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1741 lines
77 KiB
1741 lines
77 KiB
GLPK 4.53 (release date: Feb 13, 2014)
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The API routine glp_read_mps was changed to remove free rows.
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A bug was fixed in the API routine glp_read_lp. Thanks to
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Gabriel Hackebeil <gabehack@gmail.com> for bug report.
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The zlib compression library used by some GLPK routines and
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included in the package was downgraded from 1.2.7 to 1.2.5 (as
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in GLPK 4.50) because of addressability bugs on some 64-bit
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platforms. Thanks to Carlo Baldassi <carlobaldassi@gmail.com>
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for bug report.
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A bug was fixed in a routine that reads gzipped files. Thanks
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to Achim Gaedke <achim.gaedke@gmail.com> for bug report.
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Two API routines glp_get_it_cnt and glp_set_it_cnt were added.
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Thanks to Joey Rios <joeylrios@hotmail.com> for suggestion.
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All obsolete GLPK API routines (prefixed with lpx) were removed
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from the package.
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A set of routines that simulate the old GLPK API (as defined
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in 4.48) were added; see examples/oldapi/api/lpx.c. Thanks to
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Jan Engelhardt <jengelh@inai.de> for suggestion.
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A namespace bug was fixed in the SQL table drive module. Thanks
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to Dennis Schridde <devurandom@gmx.net> for bug report.
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GLPK 4.52.1 (release date: Jul 28, 2013)
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This is a bug-fix release.
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A version information bug in Makefile.am was fixed. Thanks to
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Sebastien Villemot <sebastien@debian.org> for bug report.
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GLPK 4.52 (release date: Jul 18, 2013)
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The clique cut generator was essentially reimplemented, and now
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it is able to process very large and/or dense conflict graphs.
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A simple rounding heuristic was added to the MIP optimizer.
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Some bugs were fixed in the proximity search heuristic routine.
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Thanks to Giorgio Sartor <0gioker0@gmail.com>.
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New command-line option '--proxy [nnn]' was added to glpsol to
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enable using the proximity search heuristic.
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A bug (incorrect processing of LI column indicator) was fixed
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in the mps format reading routine. Thanks to Charles Brixko for
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bug report.
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GLPK 4.51 (release date: Jun 19, 2013)
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Singleton and dense phases were implemented on computing
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LU-factorization with Gaussian elimination. The singleton phase
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is a feature that allows processing row and column singletons
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on initial elimination steps more efficiently. The dense phase
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is a feature used on final elimination steps when the active
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submatrix becomes relatively dense. It significantly reduces
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the time needed, especially if the active submatrix fits in CPU
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cache, and improves numerical accuracy due to full pivoting.
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The API routine glp_adv_basis that constructs advanced initial
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LP basis was replaced by an improved version, which (unlike the
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old version) takes into account numerical values of constraint
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coefficients.
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The proximity search heuristic for MIP was included in the GLPK
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integer optimizer glp_intopt. On API level the heuristic can be
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enabled by setting the parameter ps_heur in glp_iocp to GLP_ON.
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This feature is also available in the solver glpsol through
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command-line option '--proxy'. Many thanks to Giorgio Sartor
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<0gioker0@gmail.com> for contribution.
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A bug was fixed that caused numerical instability in the FPUMP
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heuristic.
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GLPK 4.50 (release date: May 24, 2013)
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A new version of LU-factorization routines were added.
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Currently this version provides the same functionality as the
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old one, however, the new version allows further improving.
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Old routines for FHV-factorization used to update the basis
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factorization were replaced by a new version conforming to the
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new version of LU-factorization.
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Some clarifications about using the name index routines were
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added. Thanks to Xypron <xypron.glpk@gmx.de> for suggestion.
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Some typos were corrected in the MathProg language reference.
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Thanks to Jeffrey Kantor <Kantor.1@nd.edu> for report.
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A serious bug (out-of-range indexing error) was *tentatively*
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fixed in the routine glp_relax4. Unfortunatly, this bug is
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inherited from the original Fortran version of the RELAX-IV
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code (for details please see ChangeLog), and since the code is
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very intricate, the bug is still under investigation. Thanks to
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Sylvain Fournier for bug report.
