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1 %* glpk03.tex *% |
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2 |
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3 \chapter{Utility API routines} |
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4 |
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5 \section{Problem data reading/writing routines} |
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6 |
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7 \subsection{glp\_read\_mps---read problem data in MPS format} |
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8 |
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9 \subsubsection*{Synopsis} |
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10 |
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11 \begin{verbatim} |
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12 int glp_read_mps(glp_prob *lp, int fmt, const void *parm, |
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13 const char *fname); |
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14 \end{verbatim} |
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15 |
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16 \subsubsection*{Description} |
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17 |
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18 The routine \verb|glp_read_mps| reads problem data in MPS format from a |
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19 text file. (The MPS format is described in Appendix \ref{champs}, page |
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20 \pageref{champs}.) |
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21 |
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22 The parameter \verb|fmt| specifies the MPS format version as follows: |
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23 |
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24 \begin{tabular}{@{}ll} |
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25 \verb|GLP_MPS_DECK| & fixed (ancient) MPS format; \\ |
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26 \verb|GLP_MPS_FILE| & free (modern) MPS format. \\ |
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27 \end{tabular} |
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28 |
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29 The parameter \verb|parm| is reserved for use in the future and must be |
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30 specified as \verb|NULL|. |
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31 |
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32 The character string \verb|fname| specifies a name of the text file to |
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33 be read in. (If the file name ends with suffix `\verb|.gz|', the file is |
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34 assumed to be compressed, in which case the routine \verb|glp_read_mps| |
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35 decompresses it ``on the fly''.) |
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36 |
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37 Note that before reading data the current content of the problem object |
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38 is completely erased with the routine \verb|glp_erase_prob|. |
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39 |
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40 \subsubsection*{Returns} |
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41 |
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42 If the operation was successful, the routine \verb|glp_read_mps| |
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43 returns zero. Otherwise, it prints an error message and returns |
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44 non-zero. |
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45 |
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46 \subsection{glp\_write\_mps---write problem data in MPS format} |
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47 |
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48 \subsubsection*{Synopsis} |
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49 |
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50 \begin{verbatim} |
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51 int glp_write_mps(glp_prob *lp, int fmt, const void *parm, |
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52 const char *fname); |
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53 \end{verbatim} |
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54 |
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55 \subsubsection*{Description} |
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56 |
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57 The routine \verb|glp_write_mps| writes problem data in MPS format to a |
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58 text file. (The MPS format is described in Appendix \ref{champs}, page |
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59 \pageref{champs}.) |
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60 |
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61 The parameter \verb|fmt| specifies the MPS format version as follows: |
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62 |
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63 \begin{tabular}{@{}ll} |
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64 \verb|GLP_MPS_DECK| & fixed (ancient) MPS format; \\ |
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65 \verb|GLP_MPS_FILE| & free (modern) MPS format. \\ |
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66 \end{tabular} |
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67 |
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68 The parameter \verb|parm| is reserved for use in the future and must be |
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69 specified as \verb|NULL|. |
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70 |
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71 The character string \verb|fname| specifies a name of the text file to |
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72 be written out. (If the file name ends with suffix `\verb|.gz|', the |
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73 file is assumed to be compressed, in which case the routine |
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74 \verb|glp_write_mps| performs automatic compression on writing it.) |
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75 |
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76 \subsubsection*{Returns} |
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77 |
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78 If the operation was successful, the routine \verb|glp_write_mps| |
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79 returns zero. Otherwise, it prints an error message and returns |
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80 non-zero. |
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81 |
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82 \subsection{glp\_read\_lp---read problem data in CPLEX LP format} |
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83 |
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84 \subsubsection*{Synopsis} |
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85 |
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86 \begin{verbatim} |
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87 int glp_read_lp(glp_prob *lp, const void *parm, |
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88 const char *fname); |
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89 \end{verbatim} |
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90 |
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91 \subsubsection*{Description} |
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92 |
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93 The routine \verb|glp_read_lp| reads problem data in CPLEX LP format |
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94 from a text file. (The CPLEX LP format is described in Appendix |
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95 \ref{chacplex}, page \pageref{chacplex}.) |
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96 |
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97 The parameter \verb|parm| is reserved for use in the future and must be |
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98 specified as \verb|NULL|. |
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99 |
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100 The character string \verb|fname| specifies a name of the text file to |
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101 be read in. (If the file name ends with suffix `\verb|.gz|', the file is |
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102 assumed to be compressed, in which case the routine \verb|glp_read_lp| |
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103 decompresses it ``on the fly''.) |
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104 |
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105 Note that before reading data the current content of the problem object |
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106 is completely erased with the routine \verb|glp_erase_prob|. |
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107 |
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108 \subsubsection*{Returns} |
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109 |
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110 If the operation was successful, the routine \verb|glp_read_lp| returns |
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111 zero. Otherwise, it prints an error message and returns non-zero. |
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112 |
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113 \subsection{glp\_write\_lp---write problem data in CPLEX LP format} |
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114 |
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115 \subsubsection*{Synopsis} |
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116 |
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117 \begin{verbatim} |
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118 int glp_write_lp(glp_prob *lp, const void *parm, |
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119 const char *fname); |
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120 \end{verbatim} |
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121 |
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122 \subsubsection*{Description} |
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123 |
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124 The routine \verb|glp_write_lp| writes problem data in CPLEX LP format |
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125 to a text file. (The CPLEX LP format is described in Appendix |
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126 \ref{chacplex}, page \pageref{chacplex}.) |
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127 |
