Re: [Help-glpk] Re: libglpk0: excessive install dependencies

2008-03-13 Thread Andrew Makhorin
, it is sufficient to enclose the corresponding fragment within #ifdef/#endif and add necessary -D options in the makefile. Btw, dynamic loading/unloading can be performed in DllMain; see file glplib03.c; probably it is a most appropraite place for that. Andrew Makhorin It would be nice to have this change

Re: [Help-glpk] 3 indices data

2008-03-15 Thread Andrew Makhorin
I have a data with 3 indices c[i,j,k]. How can I write it in a MathProg format? I would like to fix k=1, give the matrix c[i,j,1], fix k=2, give the matrix c[i,j,2], and go on... Like this: param c := [*,*,1] 1 1 2.3 1 2 4.5 . . . [*,*,2] 1 1 5.6 1 2 7.8 . . .

[Help-glpk] Re: libglpk0: excessive install dependencies

2008-03-18 Thread Andrew Makhorin
to look through the code; probably it will take two or three days. Could you please consider changes suggested by Vijay? Best regards, Andrew Makhorin ___ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk

Re: [Help-glpk] Problem size limit?

2008-03-18 Thread Andrew Makhorin
Does anyone know of a theoretical size limit for a non-integer GLPK problem? Theoretically the problem size is limited by 100,000,000 rows and columns and 500,000,000 non-zero constraint coefficients; this is because glpk is a 32-bit application in the sense that it uses 32-bit integers to

Re: [Help-glpk] Problem size limit?

2008-03-18 Thread Andrew Makhorin
I cannot run it, because my machine has only 256Mb of RAM.) Andrew Makhorin ___ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk

Re: [Help-glpk] VBA/dll for Excel

2008-03-18 Thread Andrew Makhorin
I produced a DLL as well by adding __stdcall __export to the right function calls. [BTW, I'm using the free Turbo C++ compiler from Borland.] BUT, I cannot seem to get the callback function for glp_term_hook to properly work. Before I begin to setup the problem, I use very similar VBA

Re: [Help-glpk] Hook needed in xfault()

2008-03-19 Thread Andrew Makhorin
if an error occurs in the GLPK library xfault is called and executes abort(). This is permissible in GLPSOL. In other programs using the library this behavior causes trouble: - The calling program cannot release objects and libraries. - The user of a GUI program cannot save his prior work.

Re: [Help-glpk] VBA/dll for Excel

2008-03-19 Thread Andrew Makhorin
the problem is due to GLPK being compiled with __cdecl calling convention instead of __stdcall calling convention. References: http://www.geocities.com/yongweiwu/stdcall.htm http://msdn2.microsoft.com/en-us/library/zxk0tw93.aspx I have recompiled the DLL with compiler switch /Gz

Re: [Help-glpk] gmpl manual

2008-03-19 Thread Andrew Makhorin
Are there other manuals on GMPL? You can try to find some educational materials in the internet. I could not find out in the GMPL manual how to get the number of constraints, parameters, variables etc. read into the model. Also, I could not see how it may be possible to create intermediary

Re: [Help-glpk] Hook needed in xfault()

2008-03-19 Thread Andrew Makhorin
I could not identify any __stdcall Windows API function that would allow catching abort() as raised by xfault(). Without such a function I will not be able to stop the termination of Excel or any VBA applications using the GLPK library. This is why I am requesting the hook. There is the

Re: [Help-glpk] VBA/dll for Excel

2008-03-19 Thread Andrew Makhorin
I can understand that You want to keep the core of GLPK independent of operating system considerations. Writing a wrapper seems easy to do. Care has to be given to glp_term_hook because the hook function will be __stdcall. The wrapper will have to alloc memory to build a info structure and

Re: [Help-glpk] Problem size limit?

2008-03-19 Thread Andrew Makhorin
Benchmark.mod may be included in glpk's examples if you think that challenging glpk is interesting. I have added your model to glpk examples changing its name to huge.mod. ___ Help-glpk mailing list Help-glpk@gnu.org

Re: [Help-glpk] Hook needed in xfault()

2008-03-19 Thread Andrew Makhorin
when writing a console program in C signal() would be fine. Unfortunately this function does not exist in other languages like Visual Basic. Maybe this could be put into the same wrapper needed to provide __stdcall calling convention. In principle, if the application program does not pass

Re: [Help-glpk] Problem size limit?