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GLPK 4.49 (release date: Apr 16, 2013)
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The new API routine glp_mincost_relax4, which is a driver to
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relaxation method of Bertsekas and Tseng (RELAX-IV), was added
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to the package. RELAX-IV is a code for solving minimum cost
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flow problems. On large instances it is 100-1000 times faster
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than the standard primal simplex method. Prof. Bertsekas, the
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author of the original RELAX-IV Fortran code, kindly permitted
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to include a C translation of his code in GLPK under GPLv3.
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A bug (wrong dual feasibility test) was fixed in API routine
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glp_warm_up. Thanks to David T. Price <dtprice@speakeasy.net>
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for bug report.
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Obsolete API routine lpx_check_kkt was replaced by new routine
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glp_check_kkt.
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IMPORTANT: All old API routines whose names begin with 'lpx_'
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were removed from API level and NO MORE AVAILABLE.
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GLPK 4.48 (release date: Jan 28, 2013)
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This is a maintainer release.
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Some minor changes in API (glpk.h) were made. For details
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please see ChangeLog.
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Some bugs/typos were fixed. Thanks to
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Raniere Gaia Costa da Silva,
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Heinrich Schuchardt <xypron.glpk@gmx.de>, and
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Robbie Morrison <robbie@actrix.co.nz> for reports.
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GLPK 4.47 (release date: Sep 09, 2011)
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The new API routine glp_intfeas1 was added to the package.
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This routine is a tentative implementation of the integer (0-1)
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feasibility solver based on the CNF-SAT solver (which currently
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is MiniSat). It may be used in the same way as glp_intopt to
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find either any integer feasible solution or a solution, for
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which the objective function is not worse than the specified
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value. Detailed description of this routine can be found in the
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document "CNF Satisfiability Problem", which is included in the
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distribution (see doc/cnfsat.pdf).
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The following two options were added to glpsol:
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--minisat translate 0-1 feasibility problem to CNF-SAT
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problem and solve it with glp_intfeas1/MiniSat
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(if the problem instance is already in CNF-SAT
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format, no translation is performed)
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--objbnd bound add inequality obj <= bound (minimization) or
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obj >= bound (maximization) to 0-1 feasibility
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problem (this option assumes --minisat)
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The paint-by-numbers puzzle model (pbn.mod) included in the
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distribution is a nice example of the 0-1 feasibility problem,
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which can be efficiently solved with glp_intfeas1/MiniSat. This
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model along with a brief instruction (pbn.pdf) and benchmark
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examples from <webpbn.com> encoded in GNU MathProg (*.dat) can
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be found in subdirectory examples/pbn/.
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The glpsol lp/mip solver was modified to bypass postprocessing
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of MathProg models if the solution reported is neither optimal
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nor feasible.
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A minor bug in examples/Makefile.am was fixed to correctly
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build glpk in a separate directory. Thanks to Marco Atzeri
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<marco.atzeri@gmail.com> for bug report and patch.
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GLPK 4.46 (release date: Aug 09, 2011)
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The following new API routines were added:
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glp_read_cnfsat read CNF-SAT problem data in DIMACS format
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glp_check_cnfsat check for CNF-SAT problem instance
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glp_write_cnfsat write CNF-SAT problem data in DIMACS format
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glp_minisat1 solve CNF-SAT problem instance with MiniSat
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The routine glp_minisat1 is a driver to MiniSat, a CNF-SAT
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solver developed by Niklas Een and Niklas Sorensson, Chalmers
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University of Technology, Sweden. This routine is similar to
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the routine glp_intopt, however, it is intended to solve a 0-1
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programming problem instance, which is the MIP translation of
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a CNF-SAT problem instance.
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Detailed description of these new API routines can be found in
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the document "CNF Satisfiability Problem", which is included in
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the distribution (see files doc/cnfsat.tex and doc/cnfsat.pdf).
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The following new glpsol command-line options were added:
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--cnf filename read CNF-SAT problem instance in DIMACS
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format from filename and translate it to MIP
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--wcnf filename write CNF-SAT problem instance in DIMACS
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format to filename
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--minisat solve CNF-SAT problem instance with MiniSat
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solver
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The zlib compression library (version 1.2.5) was ANSIfied,
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modified according to GLPK requirements and included in the
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distribution as an external software module. Thus, now this
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feature is platform independent.
