Mercurial > hg > octave-nkf
changeset 5233:bdf892d3b024
[project @ 2005-03-22 17:44:31 by jwe]
author | jwe |
---|---|
date | Tue, 22 Mar 2005 17:44:32 +0000 |
parents | 9b776f5a33eb |
children | a791b8b777e4 |
files | scripts/ChangeLog scripts/optimization/glpk.m |
diffstat | 2 files changed, 158 insertions(+), 176 deletions(-) [+] |
line wrap: on
line diff
--- a/scripts/ChangeLog +++ b/scripts/ChangeLog @@ -1,5 +1,12 @@ 2005-03-22 John W. Eaton <jwe@octave.org> + * optimization/glpk.m: Adapt to Octave coding style. + No need for varargout or varargin. + Print usage message if nargin > 11. + Allow any value of nargout. + Use repmat (C, nr, nc) instead of char (C * ones (nr, nc)). + Avoid looping when checking character classes. + * optimization: New directory. * Makefile.in (SUBDIRS): Add it to the list. * optimization/Makefile.in: New file.
--- a/scripts/optimization/glpk.m +++ b/scripts/optimization/glpk.m @@ -1,4 +1,22 @@ -function varargout=glpk(varargin) +## Copyright (C) 2005 Nicolo' Giorgetti +## +## This file is part of Octave. +## +## Octave is free software; you can redistribute it and/or modify it +## under the terms of the GNU General Public License as published by +## the Free Software Foundation; either version 2, or (at your option) +## any later version. +## +## Octave is distributed in the hope that it will be useful, but +## WITHOUT ANY WARRANTY; without even the implied warranty of +## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU +## General Public License for more details. +## +## You should have received a copy of the GNU General Public License +## along with Octave; see the file COPYING. If not, write to the Free +## Software Foundation, 59 Temple Place - Suite 330, Boston, MA +## 02111-1307, USA. + ## GLPK - An Octave Interface for the GNU GLPK library ## ## This routine calls the glpk library to solve an LP/MIP problem. A typical @@ -11,9 +29,9 @@ ## {x >= LB} ## ## The calling syntax is: -## [XOPT,FOPT,STATUS,EXTRA]=glpkmex(SENSE,C,... -## A,B,CTYPE,LB,UB,... -## VARTYPE,PARAM,LPSOLVER,SAVE) +## [XOPT,FOPT,STATUS,EXTRA]=glpk(SENSE,C,... +## A,B,CTYPE,LB,UB,... +## VARTYPE,PARAM,LPSOLVER,SAVE) ## ## For a quick reference to the syntax just type glpk at command prompt. ## @@ -75,10 +93,10 @@ ## FOPT: The optimum. ## ## STATUS: Status of the optimization. -## +## ## - Simplex Method - -## Value Code -## 180 LPX_OPT solution is optimal +## Value Code +## 180 LPX_OPT solution is optimal ## 181 LPX_FEAS solution is feasible ## 182 LPX_INFEAS solution is infeasible ## 183 LPX_NOFEAS problem has no feasible solution @@ -91,7 +109,7 @@ ## 151 LPX_T_OPT the interior point method is optimal ## * Note that additional status codes may appear in ## the future versions of this routine * -## +## ## - Mixed Integer Method - ## Value Code ## 170 LPX_I_UNDEF the status is undefined @@ -99,7 +117,7 @@ ## 172 LPX_I_FEAS solution integer feasible but ## its optimality has not been proven ## 173 LPX_I_NOFEAS no integer feasible solution -## +## ## EXTRA: A data structure containing the following fields: ## LAMBDA Dual variables ## REDCOSTS Reduced Costs @@ -107,7 +125,7 @@ ## MEM Memory (in bytes) used for solving LP/MIP problem. ## ## -## In case of error the glpkmex returns one of the +## In case of error the glpk returns one of the ## following codes (these codes are in STATUS). For more informations on ## the causes of these codes refer to the GLPK reference manual. ## @@ -123,187 +141,144 @@ ## 212 LPX_E_NOCONV no convergence (interior) ## 213 LPX_E_NOPFS no primal feas. sol. (LP presolver) ## 214 LPX_E_NODFS no dual feas. sol. (LP