2008-03-19 Thread Andrew Makhorin
My LP problem is one with approximately 400K columns and 400K rows--of which, the matrix data is almost completely sparse. Based upon your information Andrew, this is well within the limits of GLPK (assuming adequate hardware is available). The concept of having to setup this many columns

[Help-glpk] Re: libglpk0: excessive install dependencies

2008-03-20 Thread Andrew Makhorin
*xdlopen(const char *file, int mode); void *xdlsym(void *handle, const char *name); int xdlclose(void *handle); const char *xdlerror(void); I plan to implement these routines for next several days. What do you think about that? Andrew Makhorin

[Help-glpk] Re: libglpk0: excessive install dependencies

2008-03-20 Thread Andrew Makhorin
Hopefully the Windows version will be included in 4.28. I included it, however, at the moment it is disabled. See the file glplib12.c for details. ___ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk

Re: [Help-glpk] gmpl manual

2008-03-20 Thread Andrew Makhorin
In general I don't recommend generating instance files like MPS or CPLEX LP directly. If you don't want to use a modeling language because of size or other issues, then look at the APIs that solvers have to directly input an instance. COIN-OR OSI (Open Solver Interface) provides an API

Re: [Help-glpk] 0 or greater than condition

2008-03-22 Thread Andrew Makhorin
You generally do this by adding a binary variable (and, of course, this becomes an integer program rather than a simple linear program, and therefore more difficult to solve). For example: var z, binary; s.t. condition{f in FOO, b in BAR}: sum{a in BAZ} x[f,b,a] = 5 * z; Probably correct

Re: [Help-glpk] 0 or greater than condition

2008-03-22 Thread Andrew Makhorin
Probably correct formulation should be the following: s.t. condition1{f in FOO, b in BAR}: sum{a in BAZ} x[f,b,a] = 5 * z; s.t. condition2{f in FOO, b in BAR}: sum{a in BAZ} x[f,b,a] = u[f,b,a] * z; where u[f,b,a] is an upper bound of x[f,b,a]. The second constraint

[Help-glpk] glpk 4.28 release information

2008-03-25 Thread Andrew Makhorin
-BEGIN PGP SIGNED MESSAGE- Hash: SHA1 GLPK 4.28 -- Release Information Release date: Mar 25, 2008 GLPK (GNU Linear Programming Kit) is intended for solving large-scale linear programming (LP), mixed integer linear programming (MIP), and other related

Re: [Help-glpk] 0 or greater than condition

2008-03-25 Thread Andrew Makhorin
I wonder if adding additional constraints of s.t. condition3{f in FOO, b in BAR, a in BAZ} : x[f,b,a] = u[f,b,a] * z; would help in developing an integer solution faster? If u[f,b,a] is stronger than in lp relaxation, I suppose. However, in general case, it may significantly depend

Re: [Help-glpk] Building GLPK under VS2005 for x64

2008-03-27 Thread Andrew Makhorin
I'm trying to build GLPK/Mathprog 4.9 under Visual Studio 2005 for a x64 machine (WinXP Pro x64). My VS2005 Projekt for x86 builds and runs beautifully. The x64 version also builds, but when I try out the generated code it crashes with an access violation. The problem seem to be the setjmp()

Re: [Help-glpk] getting number of iterations and the central path in ipt

2008-03-28 Thread Andrew Makhorin
if I understand the source code correctly, I can not obtain the number of iterations having been done by the interior point routine, nor can I get the path that has been followed, in my program, w/o modifying the sources. Am I right? Yes, currently there is no exit routine to do that.

Re: [Help-glpk] Simple Cutting Stock Problem Solver Using GLPK

2008-03-29 Thread Andrew Makhorin
question: why do you assign penalties to slack variables initially introduced in the master lp? In your code each slack variable has a unity column, which itself might be considered as a pattern, so there would be no difference between slack and pattern variables. Andrew Makhorin

Re: [Help-glpk] Re: Simple Cutting Stock Problem Solver Using GLPK

2008-03-30 Thread Andrew Makhorin
://citeseer.ist.psu.edu/28583.html Andrew Makhorin ___ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk

Re: [Help-glpk] Using all cuts

2008-04-07 Thread Andrew Makhorin
I #8217;m experimenting with the integer programming capabilities of GLPK (Version 4.27). The function #8220;lpx_intopt #8221; has a parameter that allows for #8220;all cuts #8221; to be used, which include cover, clique, gomory and mixed-integer-rounding cuts.  But lpx_intopt does not use