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Some bugs were fixed in the SQL table driver. Thanks to Xypron
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<xypron.glpk@gmx.de>.
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GLPK 4.45 (release date: Dec 05, 2010)
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This is a bug-fix release.
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Several bugs/typos were fixed. Thanks to
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Xypron <xypron.glpk@gmx.de>,
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Robbie Morrison <robbie@actrix.co.nz>, and
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Ali Baharev <ali.baharev@gmail.com> for reports.
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Some glpk documents was re-formatted and merged into a single
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document. Now the glpk documentation consists of the following
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three main documents (all included in the distribution):
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GLPK: Reference Manual
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GLPK: Graph and Network Routines
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Modeling Language GNU MathProg: Language Reference
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GLPK 4.44 (release date: Jun 03, 2010)
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The following suffixes for variables and constraints were
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implemented in the MathProg language:
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.lb (lower bound),
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.ub (upper bound),
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.status (status in the solution),
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.val (primal value), and
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.dual (dual value).
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Thanks to Xypron <xypron.glpk@gmx.de> for draft implementation
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and testing.
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Now the MathProg language allows comment records (marked by
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'#' in the very first position) in CSV data files read with the
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table statements. Note that the comment records may appear only
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in the beginning of a CSV data file.
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The API routine glp_cpp to solve the Critical Path Problem was
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added and documented.
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GLPK 4.43 (release date: Feb 20, 2010)
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This is a maintainer release.
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`configure.ac' was changed to allow building the package under
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Mac OS and Darwin with ODBC support.
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Thanks to Xypron <xypron.glpk@gmx.de> for suggestions and Noli
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Sicad <nsicad@gmail.com> for testing.
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The SQL table driver was improved to process NULL data. Thanks
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to Xypron <xypron.glpk@gmx.de>.
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Some bugs were fixed in the LP/MIP preprocessor.
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GLPK 4.42 (release date: Jan 13, 2010)
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The following new API routines were added:
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glp_check_dup check for duplicate elements in sparse
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matrix
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glp_sort_matrix sort elements of the constraint matrix
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glp_read_prob read problem data in GLPK format
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glp_write_prob write problem data in GLPK format
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glp_analyze_bound analyze active bound of non-basic variable
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glp_analyze_coef analyze objective coefficient at basic
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variable
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glp_print_ranges print sensitivity analysis report (this
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routine replaces lpx_print_sens_bnds and
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makes it deprecated)
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For description of these new routines and the GLPK LP/MIP
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format see a new edition of the reference manual included in
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the distribution. (Chapter "Graph and network API routines" was
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carried out from the main reference manual and included in the
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distribution as a separate document.)
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The following new command-line options were added to the stand-
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alone solver glpsol:
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--glp filename read problem data in GLPK format
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--wglp filename write problem data in GLPK format
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--ranges filename print sensitivity analysis report (this
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option replaces --bounds)
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Now all GLPK routines performing file I/O support special
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filenames "/dev/stdin", "/dev/stdout", and "/dev/stderr", which
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can be specified in the same way as regular filenames. This
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feature is plaform-independent.
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GLPK 4.41 (release date: Dec 21, 2009)
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The following new API routies were added:
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glp_transform_row transform explicitly specified row
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glp_transform_col transform explicitly specified column
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glp_prim_rtest perform primal ratio test
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glp_dual_rtest perform dual ratio test
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For description of these new routines see a new edition of the
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reference manual included in the distribution.
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The following API routines are deprecated: lpx_transform_row,
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lpx_transform_col, lpx_prim_ratio_test, lpx_dual_ratio_test.
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Some improvements were made in the MIP solver (glp_intopt).
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The SQL table driver used to read/write data in MathProg models
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was changed to allow multiple arguments separated by semicolon
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in SQL statements. Thanks to Xypron <xypron.glpk@gmx.de>.
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Two new options were added to the glpsol stand-alone solver:
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--seed value (to initialize the pseudo-random number generator
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used in MathProg models with specified value), and
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--ini filename (to use a basis previously saved with -w option
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as an initial basis on solving similar LP's).
