glpkConstants: Constants, Return and Status Codes of GLPK

In glpkAPI: R Interface to C API of GLPK

Constants, Return and Status Codes of GLPK

Description

This is a list containing constants used by GLPK. Cunsult the glpk manual for more information, in praticular for the control parameters.

Control Parameters

Simplex

MSG_LEV <- 101	Message level for terminal output (default: GLP_MSG_ALL).
METH <- 102	Simplex method option (default: GLP_PRIMAL).
PRICING <- 103	Pricing technique (default: GLP_PT_PSE).
R_TEST <- 104	Ratio test technique (default: GLP_RT_HAR).
IT_LIM <- 105	Simplex iteration limit (default: INT_MAX).
TM_LIM <- 106	Searching time limit, in milliseconds (default: INT_MAX).
OUT_FRQ <- 107	Output frequency, in iterations (default: 500).
OUT_DLY <- 108	Output delay, in milliseconds (default: 0).
PRESOLVE <- 109	LP presolver option (default: GLP_OFF).
TOL_BND <- 201	Tolerance used to check if the basic solution is primal feasible (default: 1e-7).
TOL_DJ <- 202	Tolerance used to check if the basic solution is dual feasible (default: 1e-7).
TOL_PIV <- 203	Tolerance used to choose eligble pivotal elements of the simplex table (default: 1e-10).
OBJ_LL <- 204	Lower limit of the objective function (default: -DBL_MAX).
OBJ_UL <- 205	Upper limit of the objective function (default: DBL_MAX).

The exact simplex method uses only the parameters IT_LIM and TM_LIM.

Interior

MSG_LEV <- 101	Message level for terminal output (default: GLP_MSG_ALL).
ORD_ALG <- 301	Ordering algorithm used prior to Cholesky factorization (default: GLP_ORD_AMD).

MIP

MSG_LEV <- 101	Message level for terminal output (default: GLP_MSG_ALL).
TM_LIM <- 106	Searching time limit, in milliseconds (default: INT_MAX).
OUT_FRQ <- 107	Output frequency, in iterations (default: 5000).
OUT_DLY <- 108	Output delay, in milliseconds (default: 10000).
PRESOLVE <- 109	MIP presolver option (default: GLP_OFF).
BR_TECH <- 601	Branching technique option (default: GLP_BR_DTH).
BT_TECH <- 602	Backtracking technique option (default: GLP_BT_BLB).
PP_TECH <- 603	Preprocessing technique option (default: GLP_PP_ALL).
FP_HEUR <- 604	Feasibility pump heuristic option (default: GLP_OFF).
GMI_CUTS <- 605	Gomory's mixed integer cut option (default: GLP_OFF).
MIR_CUTS <- 606	Mixed integer rounding (MIR) cut option (default: GLP_OFF).
COV_CUTS <- 607	Mixed cover cut option (default: GLP_OFF).
CLQ_CUTS <- 608	Clique cut option (default: GLP_OFF).
CB_SIZE <- 609	The number of extra (up to 256) bytes allocated for each node of the branch-and-bound tree to store application-specific data. On creating a node these bytes are initialized by binary zeros (default: 0).
BINARIZE <- 610	LP presolver option (default: GLP_OFF).
CB_FUNC <- 651	Use a user defined callback routine glpkCallback which is written in the file ‘glpkCallback.c’. This file should be edited according to the users requirements. If set to GLP_ON, the callback routine defined there is used (default: NULL).
TOL_INT <- 701	Absolute tolerance used to check if optimal solution to the current LP relaxation is integer feasible (default: 1e-5).
TOL_OBJ <- 702	Relative tolerance used to check if the objective value in optimal solution to the current LP relaxation is not better than in the best known inte- ger feasible solution (default: 1e-7).
MIP_GAP <- 703	The relative mip gap tolerance. If the relative mip gap for currently known best integer feasible solution falls below this tolerance, the solver terminates the search. This allows obtainig suboptimal integer feasible solutions if solving the problem to optimality takes too long time (default: 0.0).