Re: [Help-glpk] infeasible solution support

2008-04-07 Thread Andrew Makhorin
Andrew, I do not agree. With what do you not agree? I did not say that it is impossible to determine a minimal/irreducible infeasible system for mip. I only said that this is impractical. It is always possible to minimize the sum of residuals, however, to obtain the minimal/irreducible system

Re: [Help-glpk] Sign of an integer

2008-04-07 Thread Andrew Makhorin
i am searching for an expression equal to the mathematicl sign function. I have a sum in a subject to statement, and i want the returning value of this sum to be zero if the sum is 0 or to be one if the sum is greater than 0. Example: subject to rooms{a in A}: sum{b in B} sign(sum{c in C}

Re: [Help-glpk] Sign of an integer

2008-04-07 Thread Andrew Makhorin
var sx{a in A, b in B}, binary; /* sx[a,b] is sign(sum{c in C} x[a,b,c]) */ /* in other word, sx[a,b] is logical_or{c in C} x[a,b,c] */ s.t. foo{a in A, b in B}: sum{c in C} x[a,b,c] = card(C) * sx[a,b]; s.t. rooms{a in A}: sum{b in B} sx[a,b] = r; Incorrect. The first constraint must be

Re: [Help-glpk] Return value on mipgap problems

2008-04-15 Thread Andrew Makhorin
Just a minor note.  When using a 'mipgap' value, ios_driver() will return GLP_ETMLIM if the mipgap tolerance is satisfied.  This causes the message TIME LIMIT EXCEEDED; SEARCH TERMINATED message to print from within glp_intopt().  Not a big deal, but it was confusing the first few times I saw

Re: [Help-glpk] Quadratic programming

2008-04-15 Thread Andrew Makhorin
I am a new comer of GLPK and been very satisfied with it! Thank Makhorin for his great works! Thank you for your interest in glpk. From the FAQs (2004?) of the documentation, quadratic programming solvers seems to be one of the future plan at that time. I wonder can we see this in the near

Re: [Help-glpk] Set with variable bounds

2008-04-21 Thread Andrew Makhorin
Can I do something like this ? Variables : d, x[i] Constants : MIN, MAX Set : I with variable card 1..d MIN = d = MAX sum{i in 1..d} x[i]= 5 No, because d is a variable. Probably you should try formulating your problem as mip. ___ Help-glpk

Re: [Help-glpk] help to formulate problem in terms of LP

2008-04-22 Thread Andrew Makhorin
Yes i need several clauses connected with or. But i do not understand your idea. The idea is quite simple. Let you need to model the following condition: a1 = x = b1 OR a2 = x = b2 OR ... OR an = x = bn assuming that regions [a1,b1], [a2,b2], ..., [an,xn] are pairwise disjoint. Using

Re: [Help-glpk] Binary Problem

2008-04-24 Thread Andrew Makhorin
I have written a problem with a lot of binary variables (see the attached lp matrix).  I am working with glpk410 calling the routines by VB for Excel as follows:     lp = glpk_read_cpxlp(Trim(DireccionOPT probname))    Call glpk_set_real_parm(lp, 313, 2)     'Optimizar

Re: [Help-glpk] Problem installing GLPKMEX

2008-04-27 Thread Andrew Makhorin
I have installed glpk-4.28 and cant seem to install glpkmex in MATLAB and i keep getting this error: makeglpkmex GLPKMEX - A Matlab interface for GLPK. Script installer.  Version 2.4 compatible with GLPK 4.20 (or higher) (C) 2001-2007, Nicolo #39; Giorgetti.   Do you want to use

Re: [Help-glpk] spx_invert: the basis matrix is singular

2008-04-28 Thread Andrew Makhorin
I spent long time to fix this error, but still failed. spx_invert: the basis matrix is singular spx_simplex: numerical problems with basis matrix spx_simplex: sorry, basis recovery procedure not implemented yet bfd_ftran: the factorization is not valid Part of the code is shown as

Re: [Help-glpk] How to generate glpk DLL with visuall C++ 2008 express edition?

2008-04-28 Thread Andrew Makhorin
I'm trying to compile glpk as a DLL so I can integrate it with Ruby. Can anyone share experiences of doing that? You can use the batch file 'Build_GLPK_with_VC6_MT_DLL.bat' included in the distribution (see subdirectory 'w32'). Before running it please read comments within it.

