--- ./src/C/glpk.c.orig 2013-07-31 12:05:27.089955661 -0600
+++ ./src/C/glpk.c 2013-07-31 12:13:40.702115730 -0600
@@ -22,6 +22,8 @@
#include "cvxopt.h"
#include "misc.h"
#include <glpk.h>
+#include <float.h>
+#include <limits.h>
PyDoc_STRVAR(glpk__doc__,
"Interface to the simplex and mixed integer LP algorithms in GLPK.\n\n"
@@ -36,62 +38,15 @@ PyDoc_STRVAR(glpk__doc__,
static PyObject *glpk_module;
-typedef struct {
- char name[20];
- int idx;
- char type;
-} param_tuple;
-
-static const param_tuple GLPK_PARAM_LIST[] = {
- {"LPX_K_MSGLEV", LPX_K_MSGLEV, 'i'},
- {"LPX_K_SCALE", LPX_K_SCALE, 'i'},
- {"LPX_K_DUAL", LPX_K_DUAL, 'i'},
- {"LPX_K_PRICE", LPX_K_PRICE, 'i'},
- {"LPX_K_RELAX", LPX_K_RELAX, 'f'},
- {"LPX_K_TOLBND", LPX_K_TOLBND, 'f'},
- {"LPX_K_TOLDJ", LPX_K_TOLDJ, 'f'},
- {"LPX_K_TOLPIV", LPX_K_TOLPIV, 'f'},
- {"LPX_K_ROUND", LPX_K_ROUND, 'i'},
- {"LPX_K_OBJLL", LPX_K_OBJLL, 'f'},
- {"LPX_K_OBJUL", LPX_K_OBJUL, 'f'},
- {"LPX_K_ITLIM", LPX_K_ITLIM, 'i'},
- {"LPX_K_ITCNT", LPX_K_ITCNT, 'i'},
- {"LPX_K_TMLIM", LPX_K_TMLIM, 'f'},
- {"LPX_K_OUTFRQ", LPX_K_OUTFRQ, 'i'},
- {"LPX_K_OUTDLY", LPX_K_OUTDLY, 'f'},
- {"LPX_K_BRANCH", LPX_K_BRANCH, 'i'},
- {"LPX_K_BTRACK", LPX_K_BTRACK, 'i'},
- {"LPX_K_TOLINT", LPX_K_TOLINT, 'f'},
- {"LPX_K_TOLOBJ", LPX_K_TOLOBJ, 'f'},
- {"LPX_K_MPSINFO", LPX_K_MPSINFO, 'i'},
- {"LPX_K_MPSOBJ", LPX_K_MPSOBJ, 'i'},
- {"LPX_K_MPSORIG", LPX_K_MPSORIG, 'i'},
- {"LPX_K_MPSWIDE", LPX_K_MPSWIDE, 'i'},
- {"LPX_K_MPSFREE", LPX_K_MPSFREE, 'i'},
- {"LPX_K_MPSSKIP", LPX_K_MPSSKIP, 'i'},
- {"LPX_K_LPTORIG", LPX_K_LPTORIG, 'i'},
- {"LPX_K_PRESOL", LPX_K_PRESOL, 'i'},
-}; /* 28 paramaters */
-
-
#if PY_MAJOR_VERSION >= 3
-static int get_param_idx(const char *str, int *idx, char *type)
+#define PYINT_CHECK(value) PyLong_Check(value)
+#define PYINT_AS_LONG(value) PyLong_AS_LONG(value)
+#define PYSTRING_FROMSTRING(str) PyUnicode_FromString(str)
#else
-static int get_param_idx(char *str, int *idx, char *type)
+#define PYINT_CHECK(value) PyInt_Check(value)
+#define PYINT_AS_LONG(value) PyInt_AS_LONG(value)
+#define PYSTRING_FROMSTRING(str) PyString_FromString(str)
#endif
-{
- int i;
-
- for (i=0; i<28; i++) {
- if (!strcmp(GLPK_PARAM_LIST[i].name, str)) {
- *idx = GLPK_PARAM_LIST[i].idx;
- *type = GLPK_PARAM_LIST[i].type;
- return 1;
- }
- }
- return 0;
-}
-
static char doc_simplex[] =
"Solves a linear program using GLPK.\n\n"
@@ -127,11 +82,12 @@ static PyObject *simplex(PyObject *self,
{
matrix *c, *h, *b=NULL, *x=NULL, *z=NULL, *y=NULL;
PyObject *G, *A=NULL, *t=NULL, *param, *key, *value;
- LPX *lp;
- int m, n, p, i, j, k, nnz, nnzmax, *rn=NULL, *cn=NULL, param_id;
+ glp_prob *lp;
+ glp_smcp smcp;
+ int m, n, p, i, j, k, nnz, nnzmax, *rn=NULL, *cn=NULL;
int_t pos=0;
double *a=NULL, val;
- char param_type, err_str[100];
+ char err_str[100];
#if PY_MAJOR_VERSION >= 3
const char *keystr;
#else
@@ -183,18 +139,18 @@ static PyObject *simplex(PyObject *self,
return NULL;
}
- lp = lpx_create_prob();
- lpx_add_rows(lp, m+p);
- lpx_add_cols(lp, n);
+ lp = glp_create_prob();
