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GLPK 4.65 (release date: Feb 16, 2018)
The following new API routines for LP/MIP preprocessing were added:
glp_npp_alloc_wksp allocate the preprocessor workspace glp_npp_load_prob load original problem instance glp_npp_preprocess1 perform basic LP/MIP preprocessing glp_npp_build_prob build resultant problem instance glp_npp_postprocess postprocess solution to resultant problem glp_npp_obtain_sol obtain solution to original problem glp_npp_free_wksp free the preprocessor workspace
See doc/npp.txt for detailed description of these API routines.
A new, more robust implementation of locally valid simple cover cuts was included in the MIP solver.
The API routine glp_init_iocp was changed to enable long-step option of the dual simplex by default.
GLPK 4.64 (release date: Dec 02, 2017)
The dual simplex solver routine was changed to perform more aggressive perturbation to prevent dual degeneracy and avoid stalling even if the current dual basic solution is strongly feasible (mainly if the objective is zero). Thanks to David Monniaux <David.Monniaux@univ-grenoble-alpes.fr> for bug report and example model.
The exact simplex solver routine was changed to perform terminal output according to the verbosity level (specified by the control parameter smcp.msg_lev). Thanks to Jeroen Demeyer <jdemeyer@cage.ugent.be> for bug report.
A minor bug (related to MS Windows version) was fixed. Thanks to Heinrich Schuchardt <xypron.glpk@gmx.de> for bug report.
An example model (Graceful Tree Labeling Problem) in MathProg was added. Thanks to Mike Appleby <mike@app.leby.org> for contribution.
Three example models (Power plant LP scheduler, Neumann CA grid emulator generator) in MathProg and one in Cplex LP format were added. Thanks to Peter Naszvadi <vuk@cs.elte.hu> for contribution.
GLPK 4.63 (release date: Jul 25, 2017)
A "smart" LP perturbation was implemented in the primal and dual simplex solvers. Now LP is perturbed only if it is necessary, and by default perturbation is not activated. The sum of primal infeasibilites that appears in the terminal output of the primal simplex solver (as "inf = ...") now corresponds to the original bounds of variables. This allows to see how much perturbed solution violates the original bounds.
The long-step technique was implemented for phase I of the primal simplex solver. This feature can be enabled by specifying --flip option for glpsol or by specifying glp_smcp.r_test = GLP_RT_FLIP on api level. For many LP instances the long-step technique allows reducing the number of simplex iterations to 30-70%. Please note that unlike the dual simplex, where this technique can be used on both phase I and II, for the primal simplex it can be used only on phase I, where the sum of primal infeasibilities (which is a convex piecewise linear function) is minimized.
An internal objective scaling was included in both primal and dual simplex solvers. For many LP/MIP instances this feature improves numerical stability (for the dual solver) and prevents cycling near the optimum (for the primal solver).
The Posix version of glp_time (glpk/src/env/time.c) was changed to resolve time_t issue on msys2. Thanks to Rob Schroeder <Rob.Schroeder@graphicpkg.com> for bug report.
Three new example models in MathProg were added: life_goe.mod (Conway's Game of Life garden of eden checker); tiling.mod (Rectifiable polyomino tilings generator); toto.mod (Covering code generator). Thanks to Peter Naszvadi <vuk@cs.elte.hu> for contribution.
GLPK 4.62 (release date: Jun 14, 2017)
The bound perturbation technique was included in the primal simplex solver to improve numerical stability and avoid cycling. Currently this feature is enabled by default.
A range bug was fixed in the MPS reading routine. Thanks to Chris Matrakidis <cmatraki@gmail.com> for bug report and patch.
Changes were made to provide 64-bit portability of the Minisat solver. Thanks to Chris Matrakidis <cmatraki@gmail.com> for patch.
Calls to non-thread-safe functions gmtime, strerror, and strtok were replaced by calls to corresponding thread-safe equivalents (gmtime_r, strerror_r, and strtok_r for GNU/Linux).
GLPK 4.61 (release date: Jan 22, 2017)
An option was added to build a re-entrant version of the package suitable for running in a multi-threaded environment. This option is enabled by default on configuring the package if the compiler used supports the thread local storage class specifier (e.g. _Thread_local or __thread). Thanks to David Monniaux <david.monniaux@imag.fr> for suggestion and Chris Matrakidis <cmatraki@gmail.com> for configure.ac patch.
A re-entrant version of the package allows running multiple independent instances of glpk in different threads of a multi- threaded application. Note that glpk is not thread-safe by design, so if the application calls glpk routines from multiple threads, no thread may access glpk program objects (glp_prob, glp_tree, etc.) created by other threads; besides, each thread before termination should call the API routine glp_free_env to prevent memory leak.
A DLL support was added. Thanks to Heinrich Schuchardt <xypron.glpk@gmx.de> for contribution.
Some changes were made to allow compiling the package using stdcall calling convention (this is needed only on compiling GLPK with MSVC to run under MS Windows).
GLPK 4.60 (release date: Apr 01, 2016)
Some improvements were made in the primal and dual simplex solvers to make the solution process more numerically stable.
An experimental long-step ratio test feature was added to the dual simplex. On API level this feature is available thru the GLP_RT_FLIP option. For glpsol it is available thru the options --flip (for MIP) or --flip and --dual (for LP). This feature is not documented yet.
Additional check was added to reject wrong solutions sometimes reported by the PROXY heuristic.
A bug (memory leak) was fixed in the FPUMP heuristic routine. Thanks to <nicolas.derhy@engie.com> for bug report.
The header sql.h was renamed to avoid conflicts with standard ODBC headers. Thanks to Noli Sicad <nsicad@gmail.com> for bug report.
GLPK 4.59 (release date: Mar 11, 2016)
This is a maintainer release.
Some bugs were fixed and some improvements were made in the MIP solver. Thanks to Chris Matrakidis <cmatraki@gmail.com> for bug reports and patches.
The data file format used by API routines glp_read_graph and glp_write_graph was changed. For more details please see the document "GLPK: Graph and Network Routines" included in the distribution.
Translation of the document "Modeling Language GNU MathProg" to Brazilian Portuguese (pt-BR) was included (in LaTeX and pdf formats). Thanks to Joao Flavio de Freitas Almeida <joao.flavio@dep.ufmg.br> for contribution.
GLPK 4.58 (release date: Feb 18, 2016)
The solution file format used by API routines glp_read_sol, glp_write_sol, glp_read_ipt, glp_write_ipt, glp_read_mip, and glp_write_mip was changed. For more details please see the GLPK reference manual included in the distribution.
The tan function (trigonometric tangent) was added to GNU MathProg modeling language. Thanks to Chris Matrakidis <cmatraki@gmail.com> for contribution.
A new version of the document "Modeling Language GNU MathProg" in Spanish was included (in LaTeX and pdf formats). Thanks to Pablo Yapura <ypf@agro.unlp.edu.ar> for contribution.
A check to determine if libtool needs '-no-undefined' flag to build shared libraries on some platforms was added. Thanks to Marco Atzeri <marco.atzeri@gmail.com> and Heinrich Schuchardt <xypron.glpk@gmx.de> for suggestion.
A script to regenerate the configure script and the Makefiles was added. Thanks to Heinrich Schuchardt <xypron.glpk@gmx.de>.
GLPK 4.57 (release date: Nov 08, 2015)
A new, more efficient implementation of the dual simplex method was included in the package. This new implementation replaces the old one, which was removed.
Option sr_heur was added to struct glp_iocp to enable/disable the simple rounding heuristic used by the MIP solver. Thanks to Chris Matrakidis <cmatraki@gmail.com> for suggestion.
New API routine glp_at_error was added and documented. Thanks to Jeroen Demeyer <jdemeyer@cage.ugent.be> for suggestion.
Some minor typos were corrected in the GLPK documentation. Thanks to Anton Voropaev <anton.n.voropaev@gmail.com> for typo report.
An example application program TSPSOL was added. It uses the GLPK MIP optimizer to solve the Symmetric Traveling Salesman Problem and illustrates "lazy" constraints generation. For more details please see glpk/examples/tsp/README.
GLPK 4.56 (release date: Oct 01, 2015)
A new, more efficient and more robust implementation of the primal simplex method was included in the package. This new implementation replaces the old one, which was removed.
A bug was fixed in a basis factorization routine. (The bug appeared if the basis matrix was structurally singular having duplicate row and/or column singletons.) Thanks to Martin Jacob <mj@bahntechnik.de> for bug report.
Scripts to build GLPK with Microsoft Visual Studio 2015 were added. Thanks to Xypron <xypron.glpk@gmx.de> for contribution and testing.
GLPK 4.55 (release date: Aug 22, 2014)
Some internal (non-API) routines to estimate the condition of the basis matrix were added. These routines are mainly intended to be used by the simplex-based solvers.