Re: [Help-glpk] How to get all optimal solutions of LP problem

2008-05-06 Thread Andrew Makhorin
Some linear programming problems have more than one optimal solution. Glpk returns just one of them, though. Is there a way to find all of them using glpk? Please see: http://lists.gnu.org/archive/html/help-glpk/2006-06/msg00010.html ___

Re: [Help-glpk] GLPK cannot compare to symbols: s1 s2

2008-05-16 Thread Andrew Makhorin
I have a symbolic set J, further I want to define a set B identifying each unordered combination of different elements of aforementioned set: set J; set B := setof{j1 in J, j2 in J : j1 j2} (j1, j2); display B; data; set J := 'A' 'B'; Unfortunately this results in error Display

Re: [Help-glpk] Problems installing glpkmex with glpk 4.28

2008-05-16 Thread Andrew Makhorin
I have installed glpk-4.28 and replaced replace glp_ulong by glp_long in file glpkcc.cpp but when I run makeglpkmex Matlab send the next message: GLPKMEX - A Matlab interface for GLPK. Script installer. Version 2.4 compatible with GLPK 4.20 (or higher) (C) 2001-2007, Nicolo'

Re: [Help-glpk] about glplib.h: No such file or directory

2008-05-16 Thread Andrew Makhorin
I want to ask a question about problem of installation. I got the following message when I run makeglpkmex to install glpkmex. --- GLPKMEX - A Matlab interface for GLPK. Script

Re: [Help-glpk] addition

2008-05-16 Thread Andrew Makhorin
/home1/usr2/my_name/gnu4.28/lib/libglpk.a(glplib08.o)(.text+0x1d1): In function `_glp_lib_xfopen #39;: /home/usr2/my_name/glpk-4.28/src/glplib08.c:496: undefined reference to `gzopen #39; You need either to make zlib available to the linker passing it the option '-lz', or rebuild glpk

Re: [Help-glpk] Passing command line paramters to GLPK

2008-05-16 Thread Andrew Makhorin
for using SQL queries the database password must be used in the GLPK model. It is unwise to save passwords in unencrypted files. In business environments regulation often explicitly forbids such behavior. The solution you kindly suggested would leave the password on the harddisk. Being able

Re: [Help-glpk] Problems installing glpkmex with glpk 4.28

2008-05-16 Thread Andrew Makhorin
I replaced 'lib_mem_usage' by 'glp_mem_usage' but now have the next message: GLPKMEX - A Matlab interface for GLPK. Script installer. Version 2.4 compatible with GLPK 4.20 (or higher) (C) 2001-2007, Nicolo' Giorgetti. Do you want to use graphic installer? Y/N [Y]: y GLPK path...

Re: [Help-glpk] non-negativity and structural vars

2008-05-22 Thread Andrew Makhorin
This relates to GLPK 4.25 (I did not want to upgrade past 4.25 while the database functionality was being resolved, for the record 4.28 is current). I have been trying to find out how deep the non-negativity condition on structural variables is. So I took the tutorial problem from the

Re: [Help-glpk] set of sets

2008-05-28 Thread Andrew Makhorin
I am writing a timetabling program in GMPL and I #39;d like to write some incompatibility constraints of courses generally, e.g. I want to say that no more than 1 of {A1, A2, A3} can appear in the same slot, and no more than 1 of {B1, B2} can appear in the same slot something like.. set

Re: [Help-glpk] interrogating (and emptying) GLPK glp_prob instances

2008-06-06 Thread Andrew Makhorin
were just created by glp_create_prob. But in principle your way is normal; glp_erase_prob does the same. And does this mean I can rebuild a similar problem of identical size and have it warm start? Yes. If you provide appropriate statuses of rows and columns, you can then use warm start. Andrew

[Help-glpk] glpk for cygwin

2008-06-08 Thread Andrew Makhorin
Recently (about two months ago) glpk was included in the cygwin distribution. Please see: http://cygwin.com/packages/glpk/ ___ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk

Re: [Help-glpk] Revised Simplex using BLAS and LAPACK

2008-06-10 Thread Andrew Makhorin
Hello,I'm working for compute the revised simplex algorithm using BLAS and LAPACK. I was thinking than maybe, it's easier to fork you're simplex algorithm in order to use it using BLAS and LAPACK. You are working on matrix with lots of zero, and i think the easiest way with BLAS and LAPACK

Re: [Help-glpk] glp_erase_prob API call (proposed for 4.29)

2008-06-11 Thread Andrew Makhorin
Finally, what is the best way to empty a problem object of input data -- I currently remove all the rows and cols but is there a more elegant method? In 4.29 I added api routine glp_erase_prob which erases the problem object content as if the object were just created by glp_create_prob.