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128 The parameter \verb|parm| is reserved for use in the future and must be |
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129 specified as \verb|NULL|. |
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130 |
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131 The character string \verb|fname| specifies a name of the text file to |
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132 be written out. (If the file name ends with suffix `\verb|.gz|', the |
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133 file is assumed to be compressed, in which case the routine |
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134 \verb|glp_write_lp| performs automatic compression on writing it.) |
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135 |
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136 \subsubsection*{Returns} |
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137 |
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138 If the operation was successful, the routine \verb|glp_write_lp| |
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139 returns zero. Otherwise, it prints an error message and returns |
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140 non-zero. |
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141 |
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142 \subsection{glp\_read\_prob---read problem data in GLPK format} |
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143 |
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144 \subsubsection*{Synopsis} |
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145 |
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146 \begin{verbatim} |
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147 int glp_read_prob(glp_prob *P, int flags, const char *fname); |
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148 \end{verbatim} |
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149 |
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150 \subsubsection*{Description} |
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151 |
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152 The routine \verb|glp_read_prob| reads problem data in the GLPK LP/MIP |
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153 format from a text file. (For description of the GLPK LP/MIP format see |
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154 below.) |
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155 |
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156 The parameter \verb|flags| is reserved for use in the future and should |
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157 be specified as zero. |
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158 |
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159 The character string \verb|fname| specifies a name of the text file to |
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160 be read in. (If the file name ends with suffix `\verb|.gz|', the file |
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161 is assumed to be compressed, in which case the routine |
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162 \verb|glp_read_prob| decompresses it ``on the fly''.) |
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163 |
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164 Note that before reading data the current content of the problem object |
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165 is completely erased with the routine \verb|glp_erase_prob|. |
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166 |
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167 \subsubsection*{Returns} |
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168 |
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169 If the operation was successful, the routine \verb|glp_read_prob| |
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170 returns zero. Otherwise, it prints an error message and returns |
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171 non-zero. |
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172 |
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173 \subsubsection*{GLPK LP/MIP format} |
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174 |
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175 The GLPK LP/MIP format is a DIMACS-like format.\footnote{The DIMACS |
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176 formats were developed by the Center for Discrete Mathematics and |
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177 Theoretical Computer Science (DIMACS) to facilitate exchange of problem |
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178 data. For details see: {\tt <http://dimacs.rutgers.edu/Challenges/>}. } |
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179 The file in this format is a plain ASCII text file containing lines of |
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180 several types described below. A line is terminated with the end-of-line |
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181 character. Fields in each line are separated by at least one blank |
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182 space. Each line begins with a one-character designator to identify the |
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183 line type. |
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184 |
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185 The first line of the data file must be the problem line (except |
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186 optional comment lines, which may precede the problem line). The last |
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187 line of the data file must be the end line. Other lines may follow in |
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188 arbitrary order, however, duplicate lines are not allowed. |
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189 |
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190 \paragraph{Comment lines.} Comment lines give human-readable |
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191 information about the data file and are ignored by GLPK routines. |
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192 Comment lines can appear anywhere in the data file. Each comment line |
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193 begins with the lower-case character \verb|c|. |
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194 |
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195 \begin{verbatim} |
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196 c This is an example of comment line |
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197 \end{verbatim} |
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198 |
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199 \paragraph{Problem line.} There must be exactly one problem line in the |
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200 data file. This line must appear before any other lines except comment |
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201 lines and has the following format: |
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202 |
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203 \begin{verbatim} |
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204 p CLASS DIR ROWS COLS NONZ |
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205 \end{verbatim} |
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206 |
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207 The lower-case letter \verb|p| specifies that this is the problem line. |
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208 |
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209 The \verb|CLASS| field defines the problem class and can contain either |
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210 the keyword \verb|lp| (that means linear programming problem) or |
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211 \verb|mip| (that means mixed integer programming problem). |
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212 |
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213 The \verb|DIR| field defines the optimization direction (that is, the |
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214 objective function sense) and can contain either the keyword \verb|min| |
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215 (that means minimization) or \verb|max| (that means maximization). |
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216 |
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217 The \verb|ROWS|, \verb|COLS|, and \verb|NONZ| fields contain |
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218 non-negative integer values specifying, respectively, the number of |
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219 rows (constraints), columns (variables), and non-zero constraint |
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220 coefficients in the problem instance. Note that \verb|NONZ| value does |
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221 not account objective coefficients. |
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222 |
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223 \paragraph{Row descriptors.} There must be at most one row descriptor |
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224 line in the data file for each row (constraint). This line has one of |
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225 the following formats: |
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226 |
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227 \begin{verbatim} |
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228 i ROW f |
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229 i ROW l RHS |
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230 i ROW u RHS |
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231 i ROW d RHS1 RHS2 |
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232 i ROW s RHS |
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233 \end{verbatim} |
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234 |
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235 The lower-case letter \verb|i| specifies that this is the row |
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236 descriptor line. |
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237 |
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238 The \verb|ROW| field specifies the row ordinal number, an integer |
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239 between 1 and $m$, where $m$ is the number of rows in the problem |
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240 instance. |
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241 |
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242 The next lower-case letter specifies the row type as follows: |
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243 |
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244 \verb|f| --- free (unbounded) row: $-\infty<\sum a_jx_j<+\infty$; |
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245 |
