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android / platform / external / gentoo / overlays / gentoo / refs/heads/brillo-m8-release / . / dev-python / cvxopt / files / cvxopt-1.1.6-glpk449.patch
blob: 2a1cc6737be45dd3bc435f4c822527a7257be468 [file] [log] [blame]
--- src/C/glpk.c.orig 2014-03-24 09:39:39.510214726 -0700
+++ src/C/glpk.c 2014-03-24 09:38:41.251897138 -0700
@@ -23,75 +23,271 @@
#include "misc.h"
#include "glpk.h"
+
PyDoc_STRVAR(glpk__doc__,
"Interface to the simplex and mixed integer LP algorithms in GLPK.\n\n"
"The GLPK control parameters have the default values listed in \n"
- "the GLPK documentation, except for 'LPX_K_PRESOL', which is set\n"
+ "the GLPK documentation, except for 'presolve', which is set\n"
"to 1 and cannot be modified. The other parameters can be\n"
- "modified by making an entry in the dictionary glpk.options.\n"
- "For example, the command glpk.options['LPX_K_MSGLEV'] = 0 turns\n"
- "off the printed output during execution of glpk.simplex().\n"
+ "modified by passing a smcp or iocp object to the appropriate function\n"
+ "For example, the commands param = glpk.smcp(msg_lev = 0), or \n"
+ "param=glpk.smcp(); param.msg_lev=1 turn off the printed output during"
+ " execution of glpk.simplex().\n"
"See the documentation at www.gnu.org/software/glpk/glpk.html for\n"
"the list of GLPK control parameters and their default values.");
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 */
+/* Wrappers around the option glpk structs */
+typedef struct{
+ PyObject_HEAD
+ glp_smcp obj;
+} pysmcp;
+/* Deallocation of smcp object */
+static void smcp_dealloc(pysmcp* self)
+{
+ Py_TYPE(self)->tp_free((PyObject*)self);
+}
-#if PY_MAJOR_VERSION >= 3
-static int get_param_idx(const char *str, int *idx, char *type)
-#else
-static int get_param_idx(char *str, int *idx, char *type)
-#endif
+/* New smcp method */
+static PyObject *
+smcp_new(PyTypeObject *type, PyObject *args, PyObject *kwds)
{
- int i;
+ pysmcp *self;
+ self = (pysmcp *)type->tp_alloc(type, 0);
+ return (PyObject *)self;
+}
+
+/* Initialisation of smcp object */
+static int
+smcp_init(pysmcp *self, PyObject *args, PyObject *kwds)
+{
+ /*static char *kwlist[] = {"number", NULL};*/
+ static char *kwlist[] = { "msg_lev", "meth", "pricing", "r_test", "tol_bnd", "tol_dj", "tol_piv", "obj_ll", "obj_ul", "it_lim", "tm_lim", "out_frq", "out_dly", "presolve" };
+ glp_init_smcp(&self->obj);
+ if (! PyArg_ParseTupleAndKeywords(args, kwds, "|iiiidddddiiiii", kwlist,
+ &self->obj.msg_lev,
+ &self->obj.meth,
+ &self->obj.pricing,
+ &self->obj.r_test,
+ &self->obj.tol_bnd,
+ &self->obj.tol_dj,
+ &self->obj.tol_piv,
+ &self->obj.obj_ll,
+ &self->obj.obj_ul,
+ &self->obj.it_lim,
+ &self->obj.tm_lim,
+ &self->obj.out_frq,
+ &self->obj.out_dly,
+ &self->obj.presolve))
+ return -1;
- 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;
}
+/* smcp members declaration */
+static PyMemberDef smcpMembers[] = {
+ {"msg_lev", T_INT, offsetof(pysmcp,obj)+offsetof(glp_smcp,msg_lev), 0, "message level: "},
