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- /* glpk.h */
- /***********************************************************************
- * This code is part of GLPK (GNU Linear Programming Kit).
- *
- * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008,
- * 2009, 2010 Andrew Makhorin, Department for Applied Informatics,
- * Moscow Aviation Institute, Moscow, Russia. All rights reserved.
- * E-mail: <mao@gnu.org>.
- *
- * GLPK 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.
- *
- * GLPK 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 GLPK. If not, see <http://www.gnu.org/licenses/>.
- ***********************************************************************/
- #ifndef GLPK_H
- #define GLPK_H
- #include <stdarg.h>
- #include <stddef.h>
- #if defined (__MINGW32__) && ! defined (DBL_EPSILON)
- #define DBL_EPSILON 2.2204460492503131e-16 // ppgb 20110903
- #endif
- #ifdef __cplusplus
- extern "C" {
- #endif
- /* library version numbers: */
- #define GLP_MAJOR_VERSION 4
- #define GLP_MINOR_VERSION 44
- #ifndef GLP_PROB_DEFINED
- #define GLP_PROB_DEFINED
- typedef struct { double _opaque_prob[100]; } glp_prob;
- /* LP/MIP problem object */
- #endif
- /* optimization direction flag: */
- #define GLP_MIN 1 /* minimization */
- #define GLP_MAX 2 /* maximization */
- /* kind of structural variable: */
- #define GLP_CV 1 /* continuous variable */
- #define GLP_IV 2 /* integer variable */
- #define GLP_BV 3 /* binary variable */
- /* type of auxiliary/structural variable: */
- #define GLP_FR 1 /* free variable */
- #define GLP_LO 2 /* variable with lower bound */
- #define GLP_UP 3 /* variable with upper bound */
- #define GLP_DB 4 /* double-bounded variable */
- #define GLP_FX 5 /* fixed variable */
- /* status of auxiliary/structural variable: */
- #define GLP_BS 1 /* basic variable */
- #define GLP_NL 2 /* non-basic variable on lower bound */
- #define GLP_NU 3 /* non-basic variable on upper bound */
- #define GLP_NF 4 /* non-basic free variable */
- #define GLP_NS 5 /* non-basic fixed variable */
- /* scaling options: */
- #define GLP_SF_GM 0x01 /* perform geometric mean scaling */
- #define GLP_SF_EQ 0x10 /* perform equilibration scaling */
- #define GLP_SF_2N 0x20 /* round scale factors to power of two */
- #define GLP_SF_SKIP 0x40 /* skip if problem is well scaled */
- #define GLP_SF_AUTO 0x80 /* choose scaling options automatically */
- /* solution indicator: */
- #define GLP_SOL 1 /* basic solution */
- #define GLP_IPT 2 /* interior-point solution */
- #define GLP_MIP 3 /* mixed integer solution */
- /* solution status: */
- #define GLP_UNDEF 1 /* solution is undefined */
- #define GLP_FEAS 2 /* solution is feasible */
- #define GLP_INFEAS 3 /* solution is infeasible */
- #define GLP_NOFEAS 4 /* no feasible solution exists */
- #define GLP_OPT 5 /* solution is optimal */
- #define GLP_UNBND 6 /* solution is unbounded */
- typedef struct
- { /* basis factorization control parameters */
- int msg_lev; /* (reserved) */
- int type; /* factorization type: */
- #define GLP_BF_FT 1 /* LUF + Forrest-Tomlin */
- #define GLP_BF_BG 2 /* LUF + Schur compl. + Bartels-Golub */
- #define GLP_BF_GR 3 /* LUF + Schur compl. + Givens rotation */
- int lu_size; /* luf.sv_size */
- double piv_tol; /* luf.piv_tol */
- int piv_lim; /* luf.piv_lim */
- int suhl; /* luf.suhl */
- double eps_tol; /* luf.eps_tol */
- double max_gro; /* luf.max_gro */
- int nfs_max; /* fhv.hh_max */
- double upd_tol; /* fhv.upd_tol */
- int nrs_max; /* lpf.n_max */
- int rs_size; /* lpf.v_size */
- double foo_bar[38]; /* (reserved) */
- } glp_bfcp;
- typedef struct
- { /* simplex method control parameters */
- int msg_lev; /* message level: */
- #define GLP_MSG_OFF 0 /* no output */
- #define GLP_MSG_ERR 1 /* warning and error messages only */
- #define GLP_MSG_ON 2 /* normal output */
- #define GLP_MSG_ALL 3 /* full output */
- #define GLP_MSG_DBG 4 /* debug output */
- int meth; /* simplex method option: */
- #define GLP_PRIMAL 1 /* use primal simplex */
- #define GLP_DUALP 2 /* use dual; if it fails, use primal */
- #define GLP_DUAL 3 /* use dual simplex */
- int pricing; /* pricing technique: */
- #define GLP_PT_STD 0x11 /* standard (Dantzig rule) */
- #define GLP_PT_PSE 0x22 /* projected steepest edge */
- int r_test; /* ratio test technique: */
- #define GLP_RT_STD 0x11 /* standard (textbook) */
- #define GLP_RT_HAR 0x22 /* two-pass Harris' ratio test */
- double tol_bnd; /* spx.tol_bnd */
- double tol_dj; /* spx.tol_dj */
- double tol_piv; /* spx.tol_piv */
- double obj_ll; /* spx.obj_ll */
- double obj_ul; /* spx.obj_ul */
- int it_lim; /* spx.it_lim */
- int tm_lim; /* spx.tm_lim (milliseconds) */
- int out_frq; /* spx.out_frq */
- int out_dly; /* spx.out_dly (milliseconds) */
- int presolve; /* enable/disable using LP presolver */
- double foo_bar[36]; /* (reserved) */
- } glp_smcp;
- typedef struct
- { /* interior-point solver control parameters */
- int msg_lev; /* message level (see glp_smcp) */
- int ord_alg; /* ordering algorithm: */
- #define GLP_ORD_NONE 0 /* natural (original) ordering */
- #define GLP_ORD_QMD 1 /* quotient minimum degree (QMD) */
- #define GLP_ORD_AMD 2 /* approx. minimum degree (AMD) */
- #define GLP_ORD_SYMAMD 3 /* approx. minimum degree (SYMAMD) */
- double foo_bar[48]; /* (reserved) */
- } glp_iptcp;
- #ifndef GLP_TREE_DEFINED
- #define GLP_TREE_DEFINED
- typedef struct { double _opaque_tree[100]; } glp_tree;
- /* branch-and-bound tree */
- #endif
- typedef struct
- { /* integer optimizer control parameters */
- int msg_lev; /* message level (see glp_smcp) */
- int br_tech; /* branching technique: */
- #define GLP_BR_FFV 1 /* first fractional variable */
- #define GLP_BR_LFV 2 /* last fractional variable */
- #define GLP_BR_MFV 3 /* most fractional variable */
- #define GLP_BR_DTH 4 /* heuristic by Driebeck and Tomlin */
- #define GLP_BR_PCH 5 /* hybrid pseudocost heuristic */
- int bt_tech; /* backtracking technique: */
- #define GLP_BT_DFS 1 /* depth first search */
- #define GLP_BT_BFS 2 /* breadth first search */
- #define GLP_BT_BLB 3 /* best local bound */
- #define GLP_BT_BPH 4 /* best projection heuristic */
- double tol_int; /* mip.tol_int */
- double tol_obj; /* mip.tol_obj */
- int tm_lim; /* mip.tm_lim (milliseconds) */
- int out_frq; /* mip.out_frq (milliseconds) */
- int out_dly; /* mip.out_dly (milliseconds) */
