rglpk 0.1.1 → 0.2.0

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data/lib/rglpk.rb ADDED
@@ -0,0 +1,378 @@
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+ require 'glpk_wrapper'
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+
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+ module Rglpk
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+ Glpk_wrapper.constants.each do |c|
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+ v = Glpk_wrapper.const_get(c)
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+ self.const_set(c, v) if v.kind_of? Numeric
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+ end
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+ TypeConstants = [GLP_FR, GLP_LO, GLP_UP, GLP_DB, GLP_FX]
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+
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+ class RowColArray
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+ include Enumerable
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+
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+ def initialize
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+ @array = []
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+ end
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+
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+ def size
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+ @array.size
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+ end
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+
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+ def each(&block)
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+ @array.each(&block)
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+ self
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+ end
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+
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+ def [](i)
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+ if i.kind_of?(Numeric)
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+ @array[i]
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+ elsif i.kind_of?(String)
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+ raise RuntimeError if self[1].nil?
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+ idx = Glpk_wrapper.send(glp_find_method, self[1].p.lp, i)
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+ raise ArgumentError if idx == 0
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+ @array[idx - 1]
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+ else
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+ raise ArgumentError
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+ end
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+ end
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+
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+ protected
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+
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+ def push(rc)
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+ @array << rc
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+ end
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+
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+ def delete_at(index)
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+ @array.delete_at(index)
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+ end
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+ end
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+
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+ class RowArray < RowColArray
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+ protected
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+ def glp_find_method
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+ :glp_find_row
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+ end
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+ end
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+
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+ class ColArray < RowColArray
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+ protected
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+ def glp_find_method
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+ :glp_find_col
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+ end
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+ end
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+
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+ class Problem
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+ attr_accessor :rows, :cols, :obj, :lp
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+
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+ def initialize
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+ @lp = Glpk_wrapper.glp_create_prob
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+ @obj = ObjectiveFunction.new(self)
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+ @rows = RowArray.new
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+ @cols = ColArray.new
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+ Glpk_wrapper.glp_create_index(@lp)
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+ @status = nil
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+ end
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+
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+ def name=(n)
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+ Glpk_wrapper.glp_set_prob_name(@lp, n)
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+ end
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+
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+ def name
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+ Glpk_wrapper.glp_get_prob_name(@lp)
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+ end
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+
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+ def nz
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+ Glpk_wrapper.glp_get_num_nz(@lp)
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+ end
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+
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+ def add_rows(n)
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+ Glpk_wrapper.glp_add_rows(@lp, n)
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+ s = @rows.size
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+ n.times{|i| @rows.send(:push, Row.new(self, s + i + 1))}
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+ @rows
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+ end
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+
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+ def add_cols(n)
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+ Glpk_wrapper.glp_add_cols(@lp, n)
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+ s = @cols.size
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+ n.times{|i| @cols.send(:push, Column.new(self, s + i + 1))}
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+ @cols
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+ end
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+
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+ def del_rows(a)
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+ # Ensure the array of rows to delete is sorted and unique.
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+ a = a.sort.uniq
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+
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+ r = Glpk_wrapper.new_intArray(a.size + 1)
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+ a.each_with_index{|n, i| Glpk_wrapper.intArray_setitem(r, i + 1, n)}
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+ Glpk_wrapper.glp_del_rows(@lp, a.size, r)
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+
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+ a.each do |n|
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+ @rows.send(:delete_at, n)
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+ a.each_with_index do |nn, i|
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+ a[i] -= 1
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+ end
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+ end
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+ @rows.each_with_index{|r, i| r.i = i + 1}
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+ a
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+ end
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+
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+ def del_cols(a)
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+ # Ensure the array of rows tro delete is sorted and unique.
