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831 lines
26 KiB
831 lines
26 KiB
/* glpapi06.c (simplex method routines) */
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/***********************************************************************
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* This code is part of GLPK (GNU Linear Programming Kit).
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*
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* Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008,
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* 2009, 2010, 2011, 2013 Andrew Makhorin, Department for Applied
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* Informatics, Moscow Aviation Institute, Moscow, Russia. All rights
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* reserved. E-mail: <mao@gnu.org>.
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*
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* GLPK is free software: you can redistribute it and/or modify it
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* under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* GLPK is distributed in the hope that it will be useful, but WITHOUT
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* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
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* or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
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* License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with GLPK. If not, see <http://www.gnu.org/licenses/>.
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***********************************************************************/
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#include "env.h"
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#include "glpios.h"
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#include "glpnpp.h"
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#if 0 /* 07/XI-2015 */
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#include "glpspx.h"
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#else
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#include "simplex.h"
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#define spx_dual spy_dual
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#endif
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/***********************************************************************
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* NAME
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*
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* glp_simplex - solve LP problem with the simplex method
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*
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* SYNOPSIS
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*
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* int glp_simplex(glp_prob *P, const glp_smcp *parm);
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*
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* DESCRIPTION
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*
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* The routine glp_simplex is a driver to the LP solver based on the
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* simplex method. This routine retrieves problem data from the
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* specified problem object, calls the solver to solve the problem
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* instance, and stores results of computations back into the problem
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* object.
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*
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* The simplex solver has a set of control parameters. Values of the
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* control parameters can be passed in a structure glp_smcp, which the
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* parameter parm points to.
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*
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* The parameter parm can be specified as NULL, in which case the LP
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* solver uses default settings.
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*
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* RETURNS
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*
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* 0 The LP problem instance has been successfully solved. This code
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* does not necessarily mean that the solver has found optimal
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* solution. It only means that the solution process was successful.
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*
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* GLP_EBADB
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* Unable to start the search, because the initial basis specified
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* in the problem object is invalid--the number of basic (auxiliary
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* and structural) variables is not the same as the number of rows in
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* the problem object.
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*
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* GLP_ESING
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* Unable to start the search, because the basis matrix correspodning
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* to the initial basis is singular within the working precision.
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*
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* GLP_ECOND
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* Unable to start the search, because the basis matrix correspodning
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* to the initial basis is ill-conditioned, i.e. its condition number
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* is too large.
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*
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* GLP_EBOUND
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* Unable to start the search, because some double-bounded variables
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* have incorrect bounds.
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*
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* GLP_EFAIL
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* The search was prematurely terminated due to the solver failure.
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*
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* GLP_EOBJLL
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* The search was prematurely terminated, because the objective
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* function being maximized has reached its lower limit and continues
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* decreasing (dual simplex only).
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*
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* GLP_EOBJUL
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* The search was prematurely terminated, because the objective
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* function being minimized has reached its upper limit and continues
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* increasing (dual simplex only).
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*
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* GLP_EITLIM
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* The search was prematurely terminated, because the simplex
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* iteration limit has been exceeded.
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*
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* GLP_ETMLIM
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* The search was prematurely terminated, because the time limit has
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* been exceeded.
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*
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* GLP_ENOPFS
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* The LP problem instance has no primal feasible solution (only if
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* the LP presolver is used).