- void (*cb_func)(glp_tree *T, void *info);
- /* mip.cb_func */
- void *cb_info; /* mip.cb_info */
- int cb_size; /* mip.cb_size */
- int pp_tech; /* preprocessing technique: */
- #define GLP_PP_NONE 0 /* disable preprocessing */
- #define GLP_PP_ROOT 1 /* preprocessing only on root level */
- #define GLP_PP_ALL 2 /* preprocessing on all levels */
- double mip_gap; /* relative MIP gap tolerance */
- int mir_cuts; /* MIR cuts (GLP_ON/GLP_OFF) */
- int gmi_cuts; /* Gomory's cuts (GLP_ON/GLP_OFF) */
- int cov_cuts; /* cover cuts (GLP_ON/GLP_OFF) */
- int clq_cuts; /* clique cuts (GLP_ON/GLP_OFF) */
- int presolve; /* enable/disable using MIP presolver */
- int binarize; /* try to binarize integer variables */
- int fp_heur; /* feasibility pump heuristic */
- #if 1 /* 28/V-2010 */
- int alien; /* use alien solver */
- #endif
- double foo_bar[29]; /* (reserved) */
- } glp_iocp;
- typedef struct
- { /* additional row attributes */
- int level;
- /* subproblem level at which the row was added */
- int origin;
- /* row origin flag: */
- #define GLP_RF_REG 0 /* regular constraint */
- #define GLP_RF_LAZY 1 /* "lazy" constraint */
- #define GLP_RF_CUT 2 /* cutting plane constraint */
- int klass;
- /* row class descriptor: */
- #define GLP_RF_GMI 1 /* Gomory's mixed integer cut */
- #define GLP_RF_MIR 2 /* mixed integer rounding cut */
- #define GLP_RF_COV 3 /* mixed cover cut */
- #define GLP_RF_CLQ 4 /* clique cut */
- double foo_bar[7];
- /* (reserved) */
- } glp_attr;
- /* enable/disable flag: */
- #define GLP_ON 1 /* enable something */
- #define GLP_OFF 0 /* disable something */
- /* reason codes: */
- #define GLP_IROWGEN 0x01 /* request for row generation */
- #define GLP_IBINGO 0x02 /* better integer solution found */
- #define GLP_IHEUR 0x03 /* request for heuristic solution */
- #define GLP_ICUTGEN 0x04 /* request for cut generation */
- #define GLP_IBRANCH 0x05 /* request for branching */
- #define GLP_ISELECT 0x06 /* request for subproblem selection */
- #define GLP_IPREPRO 0x07 /* request for preprocessing */
- /* branch selection indicator: */
- #define GLP_NO_BRNCH 0 /* select no branch */
- #define GLP_DN_BRNCH 1 /* select down-branch */
- #define GLP_UP_BRNCH 2 /* select up-branch */
- /* return codes: */
- #define GLP_EBADB 0x01 /* invalid basis */
- #define GLP_ESING 0x02 /* singular matrix */
- #define GLP_ECOND 0x03 /* ill-conditioned matrix */
- #define GLP_EBOUND 0x04 /* invalid bounds */
- #define GLP_EFAIL 0x05 /* solver failed */
- #define GLP_EOBJLL 0x06 /* objective lower limit reached */
- #define GLP_EOBJUL 0x07 /* objective upper limit reached */
- #define GLP_EITLIM 0x08 /* iteration limit exceeded */
- #define GLP_ETMLIM 0x09 /* time limit exceeded */
- #define GLP_ENOPFS 0x0A /* no primal feasible solution */
- #define GLP_ENODFS 0x0B /* no dual feasible solution */
- #define GLP_EROOT 0x0C /* root LP optimum not provided */
- #define GLP_ESTOP 0x0D /* search terminated by application */
- #define GLP_EMIPGAP 0x0E /* relative mip gap tolerance reached */
- #define GLP_ENOFEAS 0x0F /* no primal/dual feasible solution */
- #define GLP_ENOCVG 0x10 /* no convergence */
- #define GLP_EINSTAB 0x11 /* numerical instability */
- #define GLP_EDATA 0x12 /* invalid data */
- #define GLP_ERANGE 0x13 /* result out of range */
- /* condition indicator: */
- #define GLP_KKT_PE 1 /* primal equalities */
- #define GLP_KKT_PB 2 /* primal bounds */
- #define GLP_KKT_DE 3 /* dual equalities */
- #define GLP_KKT_DB 4 /* dual bounds */
- #define GLP_KKT_CS 5 /* complementary slackness */
- /* MPS file format: */
- #define GLP_MPS_DECK 1 /* fixed (ancient) */
- #define GLP_MPS_FILE 2 /* free (modern) */
- typedef struct
- { /* MPS format control parameters */
- int blank;
- /* character code to replace blanks in symbolic names */
- char *obj_name;
- /* objective row name */
- double tol_mps;
- /* zero tolerance for MPS data */
- double foo_bar[17];
- /* (reserved for use in the future) */
- } glp_mpscp;
- typedef struct
- { /* CPLEX LP format control parameters */
- double foo_bar[20];
- /* (reserved for use in the future) */
- } glp_cpxcp;
- #ifndef GLP_TRAN_DEFINED
- #define GLP_TRAN_DEFINED
- typedef struct { double _opaque_tran[100]; } glp_tran;
- /* MathProg translator workspace */
- #endif
- glp_prob *glp_create_prob(void);
- /* create problem object */
- void glp_set_prob_name(glp_prob *P, const char *name);
- /* assign (change) problem name */
- void glp_set_obj_name(glp_prob *P, const char *name);
- /* assign (change) objective function name */
- void glp_set_obj_dir(glp_prob *P, int dir);
- /* set (change) optimization direction flag */
- int glp_add_rows(glp_prob *P, int nrs);
- /* add new rows to problem object */
- int glp_add_cols(glp_prob *P, int ncs);
- /* add new columns to problem object */
- void glp_set_row_name(glp_prob *P, int i, const char *name);
- /* assign (change) row name */
- void glp_set_col_name(glp_prob *P, int j, const char *name);
- /* assign (change) column name */
- void glp_set_row_bnds(glp_prob *P, int i, int type, double lb,
- double ub);
- /* set (change) row bounds */
- void glp_set_col_bnds(glp_prob *P, int j, int type, double lb,
- double ub);
- /* set (change) column bounds */
- void glp_set_obj_coef(glp_prob *P, int j, double coef);
- /* set (change) obj. coefficient or constant term */
- void glp_set_mat_row(glp_prob *P, int i, int len, const int ind[],
- const double val[]);
- /* set (replace) row of the constraint matrix */
- void glp_set_mat_col(glp_prob *P, int j, int len, const int ind[],
- const double val[]);
- /* set (replace) column of the constraint matrix */
- void glp_load_matrix(glp_prob *P, int ne, const int ia[],
- const int ja[], const double ar[]);
- /* load (replace) the whole constraint matrix */
- int glp_check_dup(int m, int n, int ne, const int ia[], const int ja[]);
- /* check for duplicate elements in sparse matrix */
- void glp_sort_matrix(glp_prob *P);
- /* sort elements of the constraint matrix */
- void glp_del_rows(glp_prob *P, int nrs, const int num[]);
- /* delete specified rows from problem object */
- void glp_del_cols(glp_prob *P, int ncs, const int num[]);
- /* delete specified columns from problem object */
- void glp_copy_prob(glp_prob *dest, glp_prob *prob, int names);
- /* copy problem object content */
