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コード:
/* glpk.h */
/***********************************************************************
* This code is part of GLPK (GNU Linear Programming Kit).
*
* Copyright (C) 2000,01,02,03,04,05,06,07,08,2009 Andrew Makhorin,
* Department for Applied Informatics, Moscow Aviation Institute,
* Moscow, Russia. All rights reserved. E-mail: <mao@mai2.rcnet.ru>.
*
* GLPK is free software: you can redistribute it and/or modify it
* under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* GLPK is distributed in the hope that it will be useful, but WITHOUT
* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
* or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
* License for more details.
*
* You should have received a copy of the GNU General Public License
* along with GLPK. If not, see <http://www.gnu.org/licenses/>.
***********************************************************************/
#ifndef GLPK_H
#define GLPK_H
#ifdef __cplusplus
extern "C" {
#endif
#include <stdarg.h>
#include <stddef.h>
/* library version numbers: */
#define GLP_MAJOR_VERSION 4
#define GLP_MINOR_VERSION 39
#ifndef GLP_PROB
#define GLP_PROB
typedef struct { double _opaque_prob; } glp_prob;
/* LP/MIP problem object */
#endif
/* optimization direction flag: */
#define GLP_MIN 1 /* minimization */
#define GLP_MAX 2 /* maximization */
/* kind of structural variable: */
#define GLP_CV 1 /* continuous variable */
#define GLP_IV 2 /* integer variable */
#define GLP_BV 3 /* binary variable */
/* type of auxiliary/structural variable: */
#define GLP_FR 1 /* free variable */
#define GLP_LO 2 /* variable with lower bound */
#define GLP_UP 3 /* variable with upper bound */
#define GLP_DB 4 /* double-bounded variable */
#define GLP_FX 5 /* fixed variable */
/* status of auxiliary/structural variable: */
#define GLP_BS 1 /* basic variable */
#define GLP_NL 2 /* non-basic variable on lower bound */
#define GLP_NU 3 /* non-basic variable on upper bound */
#define GLP_NF 4 /* non-basic free variable */
#define GLP_NS 5 /* non-basic fixed variable */
/* scaling options: */
#define GLP_SF_GM 0x01 /* perform geometric mean scaling */
#define GLP_SF_EQ 0x10 /* perform equilibration scaling */
#define GLP_SF_2N 0x20 /* round scale factors to power of two */
#define GLP_SF_SKIP 0x40 /* skip if problem is well scaled */
#define GLP_SF_AUTO 0x80 /* choose scaling options automatically */
/* solution indicator: */
#define GLP_SOL 1 /* basic solution */
#define GLP_IPT 2 /* interior-point solution */
#define GLP_MIP 3 /* mixed integer solution */
/* solution status: */
#define GLP_UNDEF 1 /* solution is undefined */
#define GLP_FEAS 2 /* solution is feasible */
#define GLP_INFEAS 3 /* solution is infeasible */
#define GLP_NOFEAS 4 /* no feasible solution exists */
#define GLP_OPT 5 /* solution is optimal */
#define GLP_UNBND 6 /* solution is unbounded */
#ifndef GLP_BFCP
#define GLP_BFCP
typedef struct glp_bfcp glp_bfcp;
#endif
struct glp_bfcp
{ /* basis factorization control parameters */
int msg_lev; /* (reserved) */
int type; /* factorization type: */
#define GLP_BF_FT 1 /* LUF + Forrest-Tomlin */
#define GLP_BF_BG 2 /* LUF + Schur compl. + Bartels-Golub */
#define GLP_BF_GR 3 /* LUF + Schur compl. + Givens rotation */
int lu_size; /* luf.sv_size */
double piv_tol; /* luf.piv_tol */
int piv_lim; /* luf.piv_lim */
int suhl; /* luf.suhl */
double eps_tol; /* luf.eps_tol */
double max_gro; /* luf.max_gro */
int nfs_max; /* fhv.hh_max */
double upd_tol; /* fhv.upd_tol */
int nrs_max; /* lpf.n_max */
int rs_size; /* lpf.v_size */
double foo_bar[38]; /* (reserved) */
};
typedef struct
{ /* simplex method control parameters */
int msg_lev; /* message level: */
#define GLP_MSG_OFF 0 /* no output */
#define GLP_MSG_ERR 1 /* warning and error messages only */
#define GLP_MSG_ON 2 /* normal output */
#define GLP_MSG_ALL 3 /* full output */
#define GLP_MSG_DBG 4 /* debug output */
int meth; /* simplex method option: */
#define GLP_PRIMAL 1 /* use primal simplex */
#define GLP_DUALP 2 /* use dual; if it fails, use primal */
#define GLP_DUAL 3 /* use dual simplex */
int pricing; /* pricing technique: */
#define GLP_PT_STD 0x11 /* standard (Dantzig rule) */
#define GLP_PT_PSE 0x22 /* projected steepest edge */
int r_test; /* ratio test technique: */
#define GLP_RT_STD 0x11 /* standard (textbook) */
#define GLP_RT_HAR 0x22 /* two-pass Harris' ratio test */
double tol_bnd; /* spx.tol_bnd */
double tol_dj; /* spx.tol_dj */
double tol_piv; /* spx.tol_piv */
double obj_ll; /* spx.obj_ll */
double obj_ul; /* spx.obj_ul */
int it_lim; /* spx.it_lim */
int tm_lim; /* spx.tm_lim (milliseconds) */
int out_frq; /* spx.out_frq */
int out_dly; /* spx.out_dly (milliseconds) */
int presolve; /* enable/disable using LP presolver */
double foo_bar[36]; /* (reserved) */
} glp_smcp;
typedef struct
{ /* interior-point solver control parameters */
int msg_lev; /* message level (see glp_smcp) */
int ord_alg; /* ordering algorithm: */
#define GLP_ORD_NONE 0 /* natural (original) ordering */
#define GLP_ORD_QMD 1 /* quotient minimum degree (QMD) */
#define GLP_ORD_AMD 2 /* approx. minimum degree (AMD) */
#define GLP_ORD_SYMAMD 3 /* approx. minimum degree (SYMAMD) */
double foo_bar[48]; /* (reserved) */
} glp_iptcp;
#ifndef GLP_TREE
#define GLP_TREE
typedef struct { double _opaque_tree; } glp_tree;
/* branch-and-bound tree */
#endif
typedef struct
{ /* integer optimizer control parameters */
int msg_lev; /* message level (see glp_smcp) */
int br_tech; /* branching technique: */
#define GLP_BR_FFV 1 /* first fractional variable */
#define GLP_BR_LFV 2 /* last fractional variable */
#define GLP_BR_MFV 3 /* most fractional variable */
#define GLP_BR_DTH 4 /* heuristic by Driebeck and Tomlin */
#define GLP_BR_HPC 5 /* hybrid pseudocost */
int bt_tech; /* backtracking technique: */
#define GLP_BT_DFS 1 /* depth first search */
#define GLP_BT_BFS 2 /* breadth first search */
#define GLP_BT_BLB 3 /* best local bound */
#define GLP_BT_BPH 4 /* best projection heuristic */
double tol_int; /* mip.tol_int */
double tol_obj; /* mip.tol_obj */
int tm_lim; /* mip.tm_lim (milliseconds) */
int out_frq; /* mip.out_frq (milliseconds) */
int out_dly; /* mip.out_dly (milliseconds) */
void (*cb_func)(glp_tree *T, void *info);
/* mip.cb_func */
void *cb_info; /* mip.cb_info */
int cb_size; /* mip.cb_size */
int pp_tech; /* preprocessing technique: */
#define GLP_PP_NONE 0 /* disable preprocessing */
#define GLP_PP_ROOT 1 /* preprocessing only on root level */
#define GLP_PP_ALL 2 /* preprocessing on all levels */
double mip_gap; /* relative MIP gap tolerance */