Re: [Help-glpk] Compiling GLPK with VC7 and ODBC support

2008-06-12 Thread Andrew Makhorin
using the files delivered with GLPK-4.28 in /w32 glpk is compiled without ODBC support. I suggest to add a config.h file to directory /w32 defining #define ODBC_DLNAME odbc32.dll /* ODBC shared library name if this feature is enabled */ and to change Makefile_VC6 to use compiler flags:

Re: [Help-glpk] Getting more info from presolver

2008-06-14 Thread Andrew Makhorin
I saw a couple of threads on this topic, but I don't think they completely answered my question.  I am getting the PROBLEM HAS NO PRIMAL FEASIBLE SOLUTION from glpsol.  This doesn't surprise me as I am currently debugging my input file.   I have a  MathProg model of my problem by my data sets

Re: [Help-glpk] Compiling GLPK with VC7 and ODBC support

2008-06-15 Thread Andrew Makhorin
Xypron, ODBC32.DLL is a dynamic link library and supplied with Windows implementing the same standardized interface as iODBC or unixODBC do for Linux. All compilers supported by GLPK (Visual C , Borland C 5.5 and DevC++) can compile GLPK with support for ODBC32.DLL. I did this for

Re: [Help-glpk] Sparse matrix representation in GLPK?

2008-06-20 Thread Andrew Makhorin
For a VLSI application, I #39;m trying to solve a variant of the warehouse location problem. My problem stems from the fact that there are ~5K customers and warehouses, which translates into a 5K by 5K matrix. This leads me to wonder whether GLPK supports some sort of sparse matrix

Re: [Help-glpk] Getting more info from presolver

2008-06-20 Thread Andrew Makhorin
to track all such rows/columns because of recursive nature of the presolving process. Andrew Makhorin ___ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk

Re: [Help-glpk] GMPL fails on circular references

2008-06-20 Thread Andrew Makhorin
I had a line of math-prog code that had a circular reference:     param FromNode{ (train,sd,seq) in TRAIN_SEGS } symbolic := Terminal[FromNode[train,sd,seq]]; GMPL, much further down in the model, just stops without any warning or anything else.  It took a while to figure out the circular

Re: [Help-glpk] Print names of all rows after presolve?

2008-06-21 Thread Andrew Makhorin
I am debugging the code I plan to use to generate cplex-format input files.  I am comparing my generated files to my gold standard which is a MathProg model.  I provide the MathProg model to glpsol and write out a cplex translation to compare against my directly-generated cplex file.  I am at

Re: [Help-glpk] GMPL fails on circular references

2008-06-21 Thread Andrew Makhorin
I had a line of math-prog code that had a circular reference:     param FromNode{ (train,sd,seq) in TRAIN_SEGS } symbolic := Terminal[FromNode[train,sd,seq]]; GMPL, much further down in the model, just stops without any warning or anything else.  It took a while to figure out the circular

Re: [Help-glpk] Why some answers missed

2008-07-01 Thread Andrew Makhorin
I used a C program to form a gmpl program to solve my problem,for it has a huge number of variables.But some of the answers were missed,for example(I copied a part of the answers) 3851 wx[w1] B -2 3852 wx[w2] B -2

Re: [Help-glpk] Write Sensitivity Bounds

2008-07-01 Thread Andrew Makhorin
As I am going to study a multiobjective problem, I need to explore Pareto Front with weighted sum method. To improve quality and speed of search it would be useful to get list of sensitivity bounds for objective coefficients of variables. If I use lpx_print_sens_bnds routine I get a file

Re: [Help-glpk] Fixed values in Variable statement

2008-07-02 Thread Andrew Makhorin
I'm trying to specify fixed values to some variables in an array using = expression (see 4.3 Variable statement in GMPL Reference). Something like this: set MySet; set MySubset within MySet; var X {i in MySet} = if i in MySubset then 0 else binary; or, similarly: var X {i

Re: [Help-glpk] Solve then add rows then presolve: Can I maintain basis?