+ glp_add_rows(lp, m+p);
+ glp_add_cols(lp, n);
for (i=0; i<n; i++){
- lpx_set_obj_coef(lp, i+1, MAT_BUFD(c)[i]);
- lpx_set_col_bnds(lp, i+1, LPX_FR, 0.0, 0.0);
+ glp_set_obj_coef(lp, i+1, MAT_BUFD(c)[i]);
+ glp_set_col_bnds(lp, i+1, GLP_FR, 0.0, 0.0);
}
for (i=0; i<m; i++)
- lpx_set_row_bnds(lp, i+1, LPX_UP, 0.0, MAT_BUFD(h)[i]);
+ glp_set_row_bnds(lp, i+1, GLP_UP, 0.0, MAT_BUFD(h)[i]);
for (i=0; i<p; i++)
- lpx_set_row_bnds(lp, i+m+1, LPX_FX, MAT_BUFD(b)[i],
+ glp_set_row_bnds(lp, i+m+1, GLP_FX, MAT_BUFD(b)[i],
MAT_BUFD(b)[i]);
nnzmax = (SpMatrix_Check(G) ? SP_NNZ(G) : m*n ) +
@@ -203,7 +159,7 @@ static PyObject *simplex(PyObject *self,
rn = (int *) calloc(nnzmax+1, sizeof(int));
cn = (int *) calloc(nnzmax+1, sizeof(int));
if (!a || !rn || !cn){
- free(a); free(rn); free(cn); lpx_delete_prob(lp);
+ free(a); free(rn); free(cn); glp_delete_prob(lp);
return PyErr_NoMemory();
}
@@ -242,84 +198,155 @@ static PyObject *simplex(PyObject *self,
nnz++;
}
- lpx_load_matrix(lp, nnz, rn, cn, a);
+ glp_load_matrix(lp, nnz, rn, cn, a);
free(rn); free(cn); free(a);
if (!(t = PyTuple_New(A ? 4 : 3))){
- lpx_delete_prob(lp);
+ glp_delete_prob(lp);
return PyErr_NoMemory();
}
if (!(param = PyObject_GetAttrString(glpk_module, "options"))
|| !PyDict_Check(param)){
- lpx_delete_prob(lp);
+ glp_delete_prob(lp);
PyErr_SetString(PyExc_AttributeError,
"missing glpk.options dictionary");
return NULL;
}
- while (PyDict_Next(param, &pos, &key, &value))
+ glp_init_smcp(&smcp);
+ while (PyDict_Next(param, &pos, &key, &value)){
#if PY_MAJOR_VERSION >= 3
- if ((PyUnicode_Check(key)) &&
- get_param_idx(_PyUnicode_AsString(key), ¶m_id,
- ¶m_type)){
+ if (PyUnicode_Check(key)){
keystr = _PyUnicode_AsString(key);
#else
- if ((keystr = PyString_AsString(key)) && get_param_idx(keystr,
- ¶m_id, ¶m_type)){
-#endif
- if (param_type == 'i'){
-#if PY_MAJOR_VERSION >= 3
- if (!PyLong_Check(value)){
-#else
- if (!PyInt_Check(value)){
-#endif
- sprintf(err_str, "invalid value for integer "
- "GLPK parameter: %-.20s", keystr);
- PyErr_SetString(PyExc_ValueError, err_str);
- lpx_delete_prob(lp);
- Py_DECREF(param);
- return NULL;
- }
- if (!strcmp("LPX_K_PRESOL", keystr) &&
-#if PY_MAJOR_VERSION >= 3
- PyLong_AS_LONG(value) != 1){
-#else
- PyInt_AS_LONG(value) != 1){
+ if ((keystr = PyString_AsString(key))){
#endif
+ if (!strcmp("LPX_K_MSGLEV", keystr)){
+ switch (PYINT_AS_LONG(value)){
+ case 0: smcp.msg_lev = GLP_MSG_OFF; break;
+ case 1: smcp.msg_lev = GLP_MSG_ERR; break;
+ case 2: smcp.msg_lev = GLP_MSG_ON; break;
+ case 3: smcp.msg_lev = GLP_MSG_ALL; break;
+ default: goto error;
+ }
+ } else if (!strcmp("LPX_K_SCALE", keystr)){
+ switch(PYINT_AS_LONG(value)){
+ case 0: glp_unscale_prob(lp); break;
+ case 1: glp_scale_prob(lp, GLP_SF_EQ); break;
+ case 2: glp_scale_prob(lp, GLP_SF_GM); break;
+ case 3: glp_scale_prob(lp, GLP_SF_GM | GLP_SF_EQ); break;
+ default: goto error;
+ }
+ } else if (!strcmp("LPX_K_DUAL", keystr)){
+ switch(PYINT_AS_LONG(value)){
+ case 0: smcp.meth = GLP_PRIMAL; break;
