glpk 0.1.0

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data/CHANGELOG.md

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+## 0.1.0 (2022-04-13)
+
+- First release

data/LICENSE.txt

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+                    GNU GENERAL PUBLIC LICENSE
+                       Version 3, 29 June 2007
+
+ Copyright (C) 2007 Free Software Foundation, Inc. <http://fsf.org/>
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+public statement of acceptance of a version permanently authorizes you
+to choose that version for the Program.
+
+  Later license versions may give you additional or different
+permissions.  However, no additional obligations are imposed on any
+author or copyright holder as a result of your choosing to follow a
+later version.
+
+  15. Disclaimer of Warranty.
+
+  THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY
+APPLICABLE LAW.  EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT
+HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY
+OF ANY KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING, BUT NOT LIMITED TO,
+THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
+PURPOSE.  THE ENTIRE RISK AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM
+IS WITH YOU.  SHOULD THE PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF
+ALL NECESSARY SERVICING, REPAIR OR CORRECTION.
+
+  16. Limitation of Liability.
+
+  IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING
+WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MODIFIES AND/OR CONVEYS
+THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY
+GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE
+USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF
+DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD
+PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS),
+EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF
+SUCH DAMAGES.
+
+  17. Interpretation of Sections 15 and 16.
+
+  If the disclaimer of warranty and limitation of liability provided
+above cannot be given local legal effect according to their terms,
+reviewing courts shall apply local law that most closely approximates
+an absolute waiver of all civil liability in connection with the
+Program, unless a warranty or assumption of liability accompanies a
+copy of the Program in return for a fee.
+
+                     END OF TERMS AND CONDITIONS
+
+            How to Apply These Terms to Your New Programs
+
+  If you develop a new program, and you want it to be of the greatest
+possible use to the public, the best way to achieve this is to make it
+free software which everyone can redistribute and change under these terms.
+
+  To do so, attach the following notices to the program.  It is safest
+to attach them to the start of each source file to most effectively
+state the exclusion of warranty; and each file should have at least
+the "copyright" line and a pointer to where the full notice is found.
+
+    <one line to give the program's name and a brief idea of what it does.>
+    Copyright (C) <year>  <name of author>
+
+    This program is free software: you can redistribute it and/or modify
+    it under the terms of the GNU General Public License as published by
+    the Free Software Foundation, either version 3 of the License, or
+    (at your option) any later version.
+
+    This program is distributed in the hope that it will be useful,
+    but WITHOUT ANY WARRANTY; without even the implied warranty of
+    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+    GNU General Public License for more details.
+
+    You should have received a copy of the GNU General Public License
+    along with this program.  If not, see <http://www.gnu.org/licenses/>.
+
+Also add information on how to contact you by electronic and paper mail.
+
+  If the program does terminal interaction, make it output a short
+notice like this when it starts in an interactive mode:
+
+    <program>  Copyright (C) <year>  <name of author>
+    This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'.
+    This is free software, and you are welcome to redistribute it
+    under certain conditions; type `show c' for details.
+
+The hypothetical commands `show w' and `show c' should show the appropriate
+parts of the General Public License.  Of course, your program's commands
+might be different; for a GUI interface, you would use an "about box".
+
+  You should also get your employer (if you work as a programmer) or school,
+if any, to sign a "copyright disclaimer" for the program, if necessary.
+For more information on this, and how to apply and follow the GNU GPL, see
+<http://www.gnu.org/licenses/>.
+
+  The GNU General Public License does not permit incorporating your program
+into proprietary programs.  If your program is a subroutine library, you
+may consider it more useful to permit linking proprietary applications with
+the library.  If this is what you want to do, use the GNU Lesser General
+Public License instead of this License.  But first, please read
+<http://www.gnu.org/philosophy/why-not-lgpl.html>.

