[37] | 1 | function output = callglpk(interfacedata) |
---|
| 2 | |
---|
| 3 | % Author Johan Löfberg |
---|
| 4 | % $Id: callglpk.m,v 1.18 2005/09/20 11:27:32 joloef Exp $ |
---|
| 5 | |
---|
| 6 | % Retrieve needed data |
---|
| 7 | options = interfacedata.options; |
---|
| 8 | F_struc = interfacedata.F_struc; |
---|
| 9 | c = interfacedata.c; |
---|
| 10 | K = interfacedata.K; |
---|
| 11 | integer_variables = interfacedata.integer_variables; |
---|
| 12 | binary_variables = interfacedata.binary_variables; |
---|
| 13 | ub = interfacedata.ub; |
---|
| 14 | lb = interfacedata.lb; |
---|
| 15 | interfacedata.gettime = 0; |
---|
| 16 | n = length(c); |
---|
| 17 | |
---|
| 18 | if ~isempty(ub) |
---|
| 19 | LB = lb; |
---|
| 20 | UB = ub; |
---|
| 21 | LB(binary_variables) = round(LB(binary_variables)); |
---|
| 22 | UB(binary_variables) = round(UB(binary_variables)); |
---|
| 23 | LB(integer_variables) = round(LB(integer_variables)); |
---|
| 24 | UB(integer_variables) = round(UB(integer_variables)); |
---|
| 25 | |
---|
| 26 | if all(isinf(LB)) |
---|
| 27 | LB=repmat(-1e6,n,1); % just for sure |
---|
| 28 | end |
---|
| 29 | if all(isinf(UB)) |
---|
| 30 | UB=repmat(1e6,n,1); % just for sure |
---|
| 31 | end |
---|
| 32 | else |
---|
| 33 | LB=repmat(-1e6,n,1); % just for sure |
---|
| 34 | UB=repmat(1e6,n,1); |
---|
| 35 | end |
---|
| 36 | |
---|
| 37 | % GLPK does not like lb==ub |
---|
| 38 | equality_in_bound = find((abs(LB-UB)<1e-12) & ~isinf(LB)); |
---|
| 39 | m = length(equality_in_bound); |
---|
| 40 | if ~isempty(equality_in_bound) |
---|
| 41 | F_struc = [-LB(equality_in_bound) sparse(1:m,equality_in_bound,ones(m,1),m,n);F_struc]; |
---|
| 42 | UB(equality_in_bound) = UB(equality_in_bound) + 1; |
---|
| 43 | K.f = K.f + m; |
---|
| 44 | end |
---|
| 45 | |
---|
| 46 | if options.showprogress;showprogress('Calling GLPK',options.showprogress);end |
---|
| 47 | |
---|
| 48 | % GLPK notation for sure... |
---|
| 49 | SENSE = 1; % Minimize |
---|
| 50 | C = full(c); % Must be full |
---|
| 51 | B = full(F_struc(:,1)); % Must be full |
---|
| 52 | A =-F_struc(:,2:end); |
---|
| 53 | if length(B)==0; |
---|
| 54 | A = C'; |
---|
| 55 | B = 1e6; |
---|
| 56 | end |
---|
| 57 | % Optimized code, make a lot of difference when you make this call 10000 |
---|
| 58 | % times in a branch and bound setting... |
---|
| 59 | CTYPE = [char(ones(K.f,1)*83); char(ones(K.l,1)*85)]; |
---|
| 60 | VARTYPE = char(ones(n,1)*67); |
---|
| 61 | VARTYPE(integer_variables) = 'I'; |
---|
| 62 | VARTYPE(binary_variables) = 'I'; % Should not happen except from bmibnb |
---|
| 63 | |
---|
| 64 | if options.savedebug |
---|
| 65 | save glpkmexdebug |
---|
| 66 | end |
---|
| 67 | options.glpk.msglev = options.verbose; |
---|
| 68 | if options.glpk.msglev==1 |
---|
| 69 | options.glpk.msglev = 2; |
---|
| 70 | end |
---|
| 71 | |
---|
| 72 | % Call mex-interface |
---|
| 73 | solvertime = clock; |
---|