2008-07-02 Thread Andrew Makhorin
If I keep the presolver on, the basis information from the previous solve is lost and the 2-phase primal algorithm kicks off from scratch (instead of the dual simplex using the previous basis).  If I turn the presolver off, I know my problem is bigger than it needs to be, but the dual simplex

Re: [Help-glpk] Add a hook for xassert

2008-07-04 Thread Andrew Makhorin
I'm currently writing an interface between glpk and scilab (see http://www.scilab.org). My interface is working fine, but for some problems, glpk emits an assert which made scilab to hangs. I have seen a preceding post where somebody adviced to catch the ABORT signal to avoid the hang. I

[Help-glpk] Re: [Bug-glpk] Re: minimization flag ignored by 'glp_simplex' (GLPK 4.25)

2008-07-06 Thread Andrew Makhorin
Robbie, The strange behavior of the simplex solver is caused by small objective coefficients; they are of the order 1e-9, i.e. even less than the reduced cost tolerance (which is 1e-8 by default). In the current implementation the objective row is not scaled, so the solver just think that reduced

Re: [Help-glpk] help plz

2008-07-07 Thread Andrew Makhorin
Can someone send me some information about : Harris two-pas ratio test Please see: P.M.J.Harris (1973), Pivot Selection Methods of the Devex LP Code, Mathematical Programming 5, 1-28. R.Fletcher (1994), Steepest Edge, Degeneracy and Conditioning in LP, 15th Intl. Symp. on Math. Prog. I

Re: [Help-glpk] Different objective values

2008-07-18 Thread Andrew Makhorin
I am using GLPK to solve a problem by column generation. I have a master problem MP which is a Mixed Integer Problem. -STEP 1: the dual problem of the relaxed MP is solved iteratively and new columns are added at each iteration (the new columns are generated by solving a sub problem), -

Re: [Help-glpk] Maximum number of integer variables

2008-07-18 Thread Andrew Makhorin
Does anyone know how many integers variables can handle the glpk 4.29? Please see file doc/bench1.txt included in the glpk distribution. ___ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk

Re: [Help-glpk] New with GLPK

2008-07-18 Thread Andrew Makhorin
I write to you hoping to find an answer, because google didnt. Well my question is: Is there a way to solve a Transportation Problem without writing the model to a file? Like setting up some variables and sending them to the solver? My transportation problem has sums from 1 to N and

Re: [Help-glpk] Maximum number of integer variables

2008-07-18 Thread Andrew Makhorin
Andrew, forgiveness for my ignorance but I can not understand the file bench1.txt It is a benchmark for the miplib, a set of mip instances, showing the performance of the glpk mip solver. For example, the line dsbmip -3.051981750e+02 opt 233 3283 92.8 says that

Re: [help-glpk] a simple question

2008-07-18 Thread Andrew Makhorin
I am new with glpk and I try to write a program in C++ using glpk. But I get the following problem I write in the code: (LPX* prob with direction min) s = lpx_simplex(prob);  if (s != LPX_E_OK)  {  std::string name  = ;     lpx_write_mps(prob, (char*)name.c_str());

Re: [Help-glpk] Maximum number of integer variables -- is 1.75 million sufficient?

2008-07-21 Thread Andrew Makhorin
I know I can probably produce a better analysis of the uniformity of glpk's random number generator with a sample size smaller than 1.75 million integers, but what would be the point of that? More interestingly is why does mathprog require a 1000 bytes per integer? Here are some

Re: [Help-glpk] Small Integer Program takes long time to solve

2008-07-21 Thread Andrew Makhorin
I have a small integer program whose optimal solution value is 49. Root relaxation is 48.5454. Since all the variables are integer, one expects it to stop when a solution with value 49 is found. Instead, GLPK takes a long time to converge. I also tried lp-solve, it found an optimal solution

Re: [Help-glpk] Differences between LP Relaxation and Lagrange Relaxation

2008-07-21 Thread Andrew Makhorin
This question is not directly related to the usage of glpk but it is related to linear programming in general. I could not find the answer to this question in the Internet so I hope I can find an answer here. 1) What is the differences between linear programming (LP) relaxation and

Re: [Help-glpk] dual solution

2008-07-23 Thread Andrew Makhorin
I have a small problem and I want have the dual solution. But I find that the GLPK and LP-solve give me 2 different dual solution (the primal solution and the objective value is the same). Could someone help to explain the reason?? In column 'Marginal' the glpk simplex solver reports

Re: [Help-glpk] Adding a new algorythem to GLPK

2008-07-24 Thread Andrew Makhorin
Has there been any thought to some sort of plug-in API in the GLPK code so that researchers and others can easily add their research or newly developed LP solution techniques into the GLPK framework? In principle, there is no need in such plug-in. The application can obtain all input data

Re: [Help-glpk] Hi: Question. Please help.