data/README.md

@@ -0,0 +1,105 @@
+# GLPK Ruby
+
+[GLPK](https://www.gnu.org/software/glpk/) - the GNU linear programming kit - for Ruby
+
+[![Build Status](https://github.com/ankane/glpk-ruby/workflows/build/badge.svg?branch=master)](https://github.com/ankane/glpk-ruby/actions)
+
+## Installation
+
+First, install GLPK. For Homebrew, use:
+
+```sh
+brew install glpk
+```
+
+And for Ubuntu, use:
+
+```sh
+sudo apt-get install libglpk40
+```
+
+Then add this line to your application’s Gemfile:
+
+```ruby
+gem "glpk"
+```
+
+## Getting Started
+
+*The API is fairly low-level at the moment*
+
+Load a problem
+
+```ruby
+problem =
+  Glpk.load_problem(
+    obj_dir: :minimize,
+    obj_coef: [8, 10],
+    mat_ia: [1, 2, 3, 1, 2, 3],
+    mat_ja: [1, 1, 1, 2, 2, 2],
+    mat_ar: [2, 3, 2, 2, 4, 1],
+    col_kind: [:integer, :continuous],
+    col_lower: [0, 0],
+    col_upper: [1e30, 1e30],
+    row_lower: [7, 12, 6],
+    row_upper: [1e30, 1e30, 1e30]
+  )
+```
+
+Solve
+
+```ruby
+problem.solve
+```
+
+Write the problem to an LP or MPS file
+
+```ruby
+problem.write_lp("hello.lp")
+# or
+problem.write_mps("hello.mps")
+```
+
+Read a problem from an LP or MPS file
+
+```ruby
+problem = Glpk.read_lp("hello.lp")
+# or
+problem = Glpk.read_mps("hello.mps")
+```
+
+## Reference
+
+Set the message level
+
+```ruby
+problem.solve(message_level: 4) # 0 = off, 4 = max
+```
+
+Set the time limit in seconds
+
+```ruby
+problem.solve(time_limit: 30)
+```
+
+## History
+
+View the [changelog](https://github.com/ankane/glpk-ruby/blob/master/CHANGELOG.md)
+
+## Contributing
+
+Everyone is encouraged to help improve this project. Here are a few ways you can help:
+
+- [Report bugs](https://github.com/ankane/glpk-ruby/issues)
+- Fix bugs and [submit pull requests](https://github.com/ankane/glpk-ruby/pulls)
+- Write, clarify, or fix documentation
+- Suggest or add new features
+
+To get started with development:
+
+```sh
+git clone https://github.com/ankane/glpk-ruby.git
+cd glpk-ruby
+bundle install
+bundle exec rake test
+```