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*
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* GLP_ENODFS
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* The LP problem instance has no dual feasible solution (only if the
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* LP presolver is used). */
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static void trivial_lp(glp_prob *P, const glp_smcp *parm)
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{ /* solve trivial LP which has empty constraint matrix */
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GLPROW *row;
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GLPCOL *col;
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int i, j;
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double p_infeas, d_infeas, zeta;
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P->valid = 0;
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P->pbs_stat = P->dbs_stat = GLP_FEAS;
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P->obj_val = P->c0;
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P->some = 0;
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p_infeas = d_infeas = 0.0;
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/* make all auxiliary variables basic */
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for (i = 1; i <= P->m; i++)
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{ row = P->row[i];
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row->stat = GLP_BS;
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row->prim = row->dual = 0.0;
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/* check primal feasibility */
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if (row->type == GLP_LO || row->type == GLP_DB ||
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row->type == GLP_FX)
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{ /* row has lower bound */
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if (row->lb > + parm->tol_bnd)
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{ P->pbs_stat = GLP_NOFEAS;
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if (P->some == 0 && parm->meth != GLP_PRIMAL)
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P->some = i;
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}
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if (p_infeas < + row->lb)
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p_infeas = + row->lb;
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}
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if (row->type == GLP_UP || row->type == GLP_DB ||
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row->type == GLP_FX)
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{ /* row has upper bound */
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if (row->ub < - parm->tol_bnd)
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{ P->pbs_stat = GLP_NOFEAS;
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if (P->some == 0 && parm->meth != GLP_PRIMAL)
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P->some = i;
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}
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if (p_infeas < - row->ub)
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p_infeas = - row->ub;
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}
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}
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/* determine scale factor for the objective row */
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zeta = 1.0;
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for (j = 1; j <= P->n; j++)
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{ col = P->col[j];
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if (zeta < fabs(col->coef)) zeta = fabs(col->coef);
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}
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zeta = (P->dir == GLP_MIN ? +1.0 : -1.0) / zeta;
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/* make all structural variables non-basic */
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for (j = 1; j <= P->n; j++)
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{ col = P->col[j];
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if (col->type == GLP_FR)
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col->stat = GLP_NF, col->prim = 0.0;
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else if (col->type == GLP_LO)
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lo: col->stat = GLP_NL, col->prim = col->lb;
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else if (col->type == GLP_UP)
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up: col->stat = GLP_NU, col->prim = col->ub;
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else if (col->type == GLP_DB)
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{ if (zeta * col->coef > 0.0)
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goto lo;
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else if (zeta * col->coef < 0.0)
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goto up;
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else if (fabs(col->lb) <= fabs(col->ub))
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goto lo;
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else
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goto up;
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}
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else if (col->type == GLP_FX)
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col->stat = GLP_NS, col->prim = col->lb;
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col->dual = col->coef;
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P->obj_val += col->coef * col->prim;
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/* check dual feasibility */
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if (col->type == GLP_FR || col->type == GLP_LO)
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{ /* column has no upper bound */
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if (zeta * col->dual < - parm->tol_dj)
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{ P->dbs_stat = GLP_NOFEAS;
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if (P->some == 0 && parm->meth == GLP_PRIMAL)
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P->some = P->m + j;
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}
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if (d_infeas < - zeta * col->dual)
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d_infeas = - zeta * col->dual;
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}
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if (col->type == GLP_FR || col->type == GLP_UP)