- void glp_erase_prob(glp_prob *P);
- /* erase problem object content */
- void glp_delete_prob(glp_prob *P);
- /* delete problem object */
- const char *glp_get_prob_name(glp_prob *P);
- /* retrieve problem name */
- const char *glp_get_obj_name(glp_prob *P);
- /* retrieve objective function name */
- int glp_get_obj_dir(glp_prob *P);
- /* retrieve optimization direction flag */
- int glp_get_num_rows(glp_prob *P);
- /* retrieve number of rows */
- int glp_get_num_cols(glp_prob *P);
- /* retrieve number of columns */
- const char *glp_get_row_name(glp_prob *P, int i);
- /* retrieve row name */
- const char *glp_get_col_name(glp_prob *P, int j);
- /* retrieve column name */
- int glp_get_row_type(glp_prob *P, int i);
- /* retrieve row type */
- double glp_get_row_lb(glp_prob *P, int i);
- /* retrieve row lower bound */
- double glp_get_row_ub(glp_prob *P, int i);
- /* retrieve row upper bound */
- int glp_get_col_type(glp_prob *P, int j);
- /* retrieve column type */
- double glp_get_col_lb(glp_prob *P, int j);
- /* retrieve column lower bound */
- double glp_get_col_ub(glp_prob *P, int j);
- /* retrieve column upper bound */
- double glp_get_obj_coef(glp_prob *P, int j);
- /* retrieve obj. coefficient or constant term */
- int glp_get_num_nz(glp_prob *P);
- /* retrieve number of constraint coefficients */
- int glp_get_mat_row(glp_prob *P, int i, int ind[], double val[]);
- /* retrieve row of the constraint matrix */
- int glp_get_mat_col(glp_prob *P, int j, int ind[], double val[]);
- /* retrieve column of the constraint matrix */
- void glp_create_index(glp_prob *P);
- /* create the name index */
- int glp_find_row(glp_prob *P, const char *name);
- /* find row by its name */
- int glp_find_col(glp_prob *P, const char *name);
- /* find column by its name */
- void glp_delete_index(glp_prob *P);
- /* delete the name index */
- void glp_set_rii(glp_prob *P, int i, double rii);
- /* set (change) row scale factor */
- void glp_set_sjj(glp_prob *P, int j, double sjj);
- /* set (change) column scale factor */
- double glp_get_rii(glp_prob *P, int i);
- /* retrieve row scale factor */
- double glp_get_sjj(glp_prob *P, int j);
- /* retrieve column scale factor */
- void glp_scale_prob(glp_prob *P, int flags);
- /* scale problem data */
- void glp_unscale_prob(glp_prob *P);
- /* unscale problem data */
- void glp_set_row_stat(glp_prob *P, int i, int stat);
- /* set (change) row status */
- void glp_set_col_stat(glp_prob *P, int j, int stat);
- /* set (change) column status */
- void glp_std_basis(glp_prob *P);
- /* construct standard initial LP basis */
- void glp_adv_basis(glp_prob *P, int flags);
- /* construct advanced initial LP basis */
- void glp_cpx_basis(glp_prob *P);
- /* construct Bixby's initial LP basis */
- int glp_simplex(glp_prob *P, const glp_smcp *parm);
- /* solve LP problem with the simplex method */
- int glp_exact(glp_prob *P, const glp_smcp *parm);
- /* solve LP problem in exact arithmetic */
- void glp_init_smcp(glp_smcp *parm);
- /* initialize simplex method control parameters */
- int glp_get_status(glp_prob *P);
- /* retrieve generic status of basic solution */
- int glp_get_prim_stat(glp_prob *P);
- /* retrieve status of primal basic solution */
- int glp_get_dual_stat(glp_prob *P);
- /* retrieve status of dual basic solution */
- double glp_get_obj_val(glp_prob *P);
- /* retrieve objective value (basic solution) */
- int glp_get_row_stat(glp_prob *P, int i);
- /* retrieve row status */
- double glp_get_row_prim(glp_prob *P, int i);
- /* retrieve row primal value (basic solution) */
- double glp_get_row_dual(glp_prob *P, int i);
- /* retrieve row dual value (basic solution) */
- int glp_get_col_stat(glp_prob *P, int j);
- /* retrieve column status */
- double glp_get_col_prim(glp_prob *P, int j);
- /* retrieve column primal value (basic solution) */
- double glp_get_col_dual(glp_prob *P, int j);
- /* retrieve column dual value (basic solution) */
- int glp_get_unbnd_ray(glp_prob *P);
- /* determine variable causing unboundedness */
- int glp_interior(glp_prob *P, const glp_iptcp *parm);
- /* solve LP problem with the interior-point method */
- void glp_init_iptcp(glp_iptcp *parm);
- /* initialize interior-point solver control parameters */
- int glp_ipt_status(glp_prob *P);
- /* retrieve status of interior-point solution */
- double glp_ipt_obj_val(glp_prob *P);
- /* retrieve objective value (interior point) */
- double glp_ipt_row_prim(glp_prob *P, int i);
- /* retrieve row primal value (interior point) */
- double glp_ipt_row_dual(glp_prob *P, int i);
- /* retrieve row dual value (interior point) */
- double glp_ipt_col_prim(glp_prob *P, int j);
- /* retrieve column primal value (interior point) */
- double glp_ipt_col_dual(glp_prob *P, int j);
- /* retrieve column dual value (interior point) */
- void glp_set_col_kind(glp_prob *P, int j, int kind);
- /* set (change) column kind */
- int glp_get_col_kind(glp_prob *P, int j);
- /* retrieve column kind */
- int glp_get_num_int(glp_prob *P);
- /* retrieve number of integer columns */
- int glp_get_num_bin(glp_prob *P);
- /* retrieve number of binary columns */
- int glp_intopt(glp_prob *P, const glp_iocp *parm);
- /* solve MIP problem with the branch-and-bound method */
- void glp_init_iocp(glp_iocp *parm);
- /* initialize integer optimizer control parameters */
- int glp_mip_status(glp_prob *P);
- /* retrieve status of MIP solution */
- double glp_mip_obj_val(glp_prob *P);
- /* retrieve objective value (MIP solution) */
- double glp_mip_row_val(glp_prob *P, int i);
- /* retrieve row value (MIP solution) */
- double glp_mip_col_val(glp_prob *P, int j);
- /* retrieve column value (MIP solution) */
- int glp_print_sol(glp_prob *P, const char *fname);
- /* write basic solution in printable format */
- int glp_read_sol(glp_prob *P, const char *fname);
- /* read basic solution from text file */
- int glp_write_sol(glp_prob *P, const char *fname);
- /* write basic solution to text file */
- int glp_print_ranges(glp_prob *P, int len, const int list[],
- int flags, const char *fname);
- /* print sensitivity analysis report */
- int glp_print_ipt(glp_prob *P, const char *fname);
- /* write interior-point solution in printable format */
- int glp_read_ipt(glp_prob *P, const char *fname);
- /* read interior-point solution from text file */
- int glp_write_ipt(glp_prob *P, const char *fname);
