The following suffixes for variables and constraints were
implemented in the MathProg language:
.lb (lower bound),
.ub (upper bound),
.status (status in the solution),
.val (primal value), and
.dual (dual value).
Now the MathProg language allows comment records (marked by
'#' in the very first position) in CSV data files read with the
table statements. Note that the comment records may appear only
in the beginning of a CSV data file.
The API routine glp_cpp to solve the Critical Path Problem was
added and documented.
* This is a maintainer release.
* `configure.ac' was changed to allow building the package under
Mac OS and Darwin with ODBC support.
* The SQL table driver was improved to process NULL data.
* Some bugs were fixed in the LP/MIP preprocessor.
Changes 4.42:
* The new API routines were added.
* The new command-line options were added to the stand-alone solver glpsol.
This changes the buildlink3.mk files to use an include guard for the
recursive include. The use of BUILDLINK_DEPTH, BUILDLINK_DEPENDS,
BUILDLINK_PACKAGES and BUILDLINK_ORDER is handled by a single new
variable BUILDLINK_TREE. Each buildlink3.mk file adds a pair of
enter/exit marker, which can be used to reconstruct the tree and
to determine first level includes. Avoiding := for large variables
(BUILDLINK_ORDER) speeds up parse time as += has linear complexity.
The include guard reduces system time by avoiding reading files over and
over again. For complex packages this reduces both %user and %sys time to
half of the former time.
* New API routines were added to the package.
* A minor change were made in the internal routine xputc.
* A minor bug was fixed in the internal routine mpl_fn_time2str.
* The GNU MathProg modeling language was supplemented with three
new built-in functions:
gmtime obtaining current calendar time
str2time converting character string to calendar time
time2str converting calendar time to character string
* For detailed description of these functions see Appendix A in
the document "Modeling Language GNU MathProg", a new edition of
which was included in the distribution.
* A bug was fixed in the MIP solver.
* A new makefile was added to build the GLPK DLL with Microsoft
Visual Studio Express 2008 for 64-bit Windows.
* New API routines
* A crude implementation of CPLEX-like interface to GLPK API was
added to the package. Currently it allows using GLPK as a core
LP solver for Concorde, a well known computer code for solving
the symmetric TSP.
* Some bugs were fixed in the SQL table driver.
The following new features were included in the MIP solver
* MIP presolver
* mixed cover cut generator
* clique cut generator
* Euclidean reduction of the objective value
Due to changes the routine glp_intopt may additionally return
GLP_ENOPFS, GLP_ENODFS, and GLP_EMIPGAP.
The API routines lpx_integer are lpx_intopt are deprecated,
since they are completely superseded by glp_intopt.
The following new branch-and-cut API routines were added:
glp_ios_row_attr determine additional row attributes
glp_ios_pool_size determine current size of the cut pool
glp_ios_add_row add constraint to the cut pool
glp_ios_del_row delete constraint from the cut pool
glp_ios_clear_pool delete all constraints from the cut pool
* The core LP solver based on the dual simplex method was
re-implemented and now it provides both phases I and II.
* New API routines.
* For description of these new routines see the reference manual
included in the distribution.
* The following API routines are deprecated:
lpx_scale_prob, lpx_std_basis, lpx_adv_basis, lpx_cpx_basis.
* Necessary changes were made in memory allocation routines to
resolve portability issues for 64-bit platforms.
* New version of the routine lpx_write_pb to write problem data
in OPB (pseudo boolean format) was added to the package.
* Two new makefiles were added to build the package for 32- and
64-bit Windows with Microsoft Visual Studio Express 2008.
* Two new makefiles were added to build the package with Digital
Mars C/C++ 8.50 and Open Watcom C/C++ 1.6 (for 32-bit Windows).
* glpspx.h, glpspx03.c, glpapi06.c
The primal simplex solver (spx_prim_opt, spx_prim_feas) was
replaced by a new implementation (spx_primal), which currently
provides the same features as the old version.
* glpmpl01.c, glpmpl03.c
Some changes were made in the MathProg translator to allow <,
<=, >=, and > on comparing symbolic values.
* glplpx10.c
Internal routine set_d_eps in the exact LP solver was changed
to prevent approximation errors in case of integral data.
The iODBC and MySQL table drivers, which allows transmitting
data between MathProg model objects and relational databases,
were re-implemented to replace a static linking by a dynamic
linking to corresponding shared libraries.