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{ /* column has no lower bound */
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if (zeta * col->dual > + parm->tol_dj)
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{ P->dbs_stat = GLP_NOFEAS;
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if (P->some == 0 && parm->meth == GLP_PRIMAL)
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P->some = P->m + j;
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}
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if (d_infeas < + zeta * col->dual)
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d_infeas = + zeta * col->dual;
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}
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}
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/* simulate the simplex solver output */
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if (parm->msg_lev >= GLP_MSG_ON && parm->out_dly == 0)
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{ xprintf("~%6d: obj = %17.9e infeas = %10.3e\n", P->it_cnt,
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P->obj_val, parm->meth == GLP_PRIMAL ? p_infeas : d_infeas);
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}
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if (parm->msg_lev >= GLP_MSG_ALL && parm->out_dly == 0)
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{ if (P->pbs_stat == GLP_FEAS && P->dbs_stat == GLP_FEAS)
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xprintf("OPTIMAL SOLUTION FOUND\n");
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else if (P->pbs_stat == GLP_NOFEAS)
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xprintf("PROBLEM HAS NO FEASIBLE SOLUTION\n");
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else if (parm->meth == GLP_PRIMAL)
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xprintf("PROBLEM HAS UNBOUNDED SOLUTION\n");
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else
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xprintf("PROBLEM HAS NO DUAL FEASIBLE SOLUTION\n");
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}
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return;
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}
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static int solve_lp(glp_prob *P, const glp_smcp *parm)
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{ /* solve LP directly without using the preprocessor */
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int ret;
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if (!glp_bf_exists(P))
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{ ret = glp_factorize(P);
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if (ret == 0)
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;
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else if (ret == GLP_EBADB)
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{ if (parm->msg_lev >= GLP_MSG_ERR)
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xprintf("glp_simplex: initial basis is invalid\n");
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}
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else if (ret == GLP_ESING)
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{ if (parm->msg_lev >= GLP_MSG_ERR)
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xprintf("glp_simplex: initial basis is singular\n");
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}
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else if (ret == GLP_ECOND)
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{ if (parm->msg_lev >= GLP_MSG_ERR)
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xprintf(
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"glp_simplex: initial basis is ill-conditioned\n");
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}
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else
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xassert(ret != ret);
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if (ret != 0) goto done;
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}
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if (parm->meth == GLP_PRIMAL)
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ret = spx_primal(P, parm);
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else if (parm->meth == GLP_DUALP)
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{ ret = spx_dual(P, parm);
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if (ret == GLP_EFAIL && P->valid)
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ret = spx_primal(P, parm);
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}
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else if (parm->meth == GLP_DUAL)
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ret = spx_dual(P, parm);
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else
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xassert(parm != parm);
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done: return ret;
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}
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static int preprocess_and_solve_lp(glp_prob *P, const glp_smcp *parm)
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{ /* solve LP using the preprocessor */
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NPP *npp;
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glp_prob *lp = NULL;
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glp_bfcp bfcp;
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int ret;
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if (parm->msg_lev >= GLP_MSG_ALL)
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xprintf("Preprocessing...\n");
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/* create preprocessor workspace */
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npp = npp_create_wksp();
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/* load original problem into the preprocessor workspace */
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npp_load_prob(npp, P, GLP_OFF, GLP_SOL, GLP_OFF);
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/* process LP prior to applying primal/dual simplex method */
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ret = npp_simplex(npp, parm);
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if (ret == 0)
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;
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else if (ret == GLP_ENOPFS)
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{ if (parm->msg_lev >= GLP_MSG_ALL)
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xprintf("PROBLEM HAS NO PRIMAL FEASIBLE SOLUTION\n");
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}