- /* write interior-point solution to text file */
- int glp_print_mip(glp_prob *P, const char *fname);
- /* write MIP solution in printable format */
- int glp_read_mip(glp_prob *P, const char *fname);
- /* read MIP solution from text file */
- int glp_write_mip(glp_prob *P, const char *fname);
- /* write MIP solution to text file */
- int glp_bf_exists(glp_prob *P);
- /* check if the basis factorization exists */
- int glp_factorize(glp_prob *P);
- /* compute the basis factorization */
- int glp_bf_updated(glp_prob *P);
- /* check if the basis factorization has been updated */
- void glp_get_bfcp(glp_prob *P, glp_bfcp *parm);
- /* retrieve basis factorization control parameters */
- void glp_set_bfcp(glp_prob *P, const glp_bfcp *parm);
- /* change basis factorization control parameters */
- int glp_get_bhead(glp_prob *P, int k);
- /* retrieve the basis header information */
- int glp_get_row_bind(glp_prob *P, int i);
- /* retrieve row index in the basis header */
- int glp_get_col_bind(glp_prob *P, int j);
- /* retrieve column index in the basis header */
- void glp_ftran(glp_prob *P, double x[]);
- /* perform forward transformation (solve system B*x = b) */
- void glp_btran(glp_prob *P, double x[]);
- /* perform backward transformation (solve system B'*x = b) */
- int glp_warm_up(glp_prob *P);
- /* "warm up" LP basis */
- int glp_eval_tab_row(glp_prob *P, int k, int ind[], double val[]);
- /* compute row of the simplex tableau */
- int glp_eval_tab_col(glp_prob *P, int k, int ind[], double val[]);
- /* compute column of the simplex tableau */
- int glp_transform_row(glp_prob *P, int len, int ind[], double val[]);
- /* transform explicitly specified row */
- int glp_transform_col(glp_prob *P, int len, int ind[], double val[]);
- /* transform explicitly specified column */
- int glp_prim_rtest(glp_prob *P, int len, const int ind[],
- const double val[], int dir, double eps);
- /* perform primal ratio test */
- int glp_dual_rtest(glp_prob *P, int len, const int ind[],
- const double val[], int dir, double eps);
- /* perform dual ratio test */
- void glp_analyze_bound(glp_prob *P, int k, double *value1, int *var1,
- double *value2, int *var2);
- /* analyze active bound of non-basic variable */
- void glp_analyze_coef(glp_prob *P, int k, double *coef1, int *var1,
- double *value1, double *coef2, int *var2, double *value2);
- /* analyze objective coefficient at basic variable */
- int glp_ios_reason(glp_tree *T);
- /* determine reason for calling the callback routine */
- glp_prob *glp_ios_get_prob(glp_tree *T);
- /* access the problem object */
- void glp_ios_tree_size(glp_tree *T, int *a_cnt, int *n_cnt,
- int *t_cnt);
- /* determine size of the branch-and-bound tree */
- int glp_ios_curr_node(glp_tree *T);
- /* determine current active subproblem */
- int glp_ios_next_node(glp_tree *T, int p);
- /* determine next active subproblem */
- int glp_ios_prev_node(glp_tree *T, int p);
- /* determine previous active subproblem */
- int glp_ios_up_node(glp_tree *T, int p);
- /* determine parent subproblem */
- int glp_ios_node_level(glp_tree *T, int p);
- /* determine subproblem level */
- double glp_ios_node_bound(glp_tree *T, int p);
- /* determine subproblem local bound */
- int glp_ios_best_node(glp_tree *T);
- /* find active subproblem with best local bound */
- double glp_ios_mip_gap(glp_tree *T);
- /* compute relative MIP gap */
- void *glp_ios_node_data(glp_tree *T, int p);
- /* access subproblem application-specific data */
- void glp_ios_row_attr(glp_tree *T, int i, glp_attr *attr);
- /* retrieve additional row attributes */
- int glp_ios_pool_size(glp_tree *T);
- /* determine current size of the cut pool */
- int glp_ios_add_row(glp_tree *T,
- const char *name, int klass, int flags, int len, const int ind[],
- const double val[], int type, double rhs);
- /* add row (constraint) to the cut pool */
- void glp_ios_del_row(glp_tree *T, int i);
- /* remove row (constraint) from the cut pool */
- void glp_ios_clear_pool(glp_tree *T);
- /* remove all rows (constraints) from the cut pool */
- int glp_ios_can_branch(glp_tree *T, int j);
- /* check if can branch upon specified variable */
- void glp_ios_branch_upon(glp_tree *T, int j, int sel);
- /* choose variable to branch upon */
- void glp_ios_select_node(glp_tree *T, int p);
- /* select subproblem to continue the search */
- int glp_ios_heur_sol(glp_tree *T, const double x[]);
- /* provide solution found by heuristic */
- void glp_ios_terminate(glp_tree *T);
- /* terminate the solution process */
- void glp_init_mpscp(glp_mpscp *parm);
- /* initialize MPS format control parameters */
- int glp_read_mps(glp_prob *P, int fmt, const glp_mpscp *parm,
- const char *fname);
- /* read problem data in MPS format */
- int glp_write_mps(glp_prob *P, int fmt, const glp_mpscp *parm,
- const char *fname);
- /* write problem data in MPS format */
- void glp_init_cpxcp(glp_cpxcp *parm);
- /* initialize CPLEX LP format control parameters */
- int glp_read_lp(glp_prob *P, const glp_cpxcp *parm, const char *fname);
- /* read problem data in CPLEX LP format */
- int glp_write_lp(glp_prob *P, const glp_cpxcp *parm, const char *fname);
- /* write problem data in CPLEX LP format */
- int glp_read_prob(glp_prob *P, int flags, const char *fname);
- /* read problem data in GLPK format */
- int glp_write_prob(glp_prob *P, int flags, const char *fname);
- /* write problem data in GLPK format */
- glp_tran *glp_mpl_alloc_wksp(void);
- /* allocate the MathProg translator workspace */
- int glp_mpl_read_model(glp_tran *tran, const char *fname, int skip);
- /* read and translate model section */
- int glp_mpl_read_data(glp_tran *tran, const char *fname);
- /* read and translate data section */
- int glp_mpl_generate(glp_tran *tran, const char *fname);
- /* generate the model */
- void glp_mpl_build_prob(glp_tran *tran, glp_prob *prob);
- /* build LP/MIP problem instance from the model */
- int glp_mpl_postsolve(glp_tran *tran, glp_prob *prob, int sol);
- /* postsolve the model */
- void glp_mpl_free_wksp(glp_tran *tran);
- /* free the MathProg translator workspace */
- int glp_main(int argc, const char *argv[]);
- /* stand-alone LP/MIP solver */
- /**********************************************************************/
- #ifndef GLP_LONG_DEFINED
- #define GLP_LONG_DEFINED