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246 \verb|l| --- inequality constraint of `$\geq$' type: |
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247 $\sum a_jx_j\geq b$; |
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248 |
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249 \verb|u| --- inequality constraint of `$\leq$' type: |
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250 $\sum a_jx_j\leq b$; |
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251 |
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252 \verb|d| --- double-sided inequality constraint: |
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253 $b_1\leq\sum a_jx_j\leq b_2$; |
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254 |
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255 \verb|s| --- equality constraint: $\sum a_jx_j=b$. |
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256 |
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257 The \verb|RHS| field contains a floaing-point value specifying the |
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258 row right-hand side. The \verb|RHS1| and \verb|RHS2| fields contain |
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259 floating-point values specifying, respectively, the lower and upper |
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260 right-hand sides for the double-sided row. |
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261 |
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262 If for some row its descriptor line does not appear in the data file, |
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263 by default that row is assumed to be an equality constraint with zero |
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264 right-hand side. |
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265 |
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266 \paragraph{Column descriptors.} There must be at most one column |
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267 descriptor line in the data file for each column (variable). This line |
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268 has one of the following formats depending on the problem class |
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269 specified in the problem line: |
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270 |
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271 \bigskip |
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272 |
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273 \begin{tabular}{@{}l@{\hspace*{40pt}}l} |
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274 LP class & MIP class \\ |
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275 \hline |
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276 \verb|j COL f| & \verb|j COL KIND f| \\ |
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277 \verb|j COL l BND| & \verb|j COL KIND l BND| \\ |
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278 \verb|j COL u BND| & \verb|j COL KIND u BND| \\ |
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279 \verb|j COL d BND1 BND2| & \verb|j COL KIND d BND1 BND2| \\ |
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280 \verb|j COL s BND| & \verb|j COL KIND s BND| \\ |
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281 \end{tabular} |
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282 |
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283 \bigskip |
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284 |
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285 The lower-case letter \verb|j| specifies that this is the column |
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286 descriptor line. |
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287 |
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288 The \verb|COL| field specifies the column ordinal number, an integer |
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289 between 1 and $n$, where $n$ is the number of columns in the problem |
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290 instance. |
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291 |
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292 The \verb|KIND| field is used only for MIP problems and specifies the |
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293 column kind as follows: |
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294 |
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295 \verb|c| --- continuous column; |
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296 |
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297 \verb|i| --- integer column; |
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298 |
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299 \verb|b| --- binary column (in this case all remaining fields must be |
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300 omitted). |
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301 |
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302 The next lower-case letter specifies the column type as follows: |
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303 |
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304 \verb|f| --- free (unbounded) column: $-\infty<x<+\infty$; |
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305 |
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306 \verb|l| --- column with lower bound: $x\geq l$; |
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307 |
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308 \verb|u| --- column with upper bound: $x\leq u$; |
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309 |
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310 \verb|d| --- double-bounded column: $l\leq x\leq u$; |
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311 |
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312 \verb|s| --- fixed column: $x=s$. |
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313 |
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314 The \verb|BND| field contains a floating-point value that specifies the |
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315 column bound. The \verb|BND1| and \verb|BND2| fields contain |
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316 floating-point values specifying, respectively, the lower and upper |
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317 bounds for the double-bounded column. |
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318 |
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319 If for some column its descriptor line does not appear in the file, by |
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320 default that column is assumed to be non-negative (in case of LP class) |
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321 or binary (in case of MIP class). |
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322 |
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323 \paragraph{Coefficient descriptors.} There must be exactly one |
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324 coefficient descriptor line in the data file for each non-zero |
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325 objective or constraint coefficient. This line has the following format: |
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326 |
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327 \begin{verbatim} |
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328 a ROW COL VAL |
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329 \end{verbatim} |
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330 |
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331 The lower-case letter \verb|a| specifies that this is the coefficient |
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332 descriptor line. |
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333 |
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334 For objective coefficients the \verb|ROW| field must contain 0. For |
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335 constraint coefficients the \verb|ROW| field specifies the row ordinal |
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336 number, an integer between 1 and $m$, where $m$ is the number of rows |
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337 in the problem instance. |
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338 |
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339 The \verb|COL| field specifies the column ordinal number, an integer |
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340 between 1 and $n$, where $n$ is the number of columns in the problem |
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341 instance. |
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342 |
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343 If both the \verb|ROW| and \verb|COL| fields contain 0, the line |
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344 specifies the constant term (``shift'') of the objective function |
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345 rather than objective coefficient. |
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346 |
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347 The \verb|VAL| field contains a floating-point coefficient value (it is |
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348 allowed to specify zero value in this field). |
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349 |
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350 The number of constraint coefficient descriptor lines must be exactly |
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351 the same as specified in the field \verb|NONZ| of the problem line. |
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352 |
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353 \paragraph{Symbolic name descriptors.} There must be at most one |
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354 symbolic name descriptor line for the problem instance, objective |
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355 function, each row (constraint), and each column (variable). This line |
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356 has one of the following formats: |
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357 |
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358 \begin{verbatim} |
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359 n p NAME |
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360 n z NAME |
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361 n i ROW NAME |
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362 n j COL NAME |
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363 \end{verbatim} |
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364 |
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365 The lower-case letter \verb|n| specifies that this is the symbolic name |
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366 descriptor line. |
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367 |
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368 The next lower-case letter specifies which object should be assigned a |
