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Author SHA1 Message Date
adam
25083edd93 glpk: updated to 5.0
GLPK 5.0

The copyright was transferred to the Free Software Foundation.

To fix some licensing problems the routines in the following
files were disabled by replacing with dummy ones that print an
error message:

src/api/gridgen.c
src/api/netgen.c
src/api/rmfgen.c
src/misc/qmd.c
src/misc/relax4.c

Note that this change does not affect the main faunctionality
of the package.

Some minor bugs were fixed.
2021-11-28 20:08:24 +00:00
leot
75b927a2fe glpk: Update to 4.65
Changes:
4.65
----
- The following new API routines for LP/MIP preprocessing were
  added:
    glp_npp_alloc_wksp    allocate the preprocessor workspace
    glp_npp_load_prob     load original problem instance
    glp_npp_preprocess1   perform basic LP/MIP preprocessing
    glp_npp_build_prob    build resultant problem instance
    glp_npp_postprocess   postprocess solution to resultant problem
    glp_npp_obtain_sol    obtain solution to original problem
    glp_npp_free_wksp     free the preprocessor workspace
  See doc/npp.txt for detailed description of these API routines.
- A new, more robust implementation of locally valid simple cover
  cuts was included in the MIP solver.
- The API routine glp_init_iocp was changed to enable long-step
  option of the dual simplex by default.

4.64
----
- The dual simplex solver routine was changed to perform more
  aggressive perturbation to prevent dual degeneracy and avoid
  stalling even if the current dual basic solution is strongly
  feasible (mainly if the objective is zero). Thanks to David
  Monniaux <David.Monniaux@univ-grenoble-alpes.fr> for bug report
  and example model.
- The exact simplex solver routine was changed to perform
  terminal output according to the verbosity level (specified by
  the control parameter smcp.msg_lev). Thanks to Jeroen Demeyer
  <jdemeyer@cage.ugent.be> for bug report.
- A minor bug (related to MS Windows version) was fixed. Thanks
  to Heinrich Schuchardt <xypron.glpk@gmx.de> for bug report.
- An example model (Graceful Tree Labeling Problem) in MathProg
  was added. Thanks to Mike Appleby <mike@app.leby.org> for
  contribution.
- Three example models (Power plant LP scheduler, Neumann CA
  grid emulator generator) in MathProg and one in Cplex LP format
  were added. Thanks to Peter Naszvadi <vuk@cs.elte.hu> for
  contribution.

Discussed with <adam>, thanks!
2019-07-08 16:28:16 +00:00
adam
733bae7c9c GLPK 4.63:
A "smart" LP perturbation was implemented in the primal and
dual simplex solvers. Now LP is perturbed only if it is
necessary, and by default perturbation is not activated.
The sum of primal infeasibilites that appears in the terminal
output of the primal simplex solver (as "inf = ...") now
corresponds to the original bounds of variables. This allows to
see how much perturbed solution violates the original bounds.

The long-step technique was implemented for phase I of the
primal simplex solver. This feature can be enabled by
specifying --flip option for glpsol or by specifying
glp_smcp.r_test = GLP_RT_FLIP on api level. For many LP
instances the long-step technique allows reducing the number
of simplex iterations to 30-70%. Please note that unlike the
dual simplex, where this technique can be used on both phase I
and II, for the primal simplex it can be used only on phase I,
where the sum of primal infeasibilities (which is a convex
piecewise linear function) is minimized.

An internal objective scaling was included in both primal and
dual simplex solvers. For many LP/MIP instances this feature
improves numerical stability (for the dual solver) and prevents
cycling near the optimum (for the primal solver).

The Posix version of glp_time (glpk/src/env/time.c) was changed
to resolve time_t issue on msys2.

Three new example models in MathProg were added:
life_goe.mod (Conway's Game of Life garden of eden checker);
tiling.mod (Rectifiable polyomino tilings generator);
toto.mod (Covering code generator).
2017-08-18 21:47:51 +00:00
adam
d68d36b6ef GLPK 4.61 (42:0:2) has been released.
The following modules were renamed to simplify maintenance.
* src/prob.h     RENAMED            -> src/api/prob.h
* src/glpapi01.c RENAMED            -> src/api/prob1.c
* src/glpapi02.c RENAMED            -> src/api/prob2.c
* src/glpapi03.c RENAMED            -> src/api/prob3.c
* src/glpapi04.c RENAMED            -> src/api/prob4.c
* src/glpapi05.c RENAMED            -> src/api/prob5.c

* src/env/tls.c
TLS (thread local storage class specifier) option was added;
see comments in tls.c for details.