Two open modes "a" and "ab" were added to GLPK I/O routines. Thanks to Pedro P. Wong <d00604@taipower.com.tw> for bug report.
Minor bug was fixed in the solver glpsol (command-line options --btf, --cbg, and --cgr didn't work properly).
A serious bug was fixed in a basis factorization routine used on the dense phase. (The bug might appear only if the number of rows exceeded sqrt(2**31) ~= 46,340 and caused access violation exception because of integer overflow.) Thanks to Mark Meketon <Marc.Meketon@oliverwyman.com> for bug report.
Two API routines glp_alloc and glp_realloc were documented. Thanks to Brian Gladman <brg@gladman.plus.com> for suggestion.
Translation of the document "Modeling Language GNU MathProg" to Spanish was included (in LaTeX and pdf formats). Thanks to Pablo Yapura <ypf@agro.unlp.edu.ar> for contribution.
GLPK 4.54 (release date: Mar 28, 2014)
Block-triangular LU-factorization was implemented to be used on computing an initial factorization of the basis matrix.
A new version of the Schur-complement-based factorization module was included in the package. Now it can be used along with plain as well as with block-triangular LU-factorization.
Currently the following flags can be used to specify the type of the basis matrix factorization (glp_bfcp.type):
GLP_BF_LUF + GLP_BF_FT LUF, Forrest-Tomlin update (default) GLP_BF_LUF + GLP_BF_BG LUF, Schur complement, Bartels-Golub update GLP_BF_LUF + GLP_BF_GR LUF, Schur complement, Givens rotation update GLP_BF_BTF + GLP_BF_BG BTF, Schur complement, Bartels-Golub update GLP_BF_BTF + GLP_BF_GR BTF, Schur complement, Givens rotation update
In case of GLP_BF_FT the update is applied to matrix U, while in cases of GLP_BF_BG and GLP_BF_GR the update is applied to the Schur complement.
Corresponding new options --luf and --btf were added to glpsol.
For more details please see a new edition of the GLPK reference manual included in the distribution.
A minor bug (in reporting the mip solution status) was fixed. Thanks to Remy Roy <remyroyster@gmail.com> for bug report.
A call to "iodbc-config --cflags" was added in configure.ac to correctly detect iodbc flags. Thanks to Sebastien Villemot <sebastien@debian.org> for patch.
GLPK 4.53 (release date: Feb 13, 2014)
The API routine glp_read_mps was changed to remove free rows.
A bug was fixed in the API routine glp_read_lp. Thanks to Gabriel Hackebeil <gabehack@gmail.com> for bug report.
The zlib compression library used by some GLPK routines and included in the package was downgraded from 1.2.7 to 1.2.5 (as in GLPK 4.50) because of addressability bugs on some 64-bit platforms. Thanks to Carlo Baldassi <carlobaldassi@gmail.com> for bug report.
A bug was fixed in a routine that reads gzipped files. Thanks to Achim Gaedke <achim.gaedke@gmail.com> for bug report.
Two API routines glp_get_it_cnt and glp_set_it_cnt were added. Thanks to Joey Rios <joeylrios@hotmail.com> for suggestion.
All obsolete GLPK API routines (prefixed with lpx) were removed from the package.
A set of routines that simulate the old GLPK API (as defined in 4.48) were added; see examples/oldapi/api/lpx.c. Thanks to Jan Engelhardt <jengelh@inai.de> for suggestion.
A namespace bug was fixed in the SQL table drive module. Thanks to Dennis Schridde <devurandom@gmx.net> for bug report.
GLPK 4.52.1 (release date: Jul 28, 2013)
This is a bug-fix release.
A version information bug in Makefile.am was fixed. Thanks to Sebastien Villemot <sebastien@debian.org> for bug report.
GLPK 4.52 (release date: Jul 18, 2013)
The clique cut generator was essentially reimplemented, and now it is able to process very large and/or dense conflict graphs.
A simple rounding heuristic was added to the MIP optimizer.
Some bugs were fixed in the proximity search heuristic routine. Thanks to Giorgio Sartor <0gioker0@gmail.com>.
New command-line option '--proxy [nnn]' was added to glpsol to enable using the proximity search heuristic.
A bug (incorrect processing of LI column indicator) was fixed in the mps format reading routine. Thanks to Charles Brixko for bug report.
GLPK 4.51 (release date: Jun 19, 2013)
Singleton and dense phases were implemented on computing LU-factorization with Gaussian elimination. The singleton phase is a feature that allows processing row and column singletons on initial elimination steps more efficiently. The dense phase is a feature used on final elimination steps when the active submatrix becomes relatively dense. It significantly reduces the time needed, especially if the active submatrix fits in CPU cache, and improves numerical accuracy due to full pivoting.
The API routine glp_adv_basis that constructs advanced initial LP basis was replaced by an improved version, which (unlike the old version) takes into account numerical values of constraint coefficients.
The proximity search heuristic for MIP was included in the GLPK integer optimizer glp_intopt. On API level the heuristic can be enabled by setting the parameter ps_heur in glp_iocp to GLP_ON. This feature is also available in the solver glpsol through command-line option '--proxy'. Many thanks to Giorgio Sartor <0gioker0@gmail.com> for contribution.
A bug was fixed that caused numerical instability in the FPUMP heuristic.
GLPK 4.50 (release date: May 24, 2013)
A new version of LU-factorization routines were added. Currently this version provides the same functionality as the old one, however, the new version allows further improving.
Old routines for FHV-factorization used to update the basis factorization were replaced by a new version conforming to the new version of LU-factorization.
Some clarifications about using the name index routines were added. Thanks to Xypron <xypron.glpk@gmx.de> for suggestion.
Some typos were corrected in the MathProg language reference. Thanks to Jeffrey Kantor <Kantor.1@nd.edu> for report.
A serious bug (out-of-range indexing error) was *tentatively* fixed in the routine glp_relax4. Unfortunatly, this bug is inherited from the original Fortran version of the RELAX-IV code (for details please see ChangeLog), and since the code is very intricate, the bug is still under investigation. Thanks to Sylvain Fournier for bug report.
GLPK 4.49 (release date: Apr 16, 2013)
The new API routine glp_mincost_relax4, which is a driver to relaxation method of Bertsekas and Tseng (RELAX-IV), was added to the package. RELAX-IV is a code for solving minimum cost flow problems. On large instances it is 100-1000 times faster than the standard primal simplex method. Prof. Bertsekas, the author of the original RELAX-IV Fortran code, kindly permitted to include a C translation of his code in GLPK under GPLv3.
A bug (wrong dual feasibility test) was fixed in API routine glp_warm_up. Thanks to David T. Price <dtprice@speakeasy.net> for bug report.
Obsolete API routine lpx_check_kkt was replaced by new routine glp_check_kkt.
IMPORTANT: All old API routines whose names begin with 'lpx_' were removed from API level and NO MORE AVAILABLE.
GLPK 4.48 (release date: Jan 28, 2013)
This is a maintainer release.
Some minor changes in API (glpk.h) were made. For details please see ChangeLog.
Some bugs/typos were fixed. Thanks to Raniere Gaia Costa da Silva, Heinrich Schuchardt <xypron.glpk@gmx.de>, and Robbie Morrison <robbie@actrix.co.nz> for reports.
GLPK 4.47 (release date: Sep 09, 2011)
The new API routine glp_intfeas1 was added to the package. This routine is a tentative implementation of the integer (0-1) feasibility solver based on the CNF-SAT solver (which currently is MiniSat). It may be used in the same way as glp_intopt to find either any integer feasible solution or a solution, for which the objective function is not worse than the specified value. Detailed description of this routine can be found in the document "CNF Satisfiability Problem", which is included in the distribution (see doc/cnfsat.pdf).
The following two options were added to glpsol:
--minisat translate 0-1 feasibility problem to CNF-SAT problem and solve it with glp_intfeas1/MiniSat (if the problem instance is already in CNF-SAT format, no translation is performed)
--objbnd bound add inequality obj <= bound (minimization) or obj >= bound (maximization) to 0-1 feasibility problem (this option assumes --minisat)
The paint-by-numbers puzzle model (pbn.mod) included in the distribution is a nice example of the 0-1 feasibility problem, which can be efficiently solved with glp_intfeas1/MiniSat. This model along with a brief instruction (pbn.pdf) and benchmark examples from <webpbn.com> encoded in GNU MathProg (*.dat) can be found in subdirectory examples/pbn/.
The glpsol lp/mip solver was modified to bypass postprocessing of MathProg models if the solution reported is neither optimal nor feasible.
A minor bug in examples/Makefile.am was fixed to correctly build glpk in a separate directory. Thanks to Marco Atzeri <marco.atzeri@gmail.com> for bug report and patch.