+ case 1: smcp.meth = GLP_DUAL; break;
+ default: goto error;
+ }
+ } else if (!strcmp("LPX_K_PRICE", keystr)){
+ switch(PYINT_AS_LONG(value)){
+ case 0: smcp.pricing = GLP_PT_STD; break;
+ case 1: smcp.pricing = GLP_PT_PSE; break;
+ default: goto error;
+ }
+ } else if (!strcmp("LPX_K_RELAX", keystr)){
+ double relax = PyFloat_AsDouble(value);
+ if (relax < 0.0 || relax > 1.0)
+ goto error;
+ smcp.r_test = (relax == 0.0) ? GLP_RT_STD : GLP_RT_HAR;
+ } else if (!strcmp("LPX_K_TOLBND", keystr)){
+ smcp.tol_bnd = PyFloat_AsDouble(value);
+ if (smcp.tol_bnd < DBL_EPSILON || smcp.tol_bnd > 0.001)
+ goto error;
+ } else if (!strcmp("LPX_K_TOLDJ", keystr)){
+ smcp.tol_dj = PyFloat_AsDouble(value);
+ if (smcp.tol_dj < DBL_EPSILON || smcp.tol_dj > 0.001)
+ goto error;
+ } else if (!strcmp("LPX_K_TOLPIV", keystr)){
+ smcp.tol_piv = PyFloat_AsDouble(value);
+ if (smcp.tol_piv < DBL_EPSILON || smcp.tol_piv > 0.001)
+ goto error;
+ } else if (!strcmp("LPX_K_ROUND", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_OBJLL", keystr)){
+ smcp.obj_ll = PyFloat_AsDouble(value);
+ } else if (!strcmp("LPX_K_OBJUL", keystr)){
+ smcp.obj_ul = PyFloat_AsDouble(value);
+ } else if (!strcmp("LPX_K_ITLIM", keystr)){
+ smcp.it_lim = PYINT_AS_LONG(value);
+ if (smcp.it_lim < 0)
+ smcp.it_lim = INT_MAX;
+ } else if (!strcmp("LPX_K_ITCNT", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_TMLIM", keystr)){
+ smcp.tm_lim = (int)(PyFloat_AsDouble(value) * 1000.0);
+ if (smcp.tm_lim < 0)
+ smcp.tm_lim = INT_MAX;
+ } else if (!strcmp("LPX_K_OUTFRQ", keystr)){
+ smcp.out_frq = PYINT_AS_LONG(value);
+ if (smcp.out_frq <= 0)
+ goto error;
+ } else if (!strcmp("LPX_K_OUTDLY", keystr)){
+ smcp.out_dly = (int)(PyFloat_AsDouble(value) * 1000.0);
+ } else if (!strcmp("LPX_K_BRANCH", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_BTRACK", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_TOLINT", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_TOLOBJ", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_MPSINFO", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_MPSOBJ", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_MPSORIG", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_MPSWIDE", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_MPSFREE", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_MPSSKIP", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_LPTORIG", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_PRESOL", keystr)){
+ if (PYINT_AS_LONG(value) != 1)
PyErr_Warn(PyExc_UserWarning, "ignoring value of "
"GLPK parameter 'LPX_K_PRESOL'");
+ } else if (!strcmp("LPX_K_BINARIZE", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_USECUTS", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_BFTYPE", keystr)){
+ glp_bfcp bfcp;
+
+ glp_get_bfcp(lp, &bfcp);
+ switch(PYINT_AS_LONG(value)){
+ case 1: bfcp.type = GLP_BF_FT; break;
+ case 2: bfcp.type = GLP_BF_BG; break;
+ case 3: bfcp.type = GLP_BF_GR; break;
+ default: goto error;
}
- else lpx_set_int_parm(lp, param_id,