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else if (ret == GLP_ENODFS)
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{ if (parm->msg_lev >= GLP_MSG_ALL)
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xprintf("PROBLEM HAS NO DUAL FEASIBLE SOLUTION\n");
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}
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else
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xassert(ret != ret);
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if (ret != 0) goto done;
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/* build transformed LP */
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lp = glp_create_prob();
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npp_build_prob(npp, lp);
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/* if the transformed LP is empty, it has empty solution, which
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is optimal */
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if (lp->m == 0 && lp->n == 0)
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{ lp->pbs_stat = lp->dbs_stat = GLP_FEAS;
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lp->obj_val = lp->c0;
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if (parm->msg_lev >= GLP_MSG_ON && parm->out_dly == 0)
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{ xprintf("~%6d: obj = %17.9e infeas = %10.3e\n", P->it_cnt,
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lp->obj_val, 0.0);
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}
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if (parm->msg_lev >= GLP_MSG_ALL)
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xprintf("OPTIMAL SOLUTION FOUND BY LP PREPROCESSOR\n");
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goto post;
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}
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if (parm->msg_lev >= GLP_MSG_ALL)
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{ xprintf("%d row%s, %d column%s, %d non-zero%s\n",
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lp->m, lp->m == 1 ? "" : "s", lp->n, lp->n == 1 ? "" : "s",
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lp->nnz, lp->nnz == 1 ? "" : "s");
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}
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/* inherit basis factorization control parameters */
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glp_get_bfcp(P, &bfcp);
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glp_set_bfcp(lp, &bfcp);
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/* scale the transformed problem */
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{ ENV *env = get_env_ptr();
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int term_out = env->term_out;
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if (!term_out || parm->msg_lev < GLP_MSG_ALL)
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env->term_out = GLP_OFF;
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else
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env->term_out = GLP_ON;
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glp_scale_prob(lp, GLP_SF_AUTO);
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env->term_out = term_out;
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}
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/* build advanced initial basis */
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{ ENV *env = get_env_ptr();
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int term_out = env->term_out;
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if (!term_out || parm->msg_lev < GLP_MSG_ALL)
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env->term_out = GLP_OFF;
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else
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env->term_out = GLP_ON;
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glp_adv_basis(lp, 0);
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env->term_out = term_out;
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}
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/* solve the transformed LP */
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lp->it_cnt = P->it_cnt;
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ret = solve_lp(lp, parm);
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P->it_cnt = lp->it_cnt;
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/* only optimal solution can be postprocessed */
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if (!(ret == 0 && lp->pbs_stat == GLP_FEAS && lp->dbs_stat ==
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GLP_FEAS))
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{ if (parm->msg_lev >= GLP_MSG_ERR)
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xprintf("glp_simplex: unable to recover undefined or non-op"
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"timal solution\n");
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if (ret == 0)
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{ if (lp->pbs_stat == GLP_NOFEAS)
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ret = GLP_ENOPFS;
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else if (lp->dbs_stat == GLP_NOFEAS)
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ret = GLP_ENODFS;
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else
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xassert(lp != lp);
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}
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goto done;
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}
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post: /* postprocess solution from the transformed LP */
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npp_postprocess(npp, lp);
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/* the transformed LP is no longer needed */
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glp_delete_prob(lp), lp = NULL;
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/* store solution to the original problem */
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npp_unload_sol(npp, P);
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/* the original LP has been successfully solved */
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ret = 0;
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done: /* delete the transformed LP, if it exists */
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if (lp != NULL) glp_delete_prob(lp);
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/* delete preprocessor workspace */
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npp_delete_wksp(npp);