* configure.ac, config.h.in
Test for TLS was added.

* src/env/tls.c
Dll support was added.

The following modules were changed to add __cdecl specifier
for functions passed to qsort (this is needed only on compiling
GLPK with MSVC to run under MS Windows).
* src/api/cpxbas.c
* src/cglib/cfg1.c
* src/cglib/gmigen.c
* src/cglib/mirgen.c
* src/misc/wclique1.c
* src/simplex/spychuzc.c
* src/glpios10.c
* src/glpios11.c
* examples/glpsol.c

* src/glpk.h, src/env/env.c
The API routine glp_version was changed to avoid initialization
of the GLPK environment. The new API routine glp_config was
added (but not documented yet).

* INSTALL
Description of the configure option '--with-zlib' was removed.
2017-01-25 10:02:16 +00:00
adam
7517960265 GLPK 4.60:
Some improvements were made in the primal and dual simplex
solvers to make the solution process more numerically stable.

An experimental long-step ratio test feature was added to the
dual simplex. On API level this feature is available thru the
GLP_RT_FLIP option. For glpsol it is available thru the options
--flip (for MIP) or --flip and --dual (for LP). This feature is
not documented yet.

Additional check was added to reject wrong solutions sometimes
reported by the PROXY heuristic.

A bug (memory leak) was fixed in the FPUMP heuristic routine.

The header sql.h was renamed to avoid conflicts with standard
ODBC headers.
2016-04-12 21:40:47 +00:00
adam
871ed5c997 Changes 4.57:
A new, more efficient implementation of the dual simplex method
was included in the package. This new implementation replaces
the old one, which was removed.

Option sr_heur was added to struct glp_iocp to enable/disable
the simple rounding heuristic used by the MIP solver.

New API routine glp_at_error was added and documented.

Some minor typos were corrected in the GLPK documentation.

An example application program TSPSOL was added. It uses the
GLPK MIP optimizer to solve the Symmetric Traveling Salesman
Problem and illustrates "lazy" constraints generation. For more
details please see glpk/examples/tsp/README.
2015-11-27 21:00:28 +00:00
adam
480a8011c4 Changes 4.55:
Some internal (non-API) routines to estimate the condition of
the basis matrix were added. These routines are mainly intended
to be used by the simplex-based solvers.

Two open modes "a" and "ab" were added to GLPK I/O routines.

Minor bug was fixed in the solver glpsol (command-line options
--btf, --cbg, and --cgr didn't work properly).

A serious bug was fixed in a basis factorization routine used
on the dense phase. (The bug might appear only if the number of
rows exceeded sqrt(2**31) ~= 46,340 and caused access violation
exception because of integer overflow.)

Two API routines glp_alloc and glp_realloc were documented.

Translation of the document "Modeling Language GNU MathProg"
to Spanish was included (in LaTeX and pdf formats).
2014-08-30 11:19:52 +00:00
adam
0cdeed0b1d Changes 4.54:
Block-triangular LU-factorization was implemented to be used
on computing an initial factorization of the basis matrix.

A new version of the Schur-complement-based factorization
module was included in the package. Now it can be used along
with plain as well as with block-triangular LU-factorization.

Currently the following flags can be used to specify the type
of the basis matrix factorization (glp_bfcp.type):

GLP_BF_LUF + GLP_BF_FT   LUF, Forrest-Tomlin update (default)
GLP_BF_LUF + GLP_BF_BG   LUF, Schur complement, Bartels-Golub
                         update
GLP_BF_LUF + GLP_BF_GR   LUF, Schur complement, Givens rotation
                         update
GLP_BF_BTF + GLP_BF_BG   BTF, Schur complement, Bartels-Golub
                         update
GLP_BF_BTF + GLP_BF_GR   BTF, Schur complement, Givens rotation
                         update

In case of GLP_BF_FT the update is applied to matrix U, while
in cases of GLP_BF_BG and GLP_BF_GR the update is applied to
the Schur complement.

Corresponding new options --luf and --btf were added to glpsol.

For more details please see a new edition of the GLPK reference
manual included in the distribution.

A minor bug (in reporting the mip solution status) was fixed.

A call to "iodbc-config --cflags" was added in configure.ac
to correctly detect iodbc flags.
2014-04-01 08:38:35 +00:00