-#if PY_MAJOR_VERSION >= 3
- PyLong_AS_LONG(value));
-#else
- PyInt_AS_LONG(value));
-#endif
- }
- else {
-#if PY_MAJOR_VERSION >= 3
- if (!PyLong_Check(value) && !PyFloat_Check(value)){
-#else
- if (!PyInt_Check(value) && !PyFloat_Check(value)){
-#endif
- sprintf(err_str, "invalid value for floating point "
- "GLPK parameter: %-.20s", keystr);
- PyErr_SetString(PyExc_ValueError, err_str);
- lpx_delete_prob(lp);
- Py_DECREF(param);
- return NULL;
- }
- lpx_set_real_parm(lp, param_id,
- PyFloat_AsDouble(value));
+ glp_set_bfcp(lp, &bfcp);
+ } else if (!strcmp("LPX_K_MIPGAP", keystr)){
+ /* Ignored */
+ } else {
+ sprintf(err_str, "unknown GLPK parameter: %-.20s", keystr);
+ PyErr_SetString(PyExc_ValueError, err_str);
+ glp_delete_prob(lp);
+ Py_DECREF(param);
+ return NULL;
}
+ }
}
- lpx_set_int_parm(lp, LPX_K_PRESOL, 1);
+ smcp.presolve = GLP_ON;
Py_DECREF(param);
- switch (lpx_simplex(lp)){
+ switch (glp_simplex(lp, &smcp)){
- case LPX_E_OK:
+ case 0:
x = (matrix *) Matrix_New(n,1,DOUBLE);
z = (matrix *) Matrix_New(m,1,DOUBLE);
@@ -329,71 +356,61 @@ static PyObject *simplex(PyObject *self,
Py_XDECREF(z);
Py_XDECREF(y);
Py_XDECREF(t);
- lpx_delete_prob(lp);
+ glp_delete_prob(lp);
return PyErr_NoMemory();
}
- PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("optimal"));
-#else
- PyString_FromString("optimal"));
-#endif
+ PyTuple_SET_ITEM(t, 0, (PyObject *)PYSTRING_FROMSTRING("optimal"));
for (i=0; i<n; i++)
- MAT_BUFD(x)[i] = lpx_get_col_prim(lp, i+1);
+ MAT_BUFD(x)[i] = glp_get_col_prim(lp, i+1);
PyTuple_SET_ITEM(t, 1, (PyObject *) x);
for (i=0; i<m; i++)
- MAT_BUFD(z)[i] = -lpx_get_row_dual(lp, i+1);
+ MAT_BUFD(z)[i] = -glp_get_row_dual(lp, i+1);
PyTuple_SET_ITEM(t, 2, (PyObject *) z);
if (A){
for (i=0; i<p; i++)
- MAT_BUFD(y)[i] = -lpx_get_row_dual(lp, m+i+1);
+ MAT_BUFD(y)[i] = -glp_get_row_dual(lp, m+i+1);
PyTuple_SET_ITEM(t, 3, (PyObject *) y);
}
- lpx_delete_prob(lp);
+ glp_delete_prob(lp);
return (PyObject *) t;
- case LPX_E_NOPFS:
+ case GLP_ENOPFS:
PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("primal infeasible"));
-#else
- PyString_FromString("primal infeasible"));
-#endif
+ PYSTRING_FROMSTRING("primal infeasible"));
break;
- case LPX_E_NODFS:
+ case GLP_ENODFS:
PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("dual infeasible"));
-#else
- PyString_FromString("dual infeasible"));
-#endif
+ PYSTRING_FROMSTRING("dual infeasible"));
break;
default:
PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("unknown"));
-#else
- PyString_FromString("unknown"));
-#endif
+ PYSTRING_FROMSTRING("unknown"));
}
- lpx_delete_prob(lp);
+ glp_delete_prob(lp);
PyTuple_SET_ITEM(t, 1, Py_BuildValue(""));
PyTuple_SET_ITEM(t, 2, Py_BuildValue(""));
if (A) PyTuple_SET_ITEM(t, 3, Py_BuildValue(""));
return (PyObject *) t;
+
+error:
+ sprintf(err_str, "invalid value for GLPK parameter: %-.20s", keystr);
+ PyErr_SetString(PyExc_ValueError, err_str);
+ glp_delete_prob(lp);
+ Py_DECREF(param);
+ return NULL;
}
@@ -428,11 +445,12 @@ static PyObject *integer(PyObject *self,