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return ret;
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}
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int glp_simplex(glp_prob *P, const glp_smcp *parm)
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{ /* solve LP problem with the simplex method */
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glp_smcp _parm;
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int i, j, ret;
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/* check problem object */
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if (P == NULL || P->magic != GLP_PROB_MAGIC)
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xerror("glp_simplex: P = %p; invalid problem object\n", P);
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if (P->tree != NULL && P->tree->reason != 0)
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xerror("glp_simplex: operation not allowed\n");
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/* check control parameters */
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if (parm == NULL)
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parm = &_parm, glp_init_smcp((glp_smcp *)parm);
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if (!(parm->msg_lev == GLP_MSG_OFF ||
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parm->msg_lev == GLP_MSG_ERR ||
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parm->msg_lev == GLP_MSG_ON ||
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parm->msg_lev == GLP_MSG_ALL ||
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parm->msg_lev == GLP_MSG_DBG))
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xerror("glp_simplex: msg_lev = %d; invalid parameter\n",
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parm->msg_lev);
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if (!(parm->meth == GLP_PRIMAL ||
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parm->meth == GLP_DUALP ||
|
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parm->meth == GLP_DUAL))
|
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xerror("glp_simplex: meth = %d; invalid parameter\n",
|
|
parm->meth);
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|
if (!(parm->pricing == GLP_PT_STD ||
|
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parm->pricing == GLP_PT_PSE))
|
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xerror("glp_simplex: pricing = %d; invalid parameter\n",
|
|
parm->pricing);
|
|
if (!(parm->r_test == GLP_RT_STD ||
|
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parm->r_test == GLP_RT_HAR))
|
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xerror("glp_simplex: r_test = %d; invalid parameter\n",
|
|
parm->r_test);
|
|
if (!(0.0 < parm->tol_bnd && parm->tol_bnd < 1.0))
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xerror("glp_simplex: tol_bnd = %g; invalid parameter\n",
|
|
parm->tol_bnd);
|
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if (!(0.0 < parm->tol_dj && parm->tol_dj < 1.0))
|
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xerror("glp_simplex: tol_dj = %g; invalid parameter\n",
|
|
parm->tol_dj);
|
|
if (!(0.0 < parm->tol_piv && parm->tol_piv < 1.0))
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|
xerror("glp_simplex: tol_piv = %g; invalid parameter\n",
|
|
parm->tol_piv);
|
|
if (parm->it_lim < 0)
|
|
xerror("glp_simplex: it_lim = %d; invalid parameter\n",
|
|
parm->it_lim);
|
|
if (parm->tm_lim < 0)
|
|
xerror("glp_simplex: tm_lim = %d; invalid parameter\n",
|
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parm->tm_lim);
|
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if (parm->out_frq < 1)
|
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xerror("glp_simplex: out_frq = %d; invalid parameter\n",
|
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parm->out_frq);
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if (parm->out_dly < 0)
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xerror("glp_simplex: out_dly = %d; invalid parameter\n",
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parm->out_dly);
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if (!(parm->presolve == GLP_ON || parm->presolve == GLP_OFF))
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|
xerror("glp_simplex: presolve = %d; invalid parameter\n",
|
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parm->presolve);
|
|
/* basic solution is currently undefined */
|
|
P->pbs_stat = P->dbs_stat = GLP_UNDEF;
|
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P->obj_val = 0.0;
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P->some = 0;
|
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/* check bounds of double-bounded variables */
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for (i = 1; i <= P->m; i++)
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{ GLPROW *row = P->row[i];
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if (row->type == GLP_DB && row->lb >= row->ub)
|
|
{ if (parm->msg_lev >= GLP_MSG_ERR)
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xprintf("glp_simplex: row %d: lb = %g, ub = %g; incorrec"
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|
"t bounds\n", i, row->lb, row->ub);
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ret = GLP_EBOUND;
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goto done;
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}
|
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}
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|
for (j = 1; j <= P->n; j++)
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{ GLPCOL *col = P->col[j];
|
|
if (col->type == GLP_DB && col->lb >= col->ub)
|
|
{ if (parm->msg_lev >= GLP_MSG_ERR)
|
|
xprintf("glp_simplex: column %d: lb = %g, ub = %g; incor"
|
|
"rect bounds\n", j, col->lb, col->ub);
|
|
ret = GLP_EBOUND;
|
|
goto done;
|
|
}
|
|
}
|
|
/* solve LP problem */
|
|
if (parm->msg_lev >= GLP_MSG_ALL)
|
|
{ xprintf("GLPK Simplex Optimizer, v%s\n", glp_version());
|
|
xprintf("%d row%s, %d column%s, %d non-zero%s\n",
|
|
P->m, P->m == 1 ? "" : "s", P->n, P->n == 1 ? "" : "s",
|
|
P->nnz, P->nnz == 1 ? "" : "s");
|
|
}
|
|
if (P->nnz == 0)
|
|
trivial_lp(P, parm), ret = 0;
|
|
else if (!parm->presolve)
|
|
ret = solve_lp(P, parm);
|
|
else
|
|
ret = preprocess_and_solve_lp(P, parm);
|
|
done: /* return to the application program */
|
|
return ret;
|
|
}
|
|
|
|
/***********************************************************************
|
|
* NAME
|
|
*
|
|
* glp_init_smcp - initialize simplex method control parameters
|
|
*
|
|
* SYNOPSIS
|
|
*
|
|
* void glp_init_smcp(glp_smcp *parm);
|
|
*
|
|
* DESCRIPTION
|
|
*
|
|
* The routine glp_init_smcp initializes control parameters, which are
|
|
* used by the simplex solver, with default values.