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369 symbolic name: |
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370 |
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371 \verb|p| --- problem instance; |
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372 |
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373 \verb|z| --- objective function; |
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374 |
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375 \verb|i| --- row (constraint); |
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376 |
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377 \verb|j| --- column (variable). |
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378 |
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379 The \verb|ROW| field specifies the row ordinal number, an integer |
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380 between 1 and $m$, where $m$ is the number of rows in the problem |
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381 instance. |
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382 |
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383 The \verb|COL| field specifies the column ordinal number, an integer |
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384 between 1 and $n$, where $n$ is the number of columns in the problem |
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385 instance. |
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386 |
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387 The \verb|NAME| field contains the symbolic name, a sequence from 1 to |
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388 255 arbitrary graphic ASCII characters, assigned to corresponding |
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389 object. |
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390 |
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391 \paragraph{End line.} There must be exactly one end line in the data |
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392 file. This line must appear last in the file and has the following |
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393 format: |
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394 |
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395 \begin{verbatim} |
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396 e |
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397 \end{verbatim} |
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398 |
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399 The lower-case letter \verb|e| specifies that this is the end line. |
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400 Anything that follows the end line is ignored by GLPK routines. |
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401 |
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402 \subsubsection*{Example of data file in GLPK LP/MIP format} |
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403 |
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404 The following example of a data file in GLPK LP/MIP format specifies |
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405 the same LP problem as in Subsection ``Example of MPS file''. |
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406 |
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407 \begin{center} |
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408 \footnotesize\tt |
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409 \begin{tabular}{l@{\hspace*{50pt}}} |
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410 p lp min 8 7 48 \\ |
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411 n p PLAN \\ |
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412 n z VALUE \\ |
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413 i 1 f \\ |
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414 n i 1 VALUE \\ |
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415 i 2 s 2000 \\ |
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416 n i 2 YIELD \\ |
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417 i 3 u 60 \\ |
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418 n i 3 FE \\ |
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419 i 4 u 100 \\ |
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420 n i 4 CU \\ |
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421 i 5 u 40 \\ |
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422 n i 5 MN \\ |
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423 i 6 u 30 \\ |
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424 n i 6 MG \\ |
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425 i 7 l 1500 \\ |
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426 n i 7 AL \\ |
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427 i 8 d 250 300 \\ |
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428 n i 8 SI \\ |
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429 j 1 d 0 200 \\ |
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430 n j 1 BIN1 \\ |
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431 j 2 d 0 2500 \\ |
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432 n j 2 BIN2 \\ |
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433 j 3 d 400 800 \\ |
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434 n j 3 BIN3 \\ |
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435 j 4 d 100 700 \\ |
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436 n j 4 BIN4 \\ |
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437 j 5 d 0 1500 \\ |
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438 n j 5 BIN5 \\ |
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439 n j 6 ALUM \\ |
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440 n j 7 SILICON \\ |
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441 a 0 1 0.03 \\ |
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442 a 0 2 0.08 \\ |
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443 a 0 3 0.17 \\ |
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444 a 0 4 0.12 \\ |
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445 a 0 5 0.15 \\ |
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446 a 0 6 0.21 \\ |
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447 a 0 7 0.38 \\ |
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448 a 1 1 0.03 \\ |
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449 a 1 2 0.08 \\ |
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450 a 1 3 0.17 \\ |
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451 a 1 4 0.12 \\ |
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452 a 1 5 0.15 \\ |
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453 a 1 6 0.21 \\ |
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454 \end{tabular} |
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455 \begin{tabular}{|@{\hspace*{80pt}}l} |
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456 a 1 7 0.38 \\ |
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457 a 2 1 1 \\ |
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458 a 2 2 1 \\ |
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459 a 2 3 1 \\ |
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460 a 2 4 1 \\ |
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461 a 2 5 1 \\ |
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462 a 2 6 1 \\ |
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463 a 2 7 1 \\ |
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464 a 3 1 0.15 \\ |
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465 a 3 2 0.04 \\ |
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466 a 3 3 0.02 \\ |
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467 a 3 4 0.04 \\ |
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468 a 3 5 0.02 \\ |
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469 a 3 6 0.01 \\ |
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470 a 3 7 0.03 \\ |
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471 a 4 1 0.03 \\ |
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472 a 4 2 0.05 \\ |
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473 a 4 3 0.08 \\ |
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474 a 4 4 0.02 \\ |
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475 a 4 5 0.06 \\ |
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476 a 4 6 0.01 \\ |
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477 a 5 1 0.02 \\ |
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478 a 5 2 0.04 \\ |
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479 a 5 3 0.01 \\ |
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480 a 5 4 0.02 \\ |
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481 a 5 5 0.02 \\ |
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482 a 6 1 0.02 \\ |
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483 a 6 2 0.03 \\ |
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484 a 6 5 0.01 \\ |
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485 a 7 1 0.7 \\ |
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486 a 7 2 0.75 \\ |
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487 a 7 3 0.8 \\ |
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488 a 7 4 0.75 \\ |
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489 a 7 5 0.8 \\ |
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490 a 7 6 0.97 \\ |
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491 a 8 1 0.02 \\ |
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492 a 8 2 0.06 \\ |
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493 a 8 3 0.08 \\ |
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494 a 8 4 0.12 \\ |
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495 a 8 5 0.02 \\ |
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496 a 8 6 0.01 \\ |
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497 a 8 7 0.97 \\ |
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498 e o f \\ |
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499 \\ |
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500 \end{tabular} |
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501 \end{center} |
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502 |
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503 \newpage |
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504 |
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505 \subsection{glp\_write\_prob---write problem data in GLPK format} |
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506 |
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507 \subsubsection*{Synopsis} |
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508 |
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509 \begin{verbatim} |
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510 int glp_write_prob(glp_prob *P, int flags, const char *fname); |
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511 \end{verbatim} |
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512 |
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513 \subsubsection*{Description} |
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514 |