matrix *c, *h, *b=NULL, *x=NULL;
PyObject *G, *A=NULL, *IntSet=NULL, *BinSet = NULL;
PyObject *t=NULL, *param, *key, *value;
- LPX *lp;
- int m, n, p, i, j, k, nnz, nnzmax, *rn=NULL, *cn=NULL, param_id;
+ glp_prob *lp;
+ glp_iocp iocp;
+ int m, n, p, i, j, k, nnz, nnzmax, *rn=NULL, *cn=NULL;
int_t pos=0;
double *a=NULL, val;
- char param_type, err_str[100];
+ char err_str[100];
#if PY_MAJOR_VERSION >= 3
const char *keystr;
#else
@@ -490,18 +508,18 @@ static PyObject *integer(PyObject *self,
if ((BinSet) && (!PyAnySet_Check(BinSet)))
PY_ERR_TYPE("invalid binary index set");
- lp = lpx_create_prob();
- lpx_add_rows(lp, m+p);
- lpx_add_cols(lp, n);
+ lp = glp_create_prob();
+ glp_add_rows(lp, m+p);
+ glp_add_cols(lp, n);
for (i=0; i<n; i++){
- lpx_set_obj_coef(lp, i+1, MAT_BUFD(c)[i]);
- lpx_set_col_bnds(lp, i+1, LPX_FR, 0.0, 0.0);
+ glp_set_obj_coef(lp, i+1, MAT_BUFD(c)[i]);
+ glp_set_col_bnds(lp, i+1, GLP_FR, 0.0, 0.0);
}
for (i=0; i<m; i++)
- lpx_set_row_bnds(lp, i+1, LPX_UP, 0.0, MAT_BUFD(h)[i]);
+ glp_set_row_bnds(lp, i+1, GLP_UP, 0.0, MAT_BUFD(h)[i]);
for (i=0; i<p; i++)
- lpx_set_row_bnds(lp, i+m+1, LPX_FX, MAT_BUFD(b)[i],
+ glp_set_row_bnds(lp, i+m+1, GLP_FX, MAT_BUFD(b)[i],
MAT_BUFD(b)[i]);
nnzmax = (SpMatrix_Check(G) ? SP_NNZ(G) : m*n ) +
@@ -510,7 +528,7 @@ static PyObject *integer(PyObject *self,
rn = (int *) calloc(nnzmax+1, sizeof(int));
cn = (int *) calloc(nnzmax+1, sizeof(int));
if (!a || !rn || !cn){
- free(a); free(rn); free(cn); lpx_delete_prob(lp);
+ free(a); free(rn); free(cn); glp_delete_prob(lp);
return PyErr_NoMemory();
}
@@ -549,77 +567,152 @@ static PyObject *integer(PyObject *self,
nnz++;
}
- lpx_load_matrix(lp, nnz, rn, cn, a);
+ glp_load_matrix(lp, nnz, rn, cn, a);
free(rn); free(cn); free(a);
if (!(t = PyTuple_New(2))) {
- lpx_delete_prob(lp);
+ glp_delete_prob(lp);
return PyErr_NoMemory();
}
if (!(param = PyObject_GetAttrString(glpk_module, "options"))
|| !PyDict_Check(param)){
- lpx_delete_prob(lp);
+ glp_delete_prob(lp);
PyErr_SetString(PyExc_AttributeError,
"missing glpk.options dictionary");
return NULL;
}
- while (PyDict_Next(param, &pos, &key, &value))
-#if PY_MAJOR_VERSION >= 3
- if ((PyUnicode_Check(key)) && (keystr = PyUnicode_AS_DATA(key))
- && get_param_idx(keystr, ¶m_id, ¶m_type)){
-#else
- if ((keystr = PyString_AsString(key)) && get_param_idx(keystr,
- ¶m_id, ¶m_type)){
-#endif
- if (param_type == 'i'){
-#if PY_MAJOR_VERSION >= 3
- if (!PyLong_Check(value)){
-#else
- if (!PyInt_Check(value)){
-#endif
- sprintf(err_str, "invalid value for integer "
- "GLPK parameter: %-.20s", keystr);
- PyErr_SetString(PyExc_ValueError, err_str);
- lpx_delete_prob(lp);
- Py_DECREF(param);
- return NULL;
- }
- if (!strcmp("LPX_K_PRESOL", keystr) &&
+ glp_init_iocp(&iocp);
+ while (PyDict_Next(param, &pos, &key, &value)) {
#if PY_MAJOR_VERSION >= 3
- PyLong_AS_LONG(value) != 1){
+ if ((PyUnicode_Check(key)) && (keystr = PyUnicode_AS_DATA(key))){
#else
- PyInt_AS_LONG(value) != 1){
+ if ((keystr = PyString_AsString(key))){
#endif