int mir_cuts; /* MIR cuts (GLP_ON/GLP_OFF) */
int gmi_cuts; /* Gomory's cuts (GLP_ON/GLP_OFF) */
int cov_cuts; /* cover cuts (GLP_ON/GLP_OFF) */
int clq_cuts; /* clique cuts (GLP_ON/GLP_OFF) */
int presolve; /* enable/disable using MIP presolver */
int binarize; /* try to binarize integer variables */
int fp_heur; /* feasibility pump heuristic */
double foo_bar[30]; /* (reserved) */
} glp_iocp;
typedef struct
{ /* additional row attributes */
int level;
/* subproblem level at which the row was added */
int origin;
/* the row origin flag: */
#define GLP_RF_REG 0 /* regular constraint */
#define GLP_RF_LAZY 1 /* "lazy" constraint */
#define GLP_RF_CUT 2 /* cutting plane constraint */
int klass;
/* the row class descriptor: */
#define GLP_RF_GMI 1 /* Gomory's mixed integer cut */
#define GLP_RF_MIR 2 /* mixed integer rounding cut */
#define GLP_RF_COV 3 /* mixed cover cut */
#define GLP_RF_CLQ 4 /* clique cut */
double foo_bar[7];
/* (reserved) */
} glp_attr;
/* enable/disable flag: */
#define GLP_ON 1 /* enable something */
#define GLP_OFF 0 /* disable something */
/* reason codes: */
#define GLP_IROWGEN 0x01 /* request for row generation */
#define GLP_IBINGO 0x02 /* better integer solution found */
#define GLP_IHEUR 0x03 /* request for heuristic solution */
#define GLP_ICUTGEN 0x04 /* request for cut generation */
#define GLP_IBRANCH 0x05 /* request for branching */
#define GLP_ISELECT 0x06 /* request for subproblem selection */
#define GLP_IPREPRO 0x07 /* request for preprocessing */
/* branch selection indicator: */
#define GLP_NO_BRNCH 0 /* select no branch */
#define GLP_DN_BRNCH 1 /* select down-branch */
#define GLP_UP_BRNCH 2 /* select up-branch */
/* return codes: */
#define GLP_EBADB 0x01 /* invalid basis */
#define GLP_ESING 0x02 /* singular matrix */
#define GLP_ECOND 0x03 /* ill-conditioned matrix */
#define GLP_EBOUND 0x04 /* invalid bounds */
#define GLP_EFAIL 0x05 /* solver failed */
#define GLP_EOBJLL 0x06 /* objective lower limit reached */
#define GLP_EOBJUL 0x07 /* objective upper limit reached */
#define GLP_EITLIM 0x08 /* iteration limit exceeded */
#define GLP_ETMLIM 0x09 /* time limit exceeded */
#define GLP_ENOPFS 0x0A /* no primal feasible solution */
#define GLP_ENODFS 0x0B /* no dual feasible solution */
#define GLP_EROOT 0x0C /* root LP optimum not provided */
#define GLP_ESTOP 0x0D /* search terminated by application */
#define GLP_EMIPGAP 0x0E /* relative mip gap tolerance reached */
#define GLP_ENOFEAS 0x0F /* no primal/dual feasible solution */
#define GLP_ENOCVG 0x10 /* no convergence */
#define GLP_EINSTAB 0x11 /* numerical instability */
#define GLP_EDATA 0x12 /* invalid data */
#define GLP_ERANGE 0x13 /* result out of range */
/* condition indicator: */
#define GLP_KKT_PE 1 /* primal equalities */
#define GLP_KKT_PB 2 /* primal bounds */
#define GLP_KKT_DE 3 /* dual equalities */
#define GLP_KKT_DB 4 /* dual bounds */
#define GLP_KKT_CS 5 /* complementary slackness */
/* MPS file format: */
#define GLP_MPS_DECK 1 /* fixed (ancient) */
#define GLP_MPS_FILE 2 /* free (modern) */
typedef struct
{ /* MPS format control parameters */
int blank;
/* character code to replace blanks in symbolic names */
char *obj_name;
/* objective row name */
double tol_mps;
/* zero tolerance for MPS data */
double foo_bar[17];
/* (reserved for use in the future) */
} glp_mpscp;
typedef struct
{ /* CPLEX LP format control parameters */
double foo_bar[20];
/* (reserved for use in the future) */
} glp_cpxcp;
#ifndef GLP_TRAN
#define GLP_TRAN
typedef struct { double _opaque_tran; } glp_tran;
/* MathProg translator workspace */
#endif
glp_prob *glp_create_prob(void);
/* create problem object */
void glp_set_prob_name(glp_prob *P, const char *name);
/* assign (change) problem name */
void glp_set_obj_name(glp_prob *P, const char *name);
/* assign (change) objective function name */
void glp_set_obj_dir(glp_prob *P, int dir);
/* set (change) optimization direction flag */
int glp_add_rows(glp_prob *P, int nrs);
/* add new rows to problem object */
int glp_add_cols(glp_prob *P, int ncs);
/* add new columns to problem object */
void glp_set_row_name(glp_prob *P, int i, const char *name);
/* assign (change) row name */
void glp_set_col_name(glp_prob *P, int j, const char *name);
/* assign (change) column name */
void glp_set_row_bnds(glp_prob *P, int i, int type, double lb,
double ub);
/* set (change) row bounds */
void glp_set_col_bnds(glp_prob *P, int j, int type, double lb,
double ub);
/* set (change) column bounds */
void glp_set_obj_coef(glp_prob *P, int j, double coef);
/* set (change) obj. coefficient or constant term */
void glp_set_mat_row(glp_prob *P, int i, int len, const int ind[],
const double val[]);
/* set (replace) row of the constraint matrix */
void glp_set_mat_col(glp_prob *P, int j, int len, const int ind[],
const double val[]);
/* set (replace) column of the constraint matrix */
void glp_load_matrix(glp_prob *P, int ne, const int ia[],
const int ja[], const double ar[]);
/* load (replace) the whole constraint matrix */
void glp_del_rows(glp_prob *P, int nrs, const int num[]);
/* delete specified rows from problem object */
void glp_del_cols(glp_prob *P, int ncs, const int num[]);
/* delete specified columns from problem object */
void glp_copy_prob(glp_prob *dest, glp_prob *prob, int names);
/* copy problem object content */
void glp_erase_prob(glp_prob *P);
/* erase problem object content */
void glp_delete_prob(glp_prob *P);
/* delete problem object */
const char *glp_get_prob_name(glp_prob *P);
/* retrieve problem name */
const char *glp_get_obj_name(glp_prob *P);
/* retrieve objective function name */
int glp_get_obj_dir(glp_prob *P);
/* retrieve optimization direction flag */
int glp_get_num_rows(glp_prob *P);
/* retrieve number of rows */
int glp_get_num_cols(glp_prob *P);
/* retrieve number of columns */
const char *glp_get_row_name(glp_prob *P, int i);
/* retrieve row name */
const char *glp_get_col_name(glp_prob *P, int j);
/* retrieve column name */
int glp_get_row_type(glp_prob *P, int i);
/* retrieve row type */
double glp_get_row_lb(glp_prob *P, int i);
/* retrieve row lower bound */
double glp_get_row_ub(glp_prob *P, int i);
/* retrieve row upper bound */
int glp_get_col_type(glp_prob *P, int j);
/* retrieve column type */
double glp_get_col_lb(glp_prob *P, int j);
/* retrieve column lower bound */
double glp_get_col_ub(glp_prob *P, int j);
/* retrieve column upper bound */
double glp_get_obj_coef(glp_prob *P, int j);
/* retrieve obj. coefficient or constant term */
int glp_get_num_nz(glp_prob *P);
/* retrieve number of constraint coefficients */