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Two new MathProg example models were included. Thanks to
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Nigel Galloway <nigel_galloway@operamail.com> and Noli Sicad
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<nsicad@gmail.com> for contribution.
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Scripts to build GLPK with Microsoft Visual Studio 2010 for
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both 32-bit and 64-bit Windows were included. Thanks to Xypron
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<xypron.glpk@gmx.de> for contribution and testing.
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GLPK 4.40 (release date: Nov 03, 2009)
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The following new API routines were added:
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glp_del_vertices remove vertices from graph
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glp_del_arc remove arc from graph
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glp_wclique_exact find maximum weight clique with the exact
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algorithm developed by Prof. P. Ostergard
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glp_read_ccdata read graph in DIMACS clique/coloring
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format
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glp_write_ccdata write graph in DIMACS clique/coloring
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format
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For description of these new routines see a new edition of the
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reference manual included in the distribution.
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The hybrid pseudocost branching heuristic was included in the
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MIP solver. It is available on API level (iocp.br_tech should
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be set to GLP_BR_PCH) and in the stand-alone solver glpsol
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(via the command-line option --pcost). This heuristic may be
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useful on solving hard MIP instances.
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The branching heuristic by Driebeck and Tomlin (used in the
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MIP solver by default) was changed to switch to branching on
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most fractional variable if an lower bound of degradation of
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the objective is close to zero for all branching candidates.
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A bug was fixed in the LP preprocessor (routine npp_empty_col).
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Thanks to Stefan Vigerske <stefan@math.hu-berlin.de> for the
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bug report.
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A bug was fixed and some improvements were made in the FPUMP
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heuristic module. Thanks to Xypron <xypron.glpk@gmx.de>.
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A bug was fixed in the API routine glp_warm_up (dual
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feasibility test was incorrect in maximization case). Thanks to
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Uday Venkatadri <Uday.Venkatadri@dal.ca> for the bug report.
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GLPK 4.39 (release date: Jul 26, 2009)
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The following new API routines were added:
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glp_warm_up "warm up" LP basis
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glp_set_vertex_name assign (change) vertex name
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glp_create_v_index create vertex name index
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glp_find_vertex find vertex by its name
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glp_delete_v_index delete vertex name index
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glp_read_asnprob read assignment problem data in DIMACS
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format
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glp_write_asnprob write assignment problem data in DIMACS
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format
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glp_check_asnprob check correctness of assignment problem
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data
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glp_asnprob_lp convert assignment problem to LP
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glp_asnprob_okalg solve assignment problem with the
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out-of-kilter algorithm
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glp_asnprob_hall find bipartite matching of maxumum
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cardinality with Hall's algorithm
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Also were added some API routines to read plain data files.
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The API routines glp_read_lp and glp_write_lp to read/write
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files in CPLEX LP format were re-implemented. Now glp_write_lp
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correctly writes double-bounded (ranged) rows by introducing
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slack variables rather than by duplicating the rows.
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For description of these new routines see a new edition of the
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reference manual included in the distribution.
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The 'xfree(NULL)' bug was fixed in the AMD routines. Thanks to
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Niels Klitgord <niels@bu.edu> for bug report.
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The message "Crashing..." was changed to "Constructing initial
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basis..." due to suggestion by Thomas Kahle <tom111@gmx.de>.
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Some typos were corrected in glpsol output messages. Thanks to
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Xypron <xypron.glpk@gmx.de> for patch.
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GLPK 4.38 (release date: May 02, 2009)
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API routines glp_read_mps and glp_write_mps were improved.
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Some improvements were made in the dual simplex routines.
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Two external software modules AMD and COLAMD were included in
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the distribution (for more details please see src/amd/README
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and src/colamd/README). Now they are used in the interior-point
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solver to reorder the matrix prior to Cholesky factorization.
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API routine glp_ipt_status may return two new statuses due to
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changes in the routine glp_interior. For details please see the
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reference manual included in the distribution.
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A minor bug was fixed in the graph/network routines. Thanks to
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Nelson H. F. Beebe <beebe@math.utah.edu> for bug report.
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GLPK 4.37 (release date: Mar 29, 2009)
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The 0-1 Feasibility Pump heuristic was included in the GLPK
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integer optimizer glp_intopt. On API level the heuristic can be
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enabled by setting the parameter fp_heur in glp_iocp to GLP_ON.