+ {"meth", T_INT, offsetof(pysmcp,obj)+offsetof(glp_smcp,meth), 0, "simplex method option: "},
+ {"pricing", T_INT, offsetof(pysmcp,obj)+offsetof(glp_smcp,pricing), 0, "pricing technique: "},
+ {"r_test", T_INT, offsetof(pysmcp,obj)+offsetof(glp_smcp,r_test), 0, "ratio test technique: "},
+ {"tol_bnd", T_DOUBLE, offsetof(pysmcp,obj)+offsetof(glp_smcp,tol_bnd), 0, "spx.tol_bnd "},
+ {"tol_dj", T_DOUBLE, offsetof(pysmcp,obj)+offsetof(glp_smcp,tol_dj), 0, "spx.tol_dj "},
+ {"tol_piv", T_DOUBLE, offsetof(pysmcp,obj)+offsetof(glp_smcp,tol_piv), 0, "spx.tol_piv "},
+ {"obj_ll", T_DOUBLE, offsetof(pysmcp,obj)+offsetof(glp_smcp,obj_ll), 0, "spx.obj_ll "},
+ {"obj_ul", T_DOUBLE, offsetof(pysmcp,obj)+offsetof(glp_smcp,obj_ul), 0, "spx.obj_ul "},
+ {"it_lim", T_INT, offsetof(pysmcp,obj)+offsetof(glp_smcp,it_lim), 0, "spx.it_lim "},
+ {"tm_lim", T_INT, offsetof(pysmcp,obj)+offsetof(glp_smcp,tm_lim), 0, "spx.tm_lim (milliseconds) "},
+ {"out_frq", T_INT, offsetof(pysmcp,obj)+offsetof(glp_smcp,out_frq), 0, "spx.out_frq "},
+ {"out_dly", T_INT, offsetof(pysmcp,obj)+offsetof(glp_smcp,out_dly), 0, "spx.out_dly (milliseconds) "},
+ {"presolve", T_INT, offsetof(pysmcp,obj)+offsetof(glp_smcp,presolve), 0, "enable/disable using LP presolver "},
+};
+
+static PyTypeObject smcp_t = {
+ PyVarObject_HEAD_INIT(NULL, 0)
+ "glpk.smcp", /* tp_name */
+ sizeof(pysmcp), /* tp_basicsize */
+ 0, /* tp_itemsize */
+ (destructor)smcp_dealloc, /* tp_dealloc */
+ 0, /* tp_print */
+ 0, /* tp_getattr */
+ 0, /* tp_setattr */
+ 0, /* tp_reserved */
+ 0, /* tp_repr */
+ 0, /* tp_as_number */
+ 0, /* tp_as_sequence */
+ 0, /* tp_as_mapping */
+ 0, /* tp_hash */
+ 0, /* tp_call */
+ 0, /* tp_str */
+ 0, /* tp_getattro */
+ 0, /* tp_setattro */
+ 0, /* tp_as_buffer */
+ Py_TPFLAGS_DEFAULT |
+ Py_TPFLAGS_BASETYPE, /* tp_flags */
+ "simplex method control parameters", /* tp_doc */
+ 0, /* tp_traverse */
+ 0, /* tp_clear */
+ 0, /* tp_richcompare */
+ 0, /* tp_weaklistoffset */
+ 0, /* tp_iter */
+ 0, /* tp_iternext */
+ 0, /* tp_methods */
+ smcpMembers, /* tp_members */
+ 0, /* tp_getset */
+ 0, /* tp_base */
+ 0, /* tp_dict */
+ 0, /* tp_descr_get */
+ 0, /* tp_descr_set */
+ 0, /* tp_dictoffset */
+ (initproc)smcp_init, /* tp_init */
+ 0, /* tp_alloc */
+ smcp_new, /* tp_new */
+};
+
+
+/* Wrappers around the option glpk structs */
+typedef struct{
+ PyObject_HEAD
+ glp_iocp obj;
+} pyiocp;
+
+/* Deallocation of iocp object */
+static void iocp_dealloc(pysmcp* self)
+{
+ Py_TYPE(self)->tp_free((PyObject*)self);
+}
+
+/* New iocp method */
+static PyObject *
+iocp_new(PyTypeObject *type, PyObject *args, PyObject *kwds)
+{
+ pyiocp *self;
+ self = (pyiocp *)type->tp_alloc(type, 0);
+ return (PyObject *)self;
+}
+
+/* Initialisation of iocp object */
+static int
+iocp_init(pyiocp *self, PyObject *args, PyObject *kwds)
+{
+ /*static char *kwlist[] = {"number", NULL};*/
+ static char *kwlist[] = { "msg_lev", "br_tech", "bt_tech", "tol_int", "tol_obj", "tm_lim", "out_frq", "out_dly", "cb_size", "pp_tech", "mip_gap", "mir_cuts", "gmi_cuts", "cov_cuts", "clq_cuts", "presolve", "binarize", "fp_heur", "ps_heur", "ps_tm_lim", "use_sol", "save_sol", "alien",NULL};