|
|
*
|
|
* Default values of the control parameters are stored in a glp_smcp
|
|
* structure, which the parameter parm points to. */
|
|
|
|
void glp_init_smcp(glp_smcp *parm)
|
|
{ parm->msg_lev = GLP_MSG_ALL;
|
|
parm->meth = GLP_PRIMAL;
|
|
parm->pricing = GLP_PT_PSE;
|
|
parm->r_test = GLP_RT_HAR;
|
|
parm->tol_bnd = 1e-7;
|
|
parm->tol_dj = 1e-7;
|
|
#if 0 /* 07/XI-2015 */
|
|
parm->tol_piv = 1e-10;
|
|
#else
|
|
parm->tol_piv = 1e-9;
|
|
#endif
|
|
parm->obj_ll = -DBL_MAX;
|
|
parm->obj_ul = +DBL_MAX;
|
|
parm->it_lim = INT_MAX;
|
|
parm->tm_lim = INT_MAX;
|
|
parm->out_frq = 500;
|
|
parm->out_dly = 0;
|
|
parm->presolve = GLP_OFF;
|
|
return;
|
|
}
|
|
|
|
/***********************************************************************
|
|
* NAME
|
|
*
|
|
* glp_get_status - retrieve generic status of basic solution
|
|
*
|
|
* SYNOPSIS
|
|
*
|
|
* int glp_get_status(glp_prob *lp);
|
|
*
|
|
* RETURNS
|
|
*
|
|
* The routine glp_get_status reports the generic status of the basic
|
|
* solution for the specified problem object as follows:
|
|
*
|
|
* GLP_OPT - solution is optimal;
|
|
* GLP_FEAS - solution is feasible;
|
|
* GLP_INFEAS - solution is infeasible;
|
|
* GLP_NOFEAS - problem has no feasible solution;
|
|
* GLP_UNBND - problem has unbounded solution;
|
|
* GLP_UNDEF - solution is undefined. */
|
|
|
|
int glp_get_status(glp_prob *lp)
|
|
{ int status;
|
|
status = glp_get_prim_stat(lp);
|
|
switch (status)
|
|
{ case GLP_FEAS:
|
|
switch (glp_get_dual_stat(lp))
|
|
{ case GLP_FEAS:
|
|
status = GLP_OPT;
|
|
break;
|
|
case GLP_NOFEAS:
|
|
status = GLP_UNBND;
|
|
break;
|
|
case GLP_UNDEF:
|
|
case GLP_INFEAS:
|
|
status = status;
|
|
break;
|
|
default:
|
|
xassert(lp != lp);
|
|
}
|
|
break;
|
|
case GLP_UNDEF:
|
|
case GLP_INFEAS:
|
|
case GLP_NOFEAS:
|
|
status = status;
|
|
break;
|
|
default:
|
|
xassert(lp != lp);
|
|
}
|
|
return status;
|
|
}
|
|
|
|
/***********************************************************************
|
|
* NAME
|
|
*
|
|
* glp_get_prim_stat - retrieve status of primal basic solution
|
|
*
|
|
* SYNOPSIS
|
|
*
|
|
* int glp_get_prim_stat(glp_prob *lp);
|
|
*
|
|
* RETURNS
|
|
*
|
|
* The routine glp_get_prim_stat reports the status of the primal basic
|
|
* solution for the specified problem object as follows:
|
|
*
|
|
* 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 glp_get_prim_stat(glp_prob *lp)
|
|
{ int pbs_stat = lp->pbs_stat;
|
|
return pbs_stat;
|
|
}
|
|
|
|
/***********************************************************************
|
|
* NAME
|
|
*
|
|
* glp_get_dual_stat - retrieve status of dual basic solution
|
|
*
|
|
* SYNOPSIS
|
|
*
|
|
* int glp_get_dual_stat(glp_prob *lp);
|
|
*
|
|
* RETURNS
|
|
*
|
|
* The routine glp_get_dual_stat reports the status of the dual basic
|
|
* solution for the specified problem object as follows:
|
|
*
|
|
* 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. */
|
|
|
|
int glp_get_dual_stat(glp_prob *lp)
|
|
{ int dbs_stat = lp->dbs_stat;
|
|
return dbs_stat;
|
|
}
|
|
|
|
/***********************************************************************
|
|
* NAME
|
|
*
|
|
* glp_get_obj_val - retrieve objective value (basic solution)
|
|
*
|
|
* SYNOPSIS
|
|
*
|
|
* double glp_get_obj_val(glp_prob *lp);
|
|
*
|
|