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This feature is also available in the solver glpsol through
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command-line option '--fpump'. For more details please see the
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reference manual included in the distribution.
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The following new API routines were added:
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glp_print_sol write basic solution in printable format
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glp_print_ipt write interior-point solution in printable
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format
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glp_print_mip write MIP solution in printable format
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glp_read_graph read (di)graph from plain text file
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glp_write_graph write (di)graph to plain text file
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glp_weak_comp find all weakly connected components
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glp_strong_comp find all strongly connected components
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The following API routines are deprecated: lpx_print_sol,
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lpx_print_ips, lpx_print_mip, lpx_print_prob (the latter is
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equivalent to glp_write_lp).
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A bug was fixed in the interior-point solver (glp_interior) to
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correctly compute dual solution components when the problem is
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scaled.
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The files configure.ac and Makefile.am were changed:
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(a) to allow using autoreconf/autoheader;
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(b) to allow building the package in a directory other than its
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source directory.
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Thanks to Marco Atzeri <marco_atzeri@yahoo.it> for bug report.
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An example model in the GNU MathProg language was added.
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Thanks to Larry D'Agostino <Larry.D'Agostino@gmacrescap.com> for
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contribution.
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GLPK 4.36 (release date: Feb 06, 2009)
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The following new API routines were added to the package:
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glp_mincost_okalg find minimum-cost flow with out-of-kilter
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algorithm
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glp_maxflow_ffalg find maximal flow with Ford-Fulkerson
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algorithm
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|
|
|
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)
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New edition of the document "GLPK: Reference Manual" was
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included (see the files 'refman.latex', 'refman.dvi', and
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'refman.ps' in the subdirectory 'doc').
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New edition of the document "GLPK: Modeling Language GLPK/L" was
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included (see the files 'lang.latex', 'lang.dvi', and 'lang.ps'
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in the subdirectory 'doc').
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The following new API routines were added to the package:
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lpx_transform_row (transform explicitly specified row);
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lpx_transform_col (transform explicitly specified column);
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lpx_prim_ratio_test (perform primal ratio test);
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lpx_dual_ratio_test (perform dual ratio test);
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lpx_interior (solve LP problem using interior point method);
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lpx_get_ips_stat (query status of interior point solution);
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lpx_get_ips_row (obtain row interior point solution);
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lpx_get_ips_col (obtain column interior point solution);
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lpx_get_ips_obj (obtain interior point value of obj.func.);
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lpx_read_lpm (read LP/MIP model written in GLPK/L);
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lpx_write_mps (write problem data using MPS format);
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lpx_print_ips (print interior point solution).
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Detailed description of all these new API routines are given in
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the new edition of the reference manual.
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New version of the stand-alone solver glpsol (which is based on
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the new API) was implemented.
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So long as the new API (introduced in glpk 3.0) now provides
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all the functions, which were provided by the old API, the old
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API routines were removed from the package at all.
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GLPK 3.1 (release date: May 27, 2002)
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A preliminary implementation of new API routines was completed
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and included in the package.
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These new API routines provide much more flexible interaction
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between the application program, LP/MIP problem instances, and
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solver routines. Based on completely changed data structures
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they are, however, similar to the API routines and provide the
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same functionality. Please note that three routines, namely,
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solving LPs using interior point method, reading model written
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in the GLPK/L modeling language, and writing problem data in
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the MPS format, are not implemented in the new API, however,
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these routines are planned to be implemented in the next version
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of the package.
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A description of the new API routines is given in the document
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"GLPK Reference Manual", a draft edition of which is included
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in the package (see the files 'refman.latex', 'refman.dvi', and
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'refman.ps' in the subdirectory 'doc').
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Although the old API routines are kept in the package, they are
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no longer supported and will be removed in the future.
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GLPK 3.0.8 (release date: May 13, 2002)
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A preliminary implementation of new API routines was included
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in the package. These new API routines are intended to provide
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much more flexible interaction between the application program,
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LP/MIP problem and solver routines. See the document "New GLPK
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API Routines" (the file 'newapi.txt' in the subdirectory 'doc')
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also included in the package.