data/lib/glpk/ffi.rb

@@ -0,0 +1,175 @@
+module Glpk
+  module FFI
+    extend Fiddle::Importer
+
+    libs = Array(Glpk.ffi_lib).dup
+    begin
+      dlload Fiddle.dlopen(libs.shift)
+    rescue Fiddle::DLError => e
+      retry if libs.any?
+      raise e
+    end
+
+    COL_KIND = {
+      continuous: 1,
+      integer: 2,
+      binary: 3
+    }
+
+    OBJ_DIR = {
+      minimize: 1,
+      maximize: 2
+    }
+
+    SOLUTION_STATUS = {
+      1 => :undefined,
+      2 => :feasible,
+      3 => :infeasible,
+      4 => :no_feasible,
+      5 => :optimal,
+      6 => :unbounded
+    }
+
+    RET_CODE = {
+      1 => :invalid_basis,
+      2 => :singular_matrix,
+      3 => :ill_conditioned,
+      4 => :invalid_bounds,
+      5 => :failed,
+      6 => :lower_limit_reached,
+      7 => :upper_limit_reached,
+      8 => :iteration_limit_reached,
+      9 => :time_limit_reached,
+      10 => :no_primal_feasible,
+      11 => :no_dual_feasible,
+      12 => :root_lp_optimum,
+      13 => :terminated,
+      14 => :mip_gap_tolerance_reached,
+      15 => :no_primal_dual_feasible,
+      16 => :no_convergence,
+      17 => :numerical_instability,
+      18 => :invalid_data,
+      19 => :out_of_range
+    }
+
+    Smcp = struct [
+      "int msg_lev",
+      "int meth",
+      "int pricing",
+      "int r_test",
+      "double tol_bnd",
+      "double tol_dj",
+      "double tol_piv",
+      "double obj_ll",
+      "double obj_ul",
+      "int it_lim",
+      "int tm_lim",
+      "int out_frq",
+      "int out_dly",
+      "int presolve",
+      "int excl",
+      "int shift",
+      "int aorn",
+      "double foo_bar[33]"
+    ]
+
+    Iptcp = struct [
+      "int msg_lev",
+      "int ord_alg",
+      "double foo_bar[48]"
+    ]
+
+    Iocp = struct [
+      "int msg_lev",
+      "int br_tech",
+      "int bt_tech",
+      "double tol_int",
+      "double tol_obj",
+      "int tm_lim",
+      "int out_frq",
+      "int out_dly",
+      "void (*cb_func)(glp_tree *T, void *info)",
+      "void *cb_info",
+      "int cb_size",
+      "int pp_tech",
+      "double mip_gap",
+      "int mir_cuts",
+      "int gmi_cuts",
+      "int cov_cuts",
+      "int clq_cuts",
+      "int presolve",
+      "int binarize",
+      "int fp_heur",
+      "int ps_heur",
+      "int ps_tm_lim",
+      "int sr_heur",
+      "int use_sol",
+      "const char *save_sol",
+      "int alien",
+      "int flip",
+      "double foo_bar[23]"
+    ]
+
+    extern "glp_prob *glp_create_prob(void)"
+    extern "void glp_set_prob_name(glp_prob *P, char *name)"
+    extern "void glp_set_obj_name(glp_prob *P, char *name)"
+    extern "void glp_set_obj_dir(glp_prob *P, int dir)"
+    extern "int glp_add_rows(glp_prob *P, int nrs)"
+    extern "int glp_add_cols(glp_prob *P, int ncs)"
+    extern "void glp_set_row_name(glp_prob *P, int i, char *name)"
+    extern "void glp_set_col_name(glp_prob *P, int j, char *name)"
+    extern "void glp_set_row_bnds(glp_prob *P, int i, int type, double lb, double ub)"
+    extern "void glp_set_col_bnds(glp_prob *P, int j, int type, double lb, double ub)"
+    extern "void glp_set_obj_coef(glp_prob *P, int j, double coef)"
+    extern "void glp_set_mat_row(glp_prob *P, int i, int len, int ind[], double val[])"
+    extern "void glp_set_mat_col(glp_prob *P, int j, int len, int ind[], double val[])"
+    extern "void glp_load_matrix(glp_prob *P, int ne, int ia[], int ja[], double ar[])"
+    extern "void glp_erase_prob(glp_prob *P)"
+    extern "void glp_delete_prob(glp_prob *P)"
+    extern "char *glp_get_prob_name(glp_prob *P)"
+    extern "char *glp_get_obj_name(glp_prob *P)"
+    extern "int glp_get_obj_dir(glp_prob *P)"
+    extern "int glp_get_num_rows(glp_prob *P)"
+    extern "int glp_get_num_cols(glp_prob *P)"
+
+    # version info
+    extern "char *glp_version(void)"
+
+    # read and write
+    extern "void glp_init_mpscp(glp_mpscp *parm)"
+    extern "int glp_read_mps(glp_prob *P, int fmt, glp_mpscp *parm, char *fname)"
+    extern "int glp_write_mps(glp_prob *P, int fmt, glp_mpscp *parm, char *fname)"
+    extern "void glp_init_cpxcp(glp_cpxcp *parm)"
+    extern "int glp_read_lp(glp_prob *P, glp_cpxcp *parm, char *fname)"
+    extern "int glp_write_lp(glp_prob *P, glp_cpxcp *parm, char *fname)"
+    extern "int glp_read_prob(glp_prob *P, int flags, char *fname)"
+    extern "int glp_write_prob(glp_prob *P, int flags, char *fname)"
+
+    # lp
+    extern "int glp_simplex(glp_prob *P, glp_smcp *parm)"
+    extern "int glp_exact(glp_prob *P, glp_smcp *parm)"
+    extern "void glp_init_smcp(glp_smcp *parm)"
+    extern "int glp_get_status(glp_prob *P)"
+    extern "int glp_get_prim_stat(glp_prob *P)"
+    extern "int glp_get_dual_stat(glp_prob *P)"
+    extern "double glp_get_obj_val(glp_prob *P)"
+    extern "int glp_get_row_stat(glp_prob *P, int i)"
+    extern "double glp_get_row_prim(glp_prob *P, int i)"
+    extern "double glp_get_row_dual(glp_prob *P, int i)"
+    extern "int glp_get_col_stat(glp_prob *P, int j)"
+    extern "double glp_get_col_prim(glp_prob *P, int j)"
+    extern "double glp_get_col_dual(glp_prob *P, int j)"
+
+    # mip
+    extern "void glp_set_col_kind(glp_prob *P, int j, int kind)"
+    extern "int glp_get_col_kind(glp_prob *P, int j)"
+    extern "int glp_get_num_int(glp_prob *P)"
+    extern "int glp_get_num_bin(glp_prob *P)"
+    extern "int glp_intopt(glp_prob *P, glp_iocp *parm)"
+    extern "void glp_init_iocp(glp_iocp *parm)"
+    extern "int glp_mip_status(glp_prob *P)"
+    extern "double glp_mip_obj_val(glp_prob *P)"
+    extern "double glp_mip_row_val(glp_prob *P, int i)"
+    extern "double glp_mip_col_val(glp_prob *P, int j)"
+  end
+end

