/*---------------------------------------------------------------------- * * Copyright (C) 2001-2005, Nicolo' Giorgetti, All rights reserved.  * E-mail: <giorgetti@dii.unisi.it>. * * This file is part of GLPK (GNU Linear Programming Kit). * * GLPK 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. * * This part of code is distributed with the FURTHER condition that it  * can be compiled and linked with the Matlab libraries and it can be  * used within the Matlab environment. * * GLPK 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 GLPK; see the file COPYING. If not, write to the Free * Software Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA * 02111-1307, USA. * *-----------------------------------------------------------------------*/int glpkmex_fault_hook(void *info,  char *msg){    char errmsg[1024];        sprintf(errmsg,"*** SEVERE CRITICAL ERROR *** from GLPK !\n%s\n",msg);    mexErrMsgTxt(errmsg);    longjmp( mark, -1 );}int glpkmex_print_hook(void *info,  char *msg){    mexPrintf("%s\n",msg);    return 1;}int glpk(int sense,int n, int m, double *c,int nz,int *rn,int *cn, double *a,double *b, char *ctype,         int *freeLB, double *lb, int *freeUB, double *ub, int *vartype,         int isMIP, int lpsolver,int save_pb, double *xmin, double *fmin, double *status,         double *lambda, double *redcosts, double *time, double *mem){   LPX *lp;   int i;   int error;   double t_start;   int typx;   int method;   t_start = utime();      lib_set_fault_hook(NULL,glpkmex_fault_hook);      if (lpxIntParam[0] > 1){         lib_set_print_hook(NULL,glpkmex_print_hook);   }         lp=lpx_create_prob();        /* Set the sense of optimization */   if (sense==1) lpx_set_obj_dir(lp,LPX_MIN);   else lpx_set_obj_dir(lp,LPX_MAX);   /* If the problem has integer structural variables switch to MIP */   if(isMIP) lpx_set_class(lp,LPX_MIP);     lpx_add_cols(lp,n);      for(i=0;i<n;i++){      /* Define type of the structural variables */      if (!freeLB[i] && !freeUB[i]){        lpx_set_col_bnds(lp,i+1,LPX_DB,lb[i],ub[i]);      }else{         if (!freeLB[i] && freeUB[i]){            lpx_set_col_bnds(lp,i+1,LPX_LO,lb[i],ub[i]);         }else{            if (freeLB[i] && !freeUB[i]){               lpx_set_col_bnds(lp,i+1,LPX_UP,lb[i],ub[i]);            }else{               lpx_set_col_bnds(lp,i+1,LPX_FR,lb[i],ub[i]);            }         }      }            	  /* Set the objective coefficient of the corresponding structural variable.	     No constant term is assumed. */	  lpx_set_obj_coef(lp,i+1,c[i]);      if(isMIP){        lpx_set_col_kind(lp,i+1,vartype[i]);      }   }      lpx_add_rows(lp,m);      for(i=0;i<m;i++){         /* If the i-th row has no lower bound (types F,U), the         corrispondent parameter will be ignored.         If the i-th row has no upper bound (types F,L), the corrispondent         parameter will be ignored.         If the i-th row is of S type, the i-th LB is used, but         the i-th UB is ignored.      */      switch(ctype[i]){         case 'F': typx=LPX_FR; break;         case 'U': typx=LPX_UP; break;         case 'L': typx=LPX_LO; break;         case 'S': typx=LPX_FX; break;         case 'D': typx=LPX_DB;       }      lpx_set_row_bnds(lp,i+1,typx,b[i],b[i]);   }   lpx_load_matrix(lp,nz,rn,cn,a);   if (save_pb){      if(lpx_write_cpxlp(lp, "outpb.lp") != 0)        mexErrMsgTxt("Unable to write problem");   }   /* scale the problem data (if required) */   /* if (scale && (!presol || method == 1)) lpx_scale_prob(lp); */   /*  LPX_K_SCALE=IParam[1]  LPX_K_PRESOL=IParam[16]  */   if (lpxIntParam[1] && (!lpxIntParam[16] || lpsolver!=1)){      lpx_scale_prob(lp);   }   /* build advanced initial basis (if required) */   if (lpsolver == 1 && !lpxIntParam[16]){      lpx_adv_basis(lp);   }    for(i=0;i<NIntP;i++){     lpx_set_int_parm(lp,IParam[i],lpxIntParam[i]);   }   for(i=0;i<NRealP;i++){     lpx_set_real_parm(lp,RParam[i],lpxRealParam[i]);   }    if(lpsolver==1) method='S';   else method='T';   switch(method){   case 'S':     if(isMIP){       method='I';       error=lpx_simplex(lp);       error=lpx_integer(lp);     }else{       error=lpx_simplex(lp);     }     break;   case 'T':     error=lpx_interior(lp);     break;   default:     insist(method != method);   }   /*       error assumes the following results:       error=0 <=> No errors       error=1 <=> Iteration limit exceeded.       error=2 <=> Numerical problems with basis matrix.   */   if(error==LPX_E_OK){     if(isMIP){       *status=(double)lpx_mip_status(lp);       *fmin=lpx_mip_obj_val(lp);     }else{       if(lpsolver==1){         *status=(double)lpx_get_status(lp);         *fmin=lpx_get_obj_val(lp);       }else{         *status=(double)lpx_ipt_status(lp);         *fmin=lpx_ipt_obj_val(lp);       }     }     if(isMIP){         for(i=0;i<n;i++)  xmin[i]=lpx_mip_col_val(lp,i+1);     }else{      /* Primal values */      for(i=0;i<n;i++){         if(lpsolver==1) xmin[i]=lpx_get_col_prim(lp,i+1);         else xmin[i]=lpx_ipt_col_prim(lp,i+1);      }      /* Dual values */      for(i=0; i<m; i++){         if(lpsolver==1) lambda[i]=lpx_get_row_dual(lp,i+1);         else lambda[i]=lpx_ipt_row_dual(lp,i+1);      }      /* Reduced costs */      for(i=0; i<lpx_get_num_cols(lp); i++){         if(lpsolver==1) redcosts[i]=lpx_get_col_dual(lp,i+1);         else redcosts[i]=lpx_ipt_col_dual(lp,i+1);      }     }     *time=(double)(utime() - t_start);     *mem=(double)lib_env_ptr()->mem_tpeak;           lpx_delete_prob(lp);     return(0);   }   lpx_delete_prob(lp);   *status=(double)error;   return(error);}