int glp_get_mat_row(glp_prob *P, int i, int ind[], double val[]);
/* retrieve row of the constraint matrix */
int glp_get_mat_col(glp_prob *P, int j, int ind[], double val[]);
/* retrieve column of the constraint matrix */
void glp_create_index(glp_prob *P);
/* create the name index */
int glp_find_row(glp_prob *P, const char *name);
/* find row by its name */
int glp_find_col(glp_prob *P, const char *name);
/* find column by its name */
void glp_delete_index(glp_prob *P);
/* delete the name index */
void glp_set_rii(glp_prob *P, int i, double rii);
/* set (change) row scale factor */
void glp_set_sjj(glp_prob *P, int j, double sjj);
/* set (change) column scale factor */
double glp_get_rii(glp_prob *P, int i);
/* retrieve row scale factor */
double glp_get_sjj(glp_prob *P, int j);
/* retrieve column scale factor */
void glp_scale_prob(glp_prob *P, int flags);
/* scale problem data */
void glp_unscale_prob(glp_prob *P);
/* unscale problem data */
void glp_set_row_stat(glp_prob *P, int i, int stat);
/* set (change) row status */
void glp_set_col_stat(glp_prob *P, int j, int stat);
/* set (change) column status */
void glp_std_basis(glp_prob *P);
/* construct standard initial LP basis */
void glp_adv_basis(glp_prob *P, int flags);
/* construct advanced initial LP basis */
void glp_cpx_basis(glp_prob *P);
/* construct Bixby's initial LP basis */
int glp_simplex(glp_prob *P, const glp_smcp *parm);
/* solve LP problem with the simplex method */
int glp_exact(glp_prob *P, const glp_smcp *parm);
/* solve LP problem in exact arithmetic */
void glp_init_smcp(glp_smcp *parm);
/* initialize simplex method control parameters */
int glp_get_status(glp_prob *P);
/* retrieve generic status of basic solution */
int glp_get_prim_stat(glp_prob *P);
/* retrieve status of primal basic solution */
int glp_get_dual_stat(glp_prob *P);
/* retrieve status of dual basic solution */
double glp_get_obj_val(glp_prob *P);
/* retrieve objective value (basic solution) */
int glp_get_row_stat(glp_prob *P, int i);
/* retrieve row status */
double glp_get_row_prim(glp_prob *P, int i);
/* retrieve row primal value (basic solution) */
double glp_get_row_dual(glp_prob *P, int i);
/* retrieve row dual value (basic solution) */
int glp_get_col_stat(glp_prob *P, int j);
/* retrieve column status */
double glp_get_col_prim(glp_prob *P, int j);
/* retrieve column primal value (basic solution) */
double glp_get_col_dual(glp_prob *P, int j);
/* retrieve column dual value (basic solution) */
int glp_get_unbnd_ray(glp_prob *P);
/* determine variable causing unboundedness */
int glp_interior(glp_prob *P, const glp_iptcp *parm);
/* solve LP problem with the interior-point method */
void glp_init_iptcp(glp_iptcp *parm);
/* initialize interior-point solver control parameters */
int glp_ipt_status(glp_prob *P);
/* retrieve status of interior-point solution */
double glp_ipt_obj_val(glp_prob *P);
/* retrieve objective value (interior point) */
double glp_ipt_row_prim(glp_prob *P, int i);
/* retrieve row primal value (interior point) */
double glp_ipt_row_dual(glp_prob *P, int i);
/* retrieve row dual value (interior point) */
double glp_ipt_col_prim(glp_prob *P, int j);
/* retrieve column primal value (interior point) */
double glp_ipt_col_dual(glp_prob *P, int j);
/* retrieve column dual value (interior point) */
void glp_set_col_kind(glp_prob *P, int j, int kind);
/* set (change) column kind */
int glp_get_col_kind(glp_prob *P, int j);
/* retrieve column kind */
int glp_get_num_int(glp_prob *P);
/* retrieve number of integer columns */
int glp_get_num_bin(glp_prob *P);
/* retrieve number of binary columns */
int glp_intopt(glp_prob *P, const glp_iocp *parm);
/* solve MIP problem with the branch-and-bound method */
void glp_init_iocp(glp_iocp *parm);
/* initialize integer optimizer control parameters */
int glp_mip_status(glp_prob *P);
/* retrieve status of MIP solution */
double glp_mip_obj_val(glp_prob *P);
/* retrieve objective value (MIP solution) */
double glp_mip_row_val(glp_prob *P, int i);
/* retrieve row value (MIP solution) */
double glp_mip_col_val(glp_prob *P, int j);
/* retrieve column value (MIP solution) */
int glp_print_sol(glp_prob *P, const char *fname);
/* write basic solution in printable format */
int glp_read_sol(glp_prob *P, const char *fname);
/* read basic solution from text file */
int glp_write_sol(glp_prob *P, const char *fname);
/* write basic solution to text file */
int glp_print_ipt(glp_prob *P, const char *fname);
/* write interior-point solution in printable format */
int glp_read_ipt(glp_prob *P, const char *fname);
/* read interior-point solution from text file */
int glp_write_ipt(glp_prob *P, const char *fname);
/* write interior-point solution to text file */
int glp_print_mip(glp_prob *P, const char *fname);
/* write MIP solution in printable format */
int glp_read_mip(glp_prob *P, const char *fname);
/* read MIP solution from text file */
int glp_write_mip(glp_prob *P, const char *fname);
/* write MIP solution to text file */
int glp_bf_exists(glp_prob *P);
/* check if the basis factorization exists */
int glp_factorize(glp_prob *P);
/* compute the basis factorization */
int glp_bf_updated(glp_prob *P);
/* check if the basis factorization has been updated */
void glp_get_bfcp(glp_prob *P, glp_bfcp *parm);
/* retrieve basis factorization control parameters */
void glp_set_bfcp(glp_prob *P, const glp_bfcp *parm);
/* change basis factorization control parameters */
int glp_get_bhead(glp_prob *P, int k);
/* retrieve the basis header information */
int glp_get_row_bind(glp_prob *P, int i);
/* retrieve row index in the basis header */
int glp_get_col_bind(glp_prob *P, int j);
/* retrieve column index in the basis header */
void glp_ftran(glp_prob *P, double x[]);
/* perform forward transformation (solve system B*x = b) */
void glp_btran(glp_prob *P, double x[]);
/* perform backward transformation (solve system B'*x = b) */
int glp_warm_up(glp_prob *P);
/* "warm up" LP basis */
int glp_eval_tab_row(glp_prob *P, int k, int ind[], double val[]);
/* compute row of the simplex tableau */
int glp_eval_tab_col(glp_prob *P, int k, int ind[], double val[]);
/* compute column of the simplex tableau */
int glp_ios_reason(glp_tree *T);
/* determine reason for calling the callback routine */
glp_prob *glp_ios_get_prob(glp_tree *T);
/* access the problem object */
void glp_ios_tree_size(glp_tree *T, int *a_cnt, int *n_cnt,
int *t_cnt);
/* determine size of the branch-and-bound tree */
int glp_ios_curr_node(glp_tree *T);
/* determine current active subproblem */
int glp_ios_next_node(glp_tree *T, int p);