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+ a = a.sort.uniq
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+
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+ r = Glpk_wrapper.new_intArray(a.size + 1)
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+ a.each_with_index{|n, i| Glpk_wrapper.intArray_setitem(r, i + 1, n)}
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+ Glpk_wrapper.glp_del_cols(@lp, a.size, r)
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+
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+ a.each do |n|
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+ @cols.send(:delete_at, n)
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+ a.each_with_index do |nn, i|
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+ a[i] -= 1
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+ end
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+ end
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+ @cols.each_with_index{|c, i| c.j = i + 1}
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+ a
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+ end
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+
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+ def set_matrix(v)
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+ nc = Glpk_wrapper.glp_get_num_cols(@lp)
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+
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+ ia = Glpk_wrapper.new_intArray(v.size + 1)
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+ ja = Glpk_wrapper.new_intArray(v.size + 1)
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+ ar = Glpk_wrapper.new_doubleArray(v.size + 1)
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+
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+ v.each_with_index do |x, y|
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+ rn = (y + nc) / nc
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+ cn = (y % nc) + 1
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+
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+ Glpk_wrapper.intArray_setitem(ia, y + 1, rn)
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+ Glpk_wrapper.intArray_setitem(ja, y + 1, cn)
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+ Glpk_wrapper.doubleArray_setitem(ar, y + 1, x)
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+ end
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+
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+ Glpk_wrapper.glp_load_matrix(@lp, v.size, ia, ja, ar)
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+ end
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+
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+ private
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+
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+ def apply_options_to_parm(options, parm)
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+ options.each do |k, v|
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+ begin
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+ parm.send("#{k}=".to_sym, v)
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+ rescue NoMethodError
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+ raise ArgumentError, "Unrecognised option: #{k}"
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+ end
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+ end
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+ end
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+
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+ public
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+
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+ def simplex(options = {})
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+ parm = Glpk_wrapper::Glp_smcp.new
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+ Glpk_wrapper.glp_init_smcp(parm)
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+
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+ # Default to errors only temrinal output.
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+ parm.msg_lev = GLP_MSG_ERR
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+
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+ apply_options_to_parm(options, parm)
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+ Glpk_wrapper.glp_simplex(@lp, parm)
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+ end
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+
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+ def mip(options = {})
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+ parm = Glpk_wrapper::Glp_iocp.new
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+ Glpk_wrapper.glp_init_iocp(parm)
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+
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+ # Default to errors only temrinal output.
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+ parm.msg_lev = GLP_MSG_ERR
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+
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+ apply_options_to_parm(options, parm)
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+ Glpk_wrapper.glp_intopt(@lp, parm)
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+ end
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+
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+ def status
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+ Glpk_wrapper.glp_get_status(@lp)
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+ end
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+ end
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+
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+ class Row
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+ attr_accessor :i, :p
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+
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+ def initialize(problem, i)
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+ @p = problem
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+ @i = i
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+ end
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+
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+ def name=(n)
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+ Glpk_wrapper.glp_set_row_name(@p.lp, @i, n)
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+ end
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+
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+ def name
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+ Glpk_wrapper.glp_get_row_name(@p.lp, @i)
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+ end
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+
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+ def set_bounds(type, lb, ub)
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+ raise ArgumentError unless TypeConstants.include?(type)
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+ lb = 0.0 if lb.nil?
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+ ub = 0.0 if ub.nil?
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+ Glpk_wrapper.glp_set_row_bnds(@p.lp, @i, type, lb.to_f, ub.to_f)
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+ end
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+
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+ def bounds
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+ t = Glpk_wrapper.glp_get_row_type(@p.lp, @i)
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+ lb = Glpk_wrapper.glp_get_row_lb(@p.lp, @i)
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+ ub = Glpk_wrapper.glp_get_row_ub(@p.lp, @i)
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+
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+ lb = (t == GLP_FR or t == GLP_UP) ? nil : lb
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+ ub = (t == GLP_FR or t == GLP_LO) ? nil : ub
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+
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+ [t, lb, ub]
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+ end
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+
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+ def set(v)
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+ raise RuntimeError unless v.size == @p.cols.size
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+ ind = Glpk_wrapper.new_intArray(v.size + 1)
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+ val = Glpk_wrapper.new_doubleArray(v.size + 1)
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+
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+ 1.upto(v.size){|x| Glpk_wrapper.intArray_setitem(ind, x, x)}
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+ v.each_with_index{|x, y|
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+ Glpk_wrapper.doubleArray_setitem(val, y + 1, x)}
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+
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+ Glpk_wrapper.glp_set_mat_row(@p.lp, @i, v.size, ind, val)
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+ end
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+
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+ def get
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+ ind = Glpk_wrapper.new_intArray(@p.cols.size + 1)
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+ val = Glpk_wrapper.new_doubleArray(@p.cols.size + 1)
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+ len = Glpk_wrapper.glp_get_mat_row(@p.lp, @i, ind, val)
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+ row = Array.new(@p.cols.size, 0)
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+ len.times do |i|
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+ v = Glpk_wrapper.doubleArray_getitem(val, i + 1)
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+ j = Glpk_wrapper.intArray_getitem(ind, i + 1)
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+ row[j - 1] = v
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+ end
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+ row
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+ end
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+ end
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+
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+ class Column
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+ attr_accessor :j, :p
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+
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+ def initialize(problem, i)
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+ @p = problem
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+ @j = i
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+ end
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+
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+ def name=(n)
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+ Glpk_wrapper.glp_set_col_name(@p.lp, @j, n)
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+ end
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+
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+ def name
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+ Glpk_wrapper.glp_get_col_name(@p.lp, @j)
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+ end
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+
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+ def kind=(kind)
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+ Glpk_wrapper.glp_set_col_kind(@p.lp, j, kind)
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+ end
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+
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+ def kind
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+ Glpk_wrapper.glp_get_col_kind(@p.lp, @j)
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+ end
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+
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+ def set_bounds(type, lb, ub)
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+ raise ArgumentError unless TypeConstants.include?(type)
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+ lb = 0.0 if lb.nil?
