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* Bug fixes
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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.
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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.
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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.
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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).
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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.
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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).
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<kent@tiamat.goathill.org>
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.
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