- typedef struct { int lo, hi; } glp_long;
- /* long integer data type */
- #endif
- int glp_init_env(void);
- /* initialize GLPK environment */
- const char *glp_version(void);
- /* determine library version */
- int glp_free_env(void);
- /* free GLPK environment */
- void glp_printf(const char *fmt, ...);
- /* write formatted output to terminal */
- void glp_vprintf(const char *fmt, va_list arg);
- /* write formatted output to terminal */
- int glp_term_out(int flag);
- /* enable/disable terminal output */
- void glp_term_hook(int (*func)(void *info, const char *s), void *info);
- /* install hook to intercept terminal output */
- int glp_open_tee(const char *fname);
- /* start copying terminal output to text file */
- int glp_close_tee(void);
- /* stop copying terminal output to text file */
- #ifndef GLP_ERROR_DEFINED
- #define GLP_ERROR_DEFINED
- typedef void (*_glp_error)(const char *fmt, ...);
- #endif
- #define glp_error glp_error_(__FILE__, __LINE__)
- _glp_error glp_error_(const char *file, int line);
- /* display error message and terminate execution */
- #define glp_assert(expr) \
- ((void)((expr) || (glp_assert_(#expr, __FILE__, __LINE__), 1)))
- void glp_assert_(const char *expr, const char *file, int line);
- /* check for logical condition */
- void glp_error_hook(void (*func)(void *info), void *info);
- /* install hook to intercept abnormal termination */
- void *glp_malloc(int size);
- /* allocate memory block */
- void *glp_calloc(int n, int size);
- /* allocate memory block */
- void glp_free(void *ptr);
- /* free memory block */
- void glp_mem_limit(int limit);
- /* set memory usage limit */
- void glp_mem_usage(int *count, int *cpeak, glp_long *total,
- glp_long *tpeak);
- /* get memory usage information */
- glp_long glp_time(void);
- /* determine current universal time */
- double glp_difftime(glp_long t1, glp_long t0);
- /* compute difference between two time values */
- /**********************************************************************/
- #ifndef GLP_DATA_DEFINED
- #define GLP_DATA_DEFINED
- typedef struct { double _opaque_data[100]; } glp_data;
- /* plain data file */
- #endif
- glp_data *glp_sdf_open_file(const char *fname);
- /* open plain data file */
- void glp_sdf_set_jump(glp_data *data, void *jump);
- /* set up error handling */
- void glp_sdf_error(glp_data *data, const char *fmt, ...);
- /* print error message */
- void glp_sdf_warning(glp_data *data, const char *fmt, ...);
- /* print warning message */
- int glp_sdf_read_int(glp_data *data);
- /* read integer number */
- double glp_sdf_read_num(glp_data *data);
- /* read floating-point number */
- const char *glp_sdf_read_item(glp_data *data);
- /* read data item */
- const char *glp_sdf_read_text(glp_data *data);
- /* read text until end of line */
- int glp_sdf_line(glp_data *data);
- /* determine current line number */
- void glp_sdf_close_file(glp_data *data);
- /* close plain data file */
- /**********************************************************************/
- typedef struct _glp_graph glp_graph;
- typedef struct _glp_vertex glp_vertex;
- typedef struct _glp_arc glp_arc;
- struct _glp_graph
- { /* graph descriptor */
- void *pool; /* DMP *pool; */
- /* memory pool to store graph components */
- char *name;
- /* graph name (1 to 255 chars); NULL means no name is assigned
- to the graph */
- int nv_max;
- /* length of the vertex list (enlarged automatically) */
- int nv;
- /* number of vertices in the graph, 0 <= nv <= nv_max */
- int na;
- /* number of arcs in the graph, na >= 0 */
- glp_vertex **v; /* glp_vertex *v[1+nv_max]; */
- /* v[i], 1 <= i <= nv, is a pointer to i-th vertex */
- void *index; /* AVL *index; */
- /* vertex index to find vertices by their names; NULL means the
- index does not exist */
- int v_size;
- /* size of data associated with each vertex (0 to 256 bytes) */
- int a_size;
- /* size of data associated with each arc (0 to 256 bytes) */
- };
- struct _glp_vertex
- { /* vertex descriptor */
- int i;
- /* vertex ordinal number, 1 <= i <= nv */
- char *name;
- /* vertex name (1 to 255 chars); NULL means no name is assigned
- to the vertex */
- void *entry; /* AVLNODE *entry; */
- /* pointer to corresponding entry in the vertex index; NULL means
- that either the index does not exist or the vertex has no name
- assigned */
- void *data;
- /* pointer to data associated with the vertex */
- void *temp;
- /* working pointer */
- glp_arc *in;
- /* pointer to the (unordered) list of incoming arcs */
- glp_arc *out;
- /* pointer to the (unordered) list of outgoing arcs */
- };
- struct _glp_arc
- { /* arc descriptor */
- glp_vertex *tail;
- /* pointer to the tail endpoint */
- glp_vertex *head;
- /* pointer to the head endpoint */
- void *data;
- /* pointer to data associated with the arc */
- void *temp;
- /* working pointer */
- glp_arc *t_prev;
- /* pointer to previous arc having the same tail endpoint */
- glp_arc *t_next;
- /* pointer to next arc having the same tail endpoint */
- glp_arc *h_prev;
- /* pointer to previous arc having the same head endpoint */
- glp_arc *h_next;
- /* pointer to next arc having the same head endpoint */
- };
- glp_graph *glp_create_graph(int v_size, int a_size);
- /* create graph */
- void glp_set_graph_name(glp_graph *G, const char *name);
- /* assign (change) graph name */
- int glp_add_vertices(glp_graph *G, int nadd);
- /* add new vertices to graph */
- void glp_set_vertex_name(glp_graph *G, int i, const char *name);
- /* assign (change) vertex name */
- glp_arc *glp_add_arc(glp_graph *G, int i, int j);
- /* add new arc to graph */
- void glp_del_vertices(glp_graph *G, int ndel, const int num[]);
- /* delete vertices from graph */
- void glp_del_arc(glp_graph *G, glp_arc *a);
- /* delete arc from graph */
- void glp_erase_graph(glp_graph *G, int v_size, int a_size);
- /* erase graph content */
- void glp_delete_graph(glp_graph *G);
- /* delete graph */
- void glp_create_v_index(glp_graph *G);
- /* create vertex name index */
- int glp_find_vertex(glp_graph *G, const char *name);
- /* find vertex by its name */
- void glp_delete_v_index(glp_graph *G);
- /* delete vertex name index */
- int glp_read_graph(glp_graph *G, const char *fname);
- /* read graph from plain text file */
- int glp_write_graph(glp_graph *G, const char *fname);
- /* write graph to plain text file */