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+ ub = 0.0 if ub.nil?
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+ Glpk_wrapper.glp_set_col_bnds(@p.lp, @j, type, lb, ub)
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+ end
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+
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+ def bounds
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+ t = Glpk_wrapper.glp_get_col_type(@p.lp, @j)
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+ lb = Glpk_wrapper.glp_get_col_lb(@p.lp, @j)
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+ ub = Glpk_wrapper.glp_get_col_ub(@p.lp, @j)
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+
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+ lb = (t == GLP_FR or t == GLP_UP) ? nil : lb
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+ ub = (t == GLP_FR or t == GLP_LO) ? nil : ub
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+
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+ [t, lb, ub]
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+ end
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+
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+ def set(v)
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+ raise RuntimeError unless v.size == @p.rows.size
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+ ind = Glpk_wrapper.new_intArray(v.size + 1)
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+ val = Glpk_wrapper.new_doubleArray(v.size + 1)
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+
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+ 1.upto(v.size){|x| Glpk_wrapper.intArray_setitem(ind, x, x)}
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+ v.each_with_index{|x, y|
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+ Glpk_wrapper.doubleArray_setitem(val, y + 1, x)}
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+
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+ Glpk_wrapper.glp_set_mat_col(@p.lp, @j, v.size, ind, val)
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+ end
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+
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+ def get
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+ ind = Glpk_wrapper.new_intArray(@p.rows.size + 1)
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+ val = Glpk_wrapper.new_doubleArray(@p.rows.size + 1)
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+ len = Glpk_wrapper.glp_get_mat_col(@p.lp, @j, ind, val)
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+ col = Array.new(@p.rows.size, 0)
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+ len.times do |i|
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+ v = Glpk_wrapper.doubleArray_getitem(val, i + 1)
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+ j = Glpk_wrapper.intArray_getitem(ind, i + 1)
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+ col[j - 1] = v
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+ end
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+ col
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+ end
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+
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+ def get_prim
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+ Glpk_wrapper.glp_get_col_prim(@p.lp, @j)
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+ end
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+
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+ def mip_val
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+ Glpk_wrapper.glp_mip_col_val(@p.lp, @j)
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+ end
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+ end
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+
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+ class ObjectiveFunction
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+
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+ def initialize(problem)
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+ @p = problem
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+ end
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+
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+ def name=(n)
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+ Glpk_wrapper.glp_set_obj_name(@p.lp, n)
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+ end
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+
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+ def name
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+ Glpk_wrapper.glp_get_obj_name(@p.lp)
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+ end
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+
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+ def dir=(d)
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+ raise ArgumentError if d != GLP_MIN and d != GLP_MAX
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+ Glpk_wrapper.glp_set_obj_dir(@p.lp, d)
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+ end
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+
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+ def dir
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+ Glpk_wrapper.glp_get_obj_dir(@p.lp)
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+ end
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+
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+ def set_coef(j, coef)
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+ Glpk_wrapper.glp_set_obj_coef(@p.lp, j, coef)
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+ end
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+
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+ def coefs=(a)
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+ @p.cols.each{|c| Glpk_wrapper.glp_set_obj_coef(@p.lp, c.j, a[c.j - 1])}
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+ a
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+ end
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+
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+ def coefs
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+ @p.cols.map{|c| Glpk_wrapper.glp_get_obj_coef(@p.lp, c.j)}
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+ end
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+
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+ def get
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+ Glpk_wrapper.glp_get_obj_val(@p.lp)
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+ end
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+
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+ def mip
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+ Glpk_wrapper.glp_mip_obj_val(@p.lp)
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+ end