* RETURNS
|
|
*
|
|
* The routine glp_get_obj_val returns value of the objective function
|
|
* for basic solution. */
|
|
|
|
double glp_get_obj_val(glp_prob *lp)
|
|
{ /*struct LPXCPS *cps = lp->cps;*/
|
|
double z;
|
|
z = lp->obj_val;
|
|
/*if (cps->round && fabs(z) < 1e-9) z = 0.0;*/
|
|
return z;
|
|
}
|
|
|
|
/***********************************************************************
|
|
* NAME
|
|
*
|
|
* glp_get_row_stat - retrieve row status
|
|
*
|
|
* SYNOPSIS
|
|
*
|
|
* int glp_get_row_stat(glp_prob *lp, int i);
|
|
*
|
|
* RETURNS
|
|
*
|
|
* The routine glp_get_row_stat returns current status assigned to the
|
|
* auxiliary variable associated with i-th row as follows:
|
|
*
|
|
* GLP_BS - basic variable;
|
|
* GLP_NL - non-basic variable on its lower bound;
|
|
* GLP_NU - non-basic variable on its upper bound;
|
|
* GLP_NF - non-basic free (unbounded) variable;
|
|
* GLP_NS - non-basic fixed variable. */
|
|
|
|
int glp_get_row_stat(glp_prob *lp, int i)
|
|
{ if (!(1 <= i && i <= lp->m))
|
|
xerror("glp_get_row_stat: i = %d; row number out of range\n",
|
|
i);
|
|
return lp->row[i]->stat;
|
|
}
|
|
|
|
/***********************************************************************
|
|
* NAME
|
|
*
|
|
* glp_get_row_prim - retrieve row primal value (basic solution)
|
|
*
|
|
* SYNOPSIS
|
|
*
|
|
* double glp_get_row_prim(glp_prob *lp, int i);
|
|
*
|
|
* RETURNS
|
|
*
|
|
* The routine glp_get_row_prim returns primal value of the auxiliary
|
|
* variable associated with i-th row. */
|
|
|
|
double glp_get_row_prim(glp_prob *lp, int i)
|
|
{ /*struct LPXCPS *cps = lp->cps;*/
|
|
double prim;
|
|
if (!(1 <= i && i <= lp->m))
|
|
xerror("glp_get_row_prim: i = %d; row number out of range\n",
|
|
i);
|
|
prim = lp->row[i]->prim;
|
|
/*if (cps->round && fabs(prim) < 1e-9) prim = 0.0;*/
|
|
return prim;
|
|
}
|
|
|
|
/***********************************************************************
|
|
* NAME
|
|
*
|
|
* glp_get_row_dual - retrieve row dual value (basic solution)
|
|
*
|
|
* SYNOPSIS
|
|
*
|
|
* double glp_get_row_dual(glp_prob *lp, int i);
|
|
*
|
|
* RETURNS
|
|
*
|
|
* The routine glp_get_row_dual returns dual value (i.e. reduced cost)
|
|
* of the auxiliary variable associated with i-th row. */
|
|
|
|
double glp_get_row_dual(glp_prob *lp, int i)
|
|
{ /*struct LPXCPS *cps = lp->cps;*/
|
|
double dual;
|
|
if (!(1 <= i && i <= lp->m))
|
|
xerror("glp_get_row_dual: i = %d; row number out of range\n",
|
|
i);
|
|
dual = lp->row[i]->dual;
|
|
/*if (cps->round && fabs(dual) < 1e-9) dual = 0.0;*/
|
|
return dual;
|
|
}
|
|
|
|
/***********************************************************************
|
|
* NAME
|
|
*
|
|
* glp_get_col_stat - retrieve column status
|
|
*
|
|
* SYNOPSIS
|
|
*
|
|
* int glp_get_col_stat(glp_prob *lp, int j);
|
|
*
|
|
* RETURNS
|
|
*
|
|
* The routine glp_get_col_stat returns current status assigned to the
|
|
* structural variable associated with j-th column as follows:
|
|
*
|
|
* GLP_BS - basic variable;
|
|
* GLP_NL - non-basic variable on its lower bound;
|
|
* GLP_NU - non-basic variable on its upper bound;
|
|
* GLP_NF - non-basic free (unbounded) variable;
|
|
* GLP_NS - non-basic fixed variable. */
|
|
|
|
int glp_get_col_stat(glp_prob *lp, int j)
|
|
{ if (!(1 <= j && j <= lp->n))
