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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.
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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!
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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).
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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.
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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.
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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.
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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).
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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.
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* The API routine glp_read_mps was changed to remove free rows.
* A bug was fixed in the API routine glp_read_lp.
* The zlib compression library used by some GLPK routines and
included in the package was downgraded from 1.2.7 to 1.2.5 (as
in GLPK 4.50) because of addressability bugs on some 64-bit
platforms.
* A bug was fixed in a routine that reads gzipped files.
* Two API routines glp_get_it_cnt and glp_set_it_cnt were added.
* All obsolete GLPK API routines (prefixed with lpx) were removed
from the package.
* A set of routines that simulate the old GLPK API (as defined
in 4.48) were added; see examples/oldapi/api/lpx.c.
* A namespace bug was fixed in the SQL table drive module.
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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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