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+ end
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+ end
data/rglpk.gemspec ADDED
@@ -0,0 +1,67 @@
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+ # Generated by jeweler
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+ # DO NOT EDIT THIS FILE DIRECTLY
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+ # Instead, edit Jeweler::Tasks in Rakefile, and run the gemspec command
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+ # -*- encoding: utf-8 -*-
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+
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+ Gem::Specification.new do |s|
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+ s.name = %q{rglpk}
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+ s.version = "0.2.0"
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+
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+ s.required_rubygems_version = Gem::Requirement.new(">= 0") if s.respond_to? :required_rubygems_version=
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+ s.authors = ["Alex Gutteridge", "William Taysom"]
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+ s.date = %q{2010-10-13}
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+ s.description = %q{Rglpk is a package providing a Ruby wrapper to the [GNU GLPK](http://www.gnu.org/software/glpk/) library. The GLPK (GNU Linear Programming Kit) package is intended for solving large-scale linear programming (LP), mixed integer programming (MIP), and other related problems.
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+
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+ Rglpk (pronounced as "wriggle-pick") is currently in alpha status and the API should be considered subject to change. Rglpk uses [Swig](http://www.swig.org/) to initially wrap the C GLPK library (using a Swig wrapper originally developed by Nigel Galloway) and then a pure Ruby library to wrap the Swig code in a more friendly OO-style.
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+
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+ All bug reports, feature requests and patches are welcome. Please email alexg (at) kuicr.kyoto-u.ac.jp or use the [rubyforge forums](http://rubyforge.org/forum/?group_id=3943).}
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+ s.email = ["alexg@kuicr.kyoto-u.ac.jp", "wtaysom@gmail.com"]
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+ s.extensions = ["ext/extconf.rb", "ext/extconf.rb"]
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+ s.extra_rdoc_files = [
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+ "ChangeLog.md",
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+ "README.md"
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+ ]
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+ s.files = [
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+ ".gitignore",
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+ "ChangeLog.md",
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+ "License.txt",
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+ "README.md",
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+ "Rakefile",
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+ "VERSION",
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+ "ext/extconf.rb",
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+ "ext/glpk_wrapper.c",
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+ "lib/rglpk.rb",
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+ "rglpk.gemspec",
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+ "swig/Makefile.in",
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+ "swig/configure.in",
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+ "swig/glpk.i",
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+ "test/helper.rb",
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+ "test/test_all.rb",
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+ "test/test_basic.rb",
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+ "test/test_brief_example.rb",
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+ "test/test_problem_kind.rb"
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+ ]
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+ s.homepage = %q{http://rglpk.rubyforge.org/}
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+ s.rdoc_options = ["--charset=UTF-8"]
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+ s.require_paths = ["lib", "ext", "ext"]
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+ s.rubygems_version = %q{1.3.7}
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+ s.summary = %q{Rglpk is a package providing a Ruby wrapper to the [GNU GLPK](http://www.gnu.org/software/glpk/) library. The GLPK (GNU Linear Programming Kit) package is intended for solving large-scale linear programming (LP), mixed integer programming (MIP), and other related problems.}
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+ s.test_files = [
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+ "test/helper.rb",
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+ "test/test_all.rb",
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+ "test/test_basic.rb",
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+ "test/test_brief_example.rb",
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+ "test/test_problem_kind.rb"
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+ ]
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+
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+ if s.respond_to? :specification_version then
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+ current_version = Gem::Specification::CURRENT_SPECIFICATION_VERSION
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+ s.specification_version = 3
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+
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+ if Gem::Version.new(Gem::VERSION) >= Gem::Version.new('1.2.0') then
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+ else
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+ end
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+ else
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+ end
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+ end
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+
data/swig/Makefile.in CHANGED
@@ -1,4 +1,4 @@
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- rglpk.c: glpk.i
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+ glpk_wrapper.c: glpk.i
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  @SWIG@ -I/usr/local/include -ruby -w801 -o $@ $?
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- wrap: rglpk.c
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+ wrap: glpk_wrapper.c
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  cp $? ../ext/$?