|
|
xerror("glp_get_col_stat: j = %d; column number out of range\n"
|
|
, j);
|
|
return lp->col[j]->stat;
|
|
}
|
|
|
|
/***********************************************************************
|
|
* NAME
|
|
*
|
|
* glp_get_col_prim - retrieve column primal value (basic solution)
|
|
*
|
|
* SYNOPSIS
|
|
*
|
|
* double glp_get_col_prim(glp_prob *lp, int j);
|
|
*
|
|
* RETURNS
|
|
*
|
|
* The routine glp_get_col_prim returns primal value of the structural
|
|
* variable associated with j-th column. */
|
|
|
|
double glp_get_col_prim(glp_prob *lp, int j)
|
|
{ /*struct LPXCPS *cps = lp->cps;*/
|
|
double prim;
|
|
if (!(1 <= j && j <= lp->n))
|
|
xerror("glp_get_col_prim: j = %d; column number out of range\n"
|
|
, j);
|
|
prim = lp->col[j]->prim;
|
|
/*if (cps->round && fabs(prim) < 1e-9) prim = 0.0;*/
|
|
return prim;
|
|
}
|
|
|
|
/***********************************************************************
|
|
* NAME
|
|
*
|
|
* glp_get_col_dual - retrieve column dual value (basic solution)
|
|
*
|
|
* SYNOPSIS
|
|
*
|
|
* double glp_get_col_dual(glp_prob *lp, int j);
|
|
*
|
|
* RETURNS
|
|
*
|
|
* The routine glp_get_col_dual returns dual value (i.e. reduced cost)
|
|
* of the structural variable associated with j-th column. */
|
|
|
|
double glp_get_col_dual(glp_prob *lp, int j)
|
|
{ /*struct LPXCPS *cps = lp->cps;*/
|
|
double dual;
|
|
if (!(1 <= j && j <= lp->n))
|
|
xerror("glp_get_col_dual: j = %d; column number out of range\n"
|
|
, j);
|
|
dual = lp->col[j]->dual;
|
|
/*if (cps->round && fabs(dual) < 1e-9) dual = 0.0;*/
|
|
return dual;
|
|
}
|
|
|
|
/***********************************************************************
|
|
* NAME
|
|
*
|
|
* glp_get_unbnd_ray - determine variable causing unboundedness
|
|
*
|
|
* SYNOPSIS
|
|
*
|
|
* int glp_get_unbnd_ray(glp_prob *lp);
|
|
*
|
|
* RETURNS
|
|
*
|
|
* The routine glp_get_unbnd_ray returns the number k of a variable,
|
|
* which causes primal or dual unboundedness. If 1 <= k <= m, it is
|
|
* k-th auxiliary variable, and if m+1 <= k <= m+n, it is (k-m)-th
|
|
* structural variable, where m is the number of rows, n is the number
|
|
* of columns in the problem object. If such variable is not defined,
|
|
* the routine returns 0.
|
|
*
|
|
* COMMENTS
|
|
*
|
|
* If it is not exactly known which version of the simplex solver
|
|
* detected unboundedness, i.e. whether the unboundedness is primal or
|
|
* dual, it is sufficient to check the status of the variable reported
|
|
* with the routine glp_get_row_stat or glp_get_col_stat. If the
|
|
* variable is non-basic, the unboundedness is primal, otherwise, if
|
|
* the variable is basic, the unboundedness is dual (the latter case
|
|
* means that the problem has no primal feasible dolution). */
|
|
|
|
int glp_get_unbnd_ray(glp_prob *lp)
|
|
{ int k;
|
|
k = lp->some;
|
|
xassert(k >= 0);
|
|
if (k > lp->m + lp->n) k = 0;
|
|
return k;
|
|
}
|
|
|
|
#if 1 /* 08/VIII-2013 */
|
|
int glp_get_it_cnt(glp_prob *P)
|
|
{ /* get simplex solver iteration count */
|
|
return P->it_cnt;
|
|
}
|
|
#endif
|
|
|
|
#if 1 /* 08/VIII-2013 */
|
|
void glp_set_it_cnt(glp_prob *P, int it_cnt)
|
|
{ /* set simplex solver iteration count */
|
|
P->it_cnt = it_cnt;
|
|
return;
|
|
}
|
|
#endif
|
|
|
|
/* eof */
|