+ if (!strcmp("LPX_K_MSGLEV", keystr)){
+ switch (PYINT_AS_LONG(value)){
+ case 0: iocp.msg_lev = GLP_MSG_OFF; break;
+ case 1: iocp.msg_lev = GLP_MSG_ERR; break;
+ case 2: iocp.msg_lev = GLP_MSG_ON; break;
+ case 3: iocp.msg_lev = GLP_MSG_ALL; break;
+ default: goto error;
+ }
+ } else if (!strcmp("LPX_K_SCALE", keystr)){
+ switch(PYINT_AS_LONG(value)){
+ case 0: glp_unscale_prob(lp); break;
+ case 1: glp_scale_prob(lp, GLP_SF_EQ); break;
+ case 2: glp_scale_prob(lp, GLP_SF_GM); break;
+ case 3: glp_scale_prob(lp, GLP_SF_GM | GLP_SF_EQ); break;
+ default: goto error;
+ }
+ } else if (!strcmp("LPX_K_DUAL", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_PRICE", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_RELAX", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_TOLBND", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_TOLDJ", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_TOLPIV", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_ROUND", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_OBJLL", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_OBJUL", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_ITLIM", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_ITCNT", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_TMLIM", keystr)){
+ iocp.tm_lim = (int)(PyFloat_AsDouble(value) * 1000.0);
+ if (iocp.tm_lim < 0)
+ iocp.tm_lim = INT_MAX;
+ } else if (!strcmp("LPX_K_OUTFRQ", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_OUTDLY", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_BRANCH", keystr)){
+ switch(PYINT_AS_LONG(value)){
+ case 0: iocp.br_tech = GLP_BR_FFV; break;
+ case 1: iocp.br_tech = GLP_BR_LFV; break;
+ case 2: iocp.br_tech = GLP_BR_DTH; break;
+ case 3: iocp.br_tech = GLP_BR_MFV; break;
+ default: goto error;
+ }
+ } else if (!strcmp("LPX_K_BTRACK", keystr)){
+ switch(PYINT_AS_LONG(value)){
+ case 0: iocp.bt_tech = GLP_BT_DFS; break;
+ case 1: iocp.bt_tech = GLP_BT_BFS; break;
+ case 2: iocp.bt_tech = GLP_BT_BPH; break;
+ case 3: iocp.bt_tech = GLP_BT_BLB; break;
+ default: goto error;
+ }
+ } else if (!strcmp("LPX_K_TOLINT", keystr)){
+ iocp.tol_int = PyFloat_AsDouble(value);
+ if (iocp.tol_int < DBL_EPSILON || iocp.tol_int > 0.001)
+ goto error;
+ } else if (!strcmp("LPX_K_TOLOBJ", keystr)){
+ iocp.tol_obj = PyFloat_AsDouble(value);
+ if (iocp.tol_obj < DBL_EPSILON || iocp.tol_obj > 0.001)
+ goto error;
+ } else if (!strcmp("LPX_K_MPSINFO", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_MPSOBJ", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_MPSORIG", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_MPSWIDE", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_MPSFREE", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_MPSSKIP", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_LPTORIG", keystr)){
+ /* Ignored */
+ } else if (!strcmp("LPX_K_PRESOL", keystr)){
+ if (PYINT_AS_LONG(value) != 1)
PyErr_Warn(PyExc_UserWarning, "ignoring value of "
"GLPK parameter 'LPX_K_PRESOL'");