+ glp_init_iocp(&self->obj);
+
+ if (! PyArg_ParseTupleAndKeywords(args, kwds, "|iiiddiiiiidiiiiiiiiiisi", kwlist,
+ &self->obj.msg_lev,
+ &self->obj.br_tech,
+ &self->obj.bt_tech,
+ &self->obj.tol_int,
+ &self->obj.tol_obj,
+ &self->obj.tm_lim,
+ &self->obj.out_frq,
+ &self->obj.out_dly,
+ &self->obj.cb_size,
+ &self->obj.pp_tech,
+ &self->obj.mip_gap,
+ &self->obj.mir_cuts,
+ &self->obj.gmi_cuts,
+ &self->obj.cov_cuts,
+ &self->obj.clq_cuts,
+ &self->obj.presolve,
+ &self->obj.binarize,
+ &self->obj.fp_heur,
+ &self->obj.ps_heur,
+ &self->obj.ps_tm_lim,
+ &self->obj.use_sol,
+ &self->obj.save_sol,
+ &self->obj.alien))
+ return -1;
+
+ return 0;
+}
+
+/* iocp members declaration */
+static PyMemberDef iocpMembers[] = {
+ {"msg_lev", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,msg_lev), 0, "message level (see glp_smcp) "},
+ {"br_tech", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,br_tech), 0, "branching technique: "},
+ {"bt_tech", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,bt_tech), 0, "backtracking technique: "},
+ {"tol_int", T_DOUBLE, offsetof(pysmcp,obj)+offsetof(glp_iocp,tol_int), 0, "mip.tol_int "},
+ {"tol_obj", T_DOUBLE, offsetof(pysmcp,obj)+offsetof(glp_iocp,tol_obj), 0, "mip.tol_obj "},
+ {"tm_lim", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,tm_lim), 0, "mip.tm_lim (milliseconds) "},
+ {"out_frq", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,out_frq), 0, "mip.out_frq (milliseconds) "},
+ {"out_dly", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,out_dly), 0, "mip.out_dly (milliseconds) "},
+ /*void (*cb_func)(glp_tree *T, void *info); [> mip.cb_func <]*/
+ /*void *cb_info; [> mip.cb_info <]*/
+ {"cb_size", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,cb_size), 0, "mip.cb_size "},
+ {"pp_tech", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,pp_tech), 0, "preprocessing technique: "},
+ {"mip_gap", T_DOUBLE, offsetof(pysmcp,obj)+offsetof(glp_iocp,mip_gap), 0, "relative MIP gap tolerance "},
+ {"mir_cuts", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,mir_cuts), 0, "MIR cuts (GLP_ON/GLP_OFF) "},
+ {"gmi_cuts", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,gmi_cuts), 0, "Gomory's cuts (GLP_ON/GLP_OFF) "},
+ {"cov_cuts", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,cov_cuts), 0, "cover cuts (GLP_ON/GLP_OFF) "},
+ {"clq_cuts", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,clq_cuts), 0, "clique cuts (GLP_ON/GLP_OFF) "},
+ {"presolve", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,presolve), 0, "enable/disable using MIP presolver "},
+ {"binarize", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,binarize), 0, "try to binarize integer variables "},
+ {"fp_heur", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,fp_heur), 0, "feasibility pump heuristic "},
+ {"ps_heur", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,ps_heur), 0, "proximity search heuristic "},
+ {"ps_tm_lim", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,ps_tm_lim), 0, "proxy time limit, milliseconds "},