/* determine next active subproblem */
int glp_ios_prev_node(glp_tree *T, int p);
/* determine previous active subproblem */
int glp_ios_up_node(glp_tree *T, int p);
/* determine parent subproblem */
int glp_ios_node_level(glp_tree *T, int p);
/* determine subproblem level */
double glp_ios_node_bound(glp_tree *T, int p);
/* determine subproblem local bound */
int glp_ios_best_node(glp_tree *T);
/* find active subproblem with best local bound */
double glp_ios_mip_gap(glp_tree *T);
/* compute relative MIP gap */
void *glp_ios_node_data(glp_tree *T, int p);
/* access subproblem application-specific data */
void glp_ios_row_attr(glp_tree *T, int i, glp_attr *attr);
/* retrieve additional row attributes */
int glp_ios_pool_size(glp_tree *T);
/* determine current size of the cut pool */
int glp_ios_add_row(glp_tree *T,
const char *name, int klass, int flags, int len, const int ind[],
const double val[], int type, double rhs);
/* add row (constraint) to the cut pool */
void glp_ios_del_row(glp_tree *T, int i);
/* remove row (constraint) from the cut pool */
void glp_ios_clear_pool(glp_tree *T);
/* remove all rows (constraints) from the cut pool */
int glp_ios_can_branch(glp_tree *T, int j);
/* check if can branch upon specified variable */
void glp_ios_branch_upon(glp_tree *T, int j, int sel);
/* choose variable to branch upon */
void glp_ios_select_node(glp_tree *T, int p);
/* select subproblem to continue the search */
int glp_ios_heur_sol(glp_tree *T, const double x[]);
/* provide solution found by heuristic */
void glp_ios_terminate(glp_tree *T);
/* terminate the solution process */
void glp_init_mpscp(glp_mpscp *parm);
/* initialize MPS format control parameters */
int glp_read_mps(glp_prob *P, int fmt, const glp_mpscp *parm,
const char *fname);
/* read problem data in MPS format */
int glp_write_mps(glp_prob *P, int fmt, const glp_mpscp *parm,
const char *fname);
/* write problem data in MPS format */
void glp_init_cpxcp(glp_cpxcp *parm);
/* initialize CPLEX LP format control parameters */
int glp_read_lp(glp_prob *P, const glp_cpxcp *parm, const char *fname);
/* read problem data in CPLEX LP format */
int glp_write_lp(glp_prob *P, const glp_cpxcp *parm, const char *fname);
/* write problem data in CPLEX LP format */
glp_tran *glp_mpl_alloc_wksp(void);
/* allocate the MathProg translator workspace */
int glp_mpl_read_model(glp_tran *tran, const char *fname, int skip);
/* read and translate model section */
int glp_mpl_read_data(glp_tran *tran, const char *fname);
/* read and translate data section */
int glp_mpl_generate(glp_tran *tran, const char *fname);
/* generate the model */
void glp_mpl_build_prob(glp_tran *tran, glp_prob *prob);
/* build LP/MIP problem instance from the model */
int glp_mpl_postsolve(glp_tran *tran, glp_prob *prob, int sol);
/* postsolve the model */
void glp_mpl_free_wksp(glp_tran *tran);
/* free the MathProg translator workspace */
int glp_main(int argc, const char *argv[]);
/* stand-alone LP/MIP solver */
/**********************************************************************/
typedef struct _glp_graph glp_graph;
typedef struct _glp_vertex glp_vertex;
typedef struct _glp_arc glp_arc;
struct _glp_graph
{ /* graph descriptor */
void *pool; /* DMP *pool; */
/* memory pool to store graph components */
char *name;
/* graph name (1 to 255 chars); NULL means no name is assigned
to the graph */
int nv_max;
/* length of the vertex list (enlarged automatically) */
int nv;
/* number of vertices in the graph, 0 <= nv <= nv_max */
int na;
/* number of arcs in the graph, na >= 0 */
glp_vertex **v; /* glp_vertex *v[1+nv_max]; */
/* v[i], 1 <= i <= nv, is a pointer to i-th vertex */
void *index; /* AVL *index; */
/* vertex index to find vertices by their names; NULL means the
index does not exist */
int v_size;
/* size of data associated with each vertex (0 to 256 bytes) */
int a_size;
/* size of data associated with each arc (0 to 256 bytes) */
};
struct _glp_vertex
{ /* vertex descriptor */
int i;
/* vertex ordinal number, 1 <= i <= nv */
char *name;
/* vertex name (1 to 255 chars); NULL means no name is assigned
to the vertex */
void *entry; /* AVLNODE *entry; */
/* pointer to corresponding entry in the vertex index; NULL means
that either the index does not exist or the vertex has no name
assigned */
void *data;
/* pointer to data associated with the vertex */
void *temp;
/* working pointer */
glp_arc *in;
/* pointer to the (unordered) list of incoming arcs */
glp_arc *out;
/* pointer to the (unordered) list of outgoing arcs */
};
struct _glp_arc
{ /* arc descriptor */
glp_vertex *tail;
/* pointer to the tail endpoint */
glp_vertex *head;
/* pointer to the head endpoint */
void *data;
/* pointer to data associated with the arc */
void *temp;
/* working pointer */
glp_arc *t_prev;
/* pointer to previous arc having the same tail endpoint */
glp_arc *t_next;
/* pointer to next arc having the same tail endpoint */
glp_arc *h_prev;
/* pointer to previous arc having the same head endpoint */
glp_arc *h_next;
/* pointer to next arc having the same head endpoint */
};
glp_graph *glp_create_graph(int v_size, int a_size);
/* create graph */
void glp_set_graph_name(glp_graph *G, const char *name);
/* assign (change) graph name */
int glp_add_vertices(glp_graph *G, int nadd);
/* add new vertices to graph */
void glp_set_vertex_name(glp_graph *G, int i, const char *name);
/* assign (change) vertex name */
glp_arc *glp_add_arc(glp_graph *G, int i, int j);
/* add new arc to graph */
void glp_erase_graph(glp_graph *G, int v_size, int a_size);
/* erase graph content */
void glp_delete_graph(glp_graph *G);
/* delete graph */
void glp_create_v_index(glp_graph *G);
/* create vertex name index */
int glp_find_vertex(glp_graph *G, const char *name);
/* find vertex by its name */
void glp_delete_v_index(glp_graph *G);
/* delete vertex name index */
int glp_read_graph(glp_graph *G, const char *fname);
/* read graph from plain text file */
int glp_write_graph(glp_graph *G, const char *fname);
/* write graph to plain text file */
void glp_mincost_lp(glp_prob *P, glp_graph *G, int names, int v_rhs,
int a_low, int a_cap, int a_cost);
/* convert minimum cost flow problem to LP */
int glp_mincost_okalg(glp_graph *G, int v_rhs, int a_low, int a_cap,
int a_cost, double *sol, int a_x, int v_pi);
/* find minimum-cost flow with out-of-kilter algorithm */
void glp_maxflow_lp(glp_prob *P, glp_graph *G, int names, int s,
int t, int a_cap);
/* convert maximum flow problem to LP */
int glp_maxflow_ffalg(glp_graph *G, int s, int t, int a_cap,
double *sol, int a_x, int v_cut);
/* find maximal flow with Ford-Fulkerson algorithm */
int glp_check_asnprob(glp_graph *G, int v_set);
/* check correctness of assignment problem data */
/* assignment problem formulation: */
#define GLP_ASN_MIN 1 /* perfect matching (minimization) */
#define GLP_ASN_MAX 2 /* perfect matching (maximization) */
#define GLP_ASN_MMP 3 /* maximum matching */
int glp_asnprob_lp(glp_prob *P, int form, glp_graph *G, int names,
int v_set, int a_cost);
/* convert assignment problem to LP */
int glp_asnprob_okalg(int form, glp_graph *G, int v_set, int a_cost,
double *sol, int a_x);
/* solve assignment problem with out-of-kilter algorithm */
int glp_asnprob_hall(glp_graph *G, int v_set, int a_x);
/* find bipartite matching of maximum cardinality */
int glp_read_mincost(glp_graph *G, int v_rhs, int a_low, int a_cap,
int a_cost, const char *fname);
/* read min-cost flow problem data in DIMACS format */
int glp_write_mincost(glp_graph *G, int v_rhs, int a_low, int a_cap,
int a_cost, const char *fname);
/* write min-cost flow problem data in DIMACS format */
int glp_read_maxflow(glp_graph *G, int *s, int *t, int a_cap,
const char *fname);
/* read maximum flow problem data in DIMACS format */
int glp_write_maxflow(glp_graph *G, int s, int t, int a_cap,
const char *fname);
/* write maximum flow problem data in DIMACS format */
int glp_read_asnprob(glp_graph *G, int v_set, int a_cost, const char
*fname);
/* read assignment problem data in DIMACS format */
int glp_write_asnprob(glp_graph *G, int v_set, int a_cost, const char
*fname);
/* write assignment problem data in DIMACS format */
int glp_read_ccformat(glp_graph *G, int v_wgt, const char *fname);
/* read graph in DIMACS clique/coloring format */
int glp_write_ccformat(glp_graph *G, int v_wgt, const char *fname);
/* write graph in DIMACS clique/coloring format */
int glp_netgen(glp_graph *G, int v_rhs, int a_cap, int a_cost,
const int parm[1+15]);
/* Klingman's network problem generator */
int glp_gridgen(glp_graph *G, int v_rhs, int a_cap, int a_cost,
const int parm[1+14]);
/* grid-like network problem generator */
int glp_rmfgen(glp_graph *G, int *s, int *t, int a_cap,
const int parm[1+5]);
/* Goldfarb's maximum flow problem generator */
int glp_weak_comp(glp_graph *G, int v_num);
/* find all weakly connected components of graph */
int glp_strong_comp(glp_graph *G, int v_num);
/* find all strongly connected components of graph */
/**********************************************************************/
typedef struct { int lo, hi; } glp_long;
/* long integer data type */
const char *glp_version(void);
/* determine library version */
void glp_printf(const char *fmt, ...);
/* write formatted output to terminal */
void glp_vprintf(const char *fmt, va_list arg);
/* write formatted output to terminal */
#define glp_assert(expr) \
((void)((expr) || (glp_assert_(#expr, __FILE__, __LINE__), 1)))
void glp_assert_(const char *expr, const char *file, int line);
/* check for logical condition */
int glp_term_out(int flag);
/* enable/disable terminal output */
void glp_term_hook(int (*func)(void *info, const char *s), void *info);
/* install hook to intercept terminal output */
void *glp_malloc(int size);
/* allocate memory block */
void *glp_calloc(int n, int size);
/* allocate memory block */
void glp_free(void *ptr);
/* free memory block */
void glp_mem_usage(int *count, int *cpeak, glp_long *total,
glp_long *tpeak);
/* get memory usage information */
void glp_mem_limit(int limit);
/* set memory usage limit */
void glp_free_env(void);
/* free GLPK library environment */
/**********************************************************************/
#ifndef GLP_DATA
#define GLP_DATA
typedef struct { double _opaque_data; } glp_data;
/* plain data file */
#endif
glp_data *glp_sdf_open_file(const char *fname);
/* open plain data file */
void glp_sdf_set_jump(glp_data *data, void *jump);
/* set up error handling */
void glp_sdf_error(glp_data *data, const char *fmt, ...);
/* print error message */
void glp_sdf_warning(glp_data *data, const char *fmt, ...);
/* print warning message */
int glp_sdf_read_int(glp_data *data);
/* read integer number */
double glp_sdf_read_num(glp_data *data);
/* read floating-point number */
const char *glp_sdf_read_item(glp_data *data);
/* read data item */
const char *glp_sdf_read_text(glp_data *data);
/* read text until end of line */
int glp_sdf_line(glp_data *data);
/* determine current line number */
void glp_sdf_close_file(glp_data *data);
/* close plain data file */
/**********************************************************************/
#define LPX glp_prob
/* problem class: */
#define LPX_LP 100 /* linear programming (LP) */
#define LPX_MIP 101 /* mixed integer programming (MIP) */
/* type of auxiliary/structural variable: */
#define LPX_FR 110 /* free variable */
#define LPX_LO 111 /* variable with lower bound */
#define LPX_UP 112 /* variable with upper bound */
#define LPX_DB 113 /* double-bounded variable */
#define LPX_FX 114 /* fixed variable */
/* optimization direction flag: */
#define LPX_MIN 120 /* minimization */
#define LPX_MAX 121 /* maximization */
/* status of primal basic solution: */
#define LPX_P_UNDEF 132 /* primal solution is undefined */
#define LPX_P_FEAS 133 /* solution is primal feasible */
#define LPX_P_INFEAS 134 /* solution is primal infeasible */
#define LPX_P_NOFEAS 135 /* no primal feasible solution exists */
/* status of dual basic solution: */
#define LPX_D_UNDEF 136 /* dual solution is undefined */
#define LPX_D_FEAS 137 /* solution is dual feasible */
#define LPX_D_INFEAS 138 /* solution is dual infeasible */
#define LPX_D_NOFEAS 139 /* no dual feasible solution exists */
/* status of auxiliary/structural variable: */
#define LPX_BS 140 /* basic variable */
#define LPX_NL 141 /* non-basic variable on lower bound */
#define LPX_NU 142 /* non-basic variable on upper bound */
#define LPX_NF 143 /* non-basic free variable */
#define LPX_NS 144 /* non-basic fixed variable */
/* status of interior-point solution: */
#define LPX_T_UNDEF 150 /* interior solution is undefined */
#define LPX_T_OPT 151 /* interior solution is optimal */
/* kind of structural variable: */
#define LPX_CV 160 /* continuous variable */
#define LPX_IV 161 /* integer variable */
/* status of integer solution: */
#define LPX_I_UNDEF 170 /* integer solution is undefined */
#define LPX_I_OPT 171 /* integer solution is optimal */
#define LPX_I_FEAS 172 /* integer solution is feasible */
#define LPX_I_NOFEAS 173 /* no integer solution exists */
/* status codes reported by the routine lpx_get_status: */
#define LPX_OPT 180 /* optimal */
#define LPX_FEAS 181 /* feasible */
#define LPX_INFEAS 182 /* infeasible */
#define LPX_NOFEAS 183 /* no feasible */
#define LPX_UNBND 184 /* unbounded */
#define LPX_UNDEF 185 /* undefined */
/* exit codes returned by solver routines: */
#define LPX_E_OK 200 /* success */
#define LPX_E_EMPTY 201 /* empty problem */
#define LPX_E_BADB 202 /* invalid initial basis */
#define LPX_E_INFEAS 203 /* infeasible initial solution */
#define LPX_E_FAULT 204 /* unable to start the search */
#define LPX_E_OBJLL 205 /* objective lower limit reached */
#define LPX_E_OBJUL 206 /* objective upper limit reached */
#define LPX_E_ITLIM 207 /* iterations limit exhausted */
#define LPX_E_TMLIM 208 /* time limit exhausted */
#define LPX_E_NOFEAS 209 /* no feasible solution */
#define LPX_E_INSTAB 210 /* numerical instability */
#define LPX_E_SING 211 /* problems with basis matrix */
#define LPX_E_NOCONV 212 /* no convergence (interior) */
#define LPX_E_NOPFS 213 /* no primal feas. sol. (LP presolver) */
#define LPX_E_NODFS 214 /* no dual feas. sol. (LP presolver) */
#define LPX_E_MIPGAP 215 /* relative mip gap tolerance reached */
/* control parameter identifiers: */
#define LPX_K_MSGLEV 300 /* lp->msg_lev */
#define LPX_K_SCALE 301 /* lp->scale */
#define LPX_K_DUAL 302 /* lp->dual */
#define LPX_K_PRICE 303 /* lp->price */
#define LPX_K_RELAX 304 /* lp->relax */
#define LPX_K_TOLBND 305 /* lp->tol_bnd */
#define LPX_K_TOLDJ 306 /* lp->tol_dj */
#define LPX_K_TOLPIV 307 /* lp->tol_piv */
#define LPX_K_ROUND 308 /* lp->round */
#define LPX_K_OBJLL 309 /* lp->obj_ll */
#define LPX_K_OBJUL 310 /* lp->obj_ul */
#define LPX_K_ITLIM 311 /* lp->it_lim */
#define LPX_K_ITCNT 312 /* lp->it_cnt */
#define LPX_K_TMLIM 313 /* lp->tm_lim */
#define LPX_K_OUTFRQ 314 /* lp->out_frq */
#define LPX_K_OUTDLY 315 /* lp->out_dly */
#define LPX_K_BRANCH 316 /* lp->branch */
#define LPX_K_BTRACK 317 /* lp->btrack */
#define LPX_K_TOLINT 318 /* lp->tol_int */
#define LPX_K_TOLOBJ 319 /* lp->tol_obj */
#define LPX_K_MPSINFO 320 /* lp->mps_info */
#define LPX_K_MPSOBJ 321 /* lp->mps_obj */
#define LPX_K_MPSORIG 322 /* lp->mps_orig */
#define LPX_K_MPSWIDE 323 /* lp->mps_wide */
#define LPX_K_MPSFREE 324 /* lp->mps_free */
#define LPX_K_MPSSKIP 325 /* lp->mps_skip */
#define LPX_K_LPTORIG 326 /* lp->lpt_orig */
#define LPX_K_PRESOL 327 /* lp->presol */
#define LPX_K_BINARIZE 328 /* lp->binarize */
#define LPX_K_USECUTS 329 /* lp->use_cuts */
#define LPX_K_BFTYPE 330 /* lp->bfcp->type */
#define LPX_K_MIPGAP 331 /* lp->mip_gap */
#define LPX_C_COVER 0x01 /* mixed cover cuts */
#define LPX_C_CLIQUE 0x02 /* clique cuts */
#define LPX_C_GOMORY 0x04 /* Gomory's mixed integer cuts */
#define LPX_C_MIR 0x08 /* mixed integer rounding cuts */
#define LPX_C_ALL 0xFF /* all cuts */
typedef struct
{ /* this structure contains results reported by the routines which
checks Karush-Kuhn-Tucker conditions (for details see comments
to those routines) */
/*--------------------------------------------------------------*/
/* xR - A * xS = 0 (KKT.PE) */
double pe_ae_max;
/* largest absolute error */
int pe_ae_row;
/* number of row with largest absolute error */
double pe_re_max;
/* largest relative error */
int pe_re_row;
/* number of row with largest relative error */
int pe_quality;
/* quality of primal solution:
'H' - high
'M' - medium
'L' - low
'?' - primal solution is wrong */
/*--------------------------------------------------------------*/
/* l[k] <= x[k] <= u[k] (KKT.PB) */
double pb_ae_max;
/* largest absolute error */
int pb_ae_ind;
/* number of variable with largest absolute error */
double pb_re_max;
/* largest relative error */
int pb_re_ind;
/* number of variable with largest relative error */
int pb_quality;
/* quality of primal feasibility:
'H' - high
'M' - medium
'L' - low
'?' - primal solution is infeasible */
/*--------------------------------------------------------------*/
/* A' * (dR - cR) + (dS - cS) = 0 (KKT.DE) */
double de_ae_max;
/* largest absolute error */
int de_ae_col;
/* number of column with largest absolute error */
double de_re_max;
/* largest relative error */
int de_re_col;
/* number of column with largest relative error */
int de_quality;
/* quality of dual solution:
'H' - high
'M' - medium
'L' - low
'?' - dual solution is wrong */
/*--------------------------------------------------------------*/
/* d[k] >= 0 or d[k] <= 0 (KKT.DB) */
double db_ae_max;
/* largest absolute error */
int db_ae_ind;
/* number of variable with largest absolute error */
double db_re_max;
/* largest relative error */
int db_re_ind;
/* number of variable with largest relative error */
int db_quality;
/* quality of dual feasibility:
'H' - high
'M' - medium
'L' - low
'?' - dual solution is infeasible */
/*--------------------------------------------------------------*/
/* (x[k] - bound of x[k]) * d[k] = 0 (KKT.CS) */
double cs_ae_max;
/* largest absolute error */
int cs_ae_ind;
/* number of variable with largest absolute error */
double cs_re_max;
/* largest relative error */
int cs_re_ind;
/* number of variable with largest relative error */
int cs_quality;
/* quality of complementary slackness:
'H' - high
'M' - medium
'L' - low
'?' - primal and dual solutions are not complementary */
} LPXKKT;
#define lpx_create_prob _glp_lpx_create_prob
LPX *lpx_create_prob(void);
/* create problem object */
#define lpx_set_prob_name _glp_lpx_set_prob_name
void lpx_set_prob_name(LPX *lp, const char *name);
/* assign (change) problem name */
#define lpx_set_obj_name _glp_lpx_set_obj_name
void lpx_set_obj_name(LPX *lp, const char *name);
/* assign (change) objective function name */
#define lpx_set_obj_dir _glp_lpx_set_obj_dir
void lpx_set_obj_dir(LPX *lp, int dir);
/* set (change) optimization direction flag */
#define lpx_add_rows _glp_lpx_add_rows
int lpx_add_rows(LPX *lp, int nrs);
/* add new rows to problem object */
#define lpx_add_cols _glp_lpx_add_cols
int lpx_add_cols(LPX *lp, int ncs);
/* add new columns to problem object */
#define lpx_set_row_name _glp_lpx_set_row_name
void lpx_set_row_name(LPX *lp, int i, const char *name);
/* assign (change) row name */
#define lpx_set_col_name _glp_lpx_set_col_name
void lpx_set_col_name(LPX *lp, int j, const char *name);
/* assign (change) column name */
#define lpx_set_row_bnds _glp_lpx_set_row_bnds
void lpx_set_row_bnds(LPX *lp, int i, int type, double lb, double ub);
/* set (change) row bounds */
#define lpx_set_col_bnds _glp_lpx_set_col_bnds
void lpx_set_col_bnds(LPX *lp, int j, int type, double lb, double ub);
/* set (change) column bounds */
#define lpx_set_obj_coef _glp_lpx_set_obj_coef
void lpx_set_obj_coef(glp_prob *lp, int j, double coef);
/* set (change) obj. coefficient or constant term */
#define lpx_set_mat_row _glp_lpx_set_mat_row
void lpx_set_mat_row(LPX *lp, int i, int len, const int ind[],
const double val[]);
/* set (replace) row of the constraint matrix */
#define lpx_set_mat_col _glp_lpx_set_mat_col
void lpx_set_mat_col(LPX *lp, int j, int len, const int ind[],
const double val[]);
/* set (replace) column of the constraint matrix */
#define lpx_load_matrix _glp_lpx_load_matrix
void lpx_load_matrix(LPX *lp, int ne, const int ia[], const int ja[],
const double ar[]);
/* load (replace) the whole constraint matrix */
#define lpx_del_rows _glp_lpx_del_rows
void lpx_del_rows(LPX *lp, int nrs, const int num[]);
/* delete specified rows from problem object */
#define lpx_del_cols _glp_lpx_del_cols
void lpx_del_cols(LPX *lp, int ncs, const int num[]);
/* delete specified columns from problem object */
#define lpx_delete_prob _glp_lpx_delete_prob
void lpx_delete_prob(LPX *lp);
/* delete problem object */
#define lpx_get_prob_name _glp_lpx_get_prob_name
const char *lpx_get_prob_name(LPX *lp);
/* retrieve problem name */
#define lpx_get_obj_name _glp_lpx_get_obj_name
const char *lpx_get_obj_name(LPX *lp);
/* retrieve objective function name */
#define lpx_get_obj_dir _glp_lpx_get_obj_dir
int lpx_get_obj_dir(LPX *lp);
/* retrieve optimization direction flag */
#define lpx_get_num_rows _glp_lpx_get_num_rows
int lpx_get_num_rows(LPX *lp);
/* retrieve number of rows */
#define lpx_get_num_cols _glp_lpx_get_num_cols
int lpx_get_num_cols(LPX *lp);
/* retrieve number of columns */
#define lpx_get_row_name _glp_lpx_get_row_name
const char *lpx_get_row_name(LPX *lp, int i);
/* retrieve row name */
#define lpx_get_col_name _glp_lpx_get_col_name
const char *lpx_get_col_name(LPX *lp, int j);
/* retrieve column name */
#define lpx_get_row_type _glp_lpx_get_row_type
int lpx_get_row_type(LPX *lp, int i);
/* retrieve row type */
#define lpx_get_row_lb _glp_lpx_get_row_lb
double lpx_get_row_lb(LPX *lp, int i);
/* retrieve row lower bound */
#define lpx_get_row_ub _glp_lpx_get_row_ub
double lpx_get_row_ub(LPX *lp, int i);
/* retrieve row upper bound */
#define lpx_get_row_bnds _glp_lpx_get_row_bnds
void lpx_get_row_bnds(LPX *lp, int i, int *typx, double *lb,
double *ub);
/* retrieve row bounds */
#define lpx_get_col_type _glp_lpx_get_col_type
int lpx_get_col_type(LPX *lp, int j);
/* retrieve column type */
#define lpx_get_col_lb _glp_lpx_get_col_lb
double lpx_get_col_lb(LPX *lp, int j);
/* retrieve column lower bound */
#define lpx_get_col_ub _glp_lpx_get_col_ub
double lpx_get_col_ub(LPX *lp, int j);
/* retrieve column upper bound */
#define lpx_get_col_bnds _glp_lpx_get_col_bnds
void lpx_get_col_bnds(LPX *lp, int j, int *typx, double *lb,
double *ub);
/* retrieve column bounds */
#define lpx_get_obj_coef _glp_lpx_get_obj_coef
double lpx_get_obj_coef(LPX *lp, int j);
/* retrieve obj. coefficient or constant term */
#define lpx_get_num_nz _glp_lpx_get_num_nz
int lpx_get_num_nz(LPX *lp);
/* retrieve number of constraint coefficients */
#define lpx_get_mat_row _glp_lpx_get_mat_row
int lpx_get_mat_row(LPX *lp, int i, int ind[], double val[]);
/* retrieve row of the constraint matrix */
#define lpx_get_mat_col _glp_lpx_get_mat_col
int lpx_get_mat_col(LPX *lp, int j, int ind[], double val[]);
/* retrieve column of the constraint matrix */
#define lpx_create_index _glp_lpx_create_index
void lpx_create_index(LPX *lp);
/* create the name index */
#define lpx_find_row _glp_lpx_find_row
int lpx_find_row(LPX *lp, const char *name);
/* find row by its name */
#define lpx_find_col _glp_lpx_find_col
int lpx_find_col(LPX *lp, const char *name);
/* find column by its name */
#define lpx_delete_index _glp_lpx_delete_index
void lpx_delete_index(LPX *lp);
/* delete the name index */
#define lpx_scale_prob _glp_lpx_scale_prob
void lpx_scale_prob(LPX *lp);
/* scale problem data */
#define lpx_unscale_prob _glp_lpx_unscale_prob
void lpx_unscale_prob(LPX *lp);
/* unscale problem data */
#define lpx_set_row_stat _glp_lpx_set_row_stat
void lpx_set_row_stat(LPX *lp, int i, int stat);
/* set (change) row status */
#define lpx_set_col_stat _glp_lpx_set_col_stat
void lpx_set_col_stat(LPX *lp, int j, int stat);
/* set (change) column status */
#define lpx_std_basis _glp_lpx_std_basis
void lpx_std_basis(LPX *lp);
/* construct standard initial LP basis */
#define lpx_adv_basis _glp_lpx_adv_basis
void lpx_adv_basis(LPX *lp);
/* construct advanced initial LP basis */
#define lpx_cpx_basis _glp_lpx_cpx_basis
void lpx_cpx_basis(LPX *lp);
/* construct Bixby's initial LP basis */
#define lpx_simplex _glp_lpx_simplex
int lpx_simplex(LPX *lp);
/* easy-to-use driver to the simplex method */
#define lpx_exact _glp_lpx_exact
int lpx_exact(LPX *lp);
/* easy-to-use driver to the exact simplex method */
#define lpx_get_status _glp_lpx_get_status
int lpx_get_status(LPX *lp);
/* retrieve generic status of basic solution */
#define lpx_get_prim_stat _glp_lpx_get_prim_stat
int lpx_get_prim_stat(LPX *lp);
/* retrieve primal status of basic solution */
#define lpx_get_dual_stat _glp_lpx_get_dual_stat
int lpx_get_dual_stat(LPX *lp);
/* retrieve dual status of basic solution */
#define lpx_get_obj_val _glp_lpx_get_obj_val
double lpx_get_obj_val(LPX *lp);
/* retrieve objective value (basic solution) */
#define lpx_get_row_stat _glp_lpx_get_row_stat
int lpx_get_row_stat(LPX *lp, int i);
/* retrieve row status (basic solution) */
#define lpx_get_row_prim _glp_lpx_get_row_prim
double lpx_get_row_prim(LPX *lp, int i);
/* retrieve row primal value (basic solution) */
#define lpx_get_row_dual _glp_lpx_get_row_dual
double lpx_get_row_dual(LPX *lp, int i);
/* retrieve row dual value (basic solution) */
#define lpx_get_row_info _glp_lpx_get_row_info
void lpx_get_row_info(LPX *lp, int i, int *tagx, double *vx,
double *dx);
/* obtain row solution information */
#define lpx_get_col_stat _glp_lpx_get_col_stat
int lpx_get_col_stat(LPX *lp, int j);
/* retrieve column status (basic solution) */
#define lpx_get_col_prim _glp_lpx_get_col_prim
double lpx_get_col_prim(LPX *lp, int j);
/* retrieve column primal value (basic solution) */
#define lpx_get_col_dual _glp_lpx_get_col_dual
double lpx_get_col_dual(glp_prob *lp, int j);
/* retrieve column dual value (basic solution) */
#define lpx_get_col_info _glp_lpx_get_col_info
void lpx_get_col_info(LPX *lp, int j, int *tagx, double *vx,
double *dx);
/* obtain column solution information (obsolete) */
#define lpx_get_ray_info _glp_lpx_get_ray_info
int lpx_get_ray_info(LPX *lp);
/* determine what causes primal unboundness */
#define lpx_check_kkt _glp_lpx_check_kkt
void lpx_check_kkt(LPX *lp, int scaled, LPXKKT *kkt);