data/lib/glpk/problem.rb

@@ -0,0 +1,178 @@
+module Glpk
+  class Problem
+    def initialize
+      @model = FFI.glp_create_prob
+      ObjectSpace.define_finalizer(self, self.class.finalize(@model))
+    end
+
+    def load_problem(obj_dir:, obj_coef:, mat_ia:, mat_ja:, mat_ar:, col_kind:, col_lower:, col_upper:, row_lower:, row_upper:)
+      num_cols = col_lower.size
+      num_rows = row_lower.size
+      ne = mat_ia.size
+
+      # some checks will always pass
+      check_size(obj_coef, num_cols)
+      check_size(mat_ia, ne)
+      check_size(mat_ja, ne)
+      check_size(mat_ar, ne)
+      check_size(col_kind, num_cols)
+      check_size(col_lower, num_cols)
+      check_size(col_upper, num_cols)
+      check_size(row_lower, num_rows)
+      check_size(row_upper, num_rows)
+
+      FFI.glp_erase_prob(model)
+      FFI.glp_add_rows(model, num_rows) if num_rows > 0
+      FFI.glp_add_cols(model, num_cols)
+
+      obj_coef.each_with_index do |v, i|
+        FFI.glp_set_obj_coef(model, i + 1, v)
+      end
+      FFI.glp_set_obj_dir(model, FFI::OBJ_DIR.fetch(obj_dir))
+
+      # indexing starts at 1
+      ia = [0] + mat_ia
+      ja = [0] + mat_ja
+      ar = [0] + mat_ar
+      FFI.glp_load_matrix(model, ne, int_array(ia), int_array(ja), double_array(ar))
+
+      col_kind.each_with_index do |k, i|
+        FFI.glp_set_col_kind(model, i + 1, FFI::COL_KIND.fetch(k))
+      end
+
+      col_lower.zip(col_upper).each_with_index do |(lb, ub), i|
+        FFI.glp_set_col_bnds(model, i + 1, 4, lb, ub)
+      end
+
+      row_lower.zip(row_upper).each_with_index do |(lb, ub), i|
+        FFI.glp_set_row_bnds(model, i + 1, row_type(lb, ub), lb, ub)
+      end
+    end
+
+    def read_lp(filename)
+      check_status FFI.glp_read_lp(model, nil, filename)
+    end
+
+    def read_mps(filename)
+      check_status FFI.glp_read_mps(model, 2, nil, filename)
+    end
+
+    def write_lp(filename)
+      check_status FFI.glp_write_lp(model, nil, filename)
+    end
+
+    def write_mps(filename)
+      check_status FFI.glp_write_mps(model, 2, nil, filename)
+    end
+
+    def solve(**options)
+      if FFI.glp_get_num_int(model) > 0
+        solve_mip(**options)
+      else
+        solve_lp(**options)
+      end
+    end
+
+    def self.finalize(model)
+      # must use proc instead of stabby lambda
+      proc { FFI.glp_delete_prob(model) }
+    end
+
+    private
+
+    def model
+      @model
+    end
+
+    def check_status(status)
+      if status != 0
+        raise Error, "Bad status: #{status}"
+      end
+    end
+
+    def check_size(value, size)
+      if value.size != size
+        # TODO add variable name to message
+        raise ArgumentError, "wrong size (given #{value.size}, expected #{size})"
+      end
+    end
+
+    def double_array(value)
+      base_array(value, "d")
+    end
+
+    def int_array(value)
+      base_array(value, "i!")
+    end
+
+    def base_array(value, format)
+      Fiddle::Pointer[value.pack("#{format}*")]
+    end
+
+    def solve_lp(message_level: 0, time_limit: nil)
+      solve_simplex(message_level: message_level, time_limit: time_limit)
+
+      num_rows = FFI.glp_get_num_rows(model)
+      num_cols = FFI.glp_get_num_cols(model)
+
+      {
+        status: FFI::SOLUTION_STATUS[FFI.glp_get_status(model)],
+        obj_val: FFI.glp_get_obj_val(model),
+        row_primal: num_rows.times.map { |i| FFI.glp_get_row_prim(model, i + 1) },
+        col_primal: num_cols.times.map { |i| FFI.glp_get_col_prim(model, i + 1) },
+        row_dual: num_rows.times.map { |i| FFI.glp_get_row_dual(model, i + 1) },
+        col_dual: num_cols.times.map { |i| FFI.glp_get_col_dual(model, i + 1) },
+      }
+    end
+
+    def solve_mip(message_level: 0, time_limit: nil)
+      solve_simplex(message_level: message_level, time_limit: time_limit)
+      # TODO pass remaining time limit
+      ret_code = solve_intopt(message_level: message_level, time_limit: time_limit)
+
+      num_rows = FFI.glp_get_num_rows(model)
+      num_cols = FFI.glp_get_num_cols(model)
+
+      status = FFI::RET_CODE[ret_code] || FFI::SOLUTION_STATUS[FFI.glp_mip_status(model)]
+
+      {
+        status: status,
+        obj_val: FFI.glp_mip_obj_val(model),
+        row_primal: num_rows.times.map { |i| FFI.glp_mip_row_val(model, i + 1) },
+        col_primal: num_cols.times.map { |i| FFI.glp_mip_col_val(model, i + 1) }
+      }
+    end
+
+    def solve_simplex(message_level:, time_limit:)
+      param = FFI::Smcp.malloc
+      FFI.glp_init_smcp(param)
+      param.msg_lev = message_level
+      param.tm_lim = (time_limit * 1000).ceil if time_limit
+      FFI.glp_simplex(model, param)
+    end
+
+    def solve_intopt(message_level:, time_limit:)
+      param = FFI::Iocp.malloc
+      FFI.glp_init_iocp(param)
+      param.msg_lev = message_level
+      param.tm_lim = (time_limit * 1000).ceil if time_limit
+      FFI.glp_intopt(model, param)
+    end
+
+    def row_type(lb, ub)
+      if ub == Float::INFINITY
+        if lb == -Float::INFINITY
+          1 # unbounded
+        else
+          2 # lower bound
+        end
+      elsif lb == -Float::INFINITY
+        3 # upper bound
+      elsif lb == ub
+        5 # fixed
+      else
+        4 # double-bounded
+      end
+    end
+  end
+end