+ } else if (!strcmp("LPX_K_BINARIZE", keystr)){
+ iocp.binarize = (PYINT_AS_LONG(value) == 0) ? GLP_OFF : GLP_ON;
+ } else if (!strcmp("LPX_K_USECUTS", keystr)){
+ int cuts = PYINT_AS_LONG(value);
+ if (cuts & ~0xFF)
+ goto error;
+ iocp.cov_cuts = (cuts & 1) ? GLP_ON : GLP_OFF;
+ iocp.clq_cuts = (cuts & 2) ? GLP_ON : GLP_OFF;
+ iocp.gmi_cuts = (cuts & 4) ? GLP_ON : GLP_OFF;
+ iocp.mir_cuts = (cuts & 8) ? GLP_ON : GLP_OFF;
+ } else if (!strcmp("LPX_K_BFTYPE", keystr)){
+ glp_bfcp bfcp;
+
+ glp_get_bfcp(lp, &bfcp);
+ switch(PYINT_AS_LONG(value)){
+ case 1: bfcp.type = GLP_BF_FT; break;
+ case 2: bfcp.type = GLP_BF_BG; break;
+ case 3: bfcp.type = GLP_BF_GR; break;
+ default: goto error;
}
- else
-#if PY_MAJOR_VERSION >= 3
- lpx_set_int_parm(lp, param_id, PyLong_AS_LONG(value));
-#else
- lpx_set_int_parm(lp, param_id, PyInt_AS_LONG(value));
-#endif
- }
- else {
-#if PY_MAJOR_VERSION >= 3
- if (!PyLong_Check(value) && !PyFloat_Check(value)){
-#else
- if (!PyInt_Check(value) && !PyFloat_Check(value)){
-#endif
- sprintf(err_str, "invalid value for floating point "
- "GLPK parameter: %-.20s", keystr);
- PyErr_SetString(PyExc_ValueError, err_str);
- lpx_delete_prob(lp);
- Py_DECREF(param);
- return NULL;
- }
- lpx_set_real_parm(lp, param_id,
- PyFloat_AsDouble(value));
+ glp_set_bfcp(lp, &bfcp);
+ } else if (!strcmp("LPX_K_MIPGAP", keystr)){
+ iocp.mip_gap = PyFloat_AsDouble(value);
+ if (iocp.mip_gap < 0.0)
+ goto error;
+ } else {
+ sprintf(err_str, "unknown GLPK parameter: %-.20s", keystr);
+ PyErr_SetString(PyExc_ValueError, err_str);
+ glp_delete_prob(lp);
+ Py_DECREF(param);
+ return NULL;
}
+ }
}
- lpx_set_int_parm(lp, LPX_K_PRESOL, 1);
+ iocp.presolve = GLP_ON;
Py_DECREF(param);
if (IntSet) {
@@ -628,22 +721,14 @@ static PyObject *integer(PyObject *self,
for (i=0; i<PySet_GET_SIZE(IntSet); i++) {
PyObject *tmp = PySequence_Fast_GET_ITEM(iter, i);
-#if PY_MAJOR_VERSION >= 3
- if (!PyLong_Check(tmp)) {
-#else
- if (!PyInt_Check(tmp)) {
-#endif
- lpx_delete_prob(lp);
+ if (!PYINT_CHECK(tmp)) {
+ glp_delete_prob(lp);
Py_DECREF(iter);
PY_ERR_TYPE("non-integer element in I");
}
-#if PY_MAJOR_VERSION >= 3
- int k = PyLong_AS_LONG(tmp);
-#else
- int k = PyInt_AS_LONG(tmp);
-#endif
+ int k = PYINT_AS_LONG(tmp);
if ((k < 0) || (k >= n)) {
- lpx_delete_prob(lp);
+ glp_delete_prob(lp);
Py_DECREF(iter);
PY_ERR(PyExc_IndexError, "index element out of range in I");
}
@@ -659,22 +744,14 @@ static PyObject *integer(PyObject *self,
for (i=0; i<PySet_GET_SIZE(BinSet); i++) {
PyObject *tmp = PySequence_Fast_GET_ITEM(iter, i);
-#if PY_MAJOR_VERSION >= 3
- if (!PyLong_Check(tmp)) {
-#else
- if (!PyInt_Check(tmp)) {
-#endif
- lpx_delete_prob(lp);
+ if (!PYINT_CHECK(tmp)) {
+ glp_delete_prob(lp);
Py_DECREF(iter);
PY_ERR_TYPE("non-binary element in I");
}
-#if PY_MAJOR_VERSION >= 3
- int k = PyLong_AS_LONG(tmp);
-#else
- int k = PyInt_AS_LONG(tmp);
-#endif
+ int k = PYINT_AS_LONG(tmp);
if ((k < 0) || (k >= n)) {
- lpx_delete_prob(lp);
+ glp_delete_prob(lp);
Py_DECREF(iter);
