simple glpk interface

1 files changed, 147 insertions, 0 deletions

diff --git a/packages/glpk/lib/Numeric/LinearProgramming/glpk.c b/packages/glpk/lib/Numeric/LinearProgramming/glpk.c
new file mode 100644
index 0000000..0f4ad79
--- /dev/null
+++ b/packages/glpk/lib/Numeric/LinearProgramming/glpk.c
@@ -0,0 +1,147 @@
+typedef struct { double r, i; } doublecomplex;
+
+#define DVEC(A) int A##n, double*A##p
+#define CVEC(A) int A##n, doublecomplex*A##p
+#define DMAT(A) int A##r, int A##c, double*A##p
+#define CMAT(A) int A##r, int A##c, doublecomplex*A##p
+
+#define AT(M,r,co) (M##p[(r)*M##c+(co)])
+
+/*-----------------------------------------------------*/
+
+#include <stdlib.h>
+#include <stdio.h>
+#include <glpk.h>
+#include <math.h>
+
+int c_simplex_dense(DMAT(c), DMAT(b), DVEC(s)) {
+    glp_prob *lp;
+    lp = glp_create_prob();
+    glp_set_obj_dir(lp, GLP_MAX);
+
+    int m = cr-1;
+    int n = cc;
+    glp_add_rows(lp, m);
+    glp_add_cols(lp, n);
+    int * ia = malloc((1+m*n)*sizeof(int));
+    int * ja = malloc((1+m*n)*sizeof(int));
+    double * ar = malloc((1+m*n)*sizeof(double));
+    int i,j,k;
+    k=0;
+    for (i=1;i<=m;i++) {
+        for(j=1;j<=n;j++) {
+            k++;
+            ia[k] = i;
+            ja[k] = j;
+            ar[k] = AT(c,i,j-1);
+            //printf("%d %d %f\n",ia[k],ja[k],ar[k]);
+        }
+    }
+    glp_load_matrix(lp, k, ia, ja, ar);
+    for (j=1;j<=n;j++) {
+        glp_set_obj_coef(lp, j, AT(c,0,j-1));
+    }
+    int t;
+    for (i=1;i<=m;i++) {
+    switch((int)rint(AT(b,i-1,0))) {
+        case 0: { t = GLP_FR; break; } 
+        case 1: { t = GLP_LO; break; }
+        case 2: { t = GLP_UP; break; }
+        case 3: { t = GLP_DB; break; }
+       default: { t = GLP_FX; break; }  
+    }
+    glp_set_row_bnds(lp, i, t , AT(b,i-1,1), AT(b,i-1,2));
+    }
+    for (j=1;j<=n;j++) {
+    switch((int)rint(AT(b,m+j-1,0))) {
+        case 0: { t = GLP_FR; break; } 
+        case 1: { t = GLP_LO; break; }
+        case 2: { t = GLP_UP; break; }
+        case 3: { t = GLP_DB; break; }
+       default: { t = GLP_FX; break; }  
+    }
+    glp_set_col_bnds(lp, j, t , AT(b,m+j-1,1), AT(b,m+j-1,2));
+    }
+    glp_term_out(0);
+    glp_simplex(lp, NULL);
+    sp[0] = glp_get_status(lp);
+    sp[1] = glp_get_obj_val(lp);
+    for (k=1; k<=n; k++) {
+        sp[k+1] = glp_get_col_prim(lp, k);
+    }
+    
+    glp_delete_prob(lp);
+    free(ia);
+    free(ja);
+    free(ar);
+
+    return 0;
+}
+
+/* ---------------------------------------------------- */
+
+int c_simplex_sparse(int m, int n, DMAT(c), DMAT(b), DVEC(s)) {
+    glp_prob *lp;
+    lp = glp_create_prob();
+    glp_set_obj_dir(lp, GLP_MAX);
+    int i,j,k;
+    int tot = cr - n;
+    glp_add_rows(lp, m);
+    glp_add_cols(lp, n);
+
+    //printf("%d %d\n",m,n);
+
+    // the first n values
+    for (k=1;k<=n;k++) {
+        glp_set_obj_coef(lp, k, AT(c, k-1, 2));
+        //printf("%d %f\n",k,AT(c, k-1, 2));
+    }
+
+    int * ia = malloc((1+tot)*sizeof(int));
+    int * ja = malloc((1+tot)*sizeof(int));
+    double * ar = malloc((1+tot)*sizeof(double));
+
+    for (k=1; k<= tot; k++) {
+        ia[k] = rint(AT(c,k-1+n,0));
+        ja[k] = rint(AT(c,k-1+n,1));
+        ar[k] =      AT(c,k-1+n,2);
+        //printf("%d %d %f\n",ia[k],ja[k],ar[k]);
+    }
+    glp_load_matrix(lp, tot, ia, ja, ar);
+    
+    int t;
+    for (i=1;i<=m;i++) {
+    switch((int)rint(AT(b,i-1,0))) {
+        case 0: { t = GLP_FR; break; } 
+        case 1: { t = GLP_LO; break; }
+        case 2: { t = GLP_UP; break; }
+        case 3: { t = GLP_DB; break; }
+       default: { t = GLP_FX; break; }  
+    }
+    glp_set_row_bnds(lp, i, t , AT(b,i-1,1), AT(b,i-1,2));
+    }
+    for (j=1;j<=n;j++) {
+    switch((int)rint(AT(b,m+j-1,0))) {
+        case 0: { t = GLP_FR; break; } 
+        case 1: { t = GLP_LO; break; }
+        case 2: { t = GLP_UP; break; }
+        case 3: { t = GLP_DB; break; }
+       default: { t = GLP_FX; break; }  
+    }
+    glp_set_col_bnds(lp, j, t , AT(b,m+j-1,1), AT(b,m+j-1,2));
+    }
+    glp_term_out(0);
+    glp_simplex(lp, NULL);
+    sp[0] = glp_get_status(lp);
+    sp[1] = glp_get_obj_val(lp);
+    for (k=1; k<=n; k++) {
+        sp[k+1] = glp_get_col_prim(lp, k);
+    }
+    glp_delete_prob(lp);
+    free(ia);
+    free(ja);
+    free(ar);
+
+    return 0;
+}
+