lp2mat.c

工具箱 (整数线性规划工具箱) Matlab中使用

/* This file contains a function to interface LP_SOLVE to MATLAB.
   This file is not part of the LP_SOLVE package. 

   Marian V. Iordache ([e-mail])
*/

#include "lpkit.h"
#include <stdlib.h>
#include <stdio.h>

void lp2mat(REAL* f, REAL* L, REAL* b, int m, int n, REAL* intlist, REAL* ub, REAL* lb, REAL* ctype, REAL* kind, REAL* solution) {

/* In principle the following type of program is considered: 
   min f'x  such that Lx <= b, ub >= x >= lb, 
   x >= 0, and x[i] is integer for all i such that intlist[i] != 0
   However each row may specify a different type of constraint: <=, =, or 
   >=. Thus we have:
   L(i,:)x <= b(i) for ctype[i] = -1
   L(i,:)x  = b(i) for ctype[i] =  0
   L(i,:)x >= b(i) for ctype[i] =  1
   m is the number of rows of L and n the number of columns. 

   In reality L is represnted as a vector, not a matrix. It has m*n 
   elements taken column by column from the corresponding m x n matrix. 

   Use ub[i] < 0 if x[i] has an infinite upper bound.

   'solution' is the optimal x; 'kind' is initialized to the
   kind of termination: OPTIMAL, INFEASIBLE, UNBOUNDED or FAILURE. 
*/

lprec* lp;
int i,j;
REAL** mat, *tf;


lp = make_lp(0, n);

set_minim(lp);

mat = calloc(m, sizeof(REAL*));
tf  = calloc(n+1, sizeof(REAL));
 for (i=0; i < n; i++)
    tf[i+1] = f[i];
set_obj_fn(lp, tf);

 for (i=0; i < m; i++) {
    mat[i] = calloc(n+1, sizeof(REAL));
    for (j=0; j < n; j++) {
       mat[i][j+1] = L[i+j*m];
    }
    if (ctype[i] < 0)
	      add_constraint(lp, mat[i], LE, b[i]);
    else if (ctype[i] == 0)
	      add_constraint(lp, mat[i], EQ, b[i]);
    else
	      add_constraint(lp, mat[i], GE, b[i]);
    }

 for (j = 0; j < n; j++) {
    set_lowbo(lp, j+1, lb[j]);
    if (ub[j] >= 0)
       set_upbo(lp, j+1, ub[j]);
    if (intlist[j])
       set_int(lp, j+1, TRUE);
    }
 /* lp->debug = TRUE;  
    lp->trace = TRUE;*/

 /* print_lp(lp);  */

*kind = (REAL)solve(lp);

 for(i = 1; i <= lp->columns; i++) {
    solution[i-1] = lp->best_solution[lp->rows + i];
    /* printf("%g and %g\n",lp->best_solution[i], lp->best_solution[lp->rows + i]);*/
 }
delete_lp(lp);

 for(i = 0; i < m; i++)
    free(mat[i]);
free(mat); 
free(tf);
}