PY_ERR(PyExc_IndexError, "index element out of range in B");
}
@@ -686,117 +763,92 @@ static PyObject *integer(PyObject *self,
}
+ switch (glp_intopt(lp, &iocp)){
- switch (lpx_intopt(lp)){
-
- case LPX_E_OK:
+ case 0:
x = (matrix *) Matrix_New(n,1,DOUBLE);
if (!x) {
Py_XDECREF(t);
- lpx_delete_prob(lp);
+ glp_delete_prob(lp);
return PyErr_NoMemory();
}
- PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("optimal"));
-#else
- PyString_FromString("optimal"));
-#endif
+ PyTuple_SET_ITEM(t, 0, (PyObject *)PYSTRING_FROMSTRING("optimal"));
for (i=0; i<n; i++)
- MAT_BUFD(x)[i] = lpx_mip_col_val(lp, i+1);
+ MAT_BUFD(x)[i] = glp_mip_col_val(lp, i+1);
PyTuple_SET_ITEM(t, 1, (PyObject *) x);
- lpx_delete_prob(lp);
+ glp_delete_prob(lp);
return (PyObject *) t;
- case LPX_E_TMLIM:
+ case GLP_ETMLIM:
x = (matrix *) Matrix_New(n,1,DOUBLE);
if (!x) {
Py_XDECREF(t);
- lpx_delete_prob(lp);
+ glp_delete_prob(lp);
return PyErr_NoMemory();
}
PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("time limit exceeded"));
-#else
- PyString_FromString("time limit exceeded"));
-#endif
+ PYSTRING_FROMSTRING("time limit exceeded"));
for (i=0; i<n; i++)
- MAT_BUFD(x)[i] = lpx_mip_col_val(lp, i+1);
+ MAT_BUFD(x)[i] = glp_mip_col_val(lp, i+1);
PyTuple_SET_ITEM(t, 1, (PyObject *) x);
- lpx_delete_prob(lp);
+ glp_delete_prob(lp);
return (PyObject *) t;
- case LPX_E_FAULT:
+ case GLP_EBADB:
+ case GLP_ECOND:
+ case GLP_EBOUND:
PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("invalid MIP formulation"));
-#else
- PyString_FromString("invalid MIP formulation"));
-#endif
+ PYSTRING_FROMSTRING("invalid MIP formulation"));
break;
- case LPX_E_NOPFS:
+ case GLP_ENOPFS:
PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("primal infeasible"));
-#else
- PyString_FromString("primal infeasible"));
-#endif
+ PYSTRING_FROMSTRING("primal infeasible"));
break;
- case LPX_E_NODFS:
+ case GLP_ENODFS:
PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("dual infeasible"));
-#else
- PyString_FromString("dual infeasible"));
-#endif
+ PYSTRING_FROMSTRING("dual infeasible"));
break;
- case LPX_E_ITLIM:
+ case GLP_EITLIM:
PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("maxiters exceeded"));
-#else
- PyString_FromString("maxiters exceeded"));
-#endif
+ PYSTRING_FROMSTRING("maxiters exceeded"));
break;
- case LPX_E_SING:
+ case GLP_ESING:
PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("singular or ill-conditioned basis"));
-#else
- PyString_FromString("singular or ill-conditioned basis"));
-#endif
+ PYSTRING_FROMSTRING("singular or ill-conditioned basis"));
break;
default:
PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("unknown"));
-#else
- PyString_FromString("unknown"));
-#endif
+ PYSTRING_FROMSTRING("unknown"));
}
- lpx_delete_prob(lp);
+ glp_delete_prob(lp);
PyTuple_SET_ITEM(t, 1, Py_BuildValue(""));
return (PyObject *) t;
+
+error:
+ sprintf(err_str, "invalid value for GLPK parameter: %-.20s", keystr);
+ PyErr_SetString(PyExc_ValueError, err_str);
+ glp_delete_prob(lp);
+ Py_DECREF(param);
+ return NULL;
}