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The api routines glp_simplex2, glp_call_ipm1, glp_call_bbm1 were
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renamed, respectively, to glp_simplex, glp_interior, glp_integer
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in order to reflect changes in implementation. The api routines
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glp_call_rsm1, glp_simplex1, glp_pivot_in, glp_pivout_out were
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removed from the package since they are completely supreseded by
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the new API routines (however, these routines still can be found
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in the subdirectory 'oldsrc'). Please consult a new edition of
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the document "GLPK User's Guide" about all these changes in the
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existing api routines.
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The document "GLPK Library Reference" was removed from the
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package (into the subdirectory 'oldsrc') since it describes the
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obsolete library routines, most of which are no longer used.
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GLPK 3.0.7 (release date: Apr 22, 2002)
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A new, more efficient implementation of the primal/dual simplex
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method was included in the package. Due to some improvements the
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simplex-based solver allows solving many LP problems faster and
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provides more reliable results. Note that the new implementation
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is currently incomplete and available only via the api routine
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glp_simplex2.
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All the changes are transparent on API level.
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GLPK 3.0.6 (release date: Mar 28, 2002)
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New version of LU-factorization and basis maintenance routines
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(based on Forrest-Tomlin updating technique) was implemented.
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Since these new routines functionally supersede some routines
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(which implement other forms of the basis matrix) and make them
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obsolete, the latter were removed from the package (they still
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can be found in the subdirectory 'oldsrc').
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All the changes are transparent on API level.
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GLPK 3.0.5 (release date: Jan 29, 2002)
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New edition of the document "GLPK User's Guide" was included in
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the distribution. Now it describes all additional API routines,
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which were recently added to the package.
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Structure of the package was re-organized in order to make its
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maintenance easier (all small files in the subdurectory 'source'
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were merged in bigger units). These changes are transparent for
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the user.
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GLPK 3.0.4 (release date: Dec 10, 2001)
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A new, more efficient implementation of the two-phase primal
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simplex method was included in the package. Due to some new
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features (an advanced initial basis, projected steepest edge,
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recursive updating values and reduced costs) the new LP solver
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is faster and numerically more stable than the old one.
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The new LP solver is available as API routine glp_simplex2 and
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has the same purpose as API routine glp_call_rsm1. For detailed
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specification see the file 'newapi.txt' in the directory 'doc'.
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Now the new LP solver is also used by default to solve an
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initial LP problem in the branch-and-bound routine glp_call_bbm1
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instead the routine rsm1_driver. Note that the branch-and-bound
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procedure itself is still based on rsm1_driver.
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The new LP solver is also used as default solver in GLPSOL for
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solving LP and MIP problems. In order to choose the old solver
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the option '--old-sim' can be specified in the command line.
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GLPK 3.0.3 (release date: Oct 03, 2001)
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Some minor changes were made in the simplex method routines in
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order to improve numerical stability of the method.
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GLPK 3.0.2 (release date: Sep 24, 2001)
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A new implementation of the basis maintaining routines was
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included in the package. These routines, which are based on so
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called FHV-factorization (a variety of LU-factorization) of the
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basis matrix and Gustavson's data structures, allows performing
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the main operations faster at the expense of some worsening
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numerical accuracy.
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AFI (Advanced Form of the Inverse), which is the form of the
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basis matrix based on FHV-factorization, is available via the
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parameter form = 3 (on API level) or via the option --afi (in
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GLPSOL solver).
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GLPK 3.0.1 (release date: Aug 01, 2001)
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Old GLPK API routines have been removed from the package.
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New GLPK API routines were added:
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- scaling routines;
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- a routine for writing problem data in MPS format;
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- a comprehensive driver to the simplex method;
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- basis maintaining routines.
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A description of the new API routines is given in the document
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"Additional GLPK API Routines". This document is included into
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the distribution in plain text format (see the file 'newapi.txt'
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in the subdirectory 'doc').
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Now the distribution includes a non-trivial example of using
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GLPK as a base LP solver for Concorde, a well known program that
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solves Traveling Salesman Problem (TSP). For further details see
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comments in the file 'sample/lpglpk30.c'.
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GLPK 3.0 (release date: Jul 19, 2001)
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Now GLPK is provided with new API, which being more flexible
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can be used in more complex algorithmic schemes.