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515 The routine \verb|glp_write_prob| writes problem data in the GLPK |
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516 LP/MIP format to a text file. (For description of the GLPK LP/MIP |
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517 format see Subsection ``Read problem data in GLPK format''.) |
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518 |
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519 The parameter \verb|flags| is reserved for use in the future and should |
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520 be specified as zero. |
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521 |
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522 The character string \verb|fname| specifies a name of the text file to |
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523 be written out. (If the file name ends with suffix `\verb|.gz|', the |
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524 file is assumed to be compressed, in which case the routine |
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525 \verb|glp_write_prob| performs automatic compression on writing it.) |
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526 |
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527 \subsubsection*{Returns} |
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528 |
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529 If the operation was successful, the routine \verb|glp_read_prob| |
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530 returns zero. Otherwise, it prints an error message and returns |
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531 non-zero. |
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532 |
|
533 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% |
|
534 |
|
535 \newpage |
|
536 |
|
537 \section{Routines for processing MathProg models} |
|
538 |
|
539 \subsection{Introduction} |
|
540 |
|
541 GLPK supports the {\it GNU MathProg modeling language}.\footnote{The |
|
542 GNU MathProg modeling language is a subset of the AMPL language. For |
|
543 its detailed description see the document ``Modeling Language GNU |
|
544 MathProg: Language Reference'' included in the GLPK distribution.} |
|
545 As a rule, models written in MathProg are solved with the GLPK LP/MIP |
|
546 stand-alone solver \verb|glpsol| (see Appendix D) and do not need any |
|
547 programming with API routines. However, for various reasons the user |
|
548 may need to process MathProg models directly in his/her application |
|
549 program, in which case he/she may use API routines described in this |
|
550 section. These routines provide an interface to the {\it MathProg |
|
551 translator}, a component of GLPK, which translates MathProg models into |
|
552 an internal code and then interprets (executes) this code. |
|
553 |
|
554 The processing of a model written in GNU MathProg includes several |
|
555 steps, which should be performed in the following order: |
|
556 |
|
557 \begin{enumerate} |
|
558 \item{\it Allocating the workspace.} |
|
559 The translator allocates the workspace, an internal data structure used |
|
560 on all subsequent steps. |
|
561 \item{\it Reading model section.} The translator reads model section |
|
562 and, optionally, data section from a specified text file and translates |
|
563 them into the internal code. If necessary, on this step data section |
|
564 may be ignored. |
|
565 \item{\it Reading data section(s).} The translator reads one or more |
|
566 data sections from specified text file(s) and translates them into the |
|
567 internal code. |
|
568 \item{\it Generating the model.} The translator executes the internal |
|
569 code to evaluate the content of the model objects such as sets, |
|
570 parameters, variables, constraints, and objectives. On this step the |
|
571 execution is suspended at the solve statement. |
|
572 \item {\it Building the problem object.} The translator obtains all |
|
573 necessary information from the workspace and builds the standard |
|
574 problem object (that is, the program object of type \verb|glp_prob|). |
|
575 \item{\it Solving the problem.} On this step the problem object built |
|
576 on the previous step is passed to a solver, which solves the problem |
|
577 instance and stores its solution back to the problem object. |
|
578 \item{\it Postsolving the model.} The translator copies the solution |
|
579 from the problem object to the workspace and then executes the internal |
|
580 code from the solve statement to the end of the model. (If model has |
|
581 no solve statement, the translator does nothing on this step.) |
|
582 \item{\it Freeing the workspace.} The translator frees all the memory |
|
583 allocated to the workspace. |
|
584 \end{enumerate} |
|
585 |
|
586 Note that the MathProg translator performs no error correction, so if |
|
587 any of steps 2 to 7 fails (due to errors in the model), the application |
|
588 program should terminate processing and go to step 8. |
|
589 |
|
590 \subsubsection*{Example 1} |
|
591 |
|
592 In this example the program reads model and data sections from input |
|
593 file \verb|egypt.mod|\footnote{This is an example model included in |
|
594 the GLPK distribution.} and writes the model to output file |
|
595 \verb|egypt.mps| in free MPS format (see Appendix B). No solution is |
|
596 performed. |
|
597 |
|
598 \begin{small} |
|
599 \begin{verbatim} |
|
600 /* mplsamp1.c */ |
|
601 |
|
602 #include <stdio.h> |
|
603 #include <stdlib.h> |
|
604 #include <glpk.h> |
|
605 |
|
606 int main(void) |
|
607 { glp_prob *lp; |
|
608 glp_tran *tran; |
|
609 int ret; |
|
610 lp = glp_create_prob(); |
|
611 tran = glp_mpl_alloc_wksp(); |
|
612 ret = glp_mpl_read_model(tran, "egypt.mod", 0); |
|
613 if (ret != 0) |
|
614 { fprintf(stderr, "Error on translating model\n"); |
|
615 goto skip; |
|
616 } |
|
617 ret = glp_mpl_generate(tran, NULL); |
|
618 if (ret != 0) |
|
619 { fprintf(stderr, "Error on generating model\n"); |
|
620 goto skip; |
|
621 } |
|
622 glp_mpl_build_prob(tran, lp); |
|
623 ret = glp_write_mps(lp, GLP_MPS_FILE, NULL, "egypt.mps"); |
|
624 if (ret != 0) |
|
625 fprintf(stderr, "Error on writing MPS file\n"); |
|
626 skip: glp_mpl_free_wksp(tran); |
|
627 glp_delete_prob(lp); |
|
628 return 0; |
|
629 } |
|
630 |
|
631 /* eof */ |
|
632 \end{verbatim} |
|
633 \end{small} |
|
634 |
|
635 \subsubsection*{Example 2} |
|
636 |
|
637 In this example the program reads model section from file |
|
638 \verb|sudoku.mod|\footnote{This is an example model which is included |
|
639 in the GLPK distribution along with alternative data file |
|
640 {\tt sudoku.dat}.} ignoring data section in this file, reads alternative |
|
641 data section from file \verb|sudoku.dat|, solves the problem instance |
|
642 and passes the solution found back to the model. |
|
643 |
|
644 \begin{small} |
|
645 \begin{verbatim} |
|
646 /* mplsamp2.c */ |
|
647 |
|
648 #include <stdio.h> |
|
649 #include <stdlib.h> |
|
650 #include <glpk.h> |
|
651 |
|
652 int main(void) |
|
653 { glp_prob *mip; |
|
654 glp_tran *tran; |
|
655 int ret; |
|
656 mip = glp_create_prob(); |
|
657 tran = glp_mpl_alloc_wksp(); |
|
658 ret = glp_mpl_read_model(tran, "sudoku.mod", 1); |
|
659 if (ret != 0) |
|
660 { fprintf(stderr, "Error on translating model\n"); |
|
661 goto skip; |
|
662 } |
|
663 ret = glp_mpl_read_data(tran, "sudoku.dat"); |
|
664 if (ret != 0) |
|
665 { fprintf(stderr, "Error on translating data\n"); |
|
666 goto skip; |
|
667 } |
|
668 ret = glp_mpl_generate(tran, NULL); |
|
669 if (ret != 0) |
|
670 { fprintf(stderr, "Error on generating model\n"); |
|
671 goto skip; |
|
672 } |
|
673 glp_mpl_build_prob(tran, mip); |
|
674 glp_simplex(mip, NULL); |
|
675 glp_intopt(mip, NULL); |
|
676 ret = glp_mpl_postsolve(tran, mip, GLP_MIP); |
|
677 if (ret != 0) |
|
678 fprintf(stderr, "Error on postsolving model\n"); |
|
679 skip: glp_mpl_free_wksp(tran); |
|
680 glp_delete_prob(mip); |
|
681 return 0; |
|
682 } |
|
683 |
|
684 /* eof */ |
|
685 \end{verbatim} |
|
686 \end{small} |
|
687 |
|
688 \subsection{glp\_mpl\_alloc\_wksp---allocate the translator workspace} |
|
689 |
|
690 \subsubsection*{Synopsis} |
|
691 |
|
692 \begin{verbatim} |
|
693 glp_tran *glp_mpl_alloc_wksp(void); |
|
694 \end{verbatim} |
|
695 |
|
696 \subsubsection*{Description} |
|
697 |
|
698 The routine \verb|glp_mpl_alloc_wksp| allocates the MathProg translator |
|
699 work\-space. (Note that multiple instances of the workspace may be |
|
700 allocated, if necessary.) |
|
701 |
|
702 \subsubsection*{Returns} |
|
703 |
|
704 The routine returns a pointer to the workspace, which should be used in |
|
705 all subsequent operations. |
|
706 |
|
707 \subsection{glp\_mpl\_read\_model---read and translate model section} |
|
708 |
|
709 \subsubsection*{Synopsis} |
|
710 |
|
711 \begin{verbatim} |
|
712 int glp_mpl_read_model(glp_tran *tran, const char *fname, |
|
713 int skip); |
|
714 \end{verbatim} |
|
715 |
|
716 \subsubsection*{Description} |
|
717 |
|
718 The routine \verb|glp_mpl_read_model| reads model section and, |
|
719 optionally, data section, which may follow the model section, from a |
|
720 text file, whose name is the character string \verb|fname|, performs |
|
721 translation of model statements and data blocks, and stores all the |
|
722 information in the workspace. |
|
723 |
|
724 The parameter \verb|skip| is a flag. If the input file contains the |
|
725 data section and this flag is non-zero, the data section is not read as |
|
726 if there were no data section and a warning message is printed. This |
|
727 allows reading data section(s) from other file(s). |
|
728 |
|
729 \subsubsection*{Returns} |
|
730 |
|
731 If the operation is successful, the routine returns zero. Otherwise |
|
732 the routine prints an error message and returns non-zero. |
|
733 |
|
734 \subsection{glp\_mpl\_read\_data---read and translate data section} |
|
735 |
|
736 \subsubsection*{Synopsis} |
|
737 |
|
738 \begin{verbatim} |
|
739 int glp_mpl_read_data(glp_tran *tran, const char *fname); |
|
740 \end{verbatim} |
|
741 |
|
742 \subsubsection*{Description} |
|
743 |
|
744 The routine \verb|glp_mpl_read_data| reads data section from a text |
|
745 file, whose name is the character string \verb|fname|, performs |
|
746 translation of data blocks, and stores the data read in the translator |
|
747 workspace. If necessary, this routine may be called more than once. |
|
748 |
|
749 \subsubsection*{Returns} |
|
750 |
|
751 If the operation is successful, the routine returns zero. Otherwise |
|
752 the routine prints an error message and returns non-zero. |
|
753 |
|
754 \subsection{glp\_mpl\_generate---generate the model} |
|
755 |
|
756 \subsubsection*{Synopsis} |
|
757 |
|
758 \begin{verbatim} |
|
759 int glp_mpl_generate(glp_tran *tran, const char *fname); |
|
760 \end{verbatim} |
|
761 |
|
762 \subsubsection*{Description} |
|
763 |
|
764 The routine \verb|glp_mpl_generate| generates the model using its |
|
765 description stored in the translator workspace. This operation means |
|
766 generating all variables, constraints, and objectives, executing check |
|
767 and display statements, which precede the solve statement (if it is |