presolver) -## -% --- CODE --- -% If there is no input output the version and syntax -if nargin==0 - printf("glpk: An Octave interface to the GLPK library\n"); - printf("Version: 1.0\n"); - printf("\nSyntax: [xopt,fopt,status,extra]=glpk(sense,c,a,b,ctype,lb,ub,vartype,param,lpsolver,save)\n"); - return; -endif +## Author: Nicolo' Giorgetti <giorgetti@dii.unisi.it> +## Adapted-by: jwe -% If there are less than 4 arguments output an error message -if nargin<4 - error("At least 4 inputs required (sense,c,a,b)\n"); - return; -endif +function [xopt, fmin, status, extra] = glpk (sense, c, a, b, ctype, lb, ub, vartype, param, lpsolver, savepb) -% At least 2 outputs required -if nargout<2 - error("2 outputs required\n"); - return; -endif - -% 1) Sense of optimization -sense=varargin{1}; + ## If there is no input output the version and syntax + if (nargin < 4 || nargin > 11) + usage ("[xopt, fopt, status, extra] = glpk (sense, c, a, b, ctype, lb, ub, vartype, param, lpsolver, savepb"); + return; + endif -% 2) Cost vector -c=varargin{2}; + if (all (size (c) > 1) || iscomplex (c) || ischar (c)) + error ("C must be a real vector"); + return; + endif + nx = length (c); + ## Force column vector. + c = c(:); -if (all(size(c)>1) | iscomplex(c) | ischar(c)) - error("C must be a real vector\n"); - return; -endif -nx=length(c); -if size(c,1) ~= nx - c=c'; -endif + ## 3) Matrix constraint -% 3) Matrix constraint -a=varargin{3}; -if isempty(a) - error("A cannot be an empty matrix\n"); - return; -endif -[nc, nxa]=size(a); -if (ischar(a) | iscomplex(a) | (nxa ~= nx)) - error("A must be a real valued %d by %d matrix\n",nc,nx); - return; -endif + if (isempty (a)) + error ("A cannot be an empty matrix"); + return; + endif + [nc, nxa] = size(a); + if (! isreal (a) || nxa != nx) + error ("A must be a real valued %d by %d matrix", nc, nx); + return; + endif + + ## 4) RHS -% 4) RHS -b=varargin{4}; -if isempty(b) - error("B cannot be an empty vector\n"); - return; -endif -if (ischar(b) | iscomplex(b) | (length(b) ~= nc)) - error("B must be a real valued %d by 1 vector\n",nc); - return; -endif + if (isempty (b)) + error ("B cannot be an empty vector"); + return; + endif + if (! isreal (b) || length (b) != nc) + error ("B must be a real valued %d by 1 vector", nc); + return; + endif + + ## 5) Sense of each constraint -% 5) Sense of each constraint -ctype=[]; -if nargin>4 - ctype=varargin{5}; - if isempty(ctype) - ctype=char('U'*ones(nc,1)); - elseif (isnumeric(ctype) | all(size(ctype)>1) | (length(ctype) ~= nc)) - error("CTYPE must be a char valued %d by 1 column vector\n",nc); - return; - else - for i=1:nc - if (ctype(i)!='F' & ctype(i)!='U' & ctype(i)!='S' & ctype(i)!='L' & ctype(i)!='D') - error("CTYPE must contain only F,U,S,L and D\n"); - return; - endif - endfor - endif -else - ctype=char('U'*ones(nc,1)); -end + if (nargin > 4) + if (isempty (ctype)) + ctype = repmat ("U", nc, 1); + elseif (! ischar (ctype) || all (size (ctype) > 1) || length (ctype) != nc) + error ("CTYPE must be a char valued %d by 1 column vector", nc); + return; + elseif (! all (ctype == "F" | ctype == "U" | ctype == "S" + | ctype == "L" | ctype == "D")) + error ("CTYPE must contain only F, U, S, L, or D"); + return; + endif + else + ctype = repmat ("U", nc, 1); + end + + ## 6) Vector with the lower bound of each variable -% 6) Vector with the lower bound of each variable -lb=[]; -if nargin>5 - lb=varargin{6}; - if isempty(lb) - lb=-Inf*ones(nx,1); - elseif (ischar(lb) | iscomplex(lb) | all(size(lb)>1) | (length(lb)~=nx)) - error("LB must be a real valued %d by 1 column vector\n",nx); - return; - endif -else - lb=-Inf*ones(nx,1); -end + if (nargin > 5) + if (isempty (lb)) + lb = repmat (-Inf, nx, 1); + elseif (! isreal (lb) || all (size (lb) > 1) || length (lb) != nx) + error ("LB must be a real valued %d by 1 column vector", nx); + return; + endif + else + lb = repmat (-Inf, nx, 1); + end + + ## 7) Vector with the upper bound of each variable -% 7) Vector with the upper bound of each variable -ub=[]; -if nargin>6 - ub=varargin{7}; - if isempty(ub) - ub=Inf*ones(nx,1); - elseif (ischar(ub) | iscomplex(ub) | all(size(ub)>1) | (length(ub)~=nx)) - error("UB must be a real valued %d by 1 column vector\n",nx); - return; - endif -else - ub=Inf*ones(nx,1); -end + if (nargin > 6) + if (isempty (ub)) + ub = repmat (Inf, nx, 1); + elseif (! isreal (ub) || all (size (ub) > 1) || length (ub) != nx) + error ("UB must be a real valued %d by 1 column vector", nx); + return; + endif + else + ub = repmat (Inf, nx, 1); + end -% 8) Vector with the type of variables -vartype=[]; -if nargin>7 - vartype=varargin{8}; - if isempty(vartype) - vartype=char('C'*ones(nx,1)); - elseif (isnumeric(vartype) | all(size(vartype)>1) | (length(vartype)~=nx)) - error("VARTYPE must be a char valued %d by 1 column vector\n",nx); - return; - else - for i=1:nx - if (vartype(i)!='C' & vartype(i)!='I') - error("VARTYPE must contain only C or I\n"); - return; - endif - endfor - endif -else - vartype=char('C'*ones(nx,1)); % As default we consider continuous vars -endif + ## 8) Vector with the type of variables -% 9) Parameters vector -param=[]; -if nargin>8 - param=varargin{9}; - if !isstruct(param) - error("PARAM must be a structure\n"); - return; - endif -else - param=struct; -endif + if (nargin > 7) + if isempty (vartype) + vartype = repmat ("C", nx, 1); + elseif (! ischar (vartype) || all (size (vartype) > 1) + || length (vartype) != nx) + error ("VARTYPE must be a char valued %d by 1 column vector", nx); + return; + elseif (! all (vartype == "C" | vartype == "I")) + error ("VARTYPE must contain only C or I"); + return; + endif + else + ## As default we consider continuous vars + vartype = repmat ("C", nx, 1); + endif -% 10) Select solver method: simplex or interior point -lpsolver=[]; -if nargin>9 - lpsolver=varargin{10}; - if (!isnumeric(lpsolver) | all(size(lpsolver)>1)) - error("LPSOLVER must be a real scalar value\n"); - return; - endif -else - lpsolver=1; -endif + ## 9) Parameters vector + + if (nargin > 8) + if (! isstruct (param)) + error ("PARAM must be a structure"); + return; + endif + else + param = struct (); + endif -% 11) Save the problem -savepb=[]; -if nargin>10 - savepb=varargin{11}; - if (!isnumeric(savepb) | all(size(savepb)>1)) - error("LPSOLVER must be a real scalar value\n"); - return; - endif -else - savepb=0; -end + ## 10) Select solver method: simplex or interior point + + if (nargin > 9) + if (! (isreal (lpsolver) && isscalar (lpsolver))) + error ("LPSOLVER must be a real scalar value"); + return; + endif + else + lpsolver = 1; + endif + + ## 11) Save the problem -if nargin>11 - warning("Extra parameters ignored\n"); -endif + if (nargin > 10) + if (! (isreal (savepb) && isscalar (lpsolver))) + error ("LPSOLVER must be a real scalar value"); + return; + endif + else + savepb = 0; + end -try - [xopt, fmin, status, extra]=glpkoct(sense,c,a,b,ctype,lb,ub,vartype,param,lpsolver,savepb); -catch - error("Problems with glpkoct"); -end_try_catch + [xopt, fmin, status, extra] = ... + __glpk__ (sense, c, a, b, ctype, lb, ub, vartype, param, lpsolver, savepb); -varargout{1}=xopt; -varargout{2}=fmin; -varargout{3}=status; -varargout{4}=extra; - - endfunction