+ {"use_sol", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,use_sol), 0, "use existing solution "},
+ {"save_sol",T_STRING,offsetof(pysmcp,obj)+offsetof(glp_iocp,save_sol),0, "filename to save every new solution"},
+ {"alien", T_INT, offsetof(pysmcp,obj)+offsetof(glp_iocp,alien), 0, "use alien solver "},
+};
+
+static PyTypeObject iocp_t = {
+ PyVarObject_HEAD_INIT(NULL, 0)
+ "glpk.iocp", /* tp_name */
+ sizeof(pyiocp), /* tp_basicsize */
+ 0, /* tp_itemsize */
+ (destructor)iocp_dealloc, /* tp_dealloc */
+ 0, /* tp_print */
+ 0, /* tp_getattr */
+ 0, /* tp_setattr */
+ 0, /* tp_reserved */
+ 0, /* tp_repr */
+ 0, /* tp_as_number */
+ 0, /* tp_as_sequence */
+ 0, /* tp_as_mapping */
+ 0, /* tp_hash */
+ 0, /* tp_call */
+ 0, /* tp_str */
+ 0, /* tp_getattro */
+ 0, /* tp_setattro */
+ 0, /* tp_as_buffer */
+ Py_TPFLAGS_DEFAULT |
+ Py_TPFLAGS_BASETYPE, /* tp_flags */
+ "integer optimizer control parameters", /* tp_doc */
+ 0, /* tp_traverse */
+ 0, /* tp_clear */
+ 0, /* tp_richcompare */
+ 0, /* tp_weaklistoffset */
+ 0, /* tp_iter */
+ 0, /* tp_iternext */
+ 0, /* tp_methods */
+ iocpMembers, /* tp_members */
+ 0, /* tp_getset */
+ 0, /* tp_base */
+ 0, /* tp_dict */
+ 0, /* tp_descr_get */
+ 0, /* tp_descr_set */
+ 0, /* tp_dictoffset */
+ (initproc)iocp_init, /* tp_init */
+ 0, /* tp_alloc */
+ iocp_new, /* tp_new */
+};
+
+
+
+/* Small helper function to generate the output string of the simplex function */
+inline static void set_output_string(PyObject* t,const char s[]) {
+ PyTuple_SET_ITEM(t, 0, (PyObject *)
+#if PY_MAJOR_VERSION >= 3
+ PyUnicode_FromString(s));
+#else
+ PyString_FromString(s));
+#endif
+ }
+
static char doc_simplex[] =
"Solves a linear program using GLPK.\n\n"
@@ -126,21 +322,16 @@
PyObject *kwrds)
{
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;
- int_t pos=0;
+ PyObject *G, *A=NULL, *t=NULL;
+ glp_prob *lp;
+ glp_smcp *options = NULL;
+ pysmcp *smcpParm = NULL;
+ int m, n, p, i, j, k, nnz, nnzmax, *rn=NULL, *cn=NULL;
double *a=NULL, val;
- char param_type, err_str[100];
-#if PY_MAJOR_VERSION >= 3
- const char *keystr;
-#else
- char *keystr;
-#endif
- char *kwlist[] = {"c", "G", "h", "A", "b", NULL};
+ char *kwlist[] = {"c", "G", "h", "A", "b","options", NULL};
- if (!PyArg_ParseTupleAndKeywords(args, kwrds, "OOO|OO", kwlist, &c,
- &G, &h, &A, &b)) return NULL;
+ if (!PyArg_ParseTupleAndKeywords(args, kwrds, "OOO|OOO!", kwlist, &c,
+ &G, &h, &A, &b,&smcp_t,&smcpParm)) return NULL;
if ((Matrix_Check(G) && MAT_ID(G) != DOUBLE) ||
(SpMatrix_Check(G) && SP_ID(G) != DOUBLE) ||
@@ -182,19 +373,30 @@
PyErr_SetString(PyExc_ValueError, "incompatible dimensions");
return NULL;
}
+ if(!smcpParm)
+ {
+ smcpParm = (pysmcp*)malloc(sizeof(*smcpParm));
+ glp_init_smcp(&(smcpParm->obj));
+ }
+ if(smcpParm)
+ {
+ Py_INCREF(smcpParm);
+ options = &smcpParm->obj;
+ options->presolve = 1;
+ }
- 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 +405,7 @@
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 +444,18 @@
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);
