151 lines
3.8 KiB
Matlab
Executable File
151 lines
3.8 KiB
Matlab
Executable File
function output = callglpk(interfacedata)
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% Retrieve needed data
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options = interfacedata.options;
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F_struc = interfacedata.F_struc;
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c = interfacedata.c;
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K = interfacedata.K;
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integer_variables = interfacedata.integer_variables;
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binary_variables = interfacedata.binary_variables;
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ub = interfacedata.ub;
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lb = interfacedata.lb;
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interfacedata.gettime = 0;
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n = length(c);
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if ~isempty(ub)
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LB = lb;
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UB = ub;
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LB(binary_variables) = round(LB(binary_variables));
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UB(binary_variables) = round(UB(binary_variables));
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LB(integer_variables) = round(LB(integer_variables));
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UB(integer_variables) = round(UB(integer_variables));
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if all(isinf(LB))
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LB=repmat(-1e6,n,1); % just for sure
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end
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if all(isinf(UB))
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UB=repmat(1e6,n,1); % just for sure
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end
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else
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LB=repmat(-1e6,n,1); % just for sure
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UB=repmat(1e6,n,1);
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end
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% GLPK does not like lb==ub
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equality_in_bound = find((abs(LB-UB)<1e-12) & ~isinf(LB));
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m = length(equality_in_bound);
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if ~isempty(equality_in_bound)
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F_struc = [-LB(equality_in_bound) sparse(1:m,equality_in_bound,ones(m,1),m,n);F_struc];
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UB(equality_in_bound) = UB(equality_in_bound) + 1;
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LB(equality_in_bound) = LB(equality_in_bound) - 1;
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K.f = K.f + m;
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end
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if options.showprogress;showprogress('Calling GLPK',options.showprogress);end
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% GLPK notation for sure...
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SENSE = 1; % Minimize
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C = full(c); % Must be full
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B = full(F_struc(:,1)); % Must be full
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A =-F_struc(:,2:end);
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if length(B)==0;
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A = C';
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B = 1e6;
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K.l = 1;
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end
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% Optimized code, make a lot of difference when you make this call 10000
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% times in a branch and bound setting...
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CTYPE = [char(ones(K.f,1)*83); char(ones(K.l,1)*85)];
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VARTYPE = char(ones(n,1)*67);
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VARTYPE(integer_variables) = 'I';
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VARTYPE(binary_variables) = 'B'; % Should not happen except from bmibnb
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if options.savedebug
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save glpkmexdebug
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end
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options.glpk.msglev = options.verbose;
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if options.glpk.msglev==1
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options.glpk.msglev = 2;
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end
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% Call mex-interface
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solvertime = tic;
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[x,FMIN,STATUS,LAMBDA_EXTRA] = glpkcc(C, A, B, LB, UB, CTYPE,VARTYPE,SENSE,options.glpk);
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solvertime = toc(solvertime);
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problem = 0;
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if options.saveduals
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if isstruct(LAMBDA_EXTRA)
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LAMBDA = LAMBDA_EXTRA.lambda;
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EXTRA = LAMBDA_EXTRA;
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else
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LAMBDA = LAMBDA_EXTRA;
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EXTRA = 'Not saved in old GLPKMEX version, update...';
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end
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D_struc = -LAMBDA(m+1:end,:);
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else
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D_struc = [];
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end
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% Hack
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if isempty([ub;lb]) & (any(LB==x & C>0) | any(UB==x & C<0))
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STATUS = 214;
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end
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% Check, currently not exhaustive...
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switch STATUS
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case {5}
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problem = 0;
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case {3,4,110,213}
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problem = 1;
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case {6,214}
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problem = 2;
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case 207
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problem = 3;
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case {210,211,212}
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problem = 4;
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case {1,170}
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problem = 11;
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otherwise
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problem = -1;
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end
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% Save all data sent to solver?
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if options.savesolverinput
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solverinput.A = A;
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solverinput.C = C;
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solverinput.B = B;
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solverinput.CTYPE = CTYPE;
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solverinput.LB = LB;
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solverinput.UB = UB;
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solverinput.param = options.glpk;
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solverinput.lpsolver = options.glpk.lpsolver;
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else
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solverinput = [];
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end
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% Save all data from the solver?
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if options.savesolveroutput
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% Stupid redo, but this saves some time in bnb calls
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if isstruct(LAMBDA_EXTRA)
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LAMBDA = LAMBDA_EXTRA.lambda;
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EXTRA = LAMBDA_EXTRA;
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else
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LAMBDA = LAMBDA_EXTRA;
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EXTRA = 'Not saved in old GLPKMEX version, update...';
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end
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solveroutput.x = x;
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solveroutput.FMIN = FMIN;
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solveroutput.STATUS = STATUS;
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solveroutput.LAMBDA=LAMBDA;
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solveroutput.EXTRA = EXTRA;
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else
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solveroutput = [];
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end
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infostr = yalmiperror(problem,interfacedata.solver.tag);
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% Standard interface
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output = createOutputStructure(x,D_struc,[],problem,infostr,solverinput,solveroutput,solvertime); |