GLPK 4.46 (release date: Aug 09, 2011)
The following new API routines were added:
glp_read_cnfsat read CNF-SAT problem data in DIMACS format glp_check_cnfsat check for CNF-SAT problem instance glp_write_cnfsat write CNF-SAT problem data in DIMACS format glp_minisat1 solve CNF-SAT problem instance with MiniSat
The routine glp_minisat1 is a driver to MiniSat, a CNF-SAT solver developed by Niklas Een and Niklas Sorensson, Chalmers University of Technology, Sweden. This routine is similar to the routine glp_intopt, however, it is intended to solve a 0-1 programming problem instance, which is the MIP translation of a CNF-SAT problem instance.
Detailed description of these new API routines can be found in the document "CNF Satisfiability Problem", which is included in the distribution (see files doc/cnfsat.tex and doc/cnfsat.pdf).
The following new glpsol command-line options were added:
--cnf filename read CNF-SAT problem instance in DIMACS format from filename and translate it to MIP --wcnf filename write CNF-SAT problem instance in DIMACS format to filename --minisat solve CNF-SAT problem instance with MiniSat solver
The zlib compression library (version 1.2.5) was ANSIfied, modified according to GLPK requirements and included in the distribution as an external software module. Thus, now this feature is platform independent.
Some bugs were fixed in the SQL table driver. Thanks to Xypron <xypron.glpk@gmx.de>.
GLPK 4.45 (release date: Dec 05, 2010)
This is a bug-fix release.
Several bugs/typos were fixed. Thanks to Xypron <xypron.glpk@gmx.de>, Robbie Morrison <robbie@actrix.co.nz>, and Ali Baharev <ali.baharev@gmail.com> for reports.
Some glpk documents was re-formatted and merged into a single document. Now the glpk documentation consists of the following three main documents (all included in the distribution):
GLPK: Reference Manual
GLPK: Graph and Network Routines
Modeling Language GNU MathProg: Language Reference
GLPK 4.44 (release date: Jun 03, 2010)
The following suffixes for variables and constraints were implemented in the MathProg language:
.lb (lower bound), .ub (upper bound), .status (status in the solution), .val (primal value), and .dual (dual value).
Thanks to Xypron <xypron.glpk@gmx.de> for draft implementation and testing.
Now the MathProg language allows comment records (marked by '#' in the very first position) in CSV data files read with the table statements. Note that the comment records may appear only in the beginning of a CSV data file.
The API routine glp_cpp to solve the Critical Path Problem was added and documented.
GLPK 4.43 (release date: Feb 20, 2010)
This is a maintainer release.
`configure.ac' was changed to allow building the package under Mac OS and Darwin with ODBC support. Thanks to Xypron <xypron.glpk@gmx.de> for suggestions and Noli Sicad <nsicad@gmail.com> for testing.
The SQL table driver was improved to process NULL data. Thanks to Xypron <xypron.glpk@gmx.de>.
Some bugs were fixed in the LP/MIP preprocessor.
GLPK 4.42 (release date: Jan 13, 2010)
The following new API routines were added:
glp_check_dup check for duplicate elements in sparse matrix glp_sort_matrix sort elements of the constraint matrix glp_read_prob read problem data in GLPK format glp_write_prob write problem data in GLPK format glp_analyze_bound analyze active bound of non-basic variable glp_analyze_coef analyze objective coefficient at basic variable glp_print_ranges print sensitivity analysis report (this routine replaces lpx_print_sens_bnds and makes it deprecated)
For description of these new routines and the GLPK LP/MIP format see a new edition of the reference manual included in the distribution. (Chapter "Graph and network API routines" was carried out from the main reference manual and included in the distribution as a separate document.)
The following new command-line options were added to the stand- alone solver glpsol: --glp filename read problem data in GLPK format --wglp filename write problem data in GLPK format --ranges filename print sensitivity analysis report (this option replaces --bounds)
Now all GLPK routines performing file I/O support special filenames "/dev/stdin", "/dev/stdout", and "/dev/stderr", which can be specified in the same way as regular filenames. This feature is plaform-independent.
GLPK 4.41 (release date: Dec 21, 2009)
The following new API routies were added:
glp_transform_row transform explicitly specified row glp_transform_col transform explicitly specified column glp_prim_rtest perform primal ratio test glp_dual_rtest perform dual ratio test
For description of these new routines see a new edition of the reference manual included in the distribution.
The following API routines are deprecated: lpx_transform_row, lpx_transform_col, lpx_prim_ratio_test, lpx_dual_ratio_test.
Some improvements were made in the MIP solver (glp_intopt).
The SQL table driver used to read/write data in MathProg models was changed to allow multiple arguments separated by semicolon in SQL statements. Thanks to Xypron <xypron.glpk@gmx.de>.
Two new options were added to the glpsol stand-alone solver: --seed value (to initialize the pseudo-random number generator used in MathProg models with specified value), and --ini filename (to use a basis previously saved with -w option as an initial basis on solving similar LP's).
Two new MathProg example models were included. Thanks to Nigel Galloway <nigel_galloway@operamail.com> and Noli Sicad <nsicad@gmail.com> for contribution.
Scripts to build GLPK with Microsoft Visual Studio 2010 for both 32-bit and 64-bit Windows were included. Thanks to Xypron <xypron.glpk@gmx.de> for contribution and testing.
GLPK 4.40 (release date: Nov 03, 2009)
The following new API routines were added:
glp_del_vertices remove vertices from graph glp_del_arc remove arc from graph glp_wclique_exact find maximum weight clique with the exact algorithm developed by Prof. P. Ostergard glp_read_ccdata read graph in DIMACS clique/coloring format glp_write_ccdata write graph in DIMACS clique/coloring format
For description of these new routines see a new edition of the reference manual included in the distribution.
The hybrid pseudocost branching heuristic was included in the MIP solver. It is available on API level (iocp.br_tech should be set to GLP_BR_PCH) and in the stand-alone solver glpsol (via the command-line option --pcost). This heuristic may be useful on solving hard MIP instances.
The branching heuristic by Driebeck and Tomlin (used in the MIP solver by default) was changed to switch to branching on most fractional variable if an lower bound of degradation of the objective is close to zero for all branching candidates.
A bug was fixed in the LP preprocessor (routine npp_empty_col). Thanks to Stefan Vigerske <stefan@math.hu-berlin.de> for the bug report.
A bug was fixed and some improvements were made in the FPUMP heuristic module. Thanks to Xypron <xypron.glpk@gmx.de>.
A bug was fixed in the API routine glp_warm_up (dual feasibility test was incorrect in maximization case). Thanks to Uday Venkatadri <Uday.Venkatadri@dal.ca> for the bug report.
GLPK 4.39 (release date: Jul 26, 2009)
The following new API routines were added:
glp_warm_up "warm up" LP basis glp_set_vertex_name assign (change) vertex name glp_create_v_index create vertex name index glp_find_vertex find vertex by its name glp_delete_v_index delete vertex name index glp_read_asnprob read assignment problem data in DIMACS format glp_write_asnprob write assignment problem data in DIMACS format glp_check_asnprob check correctness of assignment problem data glp_asnprob_lp convert assignment problem to LP glp_asnprob_okalg solve assignment problem with the out-of-kilter algorithm glp_asnprob_hall find bipartite matching of maxumum cardinality with Hall's algorithm
Also were added some API routines to read plain data files.
The API routines glp_read_lp and glp_write_lp to read/write files in CPLEX LP format were re-implemented. Now glp_write_lp correctly writes double-bounded (ranged) rows by introducing slack variables rather than by duplicating the rows.
For description of these new routines see a new edition of the reference manual included in the distribution.
The 'xfree(NULL)' bug was fixed in the AMD routines. Thanks to Niels Klitgord <niels@bu.edu> for bug report.
The message "Crashing..." was changed to "Constructing initial basis..." due to suggestion by Thomas Kahle <tom111@gmx.de>.
Some typos were corrected in glpsol output messages. Thanks to Xypron <xypron.glpk@gmx.de> for patch.
GLPK 4.38 (release date: May 02, 2009)
API routines glp_read_mps and glp_write_mps were improved.
Some improvements were made in the dual simplex routines.
Two external software modules AMD and COLAMD were included in the distribution (for more details please see src/amd/README and src/colamd/README). Now they are used in the interior-point solver to reorder the matrix prior to Cholesky factorization.
API routine glp_ipt_status may return two new statuses due to changes in the routine glp_interior. For details please see the reference manual included in the distribution.
A minor bug was fixed in the graph/network routines. Thanks to Nelson H. F. Beebe <beebe@math.utah.edu> for bug report.
GLPK 4.37 (release date: Mar 29, 2009)
The 0-1 Feasibility Pump heuristic was included in the GLPK integer optimizer glp_intopt. On API level the heuristic can be enabled by setting the parameter fp_heur in glp_iocp to GLP_ON. This feature is also available in the solver glpsol through command-line option '--fpump'. For more details please see the reference manual included in the distribution.