- 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)) &&
- get_param_idx(_PyUnicode_AsString(key), &param_id,
- &param_type)){
- keystr = _PyUnicode_AsString(key);
-#else
- if ((keystr = PyString_AsString(key)) && get_param_idx(keystr,
- &param_id, &param_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){
-#endif
- PyErr_Warn(PyExc_UserWarning, "ignoring value of "
- "GLPK parameter 'LPX_K_PRESOL'");
- }
- 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));
- }
- }
- lpx_set_int_parm(lp, LPX_K_PRESOL, 1);
- Py_DECREF(param);
- switch (lpx_simplex(lp)){
+ switch (glp_simplex(lp,options)){
- case LPX_E_OK:
+ case 0:
x = (matrix *) Matrix_New(n,1,DOUBLE);
z = (matrix *) Matrix_New(m,1,DOUBLE);
@@ -329,65 +465,70 @@
Py_XDECREF(z);
Py_XDECREF(y);
Py_XDECREF(t);
- lpx_delete_prob(lp);
+ Py_XDECREF(smcpParm);
+ 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
+ set_output_string(t,"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);
+ Py_XDECREF(smcpParm);
+ glp_delete_prob(lp);
return (PyObject *) t;
-
- case LPX_E_NOPFS:
-
- PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("primal infeasible"));
-#else
- PyString_FromString("primal infeasible"));
-#endif
+ case GLP_EBADB:
+ set_output_string(t,"incorrect initial basis");
break;
-
- case LPX_E_NODFS:
-
- PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("dual infeasible"));
-#else
- PyString_FromString("dual infeasible"));
-#endif
+ case GLP_ESING:
+ set_output_string(t,"singular initial basis matrix");
+ break;
+ case GLP_ECOND:
+ set_output_string(t,"ill-conditioned initial basis matrix");
+ break;
+ case GLP_EBOUND:
+ set_output_string(t,"incorrect bounds");
+ break;
+ case GLP_EFAIL:
+ set_output_string(t,"solver failure");
+ break;
+ case GLP_EOBJLL:
+ set_output_string(t,"objective function reached lower limit");
+ break;
+ case GLP_EOBJUL:
+ set_output_string(t,"objective function reached upper limit");
+ break;
+ case GLP_EITLIM:
+ set_output_string(t,"iteration limit exceeded");
+ break;
+ case GLP_ETMLIM:
+ set_output_string(t,"time limit exceeded");
+ break;
+ case GLP_ENOPFS:
+ set_output_string(t,"primal infeasible");
+ break;
+ case GLP_ENODFS:
+ set_output_string(t,"dual infeasible");
break;
-
default:
-
- PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("unknown"));
-#else
- PyString_FromString("unknown"));
-#endif
+ set_output_string(t,"unknown");
+ break;
}
- lpx_delete_prob(lp);
+ Py_XDECREF(smcpParm);
+ glp_delete_prob(lp);
PyTuple_SET_ITEM(t, 1, Py_BuildValue(""));
PyTuple_SET_ITEM(t, 2, Py_BuildValue(""));
@@ -427,21 +568,28 @@
{
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;
- int_t pos=0;
+ PyObject *t=NULL;
+ pyiocp *iocpParm = NULL;;
+ glp_iocp *options = NULL;
+ glp_prob *lp;
+ int m, n, p, i, j, k, nnz, nnzmax, *rn=NULL, *cn=NULL;
double *a=NULL, val;
- char param_type, err_str[100];
-#if PY_MAJOR_VERSION >= 3
- const char *keystr;
-#else
- char *keystr;
-#endif
- char *kwlist[] = {"c", "G", "h", "A", "b", "I", "B", NULL};
+ char *kwlist[] = {"c", "G", "h", "A", "b", "I", "B","iocp", NULL};