Many thanks to Heinrich Schuchardt <heinrich.schuchardt@gmx.de>
for the contribution, Rafael Laboissiere <rafael@debian.org>
for useful advices concerning the shared library support under
GNU/Linux, and Vijay Patil <vijay.patil@gmail.com> for testing
this feature under Windows XP.
A new optional feature was added to the package. This feature
is based on the zlib data compression library and allows GLPK
API routines and the stand-alone solver to read and write
compressed data files performing compression/decompression "on
the fly" (compressed data files are recognized by suffix `.gz'
in the file name). It may be useful in case of large MPS files
to save the disk space (up to ten times).
A tentative implementation of Gomory's mixed integer cuts was
included in the branch-and-cut solver. To enable generating
Gomory's cuts the control parameter gmi_cuts passed to the
routine glp_intopt should be set to GLP_ON. This feature is
also available in the solver glpsol through command-line option
'--gomory'. For more details please see the reference manual
included in the distribution.
A tentative implementation of MIR (mixed integer rounding) cuts
was included in the MIP solver. To enable generating MIR cuts
the control parameter mir_cuts passed to the routine glp_intopt
should be set to GLP_ON. This feature is also available in the
stand-alone solver glpsol via command-line option '--mir'. For
more details please see the reference manual included in the
distribution.
The implementation is mainly based on the following two papers:
1. H. Marchand and L. A. Wolsey. Aggregation and mixed integer
rounding to solve MIPs. CORE discussion paper 9839, CORE,
Universite catholique de Louvain, June 1998.
2. G. Andreello, A. Caprara, and M. Fischetti. Embedding cuts
in a Branch&Cut framework. Preliminary draft, October 2003.
MIR cuts can be generated on any level of the search tree that
makes the GLPK MIP solver to be a real branch-and-cut solver.
A bug was fixed in the routine lpx_write_cpxlp. If a variable
x has upper bound and no lower bound, it should appear in the
bounds section as "-inf <= x <= u", not as "x <= u". Thanks to
Enric Rodriguez <erodri@lsi.upc.edu> for the bug report.
The following new API routines were added:
glp_read_sol read basic solution from text file
glp_write_sol write basic solution to text file
glp_read_ipt read interior-point solution from text file
glp_write_ipt write interior-point solution to text file
glp_read_mip read MIP solution from text file
glp_write_mip write MIP solution to text file
The following new API routines were added:
glp_set_rii set (change) row scale factor
glp_set_sjj set (change) column scale factor
glp_get_rii retrieve row scale factor
glp_get_sjj retrieve column scale factor
glp_simplex solve LP problem with the simplex method
(this routine replaces lpx_simplex, which is
also available for backward compatibility)
glp_init_smcp initialize simplex method control params
glp_bf_exists check if the basis factorization exists
glp_factorize compute the basis factorization
glp_bf_updated check if the basis factorization has been
updated
glp_get_bfcp retrieve basis factorization control params
glp_set_bfcp change basis factorization control params
glp_get_bhead retrieve the basis header information
glp_get_row_bind retrieve row index in the basis header
glp_get_col_bind retrieve column index in the basis header
glp_ftran perform forward transformation
glp_btran perform backward transformation
Autotools specification files (configure.ac, Makefile.am) were
changed to use GNU Libtool. This allows building the static as
well as shared GLPK library.
Changes 4.14:
Now GLPK conforms to ILP32, LLP64, and LP64 programming models
(the latter seems to be the ultimate choice regarding 64-bit
architectures). Note that GLPK itself is a 32-bit application,
and the conformity only means that the package works correctly
on all these arenae. Nevertheless, on 64-bit platforms it is
possible to use more than 4GB of memory, if necessary.
A tentative implementation of the "exact" simplex method based
on bignum (rational) arithmetic was included in the package.
On API level this new feature is available through the routine
lpx_exact, which is similar to the routine lpx_simplex.
In the solver glpsol this feature is available through two new
command-line options: --exact and --xcheck. If the '--exact'
option is specified, glpsol solves LP instance using the exact
simplex method; in case of MIP it is used to obtain optimal
solution of LP relaxation. If the --xcheck option is specified,
LP instance (or LP relaxation) is solved using the standard
(floating-point) simplex method, however, then glpsol calls the
exact simplex routine to make sure that the final LP basis is
exactly optimal, and if it is not, to perform some additional
simplex iterations in exact arithmetic.
Changes 4.12:
A tentative implementation of some simplex method routines
based on exact (bignum) arithmetic was included in the package.
Currently these routines provide computing LU-factorization of
the basis matrix and computing components of basic solution.
