +{ /* write MIP problem solution in printable format */ + return glp_print_mip(lp, fname); +} + +int lpx_is_b_avail(glp_prob *lp) +{ /* check if LP basis is available */ + return glp_bf_exists(lp); +} + +int lpx_main(int argc, const char *argv[]) +{ /* stand-alone LP/MIP solver */ + return glp_main(argc, argv); +} + +#endif + +/* eof */ + --- /dev/null +++ b/src/C/lpx.h @@ -0,0 +1,568 @@ +/* lpx.h (old GLPK API) */ + +/* Written by Andrew Makhorin , August 2013. */ + +#ifndef LPX_H +#define LPX_H + +#include + +#if (GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION >= 49) || GLP_MAJOR_VERSION > 4 + +#ifdef __cplusplus +extern "C" { +#endif + +#define LPX glp_prob + +/* problem class: */ +#define LPX_LP 100 /* linear programming (LP) */ +#define LPX_MIP 101 /* mixed integer programming (MIP) */ + +/* type of auxiliary/structural variable: */ +#define LPX_FR 110 /* free variable */ +#define LPX_LO 111 /* variable with lower bound */ +#define LPX_UP 112 /* variable with upper bound */ +#define LPX_DB 113 /* double-bounded variable */ +#define LPX_FX 114 /* fixed variable */ + +/* optimization direction flag: */ +#define LPX_MIN 120 /* minimization */ +#define LPX_MAX 121 /* maximization */ + +/* status of primal basic solution: */ +#define LPX_P_UNDEF 132 /* primal solution is undefined */ +#define LPX_P_FEAS 133 /* solution is primal feasible */ +#define LPX_P_INFEAS 134 /* solution is primal infeasible */ +#define LPX_P_NOFEAS 135 /* no primal feasible solution exists */ + +/* status of dual basic solution: */ +#define LPX_D_UNDEF 136 /* dual solution is undefined */ +#define LPX_D_FEAS 137 /* solution is dual feasible */ +#define LPX_D_INFEAS 138 /* solution is dual infeasible */ +#define LPX_D_NOFEAS 139 /* no dual feasible solution exists */ + +/* status of auxiliary/structural variable: */ +#define LPX_BS 140 /* basic variable */ +#define LPX_NL 141 /* non-basic variable on lower bound */ +#define LPX_NU 142 /* non-basic variable on upper bound */ +#define LPX_NF 143 /* non-basic free variable */ +#define LPX_NS 144 /* non-basic fixed variable */ + +/* status of interior-point solution: */ +#define LPX_T_UNDEF 150 /* interior solution is undefined */ +#define LPX_T_OPT 151 /* interior solution is optimal */ + +/* kind of structural variable: */ +#define LPX_CV 160 /* continuous variable */ +#define LPX_IV 161 /* integer variable */ + +/* status of integer solution: */ +#define LPX_I_UNDEF 170 /* integer solution is undefined */ +#define LPX_I_OPT 171 /* integer solution is optimal */ +#define LPX_I_FEAS 172 /* integer solution is feasible */ +#define LPX_I_NOFEAS 173 /* no integer solution exists */ + +/* status codes reported by the routine lpx_get_status: */ +#define LPX_OPT 180 /* optimal */ +#define LPX_FEAS 181 /* feasible */ +#define LPX_INFEAS 182 /* infeasible */ +#define LPX_NOFEAS 183 /* no feasible */ +#define LPX_UNBND 184 /* unbounded */ +#define LPX_UNDEF 185 /* undefined */ + +/* exit codes returned by solver routines: */ +#define LPX_E_OK 200 /* success */ +#define LPX_E_EMPTY 201 /* empty problem */ +#define LPX_E_BADB 202 /* invalid initial basis */ +#define LPX_E_INFEAS 203 /* infeasible initial solution */ +#define LPX_E_FAULT 204 /* unable to start the search */ +#define LPX_E_OBJLL 205 /* objective lower limit reached */ +#define LPX_E_OBJUL 206 /* objective upper limit reached */ +#define LPX_E_ITLIM 207 /* iterations limit exhausted */ +#define LPX_E_TMLIM 208 /* time limit exhausted */ +#define LPX_E_NOFEAS 209 /* no feasible solution */ +#define LPX_E_INSTAB 210 /* numerical instability */ +#define LPX_E_SING 211 /* problems with basis matrix */ +#define LPX_E_NOCONV 212 /* no convergence (interior) */ +#define LPX_E_NOPFS 213 /* no primal feas. sol. (LP presolver) */ +#define LPX_E_NODFS 214 /* no dual feas. sol. (LP presolver) */ +#define LPX_E_MIPGAP 215 /* relative mip gap tolerance reached */ + +/* control parameter identifiers: */ +#define LPX_K_MSGLEV 300 /* lp->msg_lev */ +#define LPX_K_SCALE 301 /* lp->scale */ +#define LPX_K_DUAL 302 /* lp->dual */ +#define LPX_K_PRICE 303 /* lp->price */ +#define LPX_K_RELAX 304 /* lp->relax */ +#define LPX_K_TOLBND 305 /* lp->tol_bnd */ +#define LPX_K_TOLDJ 306 /* lp->tol_dj */ +#define LPX_K_TOLPIV 307 /* lp->tol_piv */ +#define LPX_K_ROUND 308 /* lp->round */ +#define LPX_K_OBJLL 309 /* lp->obj_ll */ +#define LPX_K_OBJUL 310 /* lp->obj_ul */ +#define LPX_K_ITLIM 311 /* lp->it_lim */ +#define LPX_K_ITCNT 312 /* lp->it_cnt */ +#define LPX_K_TMLIM 313 /* lp->tm_lim */ +#define LPX_K_OUTFRQ 314 /* lp->out_frq */ +#define LPX_K_OUTDLY 315 /* lp->out_dly */ +#define LPX_K_BRANCH 316 /* lp->branch */ +#define LPX_K_BTRACK 317 /* lp->btrack */ +#define LPX_K_TOLINT 318 /* lp->tol_int */ +#define LPX_K_TOLOBJ 319 /* lp->tol_obj */ +#define LPX_K_MPSINFO 320 /* lp->mps_info */ +#define LPX_K_MPSOBJ 321 /* lp->mps_obj */ +#define LPX_K_MPSORIG 322 /* lp->mps_orig */ +#define LPX_K_MPSWIDE 323 /* lp->mps_wide */ +#define LPX_K_MPSFREE 324 /* lp->mps_free */ +#define LPX_K_MPSSKIP 325 /* lp->mps_skip */ +#define LPX_K_LPTORIG 326 /* lp->lpt_orig */ +#define LPX_K_PRESOL 327 /* lp->presol */ +#define LPX_K_BINARIZE 328 /* lp->binarize */ +#define LPX_K_USECUTS 329 /* lp->use_cuts */ +#define LPX_K_BFTYPE 330 /* lp->bfcp->type */ +#define LPX_K_MIPGAP 331 /* lp->mip_gap */ + +#define LPX_C_COVER 0x01 /* mixed cover cuts */ +#define LPX_C_CLIQUE 0x02 /* clique cuts */ +#define LPX_C_GOMORY 0x04 /* Gomory's mixed integer cuts */ +#define LPX_C_MIR 0x08 /* mixed integer rounding cuts */ +#define LPX_C_ALL 0xFF /* all cuts */ + +typedef struct +{ /* this structure contains results reported by the routines which + checks Karush-Kuhn-Tucker conditions (for details see comments + to those routines) */ + /*--------------------------------------------------------------*/ + /* xR - A * xS = 0 (KKT.PE) */ + double pe_ae_max; + /* largest absolute error */ + int pe_ae_row; + /* number of row with largest absolute error */ + double pe_re_max; + /* largest relative error */ + int pe_re_row; + /* number of row with largest relative error */ + int pe_quality; + /* quality of primal solution: + 'H' - high + 'M' - medium + 'L' - low + '?' - primal solution is wrong */ + /*--------------------------------------------------------------*/ + /* l[k] <= x[k] <= u[k] (KKT.PB) */ + double pb_ae_max; + /* largest absolute error */ + int pb_ae_ind; + /* number of variable with largest absolute error */ + double pb_re_max; + /* largest relative error */ + int pb_re_ind; + /* number of variable with largest relative error */ + int pb_quality; + /* quality of primal feasibility: + 'H' - high + 'M' - medium + 'L' - low + '?' - primal solution is infeasible */ + /*--------------------------------------------------------------*/ + /* A' * (dR - cR) + (dS - cS) = 0 (KKT.DE) */ + double de_ae_max; + /* largest absolute error */ + int de_ae_col; + /* number of column with largest absolute error */ + double de_re_max; + /* largest relative error */ + int de_re_col; + /* number of column with largest relative error */ + int de_quality; + /* quality of dual solution: + 'H' - high + 'M' - medium + 'L' - low + '?' - dual solution is wrong */ + /*--------------------------------------------------------------*/ + /* d[k] >= 0 or d[k] <= 0 (KKT.DB) */ + double db_ae_max; + /* largest absolute error */ + int db_ae_ind; + /* number of variable