+
+ if (!PyArg_ParseTupleAndKeywords(args, kwrds, "OOO|OOOOO!", kwlist, &c,
+ &G, &h, &A, &b, &IntSet, &BinSet,iocp_t,&iocpParm)) return NULL;
- if (!PyArg_ParseTupleAndKeywords(args, kwrds, "OOO|OOOO", kwlist, &c,
- &G, &h, &A, &b, &IntSet, &BinSet)) return NULL;
+ if(!iocpParm)
+ {
+ iocpParm = (pyiocp*)malloc(sizeof(*iocpParm));
+ glp_init_iocp(&(iocpParm->obj));
+ }
+ if(iocpParm)
+ {
+ Py_INCREF(iocpParm);
+ options = &iocpParm->obj;
+ options->presolve = 1;
+ }
if ((Matrix_Check(G) && MAT_ID(G) != DOUBLE) ||
(SpMatrix_Check(G) && SP_ID(G) != DOUBLE) ||
@@ -490,18 +638,18 @@
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 +658,7 @@
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();
}
@@ -549,79 +697,14 @@
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);
- 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, &param_id, &param_type)){
-#else
- if ((keystr = PyString_AsString(key)) && get_param_idx(keystr,
- &param_id, &param_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){
-#endif
- PyErr_Warn(PyExc_UserWarning, "ignoring value of "
- "GLPK parameter 'LPX_K_PRESOL'");
- }
- 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));
- }
- }
- lpx_set_int_parm(lp, LPX_K_PRESOL, 1);
- Py_DECREF(param);
-
if (IntSet) {
PyObject *iter = PySequence_Fast(IntSet, "Critical error: not sequence");
@@ -633,7 +716,7 @@
#else
if (!PyInt_Check(tmp)) {
#endif
- lpx_delete_prob(lp);
+ glp_delete_prob(lp);
Py_DECREF(iter);
PY_ERR_TYPE("non-integer element in I");
}
@@ -643,7 +726,7 @@
int k = PyInt_AS_LONG(tmp);
#endif
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");
}
@@ -664,7 +747,7 @@
#else
if (!PyInt_Check(tmp)) {
#endif
- lpx_delete_prob(lp);
+ glp_delete_prob(lp);
Py_DECREF(iter);
PY_ERR_TYPE("non-binary element in I");
}
@@ -674,7 +757,7 @@
int k = PyInt_AS_LONG(tmp);
#endif
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");
}
@@ -686,114 +769,85 @@
}
+ switch (glp_intopt(lp,options)){
- switch (lpx_intopt(lp)){
+ case 0:
- case LPX_E_OK:
+ x = (matrix *) Matrix_New(n,1,DOUBLE);
+ if (!x) {
+ Py_XDECREF(iocpParm);
+ Py_XDECREF(t);
+ glp_delete_prob(lp);
+ return PyErr_NoMemory();
+ }
+ set_output_string(t,"optimal");
+ set_output_string(t,"optimal");
- x = (matrix *) Matrix_New(n,1,DOUBLE);
- if (!x) {
- Py_XDECREF(t);
- lpx_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
+ for (i=0; i<n; i++)
+ MAT_BUFD(x)[i] = glp_mip_col_val(lp, i+1);
+ PyTuple_SET_ITEM(t, 1, (PyObject *) x);
- for (i=0; i<n; i++)
- MAT_BUFD(x)[i] = lpx_mip_col_val(lp, i+1);
- PyTuple_SET_ITEM(t, 1, (PyObject *) x);
+ Py_XDECREF(iocpParm);
+ glp_delete_prob(lp);
+ return (PyObject *) t;
- lpx_delete_prob(lp);
- return (PyObject *) t;
+ case GLP_ETMLIM:
- case LPX_E_TMLIM:
+ x = (matrix *) Matrix_New(n,1,DOUBLE);
+ if (!x) {
+ Py_XDECREF(t);
+ Py_XDECREF(iocpParm);
+ glp_delete_prob(lp);
+ return PyErr_NoMemory();
+ }
+ set_output_string(t,"time limit exceeded");
- x = (matrix *) Matrix_New(n,1,DOUBLE);
- if (!x) {
- Py_XDECREF(t);
- lpx_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