The following new API routines were added:
glp_print_sol write basic solution in printable format glp_print_ipt write interior-point solution in printable format glp_print_mip write MIP solution in printable format glp_read_graph read (di)graph from plain text file glp_write_graph write (di)graph to plain text file glp_weak_comp find all weakly connected components glp_strong_comp find all strongly connected components
The following API routines are deprecated: lpx_print_sol, lpx_print_ips, lpx_print_mip, lpx_print_prob (the latter is equivalent to glp_write_lp).
A bug was fixed in the interior-point solver (glp_interior) to correctly compute dual solution components when the problem is scaled.
The files configure.ac and Makefile.am were changed: (a) to allow using autoreconf/autoheader; (b) to allow building the package in a directory other than its source directory. Thanks to Marco Atzeri <marco_atzeri@yahoo.it> for bug report.
An example model in the GNU MathProg language was added. Thanks to Larry D'Agostino <Larry.D'Agostino@gmacrescap.com> for contribution.
GLPK 4.36 (release date: Feb 06, 2009)
The following new API routines were added to the package:
glp_mincost_okalg find minimum-cost flow with out-of-kilter algorithm glp_maxflow_ffalg find maximal flow with Ford-Fulkerson algorithm
For detailed description of these new routines and related data structures see chapter "Graph and Network API Routines" in a new edition of the reference manual included in the distribution.
The following two new command-line options were added to the solver glpsol:
--mincost read min-cost flow data in DIMACS format --maxflow read maximum flow data in DIMACS format
Duplicate symbols in the header glpk.h were removed to allow using swig. Thanks to Kelly Westbrooks <kellywestbrooks@yahoo.com> and Nigel Galloway <nigel_galloway@operamail.com> for suggestion.
A minor defect was fixed in the routine glp_write_lp. Thanks to Sebastien Briais <sbriais@free.fr> for bug report.
A minor bug was fixed in the SQL module. Thanks to Xypron <xypron.glpk@gmx.de> for patch.
Some new example models in the GNU MathProg modeling language were added. Thanks to Sebastian Nowozin <nowozin@gmail.com> and Nigel Galloway <nigel_galloway@operamail.com> for contribution.
GLPK 4.35 (release date: Jan 09, 2009)
The following new API routines were added to the package:
glp_create_graph create graph glp_set_graph_name assign (change) graph name glp_add_vertices add new vertices to graph glp_add_arc add new arc to graph glp_erase_graph erase graph content glp_delete_graph delete graph glp_read_mincost read minimum cost flow problem data in DIMACS format glp_write_mincost write minimum cost flow problem data in DIMACS format glp_mincost_lp convert minimum cost flow problem to LP glp_netgen Klingman's network problem generator glp_gridgen grid-like network problem generator glp_read_maxflow read maximum flow problem data in DIMACS format glp_write_maxflow write maximum flow problem data in DIMACS format glp_maxflow_lp convert maximum flow problem to LP glp_rmfgen Goldfarb's maximum flow problem generator
For detailed description of these new routines and related data structures see chapter "Graph and Network API Routines" in a new edition of the reference manual included in the distribution.
A minor change were made in the internal routine xputc. Thanks to Luiz Bettoni <bettoni@cpgei.ct.utfpr.edu.br> for suggestion.
A minor bug was fixed in the internal routine mpl_fn_time2str. Thanks to Stefan Vigerske <stefan@vigerske.de> for bug report.
GLPK 4.34 (release date: Dec 04, 2008)
The GNU MathProg modeling language was supplemented with three new built-in functions:
gmtime obtaining current calendar time str2time converting character string to calendar time time2str converting calendar time to character string
(Thanks to Xypron <xypron.glpk@gmx.de>.)
For detailed description of these functions see Appendix A in the document "Modeling Language GNU MathProg", a new edition of which was included in the distribution.
A bug was fixed in the MIP solver. Thanks to Nigel Galloway <nigel_galloway@operamail.com> for bug report.
A new makefile was added to build the GLPK DLL with Microsoft Visual Studio Express 2008 for 64-bit Windows. Thanks to Xypron <xypron.glpk@gmx.de> for contribution and testing.
GLPK 4.33 (release date: Oct 30, 2008)
The following new API routines were added to the package: glp_copy_prob copy problem object content glp_exact solve LP in exact arithmetic (makes lpx_exact deprecated) glp_get_unbnd_ray determine variable causing unboundedness (makes lpx_get_ray_info deprecated) glp_interior solve LP with interior-point method (makes lpx_interior deprecated)
The following new API routines for processing models written in the GNU Mathprog language were added to the package: glp_mpl_alloc_wksp allocate the translator workspace glp_mpl_read_model read and translate model section glp_mpl_read_data read and translate data section glp_mpl_generate generate the model glp_mpl_build_prob build LP/MIP instance from the model glp_mpl_postsolve postsolve the model glp_mpl_free_wksp deallocate the translator workspace (These routines make lpx_read_model deprecated.)
For description of all these new API routines see the reference manual included in the distribution.
A crude implementation of CPLEX-like interface to GLPK API was added to the package. Currently it allows using GLPK as a core LP solver for Concorde, a well known computer code for solving the symmetric TSP. For details see examples/cplex/README.
Some bugs were fixed in the SQL table driver. Thanks to Xypron <xypron.glpk@gmx.de>.
GLPK 4.32 (release date: Oct 03, 2008)
The following new features were included in the MIP solver (the API routine glp_intopt):
* MIP presolver * mixed cover cut generator * clique cut generator * Euclidean reduction of the objective value
Due to changes the routine glp_intopt may additionally return GLP_ENOPFS, GLP_ENODFS, and GLP_EMIPGAP.
The API routines lpx_integer are lpx_intopt are deprecated, since they are completely superseded by glp_intopt.
The following new branch-and-cut API routines were added: glp_ios_row_attr determine additional row attributes glp_ios_pool_size determine current size of the cut pool glp_ios_add_row add constraint to the cut pool glp_ios_del_row delete constraint from the cut pool glp_ios_clear_pool delete all constraints from the cut pool
For description of these new routines see the reference manual included in the distribution.
The stand-alone solver glpsol was changed to allow multiple data files.
A new edition of the supplement "Using Data Tables in the GNU MathProg Modeling Language" was included.
As usual, some bugs were fixed (in the MathProg translator). Thanks to Xypron <xypron.glpk@gmx.de>.
GLPK 4.31 (release date: Sep 02, 2008)
The core LP solver based on the dual simplex method was re-implemented and now it provides both phases I and II.
The following new API routines were added: glp_scale_prob automatic scaling of problem data glp_std_basis construct standard initial LP basis glp_adv_basis construct advanced initial LP basis glp_cpx_basis construct Bixby's initial LP basis
For description of these new routines see the reference manual included in the distribution.
The following API routines are deprecated: lpx_scale_prob, lpx_std_basis, lpx_adv_basis, lpx_cpx_basis.
Necessary changes were made in memory allocation routines to resolve portability issues for 64-bit platforms.
New version of the routine lpx_write_pb to write problem data in OPB (pseudo boolean format) was added to the package. Thanks to Oscar Gustafsson <oscarg@isy.liu.se> for the contribution.
Two new makefiles were added to build the package for 32- and 64-bit Windows with Microsoft Visual Studio Express 2008. Thanks to Heinrich Schuchardt <heinrich.schuchardt@gmx.de> (aka Xypron) for the contribution and testing.
Two new makefiles were added to build the package with Digital Mars C/C++ 8.50 and Open Watcom C/C++ 1.6 (for 32-bit Windows).
GLPK 4.30 (release date: Aug 13, 2008)
The core LP solver based on the primal simplex method was re-implemented to allow its further improvements. Currently the new version provides the same features as the old one, however, it is a bit faster and more numerically stable.
Some changes were made in the MathProg translator to allow <, <=, >=, and > on comparing symbolic values. Thanks to Heinrich Schuchardt <heinrich.schuchardt@gmx.de> for patches.
Internal routine set_d_eps in the exact LP solver was changed to prevent approximation errors in case of integral data. Thanks to Markus Pilz <pilz@cs.uni-bonn.de> for bug report.
GLPK 4.29 (release date: Jul 06, 2008)
The configure script was changed to disable all optional features by default. For details please see file INSTALL.
The following new API routines were added: glp_erase_prob erase problem object content glp_read_mps read problem data in MPS format glp_write_mps write problem data in MPS format glp_read_lp read problem data in CPLEX LP format glp_write_lp write problem data in CPLEX LP format
For description of these new routines see the reference manual included in the distribution.
The following API routines are deprecated: lpx_read_mps, lpx_read_freemps, lpx_write_mps, lpx_write_freemps, lpx_read_cpxlp, and lpx_write_cpxlp.
Two bugs were fixed. Thanks to Anne-Laurence Putz <anne-laurence.putz@eurodecision.com> and Xypron <xypron.glpk@gmx.de> for bug report.