| 74 | [x,FMIN,STATUS,LAMBDA_EXTRA] = glpkmex(SENSE,C,A,B,CTYPE,LB,UB,VARTYPE,options.glpk,options.glpk.lpsolver,options.glpk.save); |
---|
| 75 | if interfacedata.getsolvertime solvertime = etime(clock,solvertime);else solvertime = 0;end |
---|
| 76 | problem = 0; |
---|
| 77 | |
---|
| 78 | if options.saveduals |
---|
| 79 | if isstruct(LAMBDA_EXTRA) |
---|
| 80 | LAMBDA = LAMBDA_EXTRA.lambda; |
---|
| 81 | EXTRA = LAMBDA_EXTRA; |
---|
| 82 | else |
---|
| 83 | LAMBDA = LAMBDA_EXTRA; |
---|
| 84 | EXTRA = 'Not saved in old GLPKMEX version, update...'; |
---|
| 85 | end |
---|
| 86 | D_struc = -LAMBDA(m+1:end,:); |
---|
| 87 | else |
---|
| 88 | D_struc = []; |
---|
| 89 | end |
---|
| 90 | |
---|
| 91 | % Hack |
---|
| 92 | if isempty([ub;lb]) & (any(LB==x & C>0) | any(UB==x & C<0)) |
---|
| 93 | STATUS = 214; |
---|
| 94 | end |
---|
| 95 | |
---|
| 96 | % Check, currently not exhaustive... |
---|
| 97 | switch STATUS |
---|
| 98 | case {171,180,151,200} |
---|
| 99 | problem = 0; |
---|
| 100 | case {182,173,183,0,213,204,209} |
---|
| 101 | problem = 1; |
---|
| 102 | case 214 |
---|
| 103 | problem = 2; |
---|
| 104 | case 207 |
---|
| 105 | problem = 3; |
---|
| 106 | case {210,211,212} |
---|
| 107 | problem = 4; |
---|
| 108 | case 170 |
---|
| 109 | problem = 11; |
---|
| 110 | otherwise |
---|
| 111 | problem = -1; |
---|
| 112 | end |
---|
| 113 | |
---|
| 114 | % Save all data sent to solver? |
---|
| 115 | if options.savesolverinput |
---|
| 116 | solverinput.A = A; |
---|
| 117 | solverinput.C = C; |
---|
| 118 | solverinput.B = B; |
---|
| 119 | solverinput.CTYPE = CTYPE; |
---|
| 120 | solverinput.LB = LB; |
---|
| 121 | solverinput.UB = UB; |
---|
| 122 | solverinput.param = options.glpk; |
---|
| 123 | solverinput.lpsolver = options.glpk.lpsolver; |
---|
| 124 | else |
---|
| 125 | solverinput = []; |
---|
| 126 | end |
---|
| 127 | |
---|
| 128 | % Save all data from the solver? |
---|
| 129 | if options.savesolveroutput |
---|
| 130 | |
---|
| 131 | % Stupid redo, but this saves some time in bnb calls |
---|
| 132 | if isstruct(LAMBDA_EXTRA) |
---|
| 133 | LAMBDA = LAMBDA_EXTRA.lambda; |
---|
| 134 | EXTRA = LAMBDA_EXTRA; |
---|
| 135 | else |
---|
| 136 | LAMBDA = LAMBDA_EXTRA; |
---|
| 137 | EXTRA = 'Not saved in old GLPKMEX version, update...'; |
---|
| 138 | end |
---|
| 139 | |
---|
| 140 | solveroutput.x = x; |
---|
| 141 | solveroutput.FMIN = FMIN; |
---|
| 142 | solveroutput.STATUS = STATUS; |
---|
| 143 | solveroutput.LAMBDA=LAMBDA; |
---|
| 144 | solveroutput.EXTRA = EXTRA; |
---|
| 145 | else |
---|
| 146 | solveroutput = []; |
---|
| 147 | end |
---|
| 148 | |
---|
| 149 | % Standard interface |
---|
| 150 | output.Primal = x; |
---|
| 151 | output.Dual = D_struc; |
---|
| 152 | output.Slack = []; |
---|
| 153 | output.problem = problem; |
---|
| 154 | output.solverinput = solverinput; |
---|
| 155 | output.solveroutput= solveroutput; |
---|
| 156 | output.solvertime = solvertime; |
---|