+ for (i=0; i<n; i++)
+ MAT_BUFD(x)[i] = glp_mip_col_val(lp, i+1);
+ PyTuple_SET_ITEM(t, 1, (PyObject *) x);
- for (i=0; i<n; i++)
- MAT_BUFD(x)[i] = lpx_mip_col_val(lp, i+1);
- PyTuple_SET_ITEM(t, 1, (PyObject *) x);
-
- lpx_delete_prob(lp);
- return (PyObject *) t;
+ Py_XDECREF(iocpParm);
+ glp_delete_prob(lp);
+ return (PyObject *) t;
- case LPX_E_FAULT:
- PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("invalid MIP formulation"));
-#else
- PyString_FromString("invalid MIP formulation"));
-#endif
- break;
+ case GLP_EBOUND:
+ set_output_string(t,"incorrect bounds");
+ break;
+ case GLP_EFAIL:
+ set_output_string(t,"invalid MIP formulation");
+ break;
- case LPX_E_NOPFS:
- PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("primal infeasible"));
-#else
- PyString_FromString("primal infeasible"));
-#endif
- break;
+ case GLP_ENOPFS:
+ set_output_string(t,"primal infeasible");
+ break;
- case LPX_E_NODFS:
+ case GLP_ENODFS:
+ set_output_string(t,"dual infeasible");
+ break;
- PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("dual infeasible"));
-#else
- PyString_FromString("dual infeasible"));
-#endif
- break;
+ case GLP_EMIPGAP:
+ set_output_string(t,"Relative mip gap tolerance reached");
+ break;
- case LPX_E_ITLIM:
+ /*case LPX_E_ITLIM:
- PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("maxiters exceeded"));
-#else
- PyString_FromString("maxiters exceeded"));
-#endif
- break;
+ set_output_string(t,"maxiters exceeded");
+ break;*/
- case LPX_E_SING:
+ /*case LPX_E_SING:
- 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
- break;
+ set_output_string(t,"singular or ill-conditioned basis");
+ break;*/
- default:
+ default:
- PyTuple_SET_ITEM(t, 0, (PyObject *)
-#if PY_MAJOR_VERSION >= 3
- PyUnicode_FromString("unknown"));
-#else
- PyString_FromString("unknown"));
-#endif
- }
+ set_output_string(t,"unknown");
+ }
- lpx_delete_prob(lp);
+ Py_XDECREF(iocpParm);
+ glp_delete_prob(lp);
PyTuple_SET_ITEM(t, 1, Py_BuildValue(""));
return (PyObject *) t;
@@ -819,10 +873,94 @@
NULL, NULL, NULL, NULL
};
+void addglpkConstants (void)
+{
+ PyModule_AddIntMacro(glpk_module, GLP_ON);
+ PyModule_AddIntMacro(glpk_module,GLP_OFF);
+
+ /* reason codes: */
+ PyModule_AddIntMacro(glpk_module,GLP_IROWGEN);
+ PyModule_AddIntMacro(glpk_module,GLP_IBINGO);
+ PyModule_AddIntMacro(glpk_module,GLP_IHEUR);
+ PyModule_AddIntMacro(glpk_module,GLP_ICUTGEN);
+ PyModule_AddIntMacro(glpk_module,GLP_IBRANCH);
+ PyModule_AddIntMacro(glpk_module,GLP_ISELECT);
+ PyModule_AddIntMacro(glpk_module,GLP_IPREPRO);
+
+ /* branch selection indicator: */
+ PyModule_AddIntMacro(glpk_module,GLP_NO_BRNCH);
+ PyModule_AddIntMacro(glpk_module,GLP_DN_BRNCH);
+ PyModule_AddIntMacro(glpk_module,GLP_UP_BRNCH);
+
+ /* return codes: */
+ PyModule_AddIntMacro(glpk_module,GLP_EBADB);
+ PyModule_AddIntMacro(glpk_module,GLP_ESING);
+ PyModule_AddIntMacro(glpk_module,GLP_ECOND);
+ PyModule_AddIntMacro(glpk_module,GLP_EBOUND);
+ PyModule_AddIntMacro(glpk_module,GLP_EFAIL);
+ PyModule_AddIntMacro(glpk_module,GLP_EOBJLL);