GLPK 4.28 (release date: Mar 25, 2008)
The iODBC and MySQL table drivers, which allows transmitting data between MathProg model objects and relational databases, were re-implemented to replace a static linking by a dynamic linking to corresponding shared libraries. Many thanks to Heinrich Schuchardt <heinrich.schuchardt@gmx.de> for the contribution, Rafael Laboissiere <rafael@debian.org> for useful advices concerning the shared library support under GNU/Linux, and Vijay Patil <vijay.patil@gmail.com> for testing this feature under Windows XP.
A new optional feature was added to the package. This feature is based on the zlib data compression library and allows GLPK API routines and the stand-alone solver to read and write compressed data files performing compression/decompression "on the fly" (compressed data files are recognized by suffix `.gz' in the file name). It may be useful in case of large MPS files to save the disk space (up to ten times).
The `configure' script was re-implemented. Now it supports the following specific options:
--with-gmp Enable using the GNU MP bignum library --without-gmp Disable using the GNU MP bignum library --with-zlib Enable using the zlib data compression library --without-zlib Disable using the zlib data compression library --enable-dl Enable shared library support (auto check) --enable-dl=ltdl Enable shared library support (GNU) --enable-dl=dlfcn Enable shared library support (POSIX) --disable-dl Disable shared library support --enable-odbc Enable using ODBC table driver --disable-odbc Disable using ODBC table driver --enable-mysql Enable using MySQL table driver --disable-mysql Disable using MySQL table driver
For more details please see file INSTALL.
GLPK 4.27 (release date: Mar 02, 2008)
Three new table drivers were added to the MathProg translator:
xBASE built-in table driver, which allows reading and writing data in .dbf format (only C and N fields are supported);
MySQL table driver, which provides connection to a MySQL database;
iODBC table driver, which provides connection to a database through ODBC.
The MySQL and iODBC table drivers were contributed to GLPK by Heinrich Schuchardt <heinrich.schuchardt@gmx.de>.
The table driver is a program module which allows transmitting data between MathProg model objects and external data tables.
For detailed description of the table statement and table drivers see the document "Using Data Tables in the GNU MathProg Modeling Language" (file doc/tables.txt) included in the distribution. Some examples which demonstrate using MySQL and iODBC table drivers can be found in subdirectory examples/sql.
GLPK 4.26 (release date: Feb 17, 2008)
The table statement was implemented in the GNU MathProg modeling language. This new feature allows reading data from external tables into model objects such as sets and parameters as well as writing results of computations to external tables.
A table is a (unordered) set of records, where each record consists of the same number of fields, and each field is provided with a unique symbolic name called the field name.
Currently the GLPK package has the only built-in table driver, which supports tables in the CSV (comma-separated values) file format. This format is very simple and supported by almost all spreadsheets and database management systems.
Detailed description of the table statement and CSV format can be found in file doc/tables.txt, included in the distribution.
GLPK 4.25 (release date: Dec 19, 2007)
A tentative implementation of Gomory's mixed integer cuts was included in the branch-and-cut solver. To enable generating Gomory's cuts the control parameter gmi_cuts passed to the routine glp_intopt should be set to GLP_ON. This feature is also available in the solver glpsol through command-line option '--gomory'. For more details please see the reference manual included in the distribution.
GLPK 4.24 (release date: Nov 21, 2007)
A tentative implementation of MIR (mixed integer rounding) cuts was included in the MIP solver. To enable generating MIR cuts the control parameter mir_cuts passed to the routine glp_intopt should be set to GLP_ON. This feature is also available in the stand-alone solver glpsol via command-line option '--mir'. For more details please see the reference manual included in the distribution.
The implementation is mainly based on the following two papers:
1. H. Marchand and L. A. Wolsey. Aggregation and mixed integer rounding to solve MIPs. CORE discussion paper 9839, CORE, Universite catholique de Louvain, June 1998.
2. G. Andreello, A. Caprara, and M. Fischetti. Embedding cuts in a Branch&Cut framework. Preliminary draft, October 2003.
MIR cuts can be generated on any level of the search tree that makes the GLPK MIP solver to be a real branch-and-cut solver.
A bug was fixed in the routine lpx_write_cpxlp. If a variable x has upper bound and no lower bound, it should appear in the bounds section as "-inf <= x <= u", not as "x <= u". Thanks to Enric Rodriguez <erodri@lsi.upc.edu> for the bug report.
GLPK 4.23 (release date: Oct 28, 2007)
The following new API routines were added:
glp_read_sol read basic solution from text file glp_write_sol write basic solution to text file glp_read_ipt read interior-point solution from text file glp_write_ipt write interior-point solution to text file glp_read_mip read MIP solution from text file glp_write_mip write MIP solution to text file
For description of these routines and corresponding file formats see Chapter "API Routines", Section "Utility routines" in the reference manual included in the distribution.
Advanced API routine glp_free_env was added. It may be used by the application program to free all resources allocated by GLPK routines.
The following three new command-line options were added to the solver glpsol:
--mipgap tol set relative MIP gap tolerance -r filename read solution from filename -w filename write solution to filename
GLPK 4.22 (release date: Sep 19, 2007)
This is a maintainer release.
A bug was fixed in the MIP preprocessor (ios_preprocess_node). Thanks to Roberto Bagnara <bagnara@cs.unipr.it> (Department of Mathematics, University of Parma, Italy) for the bug report.
A bug was fixed in the MIP preprocessor (col_implied_bounds), due to which constraint coefficients with small magnitude could lead to wrong implied bounds of structural variables.
A similar bug was fixed in the routine reduce_bounds.
A bug was fixed in the routines glp_set_mat_row and glp_set_mat_col. (The bug appeared due to incorrect removing zero elements from the row/column lists.)
A bug was fixed in the API routines lpx_read_mps and lpx_read_freemps, due to which bounds of type LI specified in BOUNDS section were incorrectly processed.
A call to standard function vsprintf was replaced by a call to vsnprintf for security reasons. Many thanks to Peter T. Breuer <ptb@inv.it.uc3m.es> and Rafael Laboissiere <rafael@debian.org>.
GLPK 4.21 (release date: Aug 28, 2007)
Additional reasons for calling the callback routine used in the MIP solver (glp_intopt) were introduced. Currently the following reasons are supported:
* request for subproblem selection * request for preprocessing * request for row generation * request for heuristic solution * request for cut generation * request for branching * better integer solution found
A basic preprocessing component used to improve subproblem formulations by tightening bounds of variables was included in the MIP solver. Depending on the control parameter pp_tech passed to the routine glp_intopt the preprocessing can be performed either on the root level or on all levels (default) or can be disabled.
Backtracking heuristic used by default in the MIP solver was changed to the "best local bound".
For more details see Chapter "Advanced API routines", Section "Branch-and-bound interface routines" in a new edition of the reference manual included in the distribution.
GLPK 4.20 (release date: Jul 26, 2007)
API routine lpx_integer was replaced by API routine glp_intopt, which provides equivalent functionality and additionally allows the application to control the solution process by means of the user-written callback routine, which is called by the solver at various points of the branch-and-bound algorithm. Besides, the new MIP solver allows generating "lazy" constraints and cutting planes on all levels of the branch-and-bound tree, not only on the root level. The routine lpx_integer is also still available for the backward compatibility.
The following new advanced API routines, which may be called from the B&B callback routine, were included in the package:
glp_ios_reason determine reason for calling callback routine glp_ios_get_prob access the problem object glp_ios_tree_size determine size of the branch-and-bound tree glp_ios_curr_node determine current active subproblem glp_ios_next_node determine next active subproblem glp_ios_prev_node determine previous active subproblem glp_ios_up_node determine parent subproblem glp_ios_node_level determine subproblem level glp_ios_node_bound determine subproblem local bound glp_ios_mip_gap compute relative MIP gap glp_ios_heur_sol provide solution found by heuristic glp_ios_terminate terminate the solution process
For description of these routines see Chapter "Advanced API routines", Section "Branch-and-bound interface routines" in a new edition of the reference manual, which was included in the distribution.
Old version of the integer optimization suite (IOS) as well as TSP solver tspsol based on it are no longer supported and were removed from the package.
A minor error in the MIP presolver was fixed; thanks to Graham Rockwell <bionomicron@gmail.com> for the bug report.
GLPK 4.19 (release date: Jul 05, 2007)
The principal change is upgrading to GPLv3.
A serious bug in the routine glp_del_cols was fixed; thanks to Cedric[FR] <fox2113@wanadoo.fr> for the bug report. The bug appeared because on deleting non-basic columns the basis header remained valid, however, contained invalid (old) column ordinal numbers.
A new advanced API routine glp_mem_limit was added.
The case GLP_EBOUND was added to the routine lpx_simplex. Thanks to Cameron Kellough <Cameron.Kellough@sri.com> for the bug report.
An API routine lpx_write_pb to write the problem instance in OPB (pseudo boolean) format format was added. Thanks to Oscar Gustafsson <oscarg@isy.liu.se> for the contribution.