|
768 presented). |
|
769 |
|
770 The character string \verb|fname| specifies the name of an output text |
|
771 file, to which output produced by display statements should be written. |
|
772 If \verb|fname| is \verb|NULL|, the output is sent to the terminal. |
|
773 |
|
774 \subsubsection*{Returns} |
|
775 |
|
776 If the operation is successful, the routine returns zero. Otherwise |
|
777 the routine prints an error message and returns non-zero. |
|
778 |
|
779 \subsection{glp\_mpl\_build\_prob---build problem instance from the |
|
780 model} |
|
781 |
|
782 \subsubsection*{Synopsis} |
|
783 |
|
784 \begin{verbatim} |
|
785 void glp_mpl_build_prob(glp_tran *tran, glp_prob *prob); |
|
786 \end{verbatim} |
|
787 |
|
788 \subsubsection*{Description} |
|
789 |
|
790 The routine \verb|glp_mpl_build_prob| obtains all necessary information |
|
791 from the translator workspace and stores it in the specified problem |
|
792 object \verb|prob|. Note that before building the current content of |
|
793 the problem object is erased with the routine \verb|glp_erase_prob|. |
|
794 |
|
795 \subsection{glp\_mpl\_postsolve---postsolve the model} |
|
796 |
|
797 \subsubsection*{Synopsis} |
|
798 |
|
799 \begin{verbatim} |
|
800 int glp_mpl_postsolve(glp_tran *tran, glp_prob *prob, |
|
801 int sol); |
|
802 \end{verbatim} |
|
803 |
|
804 \subsubsection*{Description} |
|
805 |
|
806 The routine \verb|glp_mpl_postsolve| copies the solution from the |
|
807 specified problem object \verb|prob| to the translator workspace and |
|
808 then executes all the remaining model statements, which follow the |
|
809 solve statement. |
|
810 |
|
811 The parameter \verb|sol| specifies which solution should be copied |
|
812 from the problem object to the workspace as follows: |
|
813 |
|
814 \begin{tabular}{@{}ll} |
|
815 \verb|GLP_SOL| & basic solution; \\ |
|
816 \verb|GLP_IPT| & interior-point solution; \\ |
|
817 \verb|GLP_MIP| & mixed integer solution. \\ |
|
818 \end{tabular} |
|
819 |
|
820 \subsubsection*{Returns} |
|
821 |
|
822 If the operation is successful, the routine returns zero. Otherwise |
|
823 the routine prints an error message and returns non-zero. |
|
824 |
|
825 \subsection{glp\_mpl\_free\_wksp---free the translator workspace} |
|
826 |
|
827 \subsubsection*{Synopsis} |
|
828 |
|
829 \begin{verbatim} |
|
830 void glp_mpl_free_wksp(glp_tran *tran); |
|
831 \end{verbatim} |
|
832 |
|
833 \subsubsection*{Description} |
|
834 |
|
835 The routine \verb|glp_mpl_free_wksp| frees all the memory allocated to |
|
836 the translator workspace. It also frees all other resources, which are |
|
837 still used by the translator. |
|
838 |
|
839 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% |
|
840 |
|
841 \newpage |
|
842 |
|
843 \section{Problem solution reading/writing routines} |
|
844 |
|
845 \subsection{glp\_print\_sol---write basic solution in printable format} |
|
846 |
|
847 \subsubsection*{Synopsis} |
|
848 |
|
849 \begin{verbatim} |
|
850 int glp_print_sol(glp_prob *lp, const char *fname); |
|
851 \end{verbatim} |
|
852 |
|
853 \subsubsection*{Description} |
|
854 |
|
855 The routine \verb|glp_print_sol writes| the current basic solution of |
|
856 an LP problem, which is specified by the pointer \verb|lp|, to a text |
|
857 file, whose name is the character string \verb|fname|, in printable |
|
858 format. |
|
859 |
|
860 Information reported by the routine \verb|glp_print_sol| is intended |
|
861 mainly for visual analysis. |
|
862 |
|
863 \subsubsection*{Returns} |
|
864 |
|
865 If no errors occurred, the routine returns zero. Otherwise the routine |
|
866 prints an error message and returns non-zero. |
|
867 |
|
868 \subsection{glp\_read\_sol---read basic solution from text file} |
|
869 |
|
870 \subsubsection*{Synopsis} |
|
871 |
|
872 \begin{verbatim} |
|
873 int glp_read_sol(glp_prob *lp, const char *fname); |
|
874 \end{verbatim} |
|
875 |
|
876 \subsubsection*{Description} |
|
877 |
|
878 The routine \verb|glp_read_sol| reads basic solution from a text file |
|
879 whose name is specified by the parameter \verb|fname| into the problem |
|
880 object. |
|
881 |
|
882 For the file format see description of the routine \verb|glp_write_sol|. |
|
883 |
|
884 \subsubsection*{Returns} |
|
885 |
|
886 On success the routine returns zero, otherwise non-zero. |
|
887 |
|
888 \newpage |
|
889 |
|
890 \subsection{glp\_write\_sol---write basic solution to text file} |
|
891 |
|
892 \subsubsection*{Synopsis} |
|
893 |
|
894 \begin{verbatim} |
|
895 int glp_write_sol(glp_prob *lp, const char *fname); |
|
896 \end{verbatim} |
|
897 |
|
898 \subsubsection*{Description} |
|
899 |
|
900 The routine \verb|glp_write_sol| writes the current basic solution to a |
|
901 text file whose name is specified by the parameter \verb|fname|. This |
|
902 file can be read back with the routine \verb|glp_read_sol|. |
|
903 |
|
904 \subsubsection*{Returns} |
|
905 |
|
906 On success the routine returns zero, otherwise non-zero. |
|
907 |
|
908 \subsubsection*{File format} |
|
909 |
|
910 The file created by the routine \verb|glp_write_sol| is a plain text |
|
911 file, which contains the following information: |
|
912 |
|
913 \begin{verbatim} |
|
914 m n |
|
915 p_stat d_stat obj_val |
|
916 r_stat[1] r_prim[1] r_dual[1] |
|
917 . . . |
|
918 r_stat[m] r_prim[m] r_dual[m] |
|
919 c_stat[1] c_prim[1] c_dual[1] |
|
920 . . . |
|
921 c_stat[n] c_prim[n] c_dual[n] |
|
922 \end{verbatim} |
|
923 |
|
924 \noindent |
|
925 where: |
|
926 |
|
927 \noindent |
|
928 $m$ is the number of rows (auxiliary variables); |
|
929 |
|
930 \noindent |
|
931 $n$ is the number of columns (structural variables); |
|
932 |
|
933 \noindent |
|
934 \verb|p_stat| is the primal status of the basic solution |
|
935 (\verb|GLP_UNDEF| = 1, \verb|GLP_FEAS| = 2, \verb|GLP_INFEAS| = 3, or |
|
936 \verb|GLP_NOFEAS| = 4); |
|
937 |
|
938 \noindent |
|
939 \verb|d_stat| is the dual status of the basic solution |
|
940 (\verb|GLP_UNDEF| = 1, \verb|GLP_FEAS| = 2, \verb|GLP_INFEAS| = 3, or |
|
941 \verb|GLP_NOFEAS| = 4); |
|
942 |
|
943 \noindent |
|
944 \verb|obj_val| is the objective value; |
|
945 |
|
946 \noindent |
|
947 \verb|r_stat[i]|, $i=1,\dots,m$, is the status of $i$-th row |
|
948 (\verb|GLP_BS| = 1, \verb|GLP_NL| = 2, \verb|GLP_NU| = 3, |
|
949 \verb|GLP_NF| = 4, or \verb|GLP_NS| = 5); |
|
950 |
|
951 \noindent |
|
952 \verb|r_prim[i]|, $i=1,\dots,m$, is the primal value of $i$-th row; |
|
953 |
|
954 \noindent |
|
955 \verb|r_dual[i]|, $i=1,\dots,m$, is the dual value of $i$-th row; |
|
956 |
|
957 \noindent |
|
958 \verb|c_stat[j]|, $j=1,\dots,n$, is the status of $j$-th column |
|
959 (\verb|GLP_BS| = 1, \verb|GLP_NL| = 2, \verb|GLP_NU| = 3, |
|
960 \verb|GLP_NF| = 4, or \verb|GLP_NS| = 5); |
|
961 |
|
962 \noindent |
|
963 \verb|c_prim[j]|, $j=1,\dots,n$, is the primal value of $j$-th column; |
|
964 |
|
965 \noindent |
|
966 \verb|c_dual[j]|, $j=1,\dots,n$, is the dual value of $j$-th column. |
|
967 |
|
968 \subsection{glp\_print\_ipt---write interior-point solution in |
|
969 printable format} |
|
970 |
|
971 \subsubsection*{Synopsis} |
|
972 |
|
973 \begin{verbatim} |
|
974 int glp_print_ipt(glp_prob *lp, const char *fname); |
|
975 \end{verbatim} |
|
976 |
|
977 \subsubsection*{Description} |
|
978 |
|
979 The routine \verb|glp_print_ipt| writes the current interior point |
|
980 solution of an LP problem, which the parameter \verb|lp| points to, to |
|
981 a text file, whose name is the character string \verb|fname|, in |
|
982 printable format. |
|
983 |
|
984 Information reported by the routine \verb|glp_print_ipt| is intended |
|
985 mainly for visual analysis. |
|
986 |
|
987 \subsubsection*{Returns} |
|
988 |
|
989 If no errors occurred, the routine returns zero. Otherwise the routine |
|
990 prints an error message and returns non-zero. |
|
991 |
|
992 \subsection{glp\_read\_ipt---read interior-point solution from text |
|
993 file} |
|
994 |
|
995 \subsubsection*{Synopsis} |
|
996 |
|
997 \begin{verbatim} |
|
998 int glp_read_ipt(glp_prob *lp, const char *fname); |
|
999 \end{verbatim} |
|
1000 |
|
1001 \subsubsection*{Description} |
|
1002 |
|
1003 The routine \verb|glp_read_ipt| reads interior-point solution from a |
|
1004 text file whose name is specified by the parameter \verb|fname| into the |
|
1005 problem object. |
|
1006 |
|
1007 For the file format see description of the routine \verb|glp_write_ipt|. |
|
1008 |
|
1009 \subsubsection*{Returns} |
|
1010 |
|
1011 On success the routine returns zero, otherwise non-zero. |
|
1012 |
|
1013 \subsection{glp\_write\_ipt---write interior-point solution to text |
|
1014 file} |
|
1015 |
|
1016 \subsubsection*{Synopsis} |
|
1017 |
|
1018 \begin{verbatim} |
|
1019 int glp_write_ipt(glp_prob *lp, const char *fname); |
|
1020 \end{verbatim} |
|
1021 |
|
1022 \subsubsection*{Description} |
|
1023 |
|
1024 The routine \verb|glp_write_ipt| writes the current interior-point |
|
1025 solution to a text file whose name is specified by the parameter |
|
1026 \verb|fname|. This file can be read back with the routine |
|
1027 \verb|glp_read_ipt|. |
|
1028 |
|
1029 \subsubsection*{Returns} |
|
1030 |
|
1031 On success the routine returns zero, otherwise non-zero. |
|
1032 |
|
1033 \subsubsection*{File format} |
|
1034 |
|
1035 The file created by the routine \verb|glp_write_ipt| is a plain text |
|
1036 file, which contains the following information: |
|
1037 |
|
1038 \begin{verbatim} |
|
1039 m n |
|
1040 stat obj_val |
|
1041 r_prim[1] r_dual[1] |
|
1042 . . . |
|
1043 r_prim[m] r_dual[m] |
|
1044 c_prim[1] c_dual[1] |
|
1045 . . . |
|
1046 c_prim[n] c_dual[n] |
|
1047 \end{verbatim} |
|
1048 |
|
1049 \noindent |
|
1050 where: |
|
1051 |
|
1052 \noindent |
|
1053 $m$ is the number of rows (auxiliary variables); |
|
1054 |
|
1055 \noindent |
|
1056 $n$ is the number of columns (structural variables); |
|
1057 |
|
1058 \noindent |
|
1059 \verb|stat| is the solution status (\verb|GLP_UNDEF| = 1 or |
|
1060 \verb|GLP_OPT| = 5); |
|
1061 |
|
1062 \noindent |
|
1063 \verb|obj_val| is the objective value; |
|
1064 |
|
1065 \noindent |
|
1066 \verb|r_prim[i]|, $i=1,\dots,m$, is the primal value of $i$-th row; |
|
1067 |
|
1068 \noindent |
|
1069 \verb|r_dual[i]|, $i=1,\dots,m$, is the dual value of $i$-th row; |
|
1070 |
|
1071 \noindent |
|
1072 \verb|c_prim[j]|, $j=1,\dots,n$, is the primal value of $j$-th column; |
|
1073 |
|
1074 \noindent |
|
1075 \verb|c_dual[j]|, $j=1,\dots,n$, is the dual value of $j$-th column. |
|
1076 |
|
1077 \subsection{glp\_print\_mip---write MIP solution in printable format} |
|
1078 |
|
1079 \subsubsection*{Synopsis} |
|
1080 |
|
1081 \begin{verbatim} |
|
1082 int glp_print_mip(glp_prob *lp, const char *fname); |
|
1083 \end{verbatim} |
|
1084 |
|
1085 \subsubsection*{Description} |
|
1086 |
|
1087 The routine \verb|glp_print_mip| writes a best known integer solution |
|
1088 of a MIP problem, which is specified by the pointer \verb|lp|, to a text |
|
1089 file, whose name is the character string \verb|fname|, in printable |
|
1090 format. |
|
1091 |
|
1092 Information reported by the routine \verb|glp_print_mip| is intended |
|
1093 mainly for visual analysis. |
|
1094 |
|
1095 \subsubsection*{Returns} |
|
1096 |
|