with largest absolute error */ + double db_re_max; + /* largest relative error */ + int db_re_ind; + /* number of variable with largest relative error */ + int db_quality; + /* quality of dual feasibility: + 'H' - high + 'M' - medium + 'L' - low + '?' - dual solution is infeasible */ + /*--------------------------------------------------------------*/ + /* (x[k] - bound of x[k]) * d[k] = 0 (KKT.CS) */ + double cs_ae_max; + /* largest absolute error */ + int cs_ae_ind; + /* number of variable with largest absolute error */ + double cs_re_max; + /* largest relative error */ + int cs_re_ind; + /* number of variable with largest relative error */ + int cs_quality; + /* quality of complementary slackness: + 'H' - high + 'M' - medium + 'L' - low + '?' - primal and dual solutions are not complementary */ +} LPXKKT; + +LPX *lpx_create_prob(void); +/* create problem object */ + +void lpx_set_prob_name(LPX *lp, const char *name); +/* assign (change) problem name */ + +void lpx_set_obj_name(LPX *lp, const char *name); +/* assign (change) objective function name */ + +void lpx_set_obj_dir(LPX *lp, int dir); +/* set (change) optimization direction flag */ + +int lpx_add_rows(LPX *lp, int nrs); +/* add new rows to problem object */ + +int lpx_add_cols(LPX *lp, int ncs); +/* add new columns to problem object */ + +void lpx_set_row_name(LPX *lp, int i, const char *name); +/* assign (change) row name */ + +void lpx_set_col_name(LPX *lp, int j, const char *name); +/* assign (change) column name */ + +void lpx_set_row_bnds(LPX *lp, int i, int type, double lb, double ub); +/* set (change) row bounds */ + +void lpx_set_col_bnds(LPX *lp, int j, int type, double lb, double ub); +/* set (change) column bounds */ + +void lpx_set_obj_coef(glp_prob *lp, int j, double coef); +/* set (change) obj. coefficient or constant term */ + +void lpx_set_mat_row(LPX *lp, int i, int len, const int ind[], + const double val[]); +/* set (replace) row of the constraint matrix */ + +void lpx_set_mat_col(LPX *lp, int j, int len, const int ind[], + const double val[]); +/* set (replace) column of the constraint matrix */ + +void lpx_load_matrix(LPX *lp, int ne, const int ia[], const int ja[], + const double ar[]); +/* load (replace) the whole constraint matrix */ + +void lpx_del_rows(LPX *lp, int nrs, const int num[]); +/* delete specified rows from problem object */ + +void lpx_del_cols(LPX *lp, int ncs, const int num[]); +/* delete specified columns from problem object */ + +void lpx_delete_prob(LPX *lp); +/* delete problem object */ + +const char *lpx_get_prob_name(LPX *lp); +/* retrieve problem name */ + +const char *lpx_get_obj_name(LPX *lp); +/* retrieve objective function name */ + +int lpx_get_obj_dir(LPX *lp); +/* retrieve optimization direction flag */ + +int lpx_get_num_rows(LPX *lp); +/* retrieve number of rows */ + +int lpx_get_num_cols(LPX *lp); +/* retrieve number of columns */ + +const char *lpx_get_row_name(LPX *lp, int i); +/* retrieve row name */ + +const char *lpx_get_col_name(LPX *lp, int j); +/* retrieve column name */ + +int lpx_get_row_type(LPX *lp, int i); +/* retrieve row type */ + +double lpx_get_row_lb(LPX *lp, int i); +/* retrieve row lower bound */ + +double lpx_get_row_ub(LPX *lp, int i); +/* retrieve row upper bound */ + +void lpx_get_row_bnds(LPX *lp, int i, int *typx, double *lb, + double *ub); +/* retrieve row bounds */ + +int lpx_get_col_type(LPX *lp, int j); +/* retrieve column type */ + +double lpx_get_col_lb(LPX *lp, int j); +/* retrieve column lower bound */ + +double lpx_get_col_ub(LPX *lp, int j); +/* retrieve column upper bound */ + +void lpx_get_col_bnds(LPX *lp, int j, int *typx, double *lb, + double *ub); +/* retrieve column bounds */ + +double lpx_get_obj_coef(LPX *lp, int j); +/* retrieve obj. coefficient or constant term */ + +int lpx_get_num_nz(LPX *lp); +/* retrieve number of constraint coefficients */ + +int lpx_get_mat_row(LPX *lp, int i, int ind[], double val[]); +/* retrieve row of the constraint matrix */ + +int lpx_get_mat_col(LPX *lp, int j, int ind[], double val[]); +/* retrieve column of the constraint matrix */ + +void lpx_create_index(LPX *lp); +/* create the name index */ + +int lpx_find_row(LPX *lp, const char *name); +/* find row by its name */ + +int lpx_find_col(LPX *lp, const char *name); +/* find column by its name */ + +void lpx_delete_index(LPX *lp); +/* delete the name index */ + +void lpx_scale_prob(LPX *lp); +/* scale problem data */ + +void lpx_unscale_prob(LPX *lp); +/* unscale problem data */ + +void lpx_set_row_stat(LPX *lp, int i, int stat); +/* set (change) row status */ + +void lpx_set_col_stat(LPX *lp, int j, int stat); +/* set (change) column status */ + +void lpx_std_basis(LPX *lp); +/* construct standard initial LP basis */ + +void lpx_adv_basis(LPX *lp); +/* construct advanced initial LP basis */ + +void lpx_cpx_basis(LPX *lp); +/* construct Bixby's initial LP basis */ + +int lpx_simplex(LPX *lp); +/* easy-to-use driver to the simplex method */ + +int lpx_exact(LPX *lp); +/* easy-to-use driver to the exact simplex method */ + +int lpx_get_status(LPX *lp); +/* retrieve generic status of basic solution */ + +int lpx_get_prim_stat(LPX *lp); +/* retrieve primal status of basic solution */ + +int lpx_get_dual_stat(LPX *lp); +/* retrieve dual status of basic solution */ + +double lpx_get_obj_val(LPX *lp); +/* retrieve objective value (basic solution) */ + +int lpx_get_row_stat(LPX *lp, int i); +/* retrieve row status (basic solution) */ + +double lpx_get_row_prim(LPX *lp, int i); +/* retrieve row primal value (basic solution) */ + +double lpx_get_row_dual(LPX *lp, int i); +/* retrieve row dual value (basic solution) */ + +void lpx_get_row_info(LPX *lp, int i, int *tagx, double *vx, + double *dx); +/* obtain row solution information */ + +int lpx_get_col_stat(LPX *lp, int j); +/* retrieve column status (basic solution) */ + +double lpx_get_col_prim(LPX *lp, int j); +/* retrieve column primal value (basic solution) */ + +double lpx_get_col_dual(glp_prob *lp, int j); +/* retrieve column dual value (basic solution) */ + +void lpx_get_col_info(LPX *lp, int j, int *tagx, double *vx, + double *dx); +/* obtain column solution information (obsolete) */ + +int lpx_get_ray_info(LPX *lp); +/* determine what causes primal unboundness */ + +void lpx_check_kkt(LPX *lp, int scaled, LPXKKT *kkt); +/* check Karush-Kuhn-Tucker conditions */ + +int lpx_warm_up(LPX *lp); +/* "warm up" LP basis */ + +int lpx_eval_tab_row(LPX *lp, int k, int ind[], double val[]); +/* compute row of the simplex table */ + +int lpx_eval_tab_col(LPX *lp, int k, int ind[], double val[]); +/* compute column of the simplex table */ + +int lpx_transform_row(LPX *lp, int len, int ind[], double val[]); +/* transform explicitly specified row */ + +int lpx_transform_col(LPX *lp, int len, int ind[], double val[]); +/* transform explicitly specified column */ + +int lpx_prim_ratio_test(LPX *lp, int len, const int ind[], + const double val[], int how, double tol); +/* perform primal ratio test */ + +int lpx_dual_ratio_test(LPX *lp, int len, const int ind[], + const double val[], int how, double tol); +/* perform dual ratio test */ + +int lpx_interior(LPX *lp); +/* easy-to-use driver to the interior point method */ + +int lpx_ipt_status(LPX *lp); +/* retrieve status of interior-point solution */ + +double lpx_ipt_obj_val(LPX *lp); +/* retrieve objective value (interior point) */ + +double