Two new options --wpb and --wnpb were added to glpsol to write the problem instance in OPB format.
GLPK 4.18 (release date: Jun 25, 2007)
The following new API routines were added:
glp_set_rii set (change) row scale factor glp_set_sjj set (change) column scale factor glp_get_rii retrieve row scale factor glp_get_sjj retrieve column scale factor glp_simplex solve LP problem with the simplex method (this routine replaces lpx_simplex, which is also available for backward compatibility) glp_init_smcp initialize simplex method control params glp_bf_exists check if the basis factorization exists glp_factorize compute the basis factorization glp_bf_updated check if the basis factorization has been updated glp_get_bfcp retrieve basis factorization control params glp_set_bfcp change basis factorization control params glp_get_bhead retrieve the basis header information glp_get_row_bind retrieve row index in the basis header glp_get_col_bind retrieve column index in the basis header glp_ftran perform forward transformation glp_btran perform backward transformation
For description of all these routines see a new edition of the reference manual included in the distribution.
Type names ulong_t and uldiv_t were changed to glp_ulong and glp_uldiv to avoid conflicts with standard type names on some platforms. Thanks to Boris Wirtz <Boris.Wirtz@uni-oldenburg.de> for the bug report.
Some new examples in the MathProg language were added. Thanks to Sebastian Nowozin <nowozin@gmail.com>.
GLPK 4.17 (release date: May 26, 2007)
API routines glp_set_mat_row, glp_set_mat_col, and glp_load_mat were modified to allow zero constraint coefficients (which are not stored in the constraint matrix). Note that constraint coefficients with duplicate row/column indices are not allowed.
Another form of LP basis factorization was implemented in the package. It is based on LU-factorization of an initial basis and Schur complement to reflect changes in the basis. Currently the implementation is incomplete and provides only updating the factorization on replacing a column of the basis matrix. On API level the user can set the control parameter LPX_K_BFTYPE to choose between the folloiwng forms of LP basis factorization to be used in the simplex method routines: 1) LU + Forrest-Tomlin update; 2) LU + Schur complement + Bartels-Golub update; 3) LU + Schur complement + Givens rotation update. The GLPK implementation is similar to LUSOL/LUMOD developed by Michael A. Saunders.
The user can choose the form of LP basis factorzation used by the simplex method routines by specifying the folloiwng options of glpsol: --luf, --cbg, --cgr.
GLPK 4.16 (release date: May 05, 2007)
A number of basic GLPK API routines, which now are in the stable stable, were renamed to be prefixed with 'glp_'. Note that all these routines are available via their old names prefixed with 'lpx_' that keeps the downward compatibility with older versions of the package.
Three new GLPK API routines were added to the package: glp_version, glp_term_hook, and glp_mem_usage; for more details see a new edition of the GLPK reference manual included in the distribution. The routine glp_version reports the actual version of the GLPK library and also can be used (along with the header glpk.h) in Autotools specification files to check if the GLPK library has been installed.
The header glpk.h was changed to conform to C++ environment.
GLPK 4.15 (release date: Feb 18, 2007)
Autotools specification files (configure.ac, Makefile.am) were changed to use GNU Libtool. This allows building the static as well as shared GLPK library.
GLPK 4.14 (release date: Feb 05, 2007)
Now GLPK conforms to ILP32, LLP64, and LP64 programming models (the latter seems to be the ultimate choice regarding 64-bit architectures). Note that GLPK itself is a 32-bit application, and the conformity only means that the package works correctly on all these arenae. Nevertheless, on 64-bit platforms it is possible to use more than 4GB of memory, if necessary.
GLPK 4.13 (release date: Nov 13, 2006)
A tentative implementation of the "exact" simplex method based on bignum (rational) arithmetic was included in the package.
On API level this new feature is available through the routine lpx_exact, which is similar to the routine lpx_simplex.
In the solver glpsol this feature is available through two new command-line options: --exact and --xcheck. If the '--exact' option is specified, glpsol solves LP instance using the exact simplex method; in case of MIP it is used to obtain optimal solution of LP relaxation. If the --xcheck option is specified, LP instance (or LP relaxation) is solved using the standard (floating-point) simplex method, however, then glpsol calls the exact simplex routine to make sure that the final LP basis is exactly optimal, and if it is not, to perform some additional simplex iterations in exact arithmetic.
GLPK 4.12 (release date: Nov 08, 2006)
A tentative implementation of some simplex method routines based on exact (bignum) arithmetic was included in the package. Currently these routines provide computing LU-factorization of the basis matrix and computing components of basic solution.
These routines were used to implement a routine, which checks primal and dual feasibility of basic solution exactly, i.e. in rational numbers, without round-off errors. In glpsol this feature is available through the command-line option --xcheck.
GLPK has its own low-level routines implementing operations on integer and rational numbers that makes it independent on other software packages. However, to attain a much better performance it is highly recommended to install (before configuring GLPK) the GNU Multiple Precision Arithmetic Library (GMP). Using GMP makes computations 100-200 times faster.
GLPK 4.11 (release date: Jul 25, 2006)
Three new built-in functions in the modeling language were implemented: card (cardinality of set), length (length of character string), and substr (substring of character string). Another improvement concerns the printf statement which now allows redirecting its output to a specified file. These new features are illustrated in example models crypto.mod and graph.mod included in the distribution. For more details see the document "Modeling Language GNU MathProg".
Four batch files (along with corresponding makefiles) were included in the distribution to simplify building GLPK under MS Windows; see them in subdirectory 'w32'.
GLPK 4.10 (release date: May 11, 2006)
Cutting planes of two new classes were implemented: mixed cover cuts and clique cuts. On API level this feature can be enabled by setting control parameter LPX_K_USECUTS passed to the routine lpx_intopt. In glpsol this feature is available through the command-line options --cover and --clique. For more details see the reference manual.
Now the routines lpx_read_mps and lpx_read_freemps support LI bound type. It is similar to LO, however, indicates the column as of integer kind.
GLPK 4.9 (release date: Jan 17, 2006)
An advanced MIP solver was implemented. It includes:
- basic presolving technique (removing free, singleton and redundant rows, improving bounds of columns, removing fixed columns, reducing constraint coefficents);
- generating cutting planes to improve LP relaxation (currently only Gomory's mixed integer cuts are implemented);
- using the branch-and-bound method to solve resultant MIP;
- recovering solution of the original MIP.
The solver is available on API level via the routine lpx_intopt (see the reference manual). It is similar to the routine lpx_integer, however, does not require initial solution of LP relaxation.
The solver is also available in the command-line utility glpsol via two options: --intopt (only presolving) and --cuts (assumes --intopt plus generating cuts).
Note that efficiency of the MIP solver strongly depends on the internal structure of the problem to be solved. For some hard instances it is very efficient, but for other instances it may be significantly worse than the standard branch-and-bound.
For some comparative benchmarks see doc/bench1.txt.
Well, what else...
Three built-in functions were added to MathProg: sin, cos, and atan (the latter allows one or two arguments).
Some bugs were fixed.
Several new examples in MathProg were included: color.mod (graph coloring problem), tsp.mod (traveling salesman problem), and pbn.mod (paint-by-numbers puzzle).
GLPK 4.8 (release date: Jan 12, 2005)
Core simplex method and interior-point method routines were re-implemented and now they use a new, "storage-by-rows" sparse matrix format (unlike previous versions where linked lists were used to represent sparse matrices). For details see ChangeLog.
Also a minor bug was fixed in API routine lpx_read_cpxlp.
GLPK 4.7 (release date: Aug 23, 2004)
Now GLPK supports free MPS format. Two new API routines lpx_read_freemps (to read problem data in free MPS format) and lpx_write_freemps (to write problem data in free MPS format) were added. This feature is also available in the solver glpsol via new command-line options --freemps and --wfreemps. For more details see the GLPK reference manual.
API routines lpx_read_cpxlp and lpx_write_cpxlp for reading and writing problem data in CPLEX LP format were re-implemented to allow long symbolic names (up to 255 characters).
The following three modules were temporarily removed from the GLPK distribution due to licensing problems: DELI (an interface module to Delphi), GLPKMEX (an interface module to Matlab), and JNI (an interface module to Java).
GLPK 4.6 (release date: Aug 04, 2004)
Three new statements were implemented in the GNU MathProg language: solve, printf, and for. Their detailed description can be found in the GLPK documentation included in the distribution. (See also a sample model, examples/queens.mod, which illustrates using these new statements.)
Two new API routines were added to the package: lpx_read_prob and lpx_write_prob. They allow reading/writing problem data in GNU LP low-level text format.
Three new command-line options were implemented in the LP/MIP solver glpsol: --glp (to read problem data in GNU LP format), --wglp (to write problem data in GNU LP format), and --name (to change problem name). Now glpsol also supports processing models where the new statements (see above) are used.