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New edition of the document "GLPK User's Guide" is included in
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the distribution. Now it completely corresponds to the new GLPK
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API routines.
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Old API routines are not removed yet from the package, however
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they became obsolete and therefore should not be used. Since now
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the header glpk.h corresponds to new API, in order to compile
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existing programs that use old GLPK API routines the statement
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#define GLP_OLD_API
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should be inserted before the statement
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#include "glpk.h"
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GLPK 2.4.1 (release date: Jun 14, 2001)
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The document "Modeling language GLPK/L" is included into the
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distribution in texinfo format.
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New edition of the document "GLPK User's Guide" is included in
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|
the distribution. Now it describes all additional API routines
|
|
which were recently added to the package.
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GLPK 2.4 (release date: May 10, 2001)
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Now GLPK includes an implementation of a preliminary version
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of the GLPK/L modeling language. This language is intended for
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writing mathematcal programming models. The name GLPK/L is
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derived from GNU Linear Programming Kit Language.
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A brief description of the GLPK/L language is given in the
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document "GLPK/L Modeling Language: A Brief Description". This
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document is included into the distribution in plain text format
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(see the file 'language.txt' in the subdirectory 'doc').
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The language processor (which is a program that analyzes model
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description written in GLPK/L and translates it to internal data
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structures) is available as the GLPK API routine.
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The stand-alone solver GLPSOL now is able: a) to process model
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descriptions written in the GLPK/L language; b) to solve pure LP
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problems using the interior point method (therefore the program
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GLPIPM was removed from the package).
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GLPK 2.3 (release date: Apr 09, 2001)
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New edition of the document "GLPK User's Guide" is included in
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|
the distribution. Now it describes all additional API routines
|
|
which were recently added to the package.
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The MIP solver was fully re-programmed in order to improve its
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robustness and performance. In particular, a basis recovering
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procedure was implemented (this procedure allows switching to
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the primal simplex method in case when the dual simplex method
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fails).
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GLPK 2.2 (release date: Mar 15, 2001)
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Now GLPK includes a tentative implementation of the
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branch-and-bound procedure based on the dual simplex method for
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mixed integer linear programming (MIP).
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Complete description of this new feature of the package is given
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in the preliminary document "Mixed Integer Linear Programming
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Using GLPK Version 2.2 (Supplement to GLPK User's Guide)". This
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document is included into the distribution in plain text format
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(see the file 'mip.txt' in the subdirectory 'doc').
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The MIP solver (glp_integer) can be used as GLPK API routine in
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the same way as the pure LP solver (glp_simplex).
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The stand-alone program 'glpsol' is now able to solve LP as well
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as MIP problems.
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Note that the current version of GLPK MIP solver is based on
|
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easiest heuristics for branching and backtrackng. Therefore the
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solver is fit mainly for MIP problems which are not very hard
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and have few integer variables.
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GLPK 2.1 (release date: Feb 19, 2001)
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The document "GLPK Implementation of the Revised Simplex Method"
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is included into the distribution. This document describes most
|
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of routines related to the revised simplex method.
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GLPK 2.0 (release date: Jan 25, 2001)
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Now GLPK includes a tentative implementation of the primal-dual
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interior point method for large-scale linear programming.
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The interior point solver can be used as GLPK API routine in the
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same manner as the simplex method solver (glp_simplex):
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ret = glp_interior();
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Note that currently the interior point solver implemented in
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GLPK doesn't include many important features, in particular:
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* it can't process dense columns; therefore if the problem has
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dense columns, the solving will be extremely inefficient;
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* it has no special features against numerical unstability;
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some problems may cause premature termination of the solving
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when the matrix A*D*A' becomes ill-conditioned;
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* it computes only values of primal (auxiliary and structural)
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variables and doesn't compute values of dual variables (i.e.
|
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reduced costs) which are just set to zero;
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* it doesn't identify optimal basis corresponding to the found
|
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interior point solution; all variables in the found solution
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are just marked as basic variables.
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GLPK also includes a stand-alone program 'glpipm' which is a
|
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demo based on the interior point method. It may be used in the
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same way as the program 'glpsol' that is based on the simplex
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method.
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