lpx_ipt_row_prim(LPX *lp, int i); +/* retrieve row primal value (interior point) */ + +double lpx_ipt_row_dual(LPX *lp, int i); +/* retrieve row dual value (interior point) */ + +double lpx_ipt_col_prim(LPX *lp, int j); +/* retrieve column primal value (interior point) */ + +double lpx_ipt_col_dual(LPX *lp, int j); +/* retrieve column dual value (interior point) */ + +void lpx_set_class(LPX *lp, int klass); +/* set problem class */ + +int lpx_get_class(LPX *lp); +/* determine problem klass */ + +void lpx_set_col_kind(LPX *lp, int j, int kind); +/* set (change) column kind */ + +int lpx_get_col_kind(LPX *lp, int j); +/* retrieve column kind */ + +int lpx_get_num_int(LPX *lp); +/* retrieve number of integer columns */ + +int lpx_get_num_bin(LPX *lp); +/* retrieve number of binary columns */ + +int lpx_integer(LPX *lp); +/* easy-to-use driver to the branch-and-bound method */ + +int lpx_intopt(LPX *lp); +/* easy-to-use driver to the branch-and-bound method */ + +int lpx_mip_status(LPX *lp); +/* retrieve status of MIP solution */ + +double lpx_mip_obj_val(LPX *lp); +/* retrieve objective value (MIP solution) */ + +double lpx_mip_row_val(LPX *lp, int i); +/* retrieve row value (MIP solution) */ + +double lpx_mip_col_val(LPX *lp, int j); +/* retrieve column value (MIP solution) */ + +void lpx_check_int(LPX *lp, LPXKKT *kkt); +/* check integer feasibility conditions */ + +void lpx_reset_parms(LPX *lp); +/* reset control parameters to default values */ + +void lpx_set_int_parm(LPX *lp, int parm, int val); +/* set (change) integer control parameter */ + +int lpx_get_int_parm(LPX *lp, int parm); +/* query integer control parameter */ + +void lpx_set_real_parm(LPX *lp, int parm, double val); +/* set (change) real control parameter */ + +double lpx_get_real_parm(LPX *lp, int parm); +/* query real control parameter */ + +LPX *lpx_read_mps(const char *fname); +/* read problem data in fixed MPS format */ + +int lpx_write_mps(LPX *lp, const char *fname); +/* write problem data in fixed MPS format */ + +int lpx_read_bas(LPX *lp, const char *fname); +/* read LP basis in fixed MPS format */ + +int lpx_write_bas(LPX *lp, const char *fname); +/* write LP basis in fixed MPS format */ + +LPX *lpx_read_freemps(const char *fname); +/* read problem data in free MPS format */ + +int lpx_write_freemps(LPX *lp, const char *fname); +/* write problem data in free MPS format */ + +LPX *lpx_read_cpxlp(const char *fname); +/* read problem data in CPLEX LP format */ + +int lpx_write_cpxlp(LPX *lp, const char *fname); +/* write problem data in CPLEX LP format */ + +LPX *lpx_read_model(const char *model, const char *data, + const char *output); +/* read LP/MIP model written in GNU MathProg language */ + +int lpx_print_prob(LPX *lp, const char *fname); +/* write problem data in plain text format */ + +int lpx_print_sol(LPX *lp, const char *fname); +/* write LP problem solution in printable format */ + +int lpx_print_sens_bnds(LPX *lp, const char *fname); +/* write bounds sensitivity information */ + +int lpx_print_ips(LPX *lp, const char *fname); +/* write interior point solution in printable format */ + +int lpx_print_mip(LPX *lp, const char *fname); +/* write MIP problem solution in printable format */ + +int lpx_is_b_avail(LPX *lp); +/* check if LP basis is available */ + +int lpx_main(int argc, const char *argv[]); +/* stand-alone LP/MIP solver */ + +#ifdef __cplusplus +} +#endif + +#endif + +#endif +/* eof */ debian/patches/series0000644000000000000000000000003212203155425012024 0ustar setup.diff glpk-4.49.diff debian/source/0000755000000000000000000000000011706065710010471 5ustar debian/source/format0000644000000000000000000000001411513334702011673 0ustar 3.0 (quilt)