A new version of GLPKMEX, a Matlab MEX interface to GLPK, was included. For more details see contrib/glpkmex/ChangeLog.
GLPK 4.5 (release date: Jul 19, 2004)
The branch-and-bound solver was completely re-implemented.
Some modifications were made in memory allocation routines that allows using the package on 64-bit platforms.
For more details see ChangeLog.
GLPK 4.4 (release date: Jan 17, 2004)
All API routines were re-implemented using new data structures. The new implementation provides the same specifications and functionality of API routines as the old one, however, it has some important advantages, in particular: * linked lists are used everywhere that allows creating and modifying the problem object as efficiently as possible * all data stored in the problem object are non-scaled (even if the internal scaling is used) that prevents distortion of the original problem data * solution components obtained by the solver remain available even if the problem object has been modified * no solver-specific data are used in the new data structures that allows attaching any external lp/mip solver using GLPK API as an uniform interface Note that some API routines became obsolete being replaced by new, more convenient routines. These obsolete routines are kept for backward compatibility, however, they will be removed in the future. For more details please see ChangeLog and the GLPK Reference Manual.
New edition of the GLPK Reference Manual was included in the distribution.
GLPKMEX, a Matlab MEX interface to GLPK package, contributed by Nicolo Giorgetti <giorgetti@dii.unisi.it> was included in the distribution.
GLPK FAQ contributed by Harley Mackenzie <hjm@bigpond.com> was included in the distribution.
GLPK 4.3 (release date: Dec 12, 2003)
The bug, due to which the standard math library is not linked on building the package on some platforms, was fixed.
The following new built-in functions were added to the MathProg language: round, trunc, Irand224, Uniform01, Uniform, Normal01, Normal. For details see the language description.
The MathProg syntax was changed to allow writing 'subj to' that means 'subject to'.
The new api routine lpx_get_ray_info was added. It is intended to determine which (non-basic) variable causes unboundness. For details see the reference manual.
The module glpmps.c was changed to avoid compilation errors on building the package on Mac OS X.
Several typos was fixed and some new material was added to the GLPK documentation.
GLPK 4.2 (release date: Nov 14, 2003)
A preliminary implementation of the Integer Optimization Suite (IOS) was included in the package. The Branch-and-Cut Framework being completely superseded by IOS was removed from the package.
New API routine lpx_print_sens_bnds intended for bounds sensitivity analysis was contributed to GLPK by Brady Hunsaker <hunsaker@engr.pitt.edu>. This function is also available in the solver glpsol (via command-line option --bounds).
An improved version of GLPK JNI (Java Native Interface) was contributed by Chris Rosebrugh <cpr@pobox.com>.
GLPK DELI (Delphi Interface) was contributed by Ivo van Baren <i.van.baren@freeler.nl>.
Several makefiles were added to allow compiling GLPK on some non-GNU 32-bit platforms: * Windows single-threaded static library, Visual C++ 6.0 * Windows multi-threaded dynamic library, Visual C++ 6.0 * Windows single-threaded static library, Borland C++ 5.2 * DOS single-threaded static library, Digital Mars C++ 7.50
And, of course, some bugs were fixed.
For more details see ChangeLog.
GLPK 4.1 (release date: Aug 23, 2003)
Some improvements were made in the lp/mip solver routines and several bugs were fixed in the model translator.
For more details see ChangeLog.
GLPK 4.0 (release date: May 06, 2003)
Now GLPK supports the GNU MathProg modeling language, which is a subset of the AMPL modeling language.
The document "GLPK: Modeling Language GNU MathProg" included in the distribution is a complete description of GNU MathProg. (See the files lang.latex, lang.dvi, and lang.ps in the subdirectory 'doc'. See also some examples in the subdirectory 'sample'.)
New version of the solver glpsol, which supports models written in GNU MathProg, was implemented. (Brief instructions how to use glpsol can be found in the GNU MathProg documentation.)
The GLPK/L modeling language is no more supported. The reason is that GNU MathProg being much more powerful completely supersedes all features of GLPK/L.
GLPK 3.3 (release date: Mar 25, 2003)
LP PRESOLVER ------------
Now the routine lpx_simplex (which is a driver to the simplex method for solving LP) is provided with the built-in LP presolver, which is a program that transforms the original LP problem to an equivalent LP problem, which may be easier for solving with the simplex method than the original one. Once the transformed LP has been solver, the presolver transforms its basic solution back to a corresponding basic solution of the original problem. For details about this feature please see the GLPK reference manual.
Currently the LP presolver implements the following features: * removing empty rows; * removing empty columns; * removing free rows; * removing fixed columns; * removing row singletons, which have the form of equations; * removing row singletons, which have the form of inequalities; * removing column singletons, which are implied slack variables; * fixing and removing column singletons, which are implied free variables; * removing forcing rows that involves fixing and removing the corresponding columns; * checking for primal and dual infeasibilities.
The LP presolver is also used by default in the stand-alone program glpsol. In order *not* to use it, the option --nopresol should be specified in the command-line.
CHANGES IN GLPK/L -----------------
The syntax and semantics of the GLPK/L modeling language was changed to allow declaration of "interval" sets. This means that now the user can declare a set, for example, as:
set task = [8:11];
that is exactly equivalent to the following declaration:
set task = (task_8, task_9, task_10, task_11);
For details see the language description.
JAVA INTERFACE --------------
Now GLPK includes the package GLPK JNI (Java Native Interface) that implements Java binding for GLPK. It allows Java programs to utilize GLPK in solving LP and MIP problems. For details see a brief user's guide in the subdirectory contrib/java-binding. This package was developed and programmed by Yuri Victorovich <yuri@gjt.org>, who contributed it to GLPK.
GLPK 3.2.4 (release date: Feb 18, 2003)
This is a bug-fix release. For details see ChangeLog.
GLPK 3.2.3 (release date: Nov 11, 2002)
A new implementation of the api routine lpx_integer which now is based on the b&b driver (which is based on the implicit enumeration suite) was included in the package. This new implementation has exactly the same functionality as the old version, so all changes are transparent to the api user.
Four new api routines were included in the package: lpx_check_kkt checks Karush-Kuhn-Tucker optmality conditions; lpx_read_bas reads predifined basis in MPS format; lpx_write_bas writes current basis in MPS format; lpx_write_lpt writes problem data in CPLEX LP format.
Also other minor improvements were made (for details see the file 'ChangeLog').
GLPK 3.2.2 (release date: Oct 14, 2002)
The api routine lpx_read_lpt was included in the package. It is similar to the routine lpx_read_mps and intended to read LP/MIP data prepared in CPLEX LP format. Description of this format is given in the GLPK reference manual, a new edition of which was also included in the distribution (see the files 'refman.latex', 'refman.dvi', 'refman.ps' in the subdirectory 'doc'). In order to use data files in CPLEX LP format with the solver glpsol the option '--lpt' should be specified in the command line.
Several bugs were fixed and some minor improvements were made (for details see the file 'ChangeLog').
GLPK 3.2.1 (release date: Aug 12, 2002)
Now GLPK includes a preliminary implementation of the branch-and-cut framework, which is a set of data structures and routines intended for developing branch-and-cut methods for solving mixed-integer and combinatorial optimization problems.
Detailed decsription of the branch-and-cut framework is given in the document "GLPK: A Preliminary Implementation of the Branch-And-Cut Framework" included in the distribution (see the file 'brcut.txt' in the subdirectory 'doc').
In order to illustrate how the GLPK branch-and-cut framework can be used for solving a particular optimization problem there is an example included in the package. This is a stand-alone program, TSPSOL, which is intended for solving to optimality the symmetric Traveling Salesman Problem (TSP), a classical problem of the combinatorial optimization (see the file 'tspsol.c' in the subdirectory 'sample').
GLPK 3.2 (release date: Jul 15, 2002)
New edition of the document "GLPK: Reference Manual" was included (see the files 'refman.latex', 'refman.dvi', and 'refman.ps' in the subdirectory 'doc').
New edition of the document "GLPK: Modeling Language GLPK/L" was included (see the files 'lang.latex', 'lang.dvi', and 'lang.ps' in the subdirectory 'doc').
The following new API routines were added to the package:
lpx_transform_row (transform explicitly specified row); lpx_transform_col (transform explicitly specified column); lpx_prim_ratio_test (perform primal ratio test); lpx_dual_ratio_test (perform dual ratio test); lpx_interior (solve LP problem using interior point method); lpx_get_ips_stat (query status of interior point solution); lpx_get_ips_row (obtain row interior point solution); lpx_get_ips_col (obtain column interior point solution); lpx_get_ips_obj (obtain interior point value of obj.func.); lpx_read_lpm (read LP/MIP model written in GLPK/L); lpx_write_mps (write problem data using MPS format); lpx_print_ips (print interior point solution).
Detailed description of all these new API routines are given in the new edition of the reference manual.