1097 If no errors occurred, the routine returns zero. Otherwise the routine |
|
1098 prints an error message and returns non-zero. |
|
1099 |
|
1100 \newpage |
|
1101 |
|
1102 \subsection{glp\_read\_mip---read MIP solution from text file} |
|
1103 |
|
1104 \subsubsection*{Synopsis} |
|
1105 |
|
1106 \begin{verbatim} |
|
1107 int glp_read_mip(glp_prob *mip, const char *fname); |
|
1108 \end{verbatim} |
|
1109 |
|
1110 \subsubsection*{Description} |
|
1111 |
|
1112 The routine \verb|glp_read_mip| reads MIP solution from a text file |
|
1113 whose name is specified by the parameter \verb|fname| into the problem |
|
1114 object. |
|
1115 |
|
1116 For the file format see description of the routine \verb|glp_write_mip|. |
|
1117 |
|
1118 \subsubsection*{Returns} |
|
1119 |
|
1120 On success the routine returns zero, otherwise non-zero. |
|
1121 |
|
1122 \subsection{glp\_write\_mip---write MIP solution to text file} |
|
1123 |
|
1124 \subsubsection*{Synopsis} |
|
1125 |
|
1126 \begin{verbatim} |
|
1127 int glp_write_mip(glp_prob *mip, const char *fname); |
|
1128 \end{verbatim} |
|
1129 |
|
1130 \subsubsection*{Description} |
|
1131 |
|
1132 The routine \verb|glp_write_mip| writes the current MIP solution to a |
|
1133 text file whose name is specified by the parameter \verb|fname|. This |
|
1134 file can be read back with the routine \verb|glp_read_mip|. |
|
1135 |
|
1136 \subsubsection*{Returns} |
|
1137 |
|
1138 On success the routine returns zero, otherwise non-zero. |
|
1139 |
|
1140 \subsubsection*{File format} |
|
1141 |
|
1142 The file created by the routine \verb|glp_write_sol| is a plain text |
|
1143 file, which contains the following information: |
|
1144 |
|
1145 \begin{verbatim} |
|
1146 m n |
|
1147 stat obj_val |
|
1148 r_val[1] |
|
1149 . . . |
|
1150 r_val[m] |
|
1151 c_val[1] |
|
1152 . . . |
|
1153 c_val[n] |
|
1154 \end{verbatim} |
|
1155 |
|
1156 \noindent |
|
1157 where: |
|
1158 |
|
1159 \noindent |
|
1160 $m$ is the number of rows (auxiliary variables); |
|
1161 |
|
1162 \noindent |
|
1163 $n$ is the number of columns (structural variables); |
|
1164 |
|
1165 \noindent |
|
1166 \verb|stat| is the solution status (\verb|GLP_UNDEF| = 1, |
|
1167 \verb|GLP_FEAS| = 2, \verb|GLP_NOFEAS| = 4, or \verb|GLP_OPT| = 5); |
|
1168 |
|
1169 \noindent |
|
1170 \verb|obj_val| is the objective value; |
|
1171 |
|
1172 \noindent |
|
1173 \verb|r_val[i]|, $i=1,\dots,m$, is the value of $i$-th row; |
|
1174 |
|
1175 \noindent |
|
1176 \verb|c_val[j]|, $j=1,\dots,n$, is the value of $j$-th column. |
|
1177 |
|
1178 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% |
|
1179 |
|
1180 \newpage |
|
1181 |
|
1182 \section{Post-optimal analysis routines} |
|
1183 |
|
1184 \subsection{glp\_print\_ranges---print sensitivity analysis report} |
|
1185 |
|
1186 \subsubsection*{Synopsis} |
|
1187 |
|
1188 \begin{verbatim} |
|
1189 int glp_print_ranges(glp_prob *P, int len, const int list[], |
|
1190 int flags, const char *fname); |
|
1191 \end{verbatim} |
|
1192 |
|
1193 \subsubsection*{Description} |
|
1194 |
|
1195 The routine \verb|glp_print_ranges| performs sensitivity analysis of |
|
1196 current optimal basic solution and writes the analysis report in |
|
1197 human-readable format to a text file, whose name is the character |
|
1198 string {\it fname}. (Detailed description of the report structure is |
|
1199 given below.) |
|
1200 |
|
1201 The parameter {\it len} specifies the length of the row/column list. |
|
1202 |
|
1203 The array {\it list} specifies ordinal number of rows and columns to be |
|
1204 analyzed. The ordinal numbers should be passed in locations |
|
1205 {\it list}[1], {\it list}[2], \dots, {\it list}[{\it len}]. Ordinal |
|
1206 numbers from 1 to $m$ refer to rows, and ordinal numbers from $m+1$ to |
|
1207 $m+n$ refer to columns, where $m$ and $n$ are, resp., the total number |
|
1208 of rows and columns in the problem object. Rows and columns appear in |
|
1209 the analysis report in the same order as they follow in the array list. |
|
1210 |
|
1211 It is allowed to specify $len=0$, in which case the array {\it list} is |
|
1212 not used (so it can be specified as \verb|NULL|), and the routine |
|
1213 performs analysis for all rows and columns of the problem object. |
|
1214 |
|
1215 The parameter {\it flags} is reserved for use in the future and must be |
|
1216 specified as zero. |
|
1217 |
|
1218 On entry to the routine \verb|glp_print_ranges| the current basic |
|
1219 solution must be optimal and the basis factorization must exist. |
|
1220 The application program can check that with the routine |
|
1221 \verb|glp_bf_exists|, and if the factorization does |
|
1222 not exist, compute it with the routine \verb|glp_factorize|. Note that |
|
1223 if the LP preprocessor is not used, on normal exit from the simplex |
|
1224 solver routine \verb|glp_simplex| the basis factorization always exists. |
|
1225 |
|
1226 \subsubsection*{Returns} |
|
1227 |
|
1228 If the operation was successful, the routine \verb|glp_print_ranges| |
|
1229 returns zero. Otherwise, it prints an error message and returns |
|
1230 non-zero. |
|
1231 |
|
1232 \subsubsection*{Analysis report example} |
|
1233 |
|
1234 An example of the sensitivity analysis report is shown on the next two |
|
1235 pages. This example corresponds to the example of LP problem described |
|
1236 in Subsection ``Example of MPS file''. |
|
1237 |
|
1238 \subsubsection*{Structure of the analysis report} |
|
1239 |
|
1240 For each row and column specified in the array {\it list} the routine |
|
1241 prints two lines containing generic information and analysis |
|
1242 information, which depends on the status of corresponding row or column. |
|
1243 |
|
1244 Note that analysis of a row is analysis of its auxiliary variable, |
|
1245 which is equal to the row linear form $\sum a_jx_j$, and analysis of |
|
1246 a column is analysis of corresponding structural variable. Therefore, |
|
1247 formally, on performing the sensitivity analysis there is no difference |
|
1248 between rows and columns. |
|
1249 |
|
1250 \bigskip |
|
1251 |
|
1252 \noindent |
|
1253 {\it Generic information} |
|
1254 |
|
1255 \medskip |
|
1256 |
|
1257 \noindent |
|
1258 {\tt No.} is the row or column ordinal number in the problem object. |
|
1259 Rows are numbered from 1 to $m$, and columns are numbered from 1 to $n$, |
|
1260 where $m$ and $n$ are, resp., the total number of rows and columns in |
|
1261 the problem object. |
|
1262 |
|
1263 \medskip |
|
1264 |
|
1265 \noindent |
|
1266 {\tt Row name} is the symbolic name assigned to the row. If the row has |
|
1267 no name assigned, this field contains blanks. |
|
1268 |
|
1269 \medskip |
|
1270 |
|
1271 \noindent |
|
1272 {\tt Column name} is the symbolic name assigned to the column. If the |
|
1273 column has no name assigned, this field contains blanks. |
|
1274 |
|
1275 \medskip |
|
1276 |
|
1277 \noindent |
|
1278 {\tt St} is the status of the row or column in the optimal solution: |
|
1279 |
|
1280 {\tt BS} --- non-active constraint (row), basic column; |
|
1281 |
|
1282 {\tt NL} --- inequality constraint having its lower right-hand side |
|
1283 active (row), non-basic column having its lower bound active; |
|
1284 |
|
1285 {\tt NU} --- inequality constraint having its upper right-hand side |
|
1286 active (row), non-basic column having its upper bound active; |
|
1287 |
|
1288 {\tt NS} --- active equality constraint (row), non-basic fixed column. |
|
1289 |
|
1290 {\tt NF} --- active free row, non-basic free (unbounded) column. (This |
|
1291 case means that the optimal solution is dual degenerate.) |
|
1292 |
|
1293 \medskip |
|
1294 |
|
1295 \noindent |
|
1296 {\tt Activity} is the (primal) value of the auxiliary variable (row) or |
|
1297 structural variable (column) in the optimal solution. |
|
1298 |
|
1299 \medskip |
|
1300 |
|
1301 \noindent |
|
1302 {\tt Slack} is the (primal) value of the row slack variable. |
|
1303 |
|
1304 \medskip |
|
1305 |
|
1306 \noindent |
|
1307 {\tt Obj coef} is the objective coefficient of the column (structural |
|
1308 variable). |
|
1309 |
|
1310 \begin{landscape} |
|
1311 \begin{scriptsize} |
|
1312 \begin{verbatim} |
|
1313 GLPK 4.42 - SENSITIVITY ANALYSIS REPORT Page 1 |
|
1314 |
|
1315 Problem: PLAN |
|
1316 Objective: VALUE = 296.2166065 (MINimum) |
|
1317 |
|
1318 No. Row name St Activity Slack Lower bound Activity Obj coef Obj value at Limiting |
|
1319 Marginal Upper bound range range break point variable |
|
1320 ------ ------------ -- ------------- ------------- ------------- ------------- ------------- ------------- ------------ |
|
1321 1 VALUE BS 296.21661 -296.21661 -Inf 299.25255 -1.00000 . MN |
|
1322 . +Inf 296.21661 +Inf +Inf |
|
1323 |
|
1324 2 YIELD NS 2000.00000 . 2000.00000 1995.06864 -Inf 296.28365 BIN3 |
|
1325 -.01360 2000.00000 2014.03479 +Inf 296.02579 CU |
|
1326 |
|
1327 3 FE NU 60.00000 . -Inf 55.89016 -Inf 306.77162 BIN4 |
|
1328 -2.56823 60.00000 62.69978 2.56823 289.28294 BIN3 |
|
1329 |
|
1330 4 CU BS 83.96751 16.03249 -Inf 93.88467 -.30613 270.51157 MN |
|
1331 . 100.00000 79.98213 .21474 314.24798 BIN5 |
|
1332 |
|
1333 5 MN NU 40.00000 . -Inf 34.42336 -Inf 299.25255 BIN4 |
|
1334 -.54440 40.00000 41.68691 .54440 295.29825 BIN3 |
|
1335 |
|
1336 6 MG BS 19.96029 10.03971 -Inf 24.74427 -1.79618 260.36433 BIN1 |
|
1337 . 30.00000 9.40292 .28757 301.95652 MN |
|
1338 |
|
1339 7 AL NL 1500.00000 . 1500.00000 1485.78425 -.25199 292.63444 CU |
|
1340 .25199 +Inf 1504.92126 +Inf 297.45669 BIN3 |
|
1341 |
|
1342 8 SI NL 250.00000 50.00000 250.00000 235.32871 -.48520 289.09812 CU |
|
1343 .48520 300.00000 255.06073 +Inf 298.67206 BIN3 |
|
1344 \end{verbatim} |
|
1345 \end{scriptsize} |
|
1346 \end{landscape} |
|
1347 |
|
1348 \begin{landscape} |
|
1349 \begin{scriptsize} |
|
1350 \begin{verbatim} |
|
1351 GLPK 4.42 - SENSITIVITY ANALYSIS REPORT Page 2 |
|
1352 |
|
1353 Problem: PLAN |
|
1354 Objective: VALUE = 296.2166065 (MINimum) |
|
1355 |
|
1356 No. Column name St Activity Obj coef Lower bound Activity Obj coef Obj value at Limiting |
|
1357 Marginal Upper bound range range break point variable |
|
1358 ------ ------------ -- ------------- ------------- ------------- ------------- ------------- ------------- ------------ |
|
1359 1 BIN1 NL . .03000 . -28.82475 -.22362 288.90594 BIN4 |
|
1360 .25362 200.00000 33.88040 +Inf 304.80951 BIN4 |
|
1361 |
|
1362 2 BIN2 BS 665.34296 .08000 . 802.22222 .01722 254.44822 BIN1 |
|
1363 . 2500.00000 313.43066 .08863 301.95652 MN |
|
1364 |
|
1365 3 BIN3 BS 490.25271 .17000 400.00000 788.61314 .15982 291.22807 MN |
|
1366 . 800.00000 -347.42857 .17948 300.86548 BIN5 |
|
1367 |
|
1368 4 BIN4 BS 424.18773 .12000 100.00000 710.52632 .10899 291.54745 MN |
|
1369 . 700.00000 -256.15524 .14651 307.46010 BIN1 |
|
1370 |
|
1371 5 BIN5 NL . .15000 . -201.78739 .13544 293.27940 BIN3 |
|
1372 .01456 1500.00000 58.79586 +Inf 297.07244 BIN3 |
|
1373 |
|
1374 6 ALUM BS 299.63899 .21000 . 358.26772 .18885 289.87879 AL |
|
1375 . +Inf 112.40876 .22622 301.07527 MN |
|
1376 |
|
1377 7 SILICON BS 120.57762 .38000 . 124.27093 .14828 268.27586 BIN5 |
|
1378 . +Inf 85.54745 .46667 306.66667 MN |
|
1379 |
|
1380 End of report |
|
1381 \end{verbatim} |
|
1382 \end{scriptsize} |
|
1383 \end{landscape} |
|
1384 |
|
1385 \noindent |