+ PyModule_AddIntMacro(glpk_module,GLP_EOBJUL);
+ PyModule_AddIntMacro(glpk_module,GLP_EITLIM);
+ PyModule_AddIntMacro(glpk_module,GLP_ETMLIM);
+ PyModule_AddIntMacro(glpk_module,GLP_ENOPFS);
+ PyModule_AddIntMacro(glpk_module,GLP_ENODFS);
+ PyModule_AddIntMacro(glpk_module,GLP_EROOT);
+ PyModule_AddIntMacro(glpk_module,GLP_ESTOP);
+ PyModule_AddIntMacro(glpk_module,GLP_EMIPGAP);
+ PyModule_AddIntMacro(glpk_module,GLP_ENOFEAS);
+ PyModule_AddIntMacro(glpk_module,GLP_ENOCVG);
+ PyModule_AddIntMacro(glpk_module,GLP_EINSTAB);
+ PyModule_AddIntMacro(glpk_module,GLP_EDATA);
+ PyModule_AddIntMacro(glpk_module,GLP_ERANGE);
+
+ /* condition indicator: */
+ PyModule_AddIntMacro(glpk_module,GLP_KKT_PE);
+ PyModule_AddIntMacro(glpk_module,GLP_KKT_PB);
+ PyModule_AddIntMacro(glpk_module,GLP_KKT_DE);
+ PyModule_AddIntMacro(glpk_module,GLP_KKT_DB);
+ PyModule_AddIntMacro(glpk_module,GLP_KKT_CS);
+
+ /* MPS file format: */
+ PyModule_AddIntMacro(glpk_module,GLP_MPS_DECK);
+ PyModule_AddIntMacro(glpk_module,GLP_MPS_FILE);
+
+ /* simplex method control parameters */
+ /* message level: */
+ PyModule_AddIntMacro(glpk_module,GLP_MSG_OFF);
+ PyModule_AddIntMacro(glpk_module,GLP_MSG_ERR);
+ PyModule_AddIntMacro(glpk_module,GLP_MSG_ON);
+ PyModule_AddIntMacro(glpk_module,GLP_MSG_ALL);
+ PyModule_AddIntMacro(glpk_module,GLP_MSG_DBG);
+ /* simplex method option: */
+ PyModule_AddIntMacro(glpk_module,GLP_PRIMAL);
+ PyModule_AddIntMacro(glpk_module,GLP_DUALP);
+ PyModule_AddIntMacro(glpk_module,GLP_DUAL);
+ /* pricing technique: */
+ PyModule_AddIntMacro(glpk_module,GLP_PT_STD);
+ PyModule_AddIntMacro(glpk_module,GLP_PT_PSE);
+ /* ratio test technique: */
+ PyModule_AddIntMacro(glpk_module,GLP_RT_STD);
+ PyModule_AddIntMacro(glpk_module,GLP_RT_HAR);
+
+ /* interior-point solver control parameters */
+ /* ordering algorithm: */
+ PyModule_AddIntMacro(glpk_module,GLP_ORD_NONE);
+ PyModule_AddIntMacro(glpk_module,GLP_ORD_QMD);
+ PyModule_AddIntMacro(glpk_module,GLP_ORD_AMD);
+ PyModule_AddIntMacro(glpk_module,GLP_ORD_SYMAMD);
+}
+
PyMODINIT_FUNC PyInit_glpk(void)
{
if (!(glpk_module = PyModule_Create(&glpk_module_def))) return NULL;
- PyModule_AddObject(glpk_module, "options", PyDict_New());
+ if (PyType_Ready(&iocp_t) < 0 || (PyType_Ready(&smcp_t) < 0)) return NULL;
+ /* Adding macros */
+ addglpkConstants();
+ /* Adding option lists as objects */
+ Py_INCREF(&smcp_t);
+ PyModule_AddObject(glpk_module,"smcp",(PyObject*)&smcp_t);
+ Py_INCREF(&iocp_t);
+ PyModule_AddObject(glpk_module,"iocp",(PyObject*)&iocp_t);
if (import_cvxopt() < 0) return NULL;
return glpk_module;
}
@@ -832,8 +970,13 @@
PyMODINIT_FUNC initglpk(void)
{
glpk_module = Py_InitModule3("cvxopt.glpk", glpk_functions,
- glpk__doc__);
- PyModule_AddObject(glpk_module, "options", PyDict_New());
+ glpk__doc__);
+ if (PyType_Ready(&iocp_t) < 0 || (PyType_Ready(&smcp_t) < 0)) return NULL;
+ addglpkConstants();
+ Py_INCREF(&smcp_t);
+ PyModule_AddObject(glpk_module,"smcp",(PyObject*)&smcp_t);
+ Py_INCREF(&iocp_t);
+ PyModule_AddObject(glpk_module,"iocp",(PyObject*)&iocp_t);
if (import_cvxopt() < 0) return;
}