7f6d84b51a
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.
22 lines
622 B
Makefile
22 lines
622 B
Makefile
# $NetBSD: buildlink3.mk,v 1.8 2007/01/04 22:38:49 adam Exp $
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BUILDLINK_DEPTH:= ${BUILDLINK_DEPTH}+
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GLPK_BUILDLINK3_MK:= ${GLPK_BUILDLINK3_MK}+
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.if !empty(BUILDLINK_DEPTH:M+)
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BUILDLINK_DEPENDS+= glpk
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.endif
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BUILDLINK_PACKAGES:= ${BUILDLINK_PACKAGES:Nglpk}
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BUILDLINK_PACKAGES+= glpk
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BUILDLINK_ORDER:= ${BUILDLINK_ORDER} ${BUILDLINK_DEPTH}glpk
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.if !empty(GLPK_BUILDLINK3_MK:M+)
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BUILDLINK_API_DEPENDS.glpk+= glpk>=4.8nb1
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BUILDLINK_ABI_DEPENDS.glpk+= glpk>=4.9nb1
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BUILDLINK_PKGSRCDIR.glpk?= ../../math/glpk
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.endif # GLPK_BUILDLINK3_MK
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.include "../../devel/gmp/buildlink3.mk"
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BUILDLINK_DEPTH:= ${BUILDLINK_DEPTH:S/+$//}
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