- void glp_mincost_lp(glp_prob *P, glp_graph *G, int names, int v_rhs,
- int a_low, int a_cap, int a_cost);
- /* convert minimum cost flow problem to LP */
- int glp_mincost_okalg(glp_graph *G, int v_rhs, int a_low, int a_cap,
- int a_cost, double *sol, int a_x, int v_pi);
- /* find minimum-cost flow with out-of-kilter algorithm */
- void glp_maxflow_lp(glp_prob *P, glp_graph *G, int names, int s,
- int t, int a_cap);
- /* convert maximum flow problem to LP */
- int glp_maxflow_ffalg(glp_graph *G, int s, int t, int a_cap,
- double *sol, int a_x, int v_cut);
- /* find maximal flow with Ford-Fulkerson algorithm */
- int glp_check_asnprob(glp_graph *G, int v_set);
- /* check correctness of assignment problem data */
- /* assignment problem formulation: */
- #define GLP_ASN_MIN 1 /* perfect matching (minimization) */
- #define GLP_ASN_MAX 2 /* perfect matching (maximization) */
- #define GLP_ASN_MMP 3 /* maximum matching */
- int glp_asnprob_lp(glp_prob *P, int form, glp_graph *G, int names,
- int v_set, int a_cost);
- /* convert assignment problem to LP */
- int glp_asnprob_okalg(int form, glp_graph *G, int v_set, int a_cost,
- double *sol, int a_x);
- /* solve assignment problem with out-of-kilter algorithm */
- int glp_asnprob_hall(glp_graph *G, int v_set, int a_x);
- /* find bipartite matching of maximum cardinality */
- double glp_cpp(glp_graph *G, int v_t, int v_es, int v_ls);
- /* solve critical path problem */
- int glp_read_mincost(glp_graph *G, int v_rhs, int a_low, int a_cap,
- int a_cost, const char *fname);
- /* read min-cost flow problem data in DIMACS format */
- int glp_write_mincost(glp_graph *G, int v_rhs, int a_low, int a_cap,
- int a_cost, const char *fname);
- /* write min-cost flow problem data in DIMACS format */
- int glp_read_maxflow(glp_graph *G, int *s, int *t, int a_cap,
- const char *fname);
- /* read maximum flow problem data in DIMACS format */
- int glp_write_maxflow(glp_graph *G, int s, int t, int a_cap,
- const char *fname);
- /* write maximum flow problem data in DIMACS format */
- int glp_read_asnprob(glp_graph *G, int v_set, int a_cost, const char
- *fname);
- /* read assignment problem data in DIMACS format */
- int glp_write_asnprob(glp_graph *G, int v_set, int a_cost, const char
- *fname);
- /* write assignment problem data in DIMACS format */
- int glp_read_ccdata(glp_graph *G, int v_wgt, const char *fname);
- /* read graph in DIMACS clique/coloring format */
- int glp_write_ccdata(glp_graph *G, int v_wgt, const char *fname);
- /* write graph in DIMACS clique/coloring format */
- int glp_netgen(glp_graph *G, int v_rhs, int a_cap, int a_cost,
- const int parm[1+15]);
- /* Klingman's network problem generator */
- int glp_gridgen(glp_graph *G, int v_rhs, int a_cap, int a_cost,
- const int parm[1+14]);
- /* grid-like network problem generator */
- int glp_rmfgen(glp_graph *G, int *s, int *t, int a_cap,
- const int parm[1+5]);
- /* Goldfarb's maximum flow problem generator */
- int glp_weak_comp(glp_graph *G, int v_num);
- /* find all weakly connected components of graph */
- int glp_strong_comp(glp_graph *G, int v_num);
- /* find all strongly connected components of graph */
- int glp_top_sort(glp_graph *G, int v_num);
- /* topological sorting of acyclic digraph */
- int glp_wclique_exact(glp_graph *G, int v_wgt, double *sol, int v_set);
- /* find maximum weight clique with exact algorithm */
- /***********************************************************************
- * NOTE: All symbols defined below are obsolete and kept here only for
- * backward compatibility.
- ***********************************************************************/
- #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;
- #define lpx_create_prob _glp_lpx_create_prob
- LPX *lpx_create_prob(void);
- /* create problem object */
- #define lpx_set_prob_name _glp_lpx_set_prob_name
- void lpx_set_prob_name(LPX *lp, const char *name);
- /* assign (change) problem name */
- #define lpx_set_obj_name _glp_lpx_set_obj_name
- void lpx_set_obj_name(LPX *lp, const char *name);
- /* assign (change) objective function name */
- #define lpx_set_obj_dir _glp_lpx_set_obj_dir
- void lpx_set_obj_dir(LPX *lp, int dir);
- /* set (change) optimization direction flag */
- #define lpx_add_rows _glp_lpx_add_rows
- int lpx_add_rows(LPX *lp, int nrs);
- /* add new rows to problem object */
- #define lpx_add_cols _glp_lpx_add_cols
- int lpx_add_cols(LPX *lp, int ncs);
- /* add new columns to problem object */
- #define lpx_set_row_name _glp_lpx_set_row_name
- void lpx_set_row_name(LPX *lp, int i, const char *name);
- /* assign (change) row name */
- #define lpx_set_col_name _glp_lpx_set_col_name
- void lpx_set_col_name(LPX *lp, int j, const char *name);
- /* assign (change) column name */
- #define lpx_set_row_bnds _glp_lpx_set_row_bnds
- void lpx_set_row_bnds(LPX *lp, int i, int type, double lb, double ub);
- /* set (change) row bounds */
- #define lpx_set_col_bnds _glp_lpx_set_col_bnds
- void lpx_set_col_bnds(LPX *lp, int j, int type, double lb, double ub);
- /* set (change) column bounds */
- #define lpx_set_obj_coef _glp_lpx_set_obj_coef
- void lpx_set_obj_coef(glp_prob *lp, int j, double coef);
- /* set (change) obj. coefficient or constant term */
- #define lpx_set_mat_row _glp_lpx_set_mat_row
- void lpx_set_mat_row(LPX *lp, int i, int len, const int ind[],
- const double val[]);
- /* set (replace) row of the constraint matrix */
- #define lpx_set_mat_col _glp_lpx_set_mat_col
- void lpx_set_mat_col(LPX *lp, int j, int len, const int ind[],
- const double val[]);
- /* set (replace) column of the constraint matrix */
- #define lpx_load_matrix _glp_lpx_load_matrix
- void lpx_load_matrix(LPX *lp, int ne, const int ia[], const int ja[],
- const double ar[]);
- /* load (replace) the whole constraint matrix */
- #define lpx_del_rows _glp_lpx_del_rows
- void lpx_del_rows(LPX *lp, int nrs, const int num[]);
- /* delete specified rows from problem object */
- #define lpx_del_cols _glp_lpx_del_cols
- void lpx_del_cols(LPX *lp, int ncs, const int num[]);
- /* delete specified columns from problem object */
- #define lpx_delete_prob _glp_lpx_delete_prob
- void lpx_delete_prob(LPX *lp);
- /* delete problem object */
- #define lpx_get_prob_name _glp_lpx_get_prob_name
- const char *lpx_get_prob_name(LPX *lp);
- /* retrieve problem name */