New version of the stand-alone solver glpsol (which is based on the new API) was implemented.
So long as the new API (introduced in glpk 3.0) now provides all the functions, which were provided by the old API, the old API routines were removed from the package at all.
GLPK 3.1 (release date: May 27, 2002)
A preliminary implementation of new API routines was completed and included in the package.
These new API routines provide much more flexible interaction between the application program, LP/MIP problem instances, and solver routines. Based on completely changed data structures they are, however, similar to the API routines and provide the same functionality. Please note that three routines, namely, solving LPs using interior point method, reading model written in the GLPK/L modeling language, and writing problem data in the MPS format, are not implemented in the new API, however, these routines are planned to be implemented in the next version of the package.
A description of the new API routines is given in the document "GLPK Reference Manual", a draft edition of which is included in the package (see the files 'refman.latex', 'refman.dvi', and 'refman.ps' in the subdirectory 'doc').
Although the old API routines are kept in the package, they are no longer supported and will be removed in the future.
GLPK 3.0.8 (release date: May 13, 2002)
A preliminary implementation of new API routines was included in the package. These new API routines are intended to provide much more flexible interaction between the application program, LP/MIP problem and solver routines. See the document "New GLPK API Routines" (the file 'newapi.txt' in the subdirectory 'doc') also included in the package.
The api routines glp_simplex2, glp_call_ipm1, glp_call_bbm1 were renamed, respectively, to glp_simplex, glp_interior, glp_integer in order to reflect changes in implementation. The api routines glp_call_rsm1, glp_simplex1, glp_pivot_in, glp_pivout_out were removed from the package since they are completely supreseded by the new API routines (however, these routines still can be found in the subdirectory 'oldsrc'). Please consult a new edition of the document "GLPK User's Guide" about all these changes in the existing api routines.
The document "GLPK Library Reference" was removed from the package (into the subdirectory 'oldsrc') since it describes the obsolete library routines, most of which are no longer used.
GLPK 3.0.7 (release date: Apr 22, 2002)
A new, more efficient implementation of the primal/dual simplex method was included in the package. Due to some improvements the simplex-based solver allows solving many LP problems faster and provides more reliable results. Note that the new implementation is currently incomplete and available only via the api routine glp_simplex2.
All the changes are transparent on API level.
GLPK 3.0.6 (release date: Mar 28, 2002)
New version of LU-factorization and basis maintenance routines (based on Forrest-Tomlin updating technique) was implemented. Since these new routines functionally supersede some routines (which implement other forms of the basis matrix) and make them obsolete, the latter were removed from the package (they still can be found in the subdirectory 'oldsrc').
All the changes are transparent on API level.
GLPK 3.0.5 (release date: Jan 29, 2002)
New edition of the document "GLPK User's Guide" was included in the distribution. Now it describes all additional API routines, which were recently added to the package.
Structure of the package was re-organized in order to make its maintenance easier (all small files in the subdurectory 'source' were merged in bigger units). These changes are transparent for the user.
GLPK 3.0.4 (release date: Dec 10, 2001)
A new, more efficient implementation of the two-phase primal simplex method was included in the package. Due to some new features (an advanced initial basis, projected steepest edge, recursive updating values and reduced costs) the new LP solver is faster and numerically more stable than the old one.
The new LP solver is available as API routine glp_simplex2 and has the same purpose as API routine glp_call_rsm1. For detailed specification see the file 'newapi.txt' in the directory 'doc'.
Now the new LP solver is also used by default to solve an initial LP problem in the branch-and-bound routine glp_call_bbm1 instead the routine rsm1_driver. Note that the branch-and-bound procedure itself is still based on rsm1_driver.
The new LP solver is also used as default solver in GLPSOL for solving LP and MIP problems. In order to choose the old solver the option '--old-sim' can be specified in the command line.
GLPK 3.0.3 (release date: Oct 03, 2001)
Some minor changes were made in the simplex method routines in order to improve numerical stability of the method.
GLPK 3.0.2 (release date: Sep 24, 2001)
A new implementation of the basis maintaining routines was included in the package. These routines, which are based on so called FHV-factorization (a variety of LU-factorization) of the basis matrix and Gustavson's data structures, allows performing the main operations faster at the expense of some worsening numerical accuracy.
AFI (Advanced Form of the Inverse), which is the form of the basis matrix based on FHV-factorization, is available via the parameter form = 3 (on API level) or via the option --afi (in GLPSOL solver).
GLPK 3.0.1 (release date: Aug 01, 2001)
Old GLPK API routines have been removed from the package.
New GLPK API routines were added:
- scaling routines;
- a routine for writing problem data in MPS format;
- a comprehensive driver to the simplex method;
- basis maintaining routines.
A description of the new API routines is given in the document "Additional GLPK API Routines". This document is included into the distribution in plain text format (see the file 'newapi.txt' in the subdirectory 'doc').
Now the distribution includes a non-trivial example of using GLPK as a base LP solver for Concorde, a well known program that solves Traveling Salesman Problem (TSP). For further details see comments in the file 'sample/lpglpk30.c'.
GLPK 3.0 (release date: Jul 19, 2001)
Now GLPK is provided with new API, which being more flexible can be used in more complex algorithmic schemes.
New edition of the document "GLPK User's Guide" is included in the distribution. Now it completely corresponds to the new GLPK API routines.
Old API routines are not removed yet from the package, however they became obsolete and therefore should not be used. Since now the header glpk.h corresponds to new API, in order to compile existing programs that use old GLPK API routines the statement
#define GLP_OLD_API
should be inserted before the statement
#include "glpk.h"
GLPK 2.4.1 (release date: Jun 14, 2001)
The document "Modeling language GLPK/L" is included into the distribution in texinfo format.
New edition of the document "GLPK User's Guide" is included in the distribution. Now it describes all additional API routines which were recently added to the package.
GLPK 2.4 (release date: May 10, 2001)
Now GLPK includes an implementation of a preliminary version of the GLPK/L modeling language. This language is intended for writing mathematcal programming models. The name GLPK/L is derived from GNU Linear Programming Kit Language.
A brief description of the GLPK/L language is given in the document "GLPK/L Modeling Language: A Brief Description". This document is included into the distribution in plain text format (see the file 'language.txt' in the subdirectory 'doc').
The language processor (which is a program that analyzes model description written in GLPK/L and translates it to internal data structures) is available as the GLPK API routine.
The stand-alone solver GLPSOL now is able: a) to process model descriptions written in the GLPK/L language; b) to solve pure LP problems using the interior point method (therefore the program GLPIPM was removed from the package).
GLPK 2.3 (release date: Apr 09, 2001)
New edition of the document "GLPK User's Guide" is included in the distribution. Now it describes all additional API routines which were recently added to the package.
The MIP solver was fully re-programmed in order to improve its robustness and performance. In particular, a basis recovering procedure was implemented (this procedure allows switching to the primal simplex method in case when the dual simplex method fails).
GLPK 2.2 (release date: Mar 15, 2001)
Now GLPK includes a tentative implementation of the branch-and-bound procedure based on the dual simplex method for mixed integer linear programming (MIP).
Complete description of this new feature of the package is given in the preliminary document "Mixed Integer Linear Programming Using GLPK Version 2.2 (Supplement to GLPK User's Guide)". This document is included into the distribution in plain text format (see the file 'mip.txt' in the subdirectory 'doc').
The MIP solver (glp_integer) can be used as GLPK API routine in the same way as the pure LP solver (glp_simplex).
The stand-alone program 'glpsol' is now able to solve LP as well as MIP problems.
Note that the current version of GLPK MIP solver is based on easiest heuristics for branching and backtrackng. Therefore the solver is fit mainly for MIP problems which are not very hard and have few integer variables.
GLPK 2.1 (release date: Feb 19, 2001)
The document "GLPK Implementation of the Revised Simplex Method" is included into the distribution. This document describes most of routines related to the revised simplex method.
GLPK 2.0 (release date: Jan 25, 2001)
Now GLPK includes a tentative implementation of the primal-dual interior point method for large-scale linear programming.
The interior point solver can be used as GLPK API routine in the same manner as the simplex method solver (glp_simplex):
ret = glp_interior();
Note that currently the interior point solver implemented in GLPK doesn't include many important features, in particular:
* it can't process dense columns; therefore if the problem has dense columns, the solving will be extremely inefficient;
* it has no special features against numerical unstability; some problems may cause premature termination of the solving when the matrix A*D*A' becomes ill-conditioned;
* it computes only values of primal (auxiliary and structural) variables and doesn't compute values of dual variables (i.e. reduced costs) which are just set to zero;
* it doesn't identify optimal basis corresponding to the found interior point solution; all variables in the found solution are just marked as basic variables.
GLPK also includes a stand-alone program 'glpipm' which is a demo based on the interior point method. It may be used in the same way as the program 'glpsol' that is based on the simplex method.
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