data/lib/glpk/version.rb

@@ -0,0 +1,3 @@
+module Glpk
+  VERSION = "0.1.0"
+end

data/lib/glpk.rb

@@ -0,0 +1,49 @@
+# stdlib
+require "fiddle/import"
+
+# modules
+require "glpk/problem"
+require "glpk/version"
+
+module Glpk
+  class Error < StandardError; end
+
+  class << self
+    attr_accessor :ffi_lib
+  end
+  lib_name =
+    if Gem.win_platform?
+      # TODO test
+      ["glpk.dll"]
+    elsif RbConfig::CONFIG["host_os"] =~ /darwin/i
+      ["libglpk.dylib"]
+    else
+      ["libglpk.so", "libglpk.so.40"]
+    end
+  self.ffi_lib = lib_name
+
+  # friendlier error message
+  autoload :FFI, "glpk/ffi"
+
+  def self.lib_version
+    FFI.glp_version.to_s
+  end
+
+  def self.read_lp(filename)
+    problem = Problem.new
+    problem.read_lp(filename)
+    problem
+  end
+
+  def self.read_mps(filename)
+    problem = Problem.new
+    problem.read_mps(filename)
+    problem
+  end
+
+  def self.load_problem(**options)
+    problem = Problem.new
+    problem.load_problem(**options)
+    problem
+  end
+end

metadata

@@ -0,0 +1,49 @@
+--- !ruby/object:Gem::Specification
+name: glpk
+version: !ruby/object:Gem::Version
+  version: 0.1.0
+platform: ruby
+authors:
+- Andrew Kane
+autorequire:
+bindir: bin
+cert_chain: []
+date: 2022-04-14 00:00:00.000000000 Z
+dependencies: []
+description:
+email: andrew@ankane.org
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- CHANGELOG.md
+- LICENSE.txt
+- README.md
+- lib/glpk.rb
+- lib/glpk/ffi.rb
+- lib/glpk/problem.rb
+- lib/glpk/version.rb
+homepage: https://github.com/ankane/glpk-ruby
+licenses:
+- GPL-3.0-or-later
+metadata: {}
+post_install_message:
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '2.7'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.3.7
+signing_key:
+specification_version: 4
+summary: Linear programming kit for Ruby
+test_files: []