2008-07-25 Thread Andrew Makhorin
I am trying to use GLPK in a flux-balance analysis context in biology. Once the linear constraints are defined and maximization of the objective function is done, I often find that the solution contains too many changes across the free variable set, and I cannot change that many variables

Re: [Help-glpk] Working with larger numbers

2008-07-28 Thread Andrew Makhorin
the instance, for which you obtained inexact results. Andrew Makhorin ___ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk

Re: [Help-glpk] Hi: Question. Please help.

2008-07-29 Thread Andrew Makhorin
I am trying to use GLPK in a flux-balance analysis context in biology. Once the linear constraints are defined and maximization of the objective function is done, I often find that the solution contains too many changes across the free variable set, and I cannot change that many variables

Re: [Help-glpk] Working with larger numbers

2008-07-29 Thread Andrew Makhorin
Markus, I tried both your instances that you posted me with glpsol --nopresol --noscale --min/--max, and in all four cases the solution reported was sufficiently accurate in the sense that KKT optimality conditions had zero residual errors. Could you demonstrate how inexactness looks like?

Re: [Help-glpk] Working with larger numbers

2008-07-29 Thread Andrew Makhorin
Max flow and min cost are the basic problems. In the next step the approach should is used for multi-commodity scenarios. Therefore, we started with a LP solver. Do you propose an other direction to solve an mcf? There exist many specialized network optimization algorithms, and many of them

Re: [Help-glpk] glpksol default settings

2008-07-29 Thread Andrew Makhorin
Thanks, I changed it and I can kind of reproduce glpsol's behaviour, but now I pinpointed the problem to this LP: http://www.mimuw.edu.pl/~mucha/lpQ_bad.txt glpsol --cpxlp lpQ_bad.txt give UNBOUNDED solution here. However, both glpsol --std --cpxlp lpQ_bad.txt and glpsol --adv --cpxlp

Re: [Help-glpk] Using glpk with open office spreadsheets

2008-07-29 Thread Andrew Makhorin
Nigel, Thank you very much for your examples. I think that the mailing list (which is also is part of the glpk project) is a best place for these examples, since they are mainly depend on the environment, not on glpk. Andrew Makhorin ___ Help-glpk

Re: [Help-glpk] Using glpk with open office spreadsheets

2008-07-29 Thread Andrew Makhorin
Is this new? GLPK's home page http://www.gnu.org/software/glpk/#lists says GLPK has two mailing lists: help-glpk@gnu.org and [EMAIL PROTECTED] and 'The main discussion list is help-glpk@gnu.org, and is used to discuss all aspects of GLPK, including its development and porting.' Can you give

Re: [Help-glpk] Working with larger numbers

2008-07-29 Thread Andrew Makhorin
In a specialized single-commodity network flow solver, the arithmetic is normally exact even if done in floating point. That is usually not true with multi-commodity flows. If glpk floating point gives you the correct basis, glpk exact should give you the exact answer in fairly short order.

Re: [Help-glpk] Working with larger numbers

2008-07-30 Thread Andrew Makhorin
there are two general constraints. Andrew Makhorin ___ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk

Re: [Help-glpk] glpksol default settings

2008-07-30 Thread Andrew Makhorin
Did you plan to include this new version of glp_simplex in 4.30 ? I plan to replace implementation of the primal simplex by a new version, however, I am not sure about 4.30, because the new routine is still under development. ___ Help-glpk mailing

Re: [Help-glpk] Table Statement with Single ValueParameters

2008-07-30 Thread Andrew Makhorin
Or you could switch columns and rows in your csv-file: Param, Value SHIP_PENALTY, 10 SHIP_LTL_PENALTY, 100 ... Note that spaces are *not* ignored within fields, so probably the csv file should look like this: Param,Value SHIP_PENALTY,10 SHIP_LTL_PENALTY,100 ...

Re: [Help-glpk] glpksol default settings

2008-07-31 Thread Andrew Makhorin
Could anyone perhaps give me some literature pointers (preferrably freely available on the net) on how to achieve this well-conditioned situation, or some examples? I was playing a bit with scaling variables and it seems to improve things a bit, but I am probably reinventing the wheel.