- #define lpx_get_obj_name _glp_lpx_get_obj_name
- const char *lpx_get_obj_name(LPX *lp);
- /* retrieve objective function name */
- #define lpx_get_obj_dir _glp_lpx_get_obj_dir
- int lpx_get_obj_dir(LPX *lp);
- /* retrieve optimization direction flag */
- #define lpx_get_num_rows _glp_lpx_get_num_rows
- int lpx_get_num_rows(LPX *lp);
- /* retrieve number of rows */
- #define lpx_get_num_cols _glp_lpx_get_num_cols
- int lpx_get_num_cols(LPX *lp);
- /* retrieve number of columns */
- #define lpx_get_row_name _glp_lpx_get_row_name
- const char *lpx_get_row_name(LPX *lp, int i);
- /* retrieve row name */
- #define lpx_get_col_name _glp_lpx_get_col_name
- const char *lpx_get_col_name(LPX *lp, int j);
- /* retrieve column name */
- #define lpx_get_row_type _glp_lpx_get_row_type
- int lpx_get_row_type(LPX *lp, int i);
- /* retrieve row type */
- #define lpx_get_row_lb _glp_lpx_get_row_lb
- double lpx_get_row_lb(LPX *lp, int i);
- /* retrieve row lower bound */
- #define lpx_get_row_ub _glp_lpx_get_row_ub
- double lpx_get_row_ub(LPX *lp, int i);
- /* retrieve row upper bound */
- #define lpx_get_row_bnds _glp_lpx_get_row_bnds
- void lpx_get_row_bnds(LPX *lp, int i, int *typx, double *lb,
- double *ub);
- /* retrieve row bounds */
- #define lpx_get_col_type _glp_lpx_get_col_type
- int lpx_get_col_type(LPX *lp, int j);
- /* retrieve column type */
- #define lpx_get_col_lb _glp_lpx_get_col_lb
- double lpx_get_col_lb(LPX *lp, int j);
- /* retrieve column lower bound */
- #define lpx_get_col_ub _glp_lpx_get_col_ub
- double lpx_get_col_ub(LPX *lp, int j);
- /* retrieve column upper bound */
- #define lpx_get_col_bnds _glp_lpx_get_col_bnds
- void lpx_get_col_bnds(LPX *lp, int j, int *typx, double *lb,
- double *ub);
- /* retrieve column bounds */
- #define lpx_get_obj_coef _glp_lpx_get_obj_coef
- double lpx_get_obj_coef(LPX *lp, int j);
- /* retrieve obj. coefficient or constant term */
- #define lpx_get_num_nz _glp_lpx_get_num_nz
- int lpx_get_num_nz(LPX *lp);
- /* retrieve number of constraint coefficients */
- #define lpx_get_mat_row _glp_lpx_get_mat_row
- int lpx_get_mat_row(LPX *lp, int i, int ind[], double val[]);
- /* retrieve row of the constraint matrix */
- #define lpx_get_mat_col _glp_lpx_get_mat_col
- int lpx_get_mat_col(LPX *lp, int j, int ind[], double val[]);
- /* retrieve column of the constraint matrix */
- #define lpx_create_index _glp_lpx_create_index
- void lpx_create_index(LPX *lp);
- /* create the name index */
- #define lpx_find_row _glp_lpx_find_row
- int lpx_find_row(LPX *lp, const char *name);
- /* find row by its name */
- #define lpx_find_col _glp_lpx_find_col
- int lpx_find_col(LPX *lp, const char *name);
- /* find column by its name */
- #define lpx_delete_index _glp_lpx_delete_index
- void lpx_delete_index(LPX *lp);
- /* delete the name index */
- #define lpx_scale_prob _glp_lpx_scale_prob
- void lpx_scale_prob(LPX *lp);
- /* scale problem data */
- #define lpx_unscale_prob _glp_lpx_unscale_prob
- void lpx_unscale_prob(LPX *lp);
- /* unscale problem data */
- #define lpx_set_row_stat _glp_lpx_set_row_stat
- void lpx_set_row_stat(LPX *lp, int i, int stat);
- /* set (change) row status */
- #define lpx_set_col_stat _glp_lpx_set_col_stat
- void lpx_set_col_stat(LPX *lp, int j, int stat);
- /* set (change) column status */
- #define lpx_std_basis _glp_lpx_std_basis
- void lpx_std_basis(LPX *lp);
- /* construct standard initial LP basis */
- #define lpx_adv_basis _glp_lpx_adv_basis
- void lpx_adv_basis(LPX *lp);
- /* construct advanced initial LP basis */
- #define lpx_cpx_basis _glp_lpx_cpx_basis
- void lpx_cpx_basis(LPX *lp);
- /* construct Bixby's initial LP basis */
- #define lpx_simplex _glp_lpx_simplex
- int lpx_simplex(LPX *lp);
- /* easy-to-use driver to the simplex method */
- #define lpx_exact _glp_lpx_exact
- int lpx_exact(LPX *lp);
- /* easy-to-use driver to the exact simplex method */
- #define lpx_get_status _glp_lpx_get_status
- int lpx_get_status(LPX *lp);
- /* retrieve generic status of basic solution */
- #define lpx_get_prim_stat _glp_lpx_get_prim_stat
- int lpx_get_prim_stat(LPX *lp);
- /* retrieve primal status of basic solution */
- #define lpx_get_dual_stat _glp_lpx_get_dual_stat
- int lpx_get_dual_stat(LPX *lp);
- /* retrieve dual status of basic solution */
- #define lpx_get_obj_val _glp_lpx_get_obj_val
- double lpx_get_obj_val(LPX *lp);
- /* retrieve objective value (basic solution) */
- #define lpx_get_row_stat _glp_lpx_get_row_stat
- int lpx_get_row_stat(LPX *lp, int i);
- /* retrieve row status (basic solution) */
- #define lpx_get_row_prim _glp_lpx_get_row_prim
- double lpx_get_row_prim(LPX *lp, int i);
- /* retrieve row primal value (basic solution) */
- #define lpx_get_row_dual _glp_lpx_get_row_dual
- double lpx_get_row_dual(LPX *lp, int i);
- /* retrieve row dual value (basic solution) */
- #define lpx_get_row_info _glp_lpx_get_row_info
- void lpx_get_row_info(LPX *lp, int i, int *tagx, double *vx,
- double *dx);
- /* obtain row solution information */
- #define lpx_get_col_stat _glp_lpx_get_col_stat
- int lpx_get_col_stat(LPX *lp, int j);
- /* retrieve column status (basic solution) */
- #define lpx_get_col_prim _glp_lpx_get_col_prim
- double lpx_get_col_prim(LPX *lp, int j);
- /* retrieve column primal value (basic solution) */
- #define lpx_get_col_dual _glp_lpx_get_col_dual
- double lpx_get_col_dual(glp_prob *lp, int j);
- /* retrieve column dual value (basic solution) */
- #define lpx_get_col_info _glp_lpx_get_col_info
- void lpx_get_col_info(LPX *lp, int j, int *tagx, double *vx,
- double *dx);
- /* obtain column solution information (obsolete) */
- #define lpx_get_ray_info _glp_lpx_get_ray_info
- int lpx_get_ray_info(LPX *lp);
- /* determine what causes primal unboundness */
- #define lpx_check_kkt _glp_lpx_check_kkt
- void lpx_check_kkt(LPX *lp, int scaled, LPXKKT *kkt);
- /* check Karush-Kuhn-Tucker conditions */
- #define lpx_warm_up _glp_lpx_warm_up
- int lpx_warm_up(LPX *lp);
- /* "warm up" LP basis */
- #define lpx_eval_tab_row _glp_lpx_eval_tab_row
- int lpx_eval_tab_row(LPX *lp, int k, int ind[], double val[]);
- /* compute row of the simplex table */
- #define lpx_eval_tab_col _glp_lpx_eval_tab_col
- int lpx_eval_tab_col(LPX *lp, int k, int ind[], double val[]);
- /* compute column of the simplex table */
- #define lpx_transform_row _glp_lpx_transform_row