|
1386 {\tt Marginal} is the reduced cost (dual activity) of the auxiliary |
|
1387 variable (row) or structural variable (column). |
|
1388 |
|
1389 \medskip |
|
1390 |
|
1391 \noindent |
|
1392 {\tt Lower bound} is the lower right-hand side (row) or lower bound |
|
1393 (column). If the row or column has no lower bound, this field contains |
|
1394 {\tt -Inf}. |
|
1395 |
|
1396 \medskip |
|
1397 |
|
1398 \noindent |
|
1399 {\tt Upper bound} is the upper right-hand side (row) or upper bound |
|
1400 (column). If the row or column has no upper bound, this field contains |
|
1401 {\tt +Inf}. |
|
1402 |
|
1403 \bigskip |
|
1404 |
|
1405 \noindent |
|
1406 {\it Sensitivity analysis of active bounds} |
|
1407 |
|
1408 \medskip |
|
1409 |
|
1410 \noindent |
|
1411 The sensitivity analysis of active bounds is performed only for rows, |
|
1412 which are active constraints, and only for non-basic columns, because |
|
1413 inactive constraints and basic columns have no active bounds. |
|
1414 |
|
1415 For every auxiliary (row) or structural (column) non-basic variable the |
|
1416 routine starts changing its active bound in both direction. The first |
|
1417 of the two lines in the report corresponds to decreasing, and the |
|
1418 second line corresponds to increasing of the active bound. Since the |
|
1419 variable being analyzed is non-basic, its activity, which is equal to |
|
1420 its active bound, also starts changing. This changing leads to changing |
|
1421 of basic (auxiliary and structural) variables, which depend on the |
|
1422 non-basic variable. The current basis remains primal feasible and |
|
1423 therefore optimal while values of all basic variables are primal |
|
1424 feasible, i.e. are within their bounds. Therefore, if some basic |
|
1425 variable called the {\it limiting variable} reaches its (lower or |
|
1426 upper) bound first, before any other basic variables, it thereby limits |
|
1427 further changing of the non-basic variable, because otherwise the |
|
1428 current basis would become primal infeasible. The point, at which this |
|
1429 happens, is called the {\it break point}. Note that there are two break |
|
1430 points: the lower break point, which corresponds to decreasing of the |
|
1431 non-basic variable, and the upper break point, which corresponds to |
|
1432 increasing of the non-basic variable. |
|
1433 |
|
1434 In the analysis report values of the non-basic variable (i.e. of its |
|
1435 active bound) being analyzed at both lower and upper break points are |
|
1436 printed in the field `{\tt Activity range}'. Corresponding values of |
|
1437 the objective function are printed in the field `{\tt Obj value at |
|
1438 break point}', and symbolic names of corresponding limiting basic |
|
1439 variables are printed in the field `{\tt Limiting variable}'. |
|
1440 If the active bound can decrease or/and increase unlimitedly, the field |
|
1441 `{\tt Activity range}' contains {\tt -Inf} or/and {\tt +Inf}, resp. |
|
1442 |
|
1443 For example (see the example report above), row SI is a double-sided |
|
1444 constraint, which is active on its lower bound (right-hand side), and |
|
1445 its activity in the optimal solution being equal to the lower bound is |
|
1446 250. The activity range for this row is $[235.32871,255.06073]$. This |
|
1447 means that the basis remains optimal while the lower bound is |
|
1448 increasing up to 255.06073, and further increasing is limited by |
|
1449 (structural) variable BIN3. If the lower bound reaches this upper break |
|
1450 point, the objective value becomes equal to 298.67206. |
|
1451 |
|
1452 Note that if the basis does not change, the objective function depends |
|
1453 on the non-basic variable linearly, and the per-unit change of the |
|
1454 objective function is the reduced cost (marginal value) of the |
|
1455 non-basic variable. |
|
1456 |
|
1457 \bigskip |
|
1458 |
|
1459 \noindent |
|
1460 {\it Sensitivity analysis of objective coefficients at non-basic |
|
1461 variables} |
|
1462 |
|
1463 \medskip |
|
1464 |
|
1465 \noindent |
|
1466 The sensitivity analysis of the objective coefficient at a non-basic |
|
1467 variable is quite simple, because in this case change in the objective |
|
1468 coefficient leads to equivalent change in the reduced cost (marginal |
|
1469 value). |
|
1470 |
|
1471 For every auxiliary (row) or structural (column) non-basic variable the |
|
1472 routine starts changing its objective coefficient in both direction. |
|
1473 (Note that auxiliary variables are not included in the objective |
|
1474 function and therefore always have zero objective coefficients.) The |
|
1475 first of the two lines in the report corresponds to decreasing, and the |
|
1476 second line corresponds to increasing of the objective coefficient. |
|
1477 This changing leads to changing of the reduced cost of the non-basic |
|
1478 variable to be analyzed and does affect reduced costs of all other |
|
1479 non-basic variables. The current basis remains dual feasible and |
|
1480 therefore optimal while the reduced cost keeps its sign. Therefore, if |
|
1481 the reduced cost reaches zero, it limits further changing of the |
|
1482 objective coefficient (if only the non-basic variable is non-fixed). |
|
1483 |
|
1484 In the analysis report minimal and maximal values of the objective |
|
1485 coefficient, on which the basis remains optimal, are printed in the |
|
1486 field `\verb|Obj coef range|'. If the objective coefficient can |
|
1487 decrease or/and increase unlimitedly, this field contains {\tt -Inf} |
|
1488 or/and {\tt +Inf}, resp. |
|
1489 |
|
1490 For example (see the example report above), column BIN5 is non-basic |
|
1491 having its lower bound active. Its objective coefficient is 0.15, and |
|
1492 reduced cost in the optimal solution 0.01456. The column lower bound |
|
1493 remains active while the column reduced cost remains non-negative, |
|
1494 thus, minimal value of the objective coefficient, on which the current |
|
1495 basis still remains optimal, is $0.15-0.01456=0.13644$, that is |
|
1496 indicated in the field `\verb|Obj coef range|'. |
|
1497 |
|
1498 \bigskip |
|
1499 |
|
1500 \noindent |
|
1501 {\it Sensitivity analysis of objective coefficients at basic variables} |
|
1502 |
|
1503 \medskip |
|
1504 |
|
1505 \noindent |
|
1506 To perform sensitivity analysis for every auxiliary (row) or structural |
|
1507 (column) variable the routine starts changing its objective coefficient |
|
1508 in both direction. (Note that auxiliary variables are not included in |
|
1509 the objective function and therefore always have zero objective |
|
1510 coefficients.) The first of the two lines in the report corresponds to |
|
1511 decreasing, and the second line corresponds to increasing of the |
|
1512 objective coefficient. This changing leads to changing of reduced costs |
|
1513 of non-basic variables. The current basis remains dual feasible and |
|
1514 therefore optimal while reduced costs of all non-basic variables |
|
1515 (except fixed variables) keep their signs. Therefore, if the reduced |
|
1516 cost of some non-basic non-fixed variable called the {\it limiting |
|
1517 variable} reaches zero first, before reduced cost of any other |
|
1518 non-basic non-fixed variable, it thereby limits further changing of the |
|
1519 objective coefficient, because otherwise the current basis would become |
|
1520 dual infeasible (non-optimal). The point, at which this happens, is |
|
1521 called the {\it break point}. Note that there are two break points: the |
|
1522 lower break point, which corresponds to decreasing of the objective |
|
1523 coefficient, and the upper break point, which corresponds to increasing |
|
1524 of the objective coefficient. Let the objective coefficient reach its |
|
1525 limit value and continue changing a bit further in the same direction |
|
1526 that makes the current basis dual infeasible (non-optimal). Then the |
|
1527 reduced cost of the non-basic limiting variable becomes ``a bit'' dual |
|
1528 infeasible that forces the limiting variable to enter the basis |
|
1529 replacing there some basic variable, which leaves the basis to keep its |
|
1530 primal feasibility. It should be understood that if we change the |
|
1531 current basis in this way exactly at the break point, both the current |
|
1532 and adjacent bases will be optimal with the same objective value, |
|
1533 because at the break point the limiting variable has zero reduced cost. |
|
1534 On the other hand, in the adjacent basis the value of the limiting |
|
1535 variable changes, because there it becomes basic, that leads to |
|
1536 changing of the value of the basic variable being analyzed. Note that |
|
1537 on determining the adjacent basis the bounds of the analyzed basic |
|
1538 variable are ignored as if it were a free (unbounded) variable, so it |
|
1539 cannot leave the current basis. |
|
1540 |
|
1541 In the analysis report lower and upper limits of the objective |
|
1542 coefficient at the basic variable being analyzed, when the basis |
|
1543 remains optimal, are printed in the field `{\tt Obj coef range}'. |
|
1544 Corresponding values of the objective function at both lower and upper |
|
1545 break points are printed in the field `{\tt Obj value at break point}', |
|
1546 symbolic names of corresponding non-basic limiting variables are |
|
1547 printed in the field `{\tt Limiting variable}', and values of the basic |
|
1548 variable, which it would take on in the adjacent bases (as was |
|
1549 explained above) are printed in the field `{\tt Activity range}'. |
|
1550 If the objective coefficient can increase or/and decrease unlimitedly, |
|
1551 the field `{\tt Obj coef range}' contains {\tt -Inf} and/or {\tt +Inf}, |
|
1552 resp. It also may happen that no dual feasible adjacent basis exists |
|
1553 (i.e. on entering the basis the limiting variable can increase or |
|
1554 decrease unlimitedly), in which case the field `{\tt Activity range}' |
|
1555 contains {\tt -Inf} and/or {\tt +Inf}. |
|
1556 |
|
1557 \newpage |
|
1558 |
|
1559 For example (see the example report above), structural variable |
|
1560 (column) BIN3 is basic, its optimal value is 490.25271, and its |
|
1561 objective coefficient is 0.17. The objective coefficient range for this |
|
1562 column is $[0.15982,0.17948]$. This means that the basis remains |
|
1563 optimal while the objective coefficient is decreasing down to 0.15982, |
|
1564 and further decreasing is limited by (auxiliary) variable MN. If we |
|
1565 make the objective coefficient a bit less than 0.15982, the limiting |
|
1566 variable MN will enter the basis, and in that adjacent basis the |
|
1567 structural variable BIN3 will take on new optimal value 788.61314. At |
|
1568 the lower break point, where the objective coefficient is exactly |
|
1569 0.15982, the objective function takes on the value 291.22807 in both |
|
1570 the current and adjacent bases. |
|
1571 |
|
1572 Note that if the basis does not change, the objective function depends |
|
1573 on the objective coefficient at the basic variable linearly, and the |
|
1574 per-unit change of the objective function is the value of the basic |
|
1575 variable. |
|
1576 |
|
1577 %* eof *% |