Basis Factorization

TYPE <- 401	Basis factorization type (default: GLP_BF_FT).
LU_SIZE <- 402	Initial size of the Sparse Vector Area (default: 0).
PIV_LIM <- 403	computing LU-factorization of the basis matrix (default: 4).
SUHL <- 404	computing LU-factorization of the basis matrix (default: GLP_ON).
NFS_MAX <- 405	Maximal number of additional row-like factors (default: 100).
NRS_MAX <- 406	Maximal number of additional rows and columns (default: 100).
RS_SIZE <- 407	Initial size of the Sparse Vector Area (default: 0).
PIV_TOL <- 501	Threshold pivoting (Markowitz) tolerance (default: 0.10).
EPS_TOL <- 502	Epsilon tolerance (default: 1e-15).
MAX_GRO <- 503	Maximal growth of elements of factor U (default: 1e+10).
UPD_TOL <- 504	Update tolerance (default: 1e-6).

LP/MIP problem object

optimization direction flag

GLP_MIN <- 1	minimization
GLP_MAX <- 2	maximization

kind of structural variable

GLP_CV <- 1	continuous variable
GLP_IV <- 2	integer variable
GLP_BV <- 3	binary variable

type of auxiliary/structural variable

GLP_FR <- 1	free variable
GLP_LO <- 2	variable with lower bound
GLP_UP <- 3	variable with upper bound
GLP_DB <- 4	double-bounded variable
GLP_FX <- 5	fixed variable

status of auxiliary/structural variable

GLP_BS <- 1	basic variable
GLP_NL <- 2	non-basic variable on lower bound
GLP_NU <- 3	non-basic variable on upper bound
GLP_NF <- 4	non-basic free variable
GLP_NS <- 5	non-basic fixed variable

scaling options

GLP_SF_GM <- 0x01	perform geometric mean scaling
GLP_SF_EQ <- 0x10	perform equilibration scaling
GLP_SF_2N <- 0x20	round scale factors to power of two
GLP_SF_SKIP <- 0x40	skip if problem is well scaled
GLP_SF_AUTO <- 0x80	choose scaling options automatically

solution indicator

GLP_SOL <- 1	basic solution
GLP_IPT <- 2	interior-point solution
GLP_MIP <- 3	mixed integer solution

solution status

GLP_UNDEF <- 1	solution is undefined
GLP_FEAS <- 2	solution is feasible
GLP_INFEAS <- 3	solution is infeasible
GLP_NOFEAS <- 4	no feasible solution exists
GLP_OPT <- 5	solution is optimal
GLP_UNBND <- 6	solution is unbounded

basis factorization control parameters

type

GLP_BF_FT <- 0x01	LUF + Forrest-Tomlin
GLP_BF_BG <- 0x02	LUF + Schur compl. + Bartels-Golub
GLP_BF_GR <- 0x03	LUF + Schur compl. + Givens rotation
GLP_BF_LUF <- 0x00	plain LU-factorization
GLP_BF_BTF <- 0x10	block triangular LU-factorization

simplex method control parameters

msg_lev message level:

GLP_MSG_OFF <- 0	no output
GLP_MSG_ERR <- 1	warning and error messages only
GLP_MSG_ON <- 2	normal output
GLP_MSG_ALL <- 3	full output
GLP_MSG_DBG <- 4	debug output

meth simplex method option:

GLP_PRIMAL <- 1	use primal simplex
GLP_DUALP <- 2	use dual; if it fails, use primal
GLP_DUAL <- 3	use dual simplex

pricing pricing technique:

GLP_PT_STD <- 0x11	standard (Dantzig rule)
GLP_PT_PSE <- 0x22	projected steepest edge

r_test ratio test technique:

GLP_RT_STD <- 0x11	standard (textbook)
GLP_RT_HAR <- 0x22	two-pass Harris' ratio test

interior-point solver control parameters

ord_alg ordering algorithm:

GLP_ORD_NONE <- 0	natural (original) ordering
GLP_ORD_QMD <- 1	quotient minimum degree (QMD)
GLP_ORD_AMD <- 2	approx. minimum degree (AMD)
GLP_ORD_SYMAMD <- 3	approx. minimum degree (SYMAMD)

integer optimizer control parameters

br_tech branching technique:

GLP_BR_FFV <- 1	first fractional variable
GLP_BR_LFV <- 2	last fractional variable
GLP_BR_MFV <- 3	most fractional variable
GLP_BR_DTH <- 4	heuristic by Driebeck and Tomlin
GLP_BR_HPC <- 5	hybrid pseