/* glpk.h */ /*********************************************************************** * This code is part of GLPK (GNU Linear Programming Kit). * * Copyright (C) 2000-2018 Andrew Makhorin, Department for Applied * Informatics, Moscow Aviation Institute, Moscow, Russia. All rights * reserved. E-mail: . * * GLPK is free software: you can redistribute it and/or modify it * under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * GLPK is distributed in the hope that it will be useful, but WITHOUT * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public * License for more details. * * You should have received a copy of the GNU General Public License * along with GLPK. If not, see . ***********************************************************************/ #ifndef GLPK_H #define GLPK_H #include #include #ifdef __cplusplus extern "C" { #endif /* library version numbers: */ #define GLP_MAJOR_VERSION 4 #define GLP_MINOR_VERSION 65 typedef struct glp_prob glp_prob; /* LP/MIP problem object */ /* 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 (unbounded) 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 (unbounded) 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 */ typedef struct { /* basis factorization control parameters */ int msg_lev; /* (not used) */ int type; /* factorization type: */ #if 1 /* 05/III-2014 */ #define GLP_BF_LUF 0x00 /* plain LU-factorization */ #define GLP_BF_BTF 0x10 /* block triangular LU-factorization */ #endif #define GLP_BF_FT 0x01 /* Forrest-Tomlin (LUF only) */ #define GLP_BF_BG 0x02 /* Schur compl. + Bartels-Golub */ #define GLP_BF_GR 0x03 /* Schur compl. + Givens rotation */ int lu_size; /* (not used) */ double piv_tol; /* sgf_piv_tol */ int piv_lim; /* sgf_piv_lim */ int suhl; /* sgf_suhl */ double eps_tol; /* sgf_eps_tol */ double max_gro; /* (not used) */ int nfs_max; /* fhvint.nfs_max */ double upd_tol; /* (not used) */ int nrs_max; /* scfint.nn_max */ int rs_size; /* (not used) */ double foo_bar[38]; /* (reserved) */ } glp_bfcp; typedef struct { /* simplex solver 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's 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 /* Harris' two-pass ratio test */ #if 1 /* 16/III-2016 */ #define GLP_RT_FLIP 0x33 /* long-step (flip-flop) ratio test */ #endif double tol_bnd; /* primal feasibility tolerance */ double tol_dj; /* dual feasibility tolerance */ double tol_piv; /* pivot tolerance */ double obj_ll; /* lower objective limit */ double obj_ul; /* upper objective limit */ int it_lim; /* simplex iteration limit */ int tm_lim; /* time limit, ms */ int out_frq; /* display output frequency, ms */ int out_dly; /* display output delay, ms */ int presolve; /* enable/disable using LP presolver */ #if 1 /* 11/VII-2017 (not documented yet) */ int excl; /* exclude fixed non-basic variables */ int shift; /* shift bounds of variables to zero */ int aorn; /* option to use A or N: */ #define GLP_USE_AT 1 /* use A matrix in row-wise format */ #define GLP_USE_NT 2 /* use N matrix in row-wise format */ double foo_bar[33]; /* (reserved) */ #endif } 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; typedef struct glp_tree glp_tree; /* branch-and-bound tree */ 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_PCH 5 /* hybrid pseudocost heuristic */ 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 */ int ps_heur; /* proximity search heuristic */ int ps_tm_lim; /* proxy time limit, milliseconds */ int sr_heur; /* simple rounding heuristic */ #if 1 /* 24/X-2015; not documented--should not be used */ int use_sol; /* use existing solution */ const char *save_sol; /* filename to save every new solution */ int alien; /* use alien solver */ #endif #if 1 /* 16/III-2016; not documented--should not be used */ int flip; /* use long-step dual simplex */ #endif double foo_bar[23]; /* (reserved) */ } glp_iocp; typedef struct { /* additional row attributes */ int level; /* subproblem level at which the row was added */ int origin; /* 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; /* 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; #if 1 /* 10/XII-2017 */ typedef struct glp_prep glp_prep; /* LP/MIP preprocessor workspace */ #endif typedef struct glp_tran glp_tran; /* MathProg translator workspace */ 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 */ int glp_check_dup(int m, int n, int ne, const int ia[], const int ja[]); /* check for duplicate elements in sparse matrix */ void glp_sort_matrix(glp_prob *P); /* sort elements of the 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 */ #if 1 /* 08/VIII-2013; not documented yet */ int glp_get_it_cnt(glp_prob *P); /* get simplex solver iteration count */ #endif #if 1 /* 08/VIII-2013; not documented yet */ void glp_set_it_cnt(glp_prob *P, int it_cnt); /* set simplex solver iteration count */ #endif 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) */ void glp_check_kkt(glp_prob *P, int sol, int cond, double *ae_max, int *ae_ind, double *re_max, int *re_ind); /* check feasibility/optimality conditions */ 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_ranges(glp_prob *P, int len, const int list[], int flags, const char *fname); /* print sensitivity analysis report */ 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 LP basis factorization exists */ int glp_factorize(glp_prob *P); /* compute LP basis factorization */ int glp_bf_updated(glp_prob *P); /* check if LP basis factorization has been updated */ void glp_get_bfcp(glp_prob *P, glp_bfcp *parm); /* retrieve LP basis factorization control parameters */ void glp_set_bfcp(glp_prob *P, const glp_bfcp *parm); /* change LP basis factorization control parameters */ int glp_get_bhead(glp_prob *P, int k); /* retrieve LP 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_transform_row(glp_prob *P, int len, int ind[], double val[]); /* transform explicitly specified row */ int glp_transform_col(glp_prob *P, int len, int ind[], double val[]); /* transform explicitly specified column */ int glp_prim_rtest(glp_prob *P, int len, const int ind[], const double val[], int dir, double eps); /* perform primal ratio test */ int glp_dual_rtest(glp_prob *P, int len, const int ind[], const double val[], int dir, double eps); /* perform dual ratio test */ void glp_analyze_bound(glp_prob *P, int k, double *value1, int *var1, double *value2, int *var2); /* analyze active bound of non-basic variable */ void glp_analyze_coef(glp_prob *P, int k, double *coef1, int *var1, double *value1, double *coef2, int *var2, double *value2); /* analyze objective coefficient at basic variable */ #if 1 /* 10/XII-2017 */ glp_prep *glp_npp_alloc_wksp(void); /* allocate the preprocessor workspace */ void glp_npp_load_prob(glp_prep *prep, glp_prob *P, int sol, int names); /* load original problem instance */ int glp_npp_preprocess1(glp_prep *prep, int hard); /* perform basic LP/MIP preprocessing */ void glp_npp_build_prob(glp_prep *prep, glp_prob *Q); /* build resultant problem instance */ void glp_npp_postprocess(glp_prep *prep, glp_prob *Q); /* postprocess solution to resultant problem */ void glp_npp_obtain_sol(glp_prep *prep, glp_prob *P); /* obtain solution to original problem */ void glp_npp_free_wksp(glp_prep *prep); /* free the preprocessor workspace */ #endif 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 */ #ifdef GLP_UNDOC int glp_gmi_cut(glp_prob *P, int j, int ind[], double val[], double phi[]); /* generate Gomory's mixed integer cut (core routine) */ int glp_gmi_gen(glp_prob *P, glp_prob *pool, int max_cuts); /* generate Gomory's mixed integer cuts */ typedef struct glp_cov glp_cov; /* cover cur generator workspace */ glp_cov *glp_cov_init(glp_prob *P); /* create and initialize cover cut generator */ void glp_cov_gen1(glp_prob *P, glp_cov *cov, glp_prob *pool); /* generate locally valid simple cover cuts */ void glp_cov_free(glp_cov *cov); /* delete cover cut generator workspace */ typedef struct glp_mir glp_mir; /* MIR cut generator workspace */ glp_mir *glp_mir_init(glp_prob *P); /* create and initialize MIR cut generator */ int glp_mir_gen(glp_prob *P, glp_mir *mir, glp_prob *pool); /* generate mixed integer rounding (MIR) cuts */ void glp_mir_free(glp_mir *mir); /* delete MIR cut generator workspace */ typedef struct glp_cfg glp_cfg; /* conflict graph descriptor */ glp_cfg *glp_cfg_init(glp_prob *P); /* create and initialize conflict graph */ void glp_cfg_free(glp_cfg *G); /* delete conflict graph descriptor */ int glp_clq_cut(glp_prob *P, glp_cfg *G, int ind[], double val[]); /* generate clique cut from conflict graph */ #endif /* GLP_UNDOC */ 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 */ int glp_read_prob(glp_prob *P, int flags, const char *fname); /* read problem data in GLPK format */ int glp_write_prob(glp_prob *P, int flags, const char *fname); /* write problem data in GLPK format */ glp_tran *glp_mpl_alloc_wksp(void); /* allocate the MathProg translator workspace */ void glp_mpl_init_rand(glp_tran *tran, int seed); /* initialize pseudo-random number generator */ 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_read_cnfsat(glp_prob *P, const char *fname); /* read CNF-SAT problem data in DIMACS format */ int glp_check_cnfsat(glp_prob *P); /* check for CNF-SAT problem instance */ int glp_write_cnfsat(glp_prob *P, const char *fname); /* write CNF-SAT problem data in DIMACS format */ int glp_minisat1(glp_prob *P); /* solve CNF-SAT problem with MiniSat solver */ int glp_intfeas1(glp_prob *P, int use_bound, int obj_bound); /* solve integer feasibility problem */ int glp_init_env(void); /* initialize GLPK environment */ const char *glp_version(void); /* determine library version */ const char *glp_config(const char *option); /* determine library configuration */ int glp_free_env(void); /* free GLPK environment */ void glp_puts(const char *s); /* write string on terminal */ void glp_printf(const char *fmt, ...); /* write formatted output on terminal */ void glp_vprintf(const char *fmt, va_list arg); /* write formatted output on terminal */ 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 */ int glp_open_tee(const char *name); /* start copying terminal output to text file */ int glp_close_tee(void); /* stop copying terminal output to text file */ #ifndef GLP_ERRFUNC_DEFINED #define GLP_ERRFUNC_DEFINED typedef void (*glp_errfunc)(const char *fmt, ...); #endif #define glp_error glp_error_(__FILE__, __LINE__) glp_errfunc glp_error_(const char *file, int line); /* display fatal error message and terminate execution */ #if 1 /* 07/XI-2015 */ int glp_at_error(void); /* check for error state */ #endif #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 */ void glp_error_hook(void (*func)(void *info), void *info); /* install hook to intercept abnormal termination */ #define glp_malloc(size) glp_alloc(1, size) /* allocate memory block (obsolete) */ #define glp_calloc(n, size) glp_alloc(n, size) /* allocate memory block (obsolete) */ void *glp_alloc(int n, int size); /* allocate memory block */ void *glp_realloc(void *ptr, int n, int size); /* reallocate memory block */ void glp_free(void *ptr); /* free (deallocate) memory block */ void glp_mem_limit(int limit); /* set memory usage limit */ void glp_mem_usage(int *count, int *cpeak, size_t *total, size_t *tpeak); /* get memory usage information */ double glp_time(void); /* determine current universal time */ double glp_difftime(double t1, double t0); /* compute difference between two time values */ 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_del_vertices(glp_graph *G, int ndel, const int num[]); /* delete vertices from graph */ void glp_del_arc(glp_graph *G, glp_arc *a); /* delete arc from 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 */ int glp_mincost_relax4(glp_graph *G, int v_rhs, int a_low, int a_cap, int a_cost, int crash, double *sol, int a_x, int a_rc); /* find minimum-cost flow with Bertsekas-Tseng relaxation method */ 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 */ double glp_cpp(glp_graph *G, int v_t, int v_es, int v_ls); /* solve critical path problem */ 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_ccdata(glp_graph *G, int v_wgt, const char *fname); /* read graph in DIMACS clique/coloring format */ int glp_write_ccdata(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 */ void glp_netgen_prob(int nprob, int parm[1+15]); /* Klingman's standard network problem instance */ 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 */ int glp_top_sort(glp_graph *G, int v_num); /* topological sorting of acyclic digraph */ int glp_wclique_exact(glp_graph *G, int v_wgt, double *sol, int v_set); /* find maximum weight clique with exact algorithm */ #ifdef __cplusplus } #endif #endif /* eof */