Re: [Help-glpk] Table Statement with Single ValueParameters

2008-07-31 Thread Andrew Makhorin
distribution. Thus it will appear in 4.30. Andrew Makhorin ___ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk

Re: [Help-glpk] New with GLPK

2008-07-31 Thread Andrew Makhorin
With the lpx_load_matrix for example, and other rutines from the API, so I wont have to read the data from a file, I pass in the code, for example a structure. If you can compute all lp components, you can pass the data directly to the solver using glpk api routines. However, if you just need

Re: [Help-glpk] Hi: Question. Please help.

2008-08-01 Thread Andrew Makhorin
Sorry.. I've probably misunderstood this. Let's take -3=5-8, 5=0, 8=0, but |-3|5+8 In that context b1[i] and b2[i] cannot be non-zero at the same time, because either b1[i] or b2[i] (or both) is always non-basic in any optimal basic solution. This only works if the objective is the

Re: [Help-glpk] nouvel utilisateur de GLPK

2008-08-01 Thread Andrew Makhorin
Bonjour, Je suis un nouvel utilisateur de GLPK, Merci de m #39;aider à résoudre ce prblème Le problème: on veut exprimer une contrainte de priorité entre deux flux. soit deux débits de flux SR1 et SR2 qui sont parmi les ressources disponibles(variables du problème à optimiser) on ne veut pas

Re: [Help-glpk] GLPK compilation problem with Borland 5

2008-08-02 Thread Andrew Makhorin
I am afraid I have to bother you with a stupid question. My ultimate goal is to be able to compile the example file sample.c. To make that work on my computer, I understood from some instructions I found that I need to compile glpk first on my computer (Windows XP, Borland 5 compiler). I

[Help-glpk] GLPK compilation problem with Borland 5

2008-08-02 Thread Andrew Makhorin
I downloaded glpk 4.29 from one of the mirrors and tried to compile it by running the included Build_GLPK_with_BC5.bat file. Here is theoutput: C:\glpk\glpk-4.29\w32rem Build GLPK with Borland C++ 5.0 C:\glpk\glpk-4.29\w32rem NOTE: Make sure that HOME variable specifies correct

Re: [Help-glpk] GLPK compilation problem with Borland 5

2008-08-02 Thread Andrew Makhorin
I don't know why, however, the bcc32 compiler installed on your system performs C++ compilation rather than C as defined by filename extension. If I rename '.c' to '.cpp' and run bcc32, I get the same errors as you. Most probably there is the option -P specified in the file bcc32.cfg (it is

[Help-glpk] Re: semicontinuous variables

2008-08-11 Thread Andrew Makhorin
I wondered if there were some special features in GLPK enabling the use of a non linear constraitn such : a = 0 or a 3 . There is no such feature. However, you can model semicontinuous variables as follows: a = 3 * z, a = M * z, where z is an auxiliary binary variable, M is an upper bound

Re: [Help-glpk] Newbie Question

2008-08-11 Thread Andrew Makhorin
I am trying to write a model to maximize overall output when selecting personnel given a budget, the salary of each potential person and their output ability.   The problem I have is writing a rule where one person will be choosen as team leader and their output will be calculated as double.

Re: [Help-glpk] Visualize Matrix A (in Ax = b)

2008-08-11 Thread Andrew Makhorin
Few days back, there was a discussion on the mailing list about sparse and dense constraint coefficient matrices. I thought it would be nice to be able to visualize matrix A and see how much sparse it is. This might help verify, understand and debug LP/MIP models created using MathProg. Glpk

Re: [Help-glpk] Visualize Matrix A (in Ax = b)

2008-08-12 Thread Andrew Makhorin
I just played around these functions, seems to be working fine. For small matrices the BMP images would be too small. For 10 X 10 matrix, it would 10 X 10 pixel image. Did you create these functions and structures like SPM to debug in initial stages of GLPK development? Yes, I used them to

Re: [Help-glpk] Irrational numbers

2008-08-12 Thread Andrew Makhorin
give optimal integer solution (x_1 = 2, x_2 = 2). Since there are 3 optimal integer solutions, it is matter of finding all of them, instead of accepting first optimal solution. I need to work on this to find You probably do not loose solution, and do not have numerical difficulties; just

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