These routines were used to implement a routine, which checks
primal and dual feasibility of basic solution exactly, i.e. in
rational numbers, without round-off errors. In glpsol this
feature is available through the command-line option --xcheck.
GLPK has its own low-level routines implementing operations on
integer and rational numbers that makes it independent on other
software packages. However, to attain a much better performance
it is highly recommended to install (before configuring GLPK)
the GNU Multiple Precision Arithmetic Library (GMP). Using GMP
makes computations 100-200 times faster.
and add a new helper target and script, "show-buildlink3", that outputs
a listing of the buildlink3.mk files included as well as the depth at
which they are included.
For example, "make show-buildlink3" in fonts/Xft2 displays:
zlib
fontconfig
iconv
zlib
freetype2
expat
freetype2
Xrender
renderproto
Cutting planes of two new classes were implemented: mixed cover
cuts and clique cuts. On API level this feature can be enabled
by setting control parameter LPX_K_USECUTS passed to the routine
lpx_intopt. In glpsol this feature is available through the
command-line options --cover and --clique. For more details see
the reference manual.
Now the routines lpx_read_mps and lpx_read_freemps support LI
bound type. It is similar to LO, however, indicates the column
as of integer kind.
RECOMMENDED is removed. It becomes ABI_DEPENDS.
BUILDLINK_RECOMMENDED.foo becomes BUILDLINK_ABI_DEPENDS.foo.
BUILDLINK_DEPENDS.foo becomes BUILDLINK_API_DEPENDS.foo.
BUILDLINK_DEPENDS does not change.
IGNORE_RECOMMENDED (which defaulted to "no") becomes USE_ABI_DEPENDS
which defaults to "yes".
Added to obsolete.mk checking for IGNORE_RECOMMENDED.
I did not manually go through and fix any aesthetic tab/spacing issues.
I have tested the above patch on DragonFly building and packaging
subversion and pkglint and their many dependencies.
I have also tested USE_ABI_DEPENDS=no on my NetBSD workstation (where I
have used IGNORE_RECOMMENDED for a long time). I have been an active user
of IGNORE_RECOMMENDED since it was available.
As suggested, I removed the documentation sentences suggesting bumping for
"security" issues.
As discussed on tech-pkg.
I will commit to revbump, pkglint, pkg_install, createbuildlink separately.
Note that if you use wip, it will fail! I will commit to pkgsrc-wip
later (within day).
A MIP presolver were implemented (currently incomplete). It is
used internally in the routine lpx_intopt (see below).
An advanced branch-and-bound solver (the routine lpx_intopt)
were implemented.
The routine lpx_check_int to check MIP feasibility conditions
was added.
The routine lpx_print_mip was changed to print MIP feasibility
conditions.
The built-in functions sin, cos, atan, and atan2 were added to
the MathProg language.
Some typos were fixed.
Thanks to Minh Ha Duong <haduong@centre-cired.fr> (CIRED, CNRS).
Core simplex method and interior-point method routines were
re-implemented and now they use a new, "storage-by-rows" sparse
matrix format (unlike previous versions where linked lists were
used to represent sparse matrices). For details see ChangeLog.
Also a minor bug was fixed in API routine lpx_read_cpxlp.
Now GLPK supports free MPS format. Two new API routines
lpx_read_freemps (to read problem data in free MPS format) and
lpx_write_freemps (to write problem data in free MPS format)
were added. This feature is also available in the solver glpsol
via new command-line options --freemps and --wfreemps. For more
details see the GLPK reference manual.
API routines lpx_read_cpxlp and lpx_write_cpxlp for reading and
writing problem data in CPLEX LP format were re-implemented to
allow long symbolic names (up to 255 characters).
The following three modules were temporarily removed from the
GLPK distribution due to licensing problems: DELI (an interface
module to Delphi), GLPKMEX (an interface module to Matlab), and
JNI (an interface module to Java).
with some changes and finishing of the package by me.
GLPK is a set of routines written in ANSI C and organized in the form
of a callable library. This package is intended for solving large-scale
linear programming (LP), mixed integer linear programming (MIP), and
other related problems.
GLPK includes the following main components:
* implementation of the primal/dual simplex method;
* implementation of the primal-dual interior point method;
* implementation of the branch-and-bound procedure (based on the dual
simplex method);
* application program interface (API);
* GLPK/L, a modeling language intended for writing LP/MIP models;
* GLPSOL, a stand-alone program intended for solving LP/MIP problems
either prepared in the MPS format or written in the GLPK/L modeling
language.