- int lpx_transform_row(LPX *lp, int len, int ind[], double val[]);
- /* transform explicitly specified row */
- #define lpx_transform_col _glp_lpx_transform_col
- int lpx_transform_col(LPX *lp, int len, int ind[], double val[]);
- /* transform explicitly specified column */
- #define lpx_prim_ratio_test _glp_lpx_prim_ratio_test
- int lpx_prim_ratio_test(LPX *lp, int len, const int ind[],
- const double val[], int how, double tol);
- /* perform primal ratio test */
- #define lpx_dual_ratio_test _glp_lpx_dual_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 */
- #define lpx_interior _glp_lpx_interior
- int lpx_interior(LPX *lp);
- /* easy-to-use driver to the interior point method */
- #define lpx_ipt_status _glp_lpx_ipt_status
- int lpx_ipt_status(LPX *lp);
- /* retrieve status of interior-point solution */
- #define lpx_ipt_obj_val _glp_lpx_ipt_obj_val
- double lpx_ipt_obj_val(LPX *lp);
- /* retrieve objective value (interior point) */
- #define lpx_ipt_row_prim _glp_lpx_ipt_row_prim
- double lpx_ipt_row_prim(LPX *lp, int i);
- /* retrieve row primal value (interior point) */
- #define lpx_ipt_row_dual _glp_lpx_ipt_row_dual
- double lpx_ipt_row_dual(LPX *lp, int i);
- /* retrieve row dual value (interior point) */
- #define lpx_ipt_col_prim _glp_lpx_ipt_col_prim
- double lpx_ipt_col_prim(LPX *lp, int j);
- /* retrieve column primal value (interior point) */
- #define lpx_ipt_col_dual _glp_lpx_ipt_col_dual
- double lpx_ipt_col_dual(LPX *lp, int j);
- /* retrieve column dual value (interior point) */
- #define lpx_set_class _glp_lpx_set_class
- void lpx_set_class(LPX *lp, int klass);
- /* set problem class */
- #define lpx_get_class _glp_lpx_get_class
- int lpx_get_class(LPX *lp);
- /* determine problem klass */
- #define lpx_set_col_kind _glp_lpx_set_col_kind
- void lpx_set_col_kind(LPX *lp, int j, int kind);
- /* set (change) column kind */
- #define lpx_get_col_kind _glp_lpx_get_col_kind
- int lpx_get_col_kind(LPX *lp, int j);
- /* retrieve column kind */
- #define lpx_get_num_int _glp_lpx_get_num_int
- int lpx_get_num_int(LPX *lp);
- /* retrieve number of integer columns */
- #define lpx_get_num_bin _glp_lpx_get_num_bin
- int lpx_get_num_bin(LPX *lp);
- /* retrieve number of binary columns */
- #define lpx_integer _glp_lpx_integer
- int lpx_integer(LPX *lp);
- /* easy-to-use driver to the branch-and-bound method */
- #define lpx_intopt _glp_lpx_intopt
- int lpx_intopt(LPX *lp);
- /* easy-to-use driver to the branch-and-bound method */
- #define lpx_mip_status _glp_lpx_mip_status
- int lpx_mip_status(LPX *lp);
- /* retrieve status of MIP solution */
- #define lpx_mip_obj_val _glp_lpx_mip_obj_val
- double lpx_mip_obj_val(LPX *lp);
- /* retrieve objective value (MIP solution) */
- #define lpx_mip_row_val _glp_lpx_mip_row_val
- double lpx_mip_row_val(LPX *lp, int i);
- /* retrieve row value (MIP solution) */
- #define lpx_mip_col_val _glp_lpx_mip_col_val
- double lpx_mip_col_val(LPX *lp, int j);
- /* retrieve column value (MIP solution) */
- #define lpx_check_int _glp_lpx_check_int
- void lpx_check_int(LPX *lp, LPXKKT *kkt);
- /* check integer feasibility conditions */
- #define lpx_reset_parms _glp_lpx_reset_parms
- void lpx_reset_parms(LPX *lp);
- /* reset control parameters to default values */
- #define lpx_set_int_parm _glp_lpx_set_int_parm
- void lpx_set_int_parm(LPX *lp, int parm, int val);
- /* set (change) integer control parameter */
- #define lpx_get_int_parm _glp_lpx_get_int_parm
- int lpx_get_int_parm(LPX *lp, int parm);
- /* query integer control parameter */
- #define lpx_set_real_parm _glp_lpx_set_real_parm
- void lpx_set_real_parm(LPX *lp, int parm, double val);
- /* set (change) real control parameter */
- #define lpx_get_real_parm _glp_lpx_get_real_parm
- double lpx_get_real_parm(LPX *lp, int parm);
- /* query real control parameter */
- #define lpx_read_mps _glp_lpx_read_mps
- LPX *lpx_read_mps(const char *fname);
- /* read problem data in fixed MPS format */
- #define lpx_write_mps _glp_lpx_write_mps
- int lpx_write_mps(LPX *lp, const char *fname);
- /* write problem data in fixed MPS format */
- #define lpx_read_bas _glp_lpx_read_bas
- int lpx_read_bas(LPX *lp, const char *fname);
- /* read LP basis in fixed MPS format */
- #define lpx_write_bas _glp_lpx_write_bas
- int lpx_write_bas(LPX *lp, const char *fname);
- /* write LP basis in fixed MPS format */
- #define lpx_read_freemps _glp_lpx_read_freemps
- LPX *lpx_read_freemps(const char *fname);
- /* read problem data in free MPS format */
- #define lpx_write_freemps _glp_lpx_write_freemps
- int lpx_write_freemps(LPX *lp, const char *fname);
- /* write problem data in free MPS format */
- #define lpx_read_cpxlp _glp_lpx_read_cpxlp
- LPX *lpx_read_cpxlp(const char *fname);
- /* read problem data in CPLEX LP format */
- #define lpx_write_cpxlp _glp_lpx_write_cpxlp
- int lpx_write_cpxlp(LPX *lp, const char *fname);
- /* write problem data in CPLEX LP format */
- #define lpx_read_model _glp_lpx_read_model
- LPX *lpx_read_model(const char *model, const char *data,
- const char *output);
- /* read LP/MIP model written in GNU MathProg language */
- #define lpx_print_prob _glp_lpx_print_prob
- int lpx_print_prob(LPX *lp, const char *fname);
- /* write problem data in plain text format */
- #define lpx_print_sol _glp_lpx_print_sol
- int lpx_print_sol(LPX *lp, const char *fname);
- /* write LP problem solution in printable format */
- #define lpx_print_sens_bnds _glp_lpx_print_sens_bnds
- int lpx_print_sens_bnds(LPX *lp, const char *fname);
- /* write bounds sensitivity information */
- #define lpx_print_ips _glp_lpx_print_ips
- int lpx_print_ips(LPX *lp, const char *fname);
- /* write interior point solution in printable format */
- #define lpx_print_mip _glp_lpx_print_mip
- int lpx_print_mip(LPX *lp, const char *fname);
- /* write MIP problem solution in printable format */
- #define lpx_is_b_avail _glp_lpx_is_b_avail
- int lpx_is_b_avail(LPX *lp);
- /* check if LP basis is available */
- #define lpx_write_pb _glp_lpx_write_pb
- int lpx_write_pb(LPX *lp, const char *fname, int normalized,
- int binarize);
- /* write problem data in (normalized) OPB format */
- #define lpx_main _glp_lpx_main
- int lpx_main(int argc, const char *argv[]);
- /* stand-alone LP/MIP solver */
- #ifdef __cplusplus
- }
- #endif
- #endif
- /* eof */
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