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authorAlberto Ruiz <aruiz@um.es>2010-02-21 18:26:23 +0000
committerAlberto Ruiz <aruiz@um.es>2010-02-21 18:26:23 +0000
commitf38b4a3076cfae023559ce61cb2a443c809b7a6f (patch)
tree022c127181fb65c34705cdcf44221b4ac89ba50b /packages/glpk/lib/Numeric/LinearProgramming/glpk.c
parenta3d1bb34ae7b1f97b7e9900fc38f145094fe4777 (diff)
simple glpk interface
Diffstat (limited to 'packages/glpk/lib/Numeric/LinearProgramming/glpk.c')
-rw-r--r--packages/glpk/lib/Numeric/LinearProgramming/glpk.c147
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 @@
1typedef struct { double r, i; } doublecomplex;
2
3#define DVEC(A) int A##n, double*A##p
4#define CVEC(A) int A##n, doublecomplex*A##p
5#define DMAT(A) int A##r, int A##c, double*A##p
6#define CMAT(A) int A##r, int A##c, doublecomplex*A##p
7
8#define AT(M,r,co) (M##p[(r)*M##c+(co)])
9
10/*-----------------------------------------------------*/
11
12#include <stdlib.h>
13#include <stdio.h>
14#include <glpk.h>
15#include <math.h>
16
17int c_simplex_dense(DMAT(c), DMAT(b), DVEC(s)) {
18 glp_prob *lp;
19 lp = glp_create_prob();
20 glp_set_obj_dir(lp, GLP_MAX);
21
22 int m = cr-1;
23 int n = cc;
24 glp_add_rows(lp, m);
25 glp_add_cols(lp, n);
26 int * ia = malloc((1+m*n)*sizeof(int));
27 int * ja = malloc((1+m*n)*sizeof(int));
28 double * ar = malloc((1+m*n)*sizeof(double));
29 int i,j,k;
30 k=0;
31 for (i=1;i<=m;i++) {
32 for(j=1;j<=n;j++) {
33 k++;
34 ia[k] = i;
35 ja[k] = j;
36 ar[k] = AT(c,i,j-1);
37 //printf("%d %d %f\n",ia[k],ja[k],ar[k]);
38 }
39 }
40 glp_load_matrix(lp, k, ia, ja, ar);
41 for (j=1;j<=n;j++) {
42 glp_set_obj_coef(lp, j, AT(c,0,j-1));
43 }
44 int t;
45 for (i=1;i<=m;i++) {
46 switch((int)rint(AT(b,i-1,0))) {
47 case 0: { t = GLP_FR; break; }
48 case 1: { t = GLP_LO; break; }
49 case 2: { t = GLP_UP; break; }
50 case 3: { t = GLP_DB; break; }
51 default: { t = GLP_FX; break; }
52 }
53 glp_set_row_bnds(lp, i, t , AT(b,i-1,1), AT(b,i-1,2));
54 }
55 for (j=1;j<=n;j++) {
56 switch((int)rint(AT(b,m+j-1,0))) {
57 case 0: { t = GLP_FR; break; }
58 case 1: { t = GLP_LO; break; }
59 case 2: { t = GLP_UP; break; }
60 case 3: { t = GLP_DB; break; }
61 default: { t = GLP_FX; break; }
62 }
63 glp_set_col_bnds(lp, j, t , AT(b,m+j-1,1), AT(b,m+j-1,2));
64 }
65 glp_term_out(0);
66 glp_simplex(lp, NULL);
67 sp[0] = glp_get_status(lp);
68 sp[1] = glp_get_obj_val(lp);
69 for (k=1; k<=n; k++) {
70 sp[k+1] = glp_get_col_prim(lp, k);
71 }
72
73 glp_delete_prob(lp);
74 free(ia);
75 free(ja);
76 free(ar);
77
78 return 0;
79}
80
81/* ---------------------------------------------------- */
82
83int c_simplex_sparse(int m, int n, DMAT(c), DMAT(b), DVEC(s)) {
84 glp_prob *lp;
85 lp = glp_create_prob();
86 glp_set_obj_dir(lp, GLP_MAX);
87 int i,j,k;
88 int tot = cr - n;
89 glp_add_rows(lp, m);
90 glp_add_cols(lp, n);
91
92 //printf("%d %d\n",m,n);
93
94 // the first n values
95 for (k=1;k<=n;k++) {
96 glp_set_obj_coef(lp, k, AT(c, k-1, 2));
97 //printf("%d %f\n",k,AT(c, k-1, 2));
98 }
99
100 int * ia = malloc((1+tot)*sizeof(int));
101 int * ja = malloc((1+tot)*sizeof(int));
102 double * ar = malloc((1+tot)*sizeof(double));
103
104 for (k=1; k<= tot; k++) {
105 ia[k] = rint(AT(c,k-1+n,0));
106 ja[k] = rint(AT(c,k-1+n,1));
107 ar[k] = AT(c,k-1+n,2);
108 //printf("%d %d %f\n",ia[k],ja[k],ar[k]);
109 }
110 glp_load_matrix(lp, tot, ia, ja, ar);
111
112 int t;
113 for (i=1;i<=m;i++) {
114 switch((int)rint(AT(b,i-1,0))) {
115 case 0: { t = GLP_FR; break; }
116 case 1: { t = GLP_LO; break; }
117 case 2: { t = GLP_UP; break; }
118 case 3: { t = GLP_DB; break; }
119 default: { t = GLP_FX; break; }
120 }
121 glp_set_row_bnds(lp, i, t , AT(b,i-1,1), AT(b,i-1,2));
122 }
123 for (j=1;j<=n;j++) {
124 switch((int)rint(AT(b,m+j-1,0))) {
125 case 0: { t = GLP_FR; break; }
126 case 1: { t = GLP_LO; break; }
127 case 2: { t = GLP_UP; break; }
128 case 3: { t = GLP_DB; break; }
129 default: { t = GLP_FX; break; }
130 }
131 glp_set_col_bnds(lp, j, t , AT(b,m+j-1,1), AT(b,m+j-1,2));
132 }
133 glp_term_out(0);
134 glp_simplex(lp, NULL);
135 sp[0] = glp_get_status(lp);
136 sp[1] = glp_get_obj_val(lp);
137 for (k=1; k<=n; k++) {
138 sp[k+1] = glp_get_col_prim(lp, k);
139 }
140 glp_delete_prob(lp);
141 free(ia);
142 free(ja);
143 free(ar);
144
145 return 0;
146}
147