diff -r d59bea55db9b -r c445c931472f src/glpapi.h --- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/src/glpapi.h Mon Dec 06 13:09:21 2010 +0100 @@ -0,0 +1,314 @@ +/* glpapi.h (application program interface) */ + +/*********************************************************************** +* 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: . +* +* 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 . +***********************************************************************/ + +#ifndef GLPAPI_H +#define GLPAPI_H + +#define GLP_PROB_DEFINED +typedef struct glp_prob glp_prob; + +#include "glpk.h" +#include "glpavl.h" +#include "glpbfd.h" + +typedef struct GLPROW GLPROW; +typedef struct GLPCOL GLPCOL; +typedef struct GLPAIJ GLPAIJ; + +#define GLP_PROB_MAGIC 0xD7D9D6C2 + +struct glp_prob +{ /* LP/MIP problem object */ + int magic; + /* magic value used for debugging */ + DMP *pool; + /* memory pool to store problem object components */ + glp_tree *tree; + /* pointer to the search tree; set by the MIP solver when this + object is used in the tree as a core MIP object */ + void *parms; + /* reserved for backward compatibility */ + /*--------------------------------------------------------------*/ + /* LP/MIP data */ + char *name; + /* problem name (1 to 255 chars); NULL means no name is assigned + to the problem */ + char *obj; + /* objective function name (1 to 255 chars); NULL means no name + is assigned to the objective function */ + int dir; + /* optimization direction flag (objective "sense"): + GLP_MIN - minimization + GLP_MAX - maximization */ + double c0; + /* constant term of the objective function ("shift") */ + int m_max; + /* length of the array of rows (enlarged automatically) */ + int n_max; + /* length of the array of columns (enlarged automatically) */ + int m; + /* number of rows, 0 <= m <= m_max */ + int n; + /* number of columns, 0 <= n <= n_max */ + int nnz; + /* number of non-zero constraint coefficients, nnz >= 0 */ + GLPROW **row; /* GLPROW *row[1+m_max]; */ + /* row[i], 1 <= i <= m, is a pointer to i-th row */ + GLPCOL **col; /* GLPCOL *col[1+n_max]; */ + /* col[j], 1 <= j <= n, is a pointer to j-th column */ + AVL *r_tree; + /* row index to find rows by their names; NULL means this index + does not exist */ + AVL *c_tree; + /* column index to find columns by their names; NULL means this + index does not exist */ + /*--------------------------------------------------------------*/ + /* basis factorization (LP) */ + int valid; + /* the factorization is valid only if this flag is set */ + int *head; /* int head[1+m_max]; */ + /* basis header (valid only if the factorization is valid); + head[i] = k is the ordinal number of auxiliary (1 <= k <= m) + or structural (m+1 <= k <= m+n) variable which corresponds to + i-th basic variable xB[i], 1 <= i <= m */ + glp_bfcp *bfcp; + /* basis factorization control parameters; may be NULL */ + BFD *bfd; /* BFD bfd[1:m,1:m]; */ + /* basis factorization driver; may be NULL */ + /*--------------------------------------------------------------*/ + /* basic solution (LP) */ + int pbs_stat; + /* primal basic solution status: + GLP_UNDEF - primal solution is undefined + GLP_FEAS - primal solution is feasible + GLP_INFEAS - primal solution is infeasible + GLP_NOFEAS - no primal feasible solution exists */ + int dbs_stat; + /* dual basic solution status: + GLP_UNDEF - dual solution is undefined + GLP_FEAS - dual solution is feasible + GLP_INFEAS - dual solution is infeasible + GLP_NOFEAS - no dual feasible solution exists */ + double obj_val; + /* objective function value */ + int it_cnt; + /* simplex method iteration count; increased by one on performing + one simplex iteration */ + int some; + /* ordinal number of some auxiliary or structural variable having + certain property, 0 <= some <= m+n */ + /*--------------------------------------------------------------*/ + /* interior-point solution (LP) */ + int ipt_stat; + /* interior-point solution status: + GLP_UNDEF - interior solution is undefined + GLP_OPT - interior solution is optimal + GLP_INFEAS - interior solution is infeasible + GLP_NOFEAS - no feasible solution exists */ + double ipt_obj; + /* objective function value */ + /*--------------------------------------------------------------*/ + /* integer solution (MIP) */ + int mip_stat; + /* integer solution status: + GLP_UNDEF - integer solution is undefined + GLP_OPT - integer solution is optimal + GLP_FEAS - integer solution is feasible + GLP_NOFEAS - no integer solution exists */ + double mip_obj; + /* objective function value */ +}; + +struct GLPROW +{ /* LP/MIP row (auxiliary variable) */ + int i; + /* ordinal number (1 to m) assigned to this row */ + char *name; + /* row name (1 to 255 chars); NULL means no name is assigned to + this row */ + AVLNODE *node; + /* pointer to corresponding node in the row index; NULL means + that either the row index does not exist or this row has no + name assigned */ +#if 1 /* 20/IX-2008 */ + int level; + unsigned char origin; + unsigned char klass; +#endif + int type; + /* type of the auxiliary variable: + GLP_FR - free variable + GLP_LO - variable with lower bound + GLP_UP - variable with upper bound + GLP_DB - double-bounded variable + GLP_FX - fixed variable */ + double lb; /* non-scaled */ + /* lower bound; if the row has no lower bound, lb is zero */ + double ub; /* non-scaled */ + /* upper bound; if