/* check Karush-Kuhn-Tucker conditions */
#define lpx_warm_up _glp_lpx_warm_up
int lpx_warm_up(LPX *lp);
/* "warm up" LP basis */
#define lpx_eval_tab_row _glp_lpx_eval_tab_row
int lpx_eval_tab_row(LPX *lp, int k, int ind[], double val[]);
/* compute row of the simplex table */
#define lpx_eval_tab_col _glp_lpx_eval_tab_col
int lpx_eval_tab_col(LPX *lp, int k, int ind[], double val[]);
/* compute column of the simplex table */
#define lpx_transform_row _glp_lpx_transform_row
int lpx_transform_row(LPX *lp, int len, int ind[], double val[]);
/* transform explicitly specified row */
#define lpx_transform_col _glp_lpx_transform_col
int lpx_transform_col(LPX *lp, int len, int ind[], double val[]);
/* transform explicitly specified column */
#define lpx_prim_ratio_test _glp_lpx_prim_ratio_test
int lpx_prim_ratio_test(LPX *lp, int len, const int ind[],
const double val[], int how, double tol);
/* perform primal ratio test */
#define lpx_dual_ratio_test _glp_lpx_dual_ratio_test
int lpx_dual_ratio_test(LPX *lp, int len, const int ind[],
const double val[], int how, double tol);
/* perform dual ratio test */
#define lpx_interior _glp_lpx_interior
int lpx_interior(LPX *lp);
/* easy-to-use driver to the interior point method */
#define lpx_ipt_status _glp_lpx_ipt_status
int lpx_ipt_status(LPX *lp);
/* retrieve status of interior-point solution */
#define lpx_ipt_obj_val _glp_lpx_ipt_obj_val
double lpx_ipt_obj_val(LPX *lp);
/* retrieve objective value (interior point) */
#define lpx_ipt_row_prim _glp_lpx_ipt_row_prim
double lpx_ipt_row_prim(LPX *lp, int i);
/* retrieve row primal value (interior point) */
#define lpx_ipt_row_dual _glp_lpx_ipt_row_dual
double lpx_ipt_row_dual(LPX *lp, int i);
/* retrieve row dual value (interior point) */
#define lpx_ipt_col_prim _glp_lpx_ipt_col_prim
double lpx_ipt_col_prim(LPX *lp, int j);
/* retrieve column primal value (interior point) */
#define lpx_ipt_col_dual _glp_lpx_ipt_col_dual
double lpx_ipt_col_dual(LPX *lp, int j);
/* retrieve column dual value (interior point) */
#define lpx_set_class _glp_lpx_set_class
void lpx_set_class(LPX *lp, int klass);
/* set problem class */
#define lpx_get_class _glp_lpx_get_class
int lpx_get_class(LPX *lp);
/* determine problem klass */
#define lpx_set_col_kind _glp_lpx_set_col_kind
void lpx_set_col_kind(LPX *lp, int j, int kind);
/* set (change) column kind */
#define lpx_get_col_kind _glp_lpx_get_col_kind
int lpx_get_col_kind(LPX *lp, int j);
/* retrieve column kind */
#define lpx_get_num_int _glp_lpx_get_num_int
int lpx_get_num_int(LPX *lp);
/* retrieve number of integer columns */
#define lpx_get_num_bin _glp_lpx_get_num_bin
int lpx_get_num_bin(LPX *lp);
/* retrieve number of binary columns */
#define lpx_integer _glp_lpx_integer
int lpx_integer(LPX *lp);
/* easy-to-use driver to the branch-and-bound method */
#define lpx_intopt _glp_lpx_intopt
int lpx_intopt(LPX *lp);
/* easy-to-use driver to the branch-and-bound method */
#define lpx_mip_status _glp_lpx_mip_status
int lpx_mip_status(LPX *lp);
/* retrieve status of MIP solution */
#define lpx_mip_obj_val _glp_lpx_mip_obj_val
double lpx_mip_obj_val(LPX *lp);
/* retrieve objective value (MIP solution) */
#define lpx_mip_row_val _glp_lpx_mip_row_val
double lpx_mip_row_val(LPX *lp, int i);
/* retrieve row value (MIP solution) */
#define lpx_mip_col_val _glp_lpx_mip_col_val
double lpx_mip_col_val(LPX *lp, int j);
/* retrieve column value (MIP solution) */
#define lpx_check_int _glp_lpx_check_int
void lpx_check_int(LPX *lp, LPXKKT *kkt);
/* check integer feasibility conditions */
#define lpx_reset_parms _glp_lpx_reset_parms
void lpx_reset_parms(LPX *lp);
/* reset control parameters to default values */
#define lpx_set_int_parm _glp_lpx_set_int_parm
void lpx_set_int_parm(LPX *lp, int parm, int val);
/* set (change) integer control parameter */
#define lpx_get_int_parm _glp_lpx_get_int_parm
int lpx_get_int_parm(LPX *lp, int parm);
/* query integer control parameter */
#define lpx_set_real_parm _glp_lpx_set_real_parm
void lpx_set_real_parm(LPX *lp, int parm, double val);
/* set (change) real control parameter */
#define lpx_get_real_parm _glp_lpx_get_real_parm
double lpx_get_real_parm(LPX *lp, int parm);
/* query real control parameter */
#define lpx_read_mps _glp_lpx_read_mps
LPX *lpx_read_mps(const char *fname);
/* read problem data in fixed MPS format */
#define lpx_write_mps _glp_lpx_write_mps
int lpx_write_mps(LPX *lp, const char *fname);
/* write problem data in fixed MPS format */
#define lpx_read_bas _glp_lpx_read_bas
int lpx_read_bas(LPX *lp, const char *fname);
/* read LP basis in fixed MPS format */
#define lpx_write_bas _glp_lpx_write_bas
int lpx_write_bas(LPX *lp, const char *fname);
/* write LP basis in fixed MPS format */
#define lpx_read_freemps _glp_lpx_read_freemps
LPX *lpx_read_freemps(const char *fname);
/* read problem data in free MPS format */
#define lpx_write_freemps _glp_lpx_write_freemps
int lpx_write_freemps(LPX *lp, const char *fname);
/* write problem data in free MPS format */
#define lpx_read_cpxlp _glp_lpx_read_cpxlp
LPX *lpx_read_cpxlp(const char *fname);
/* read problem data in CPLEX LP format */
#define lpx_write_cpxlp _glp_lpx_write_cpxlp
int lpx_write_cpxlp(LPX *lp, const char *fname);
/* write problem data in CPLEX LP format */
#define lpx_read_model _glp_lpx_read_model
LPX *lpx_read_model(const char *model, const char *data,
const char *output);
/* read LP/MIP model written in GNU MathProg language */
#define lpx_print_prob _glp_lpx_print_prob
int lpx_print_prob(LPX *lp, const char *fname);
/* write problem data in plain text format */
#define lpx_print_sol _glp_lpx_print_sol
int lpx_print_sol(LPX *lp, const char *fname);
/* write LP problem solution in printable format */
#define lpx_print_sens_bnds _glp_lpx_print_sens_bnds
int lpx_print_sens_bnds(LPX *lp, const char *fname);
/* write bounds sensitivity information */
#define lpx_print_ips _glp_lpx_print_ips
int lpx_print_ips(LPX *lp, const char *fname);
/* write interior point solution in printable format */
#define lpx_print_mip _glp_lpx_print_mip
int lpx_print_mip(LPX *lp, const char *fname);
/* write MIP problem solution in printable format */
#define lpx_is_b_avail _glp_lpx_is_b_avail
int lpx_is_b_avail(LPX *lp);
/* check if LP basis is available */
#define lpx_write_pb _glp_lpx_write_pb
int lpx_write_pb(LPX *lp, const char *fname, int normalized,
int binarize);
/* write problem data in (normalized) OPB format */
#define lpx_main _glp_lpx_main
int lpx_main(int argc, const char *argv[]);
/* stand-alone LP/MIP solver */
#ifdef __cplusplus
}
#endif
#endif
/* eof */