the row has no upper bound, ub is zero */ + /* if the row type is GLP_FX, ub is equal to lb */ + GLPAIJ *ptr; /* non-scaled */ + /* pointer to doubly linked list of constraint coefficients which + are placed in this row */ + double rii; + /* diagonal element r[i,i] of scaling matrix R for this row; + if the scaling is not used, r[i,i] is 1 */ + int stat; + /* status of the auxiliary variable: + GLP_BS - basic variable + GLP_NL - non-basic variable on lower bound + GLP_NU - non-basic variable on upper bound + GLP_NF - non-basic free variable + GLP_NS - non-basic fixed variable */ + int bind; + /* if the auxiliary variable is basic, head[bind] refers to this + row, otherwise, bind is 0; this attribute is valid only if the + basis factorization is valid */ + double prim; /* non-scaled */ + /* primal value of the auxiliary variable in basic solution */ + double dual; /* non-scaled */ + /* dual value of the auxiliary variable in basic solution */ + double pval; /* non-scaled */ + /* primal value of the auxiliary variable in interior solution */ + double dval; /* non-scaled */ + /* dual value of the auxiliary variable in interior solution */ + double mipx; /* non-scaled */ + /* primal value of the auxiliary variable in integer solution */ +}; + +struct GLPCOL +{ /* LP/MIP column (structural variable) */ + int j; + /* ordinal number (1 to n) assigned to this column */ + char *name; + /* column name (1 to 255 chars); NULL means no name is assigned + to this column */ + AVLNODE *node; + /* pointer to corresponding node in the column index; NULL means + that either the column index does not exist or the column has + no name assigned */ + int kind; + /* kind of the structural variable: + GLP_CV - continuous variable + GLP_IV - integer or binary variable */ + int type; + /* type of the structural variable: + GLP_FR - free variable + GLP_LO - variable with lower bound + GLP_UP - variable with upper bound + GLP_DB - double-bounded variable + GLP_FX - fixed variable */ + double lb; /* non-scaled */ + /* lower bound; if the column has no lower bound, lb is zero */ + double ub; /* non-scaled */ + /* upper bound; if the column has no upper bound, ub is zero */ + /* if the column type is GLP_FX, ub is equal to lb */ + double coef; /* non-scaled */ + /* objective coefficient at the structural variable */ + GLPAIJ *ptr; /* non-scaled */ + /* pointer to doubly linked list of constraint coefficients which + are placed in this column */ + double sjj; + /* diagonal element s[j,j] of scaling matrix S for this column; + if the scaling is not used, s[j,j] is 1 */ + int stat; + /* status of the structural variable: + GLP_BS - basic variable + GLP_NL - non-basic variable on lower bound + GLP_NU - non-basic variable on upper bound + GLP_NF - non-basic free variable + GLP_NS - non-basic fixed variable */ + int bind; + /* if the structural variable is basic, head[bind] refers to + this column; otherwise, bind is 0; this attribute is valid only + if the basis factorization is valid */ + double prim; /* non-scaled */ + /* primal value of the structural variable in basic solution */ + double dual; /* non-scaled */ + /* dual value of the structural variable in basic solution */ + double pval; /* non-scaled */ + /* primal value of the structural variable in interior solution */ + double dval; /* non-scaled */ + /* dual value of the structural variable in interior solution */ + double mipx; /* non-scaled */ + /* primal value of the structural variable in integer solution */ +}; + +struct GLPAIJ +{ /* constraint coefficient a[i,j] */ + GLPROW *row; + /* pointer to row, where this coefficient is placed */ + GLPCOL *col; + /* pointer to column, where this coefficient is placed */ + double val; + /* numeric (non-zero) value of this coefficient */ + GLPAIJ *r_prev; + /* pointer to previous coefficient in the same row */ + GLPAIJ *r_next; + /* pointer to next coefficient in the same row */ + GLPAIJ *c_prev; + /* pointer to previous coefficient in the same column */ + GLPAIJ *c_next; + /* pointer to next coefficient in the same column */ +}; + +void _glp_check_kkt(glp_prob *P, int sol, int cond, double *ae_max, + int *ae_ind, double *re_max, int *re_ind); +/* check feasibility and optimality conditions */ + +#define lpx_put_solution _glp_put_solution +void lpx_put_solution(glp_prob *lp, int inval, const int *p_stat, + const int *d_stat, const double *obj_val, const int r_stat[], + const double r_prim[], const double r_dual[], const int c_stat[], + const double c_prim[], const double c_dual[]); +/* store basic solution components */ + +#define lpx_put_mip_soln _glp_put_mip_soln +void lpx_put_mip_soln(LPX *lp, int i_stat, double row_mipx[], + double col_mipx[]); +/* store mixed integer solution components */ + +#if 1 /* 28/XI-2009 */ +int _glp_analyze_row(glp_prob *P, int len, const int ind[], + const double val[], int type, double rhs, double eps, int *_piv, + double *_x, double *_dx, double *_y, double *_dy, double *_dz); +/* simulate one iteration of dual simplex method */ +#endif + +#if 1 /* 08/XII-2009 */ +void _glp_mpl_init_rand(glp_tran *tran, int seed); +#endif + +#define glp_skpgen _glp_skpgen +void glp_skpgen(int n, int r, int type, int v, int s, int a[], + int *b, int c[]); +/* Pisinger's 0-1 single knapsack problem generator */ + +#if 1 /* 28/V-2010 */ +int _glp_intopt1(glp_prob *P, const glp_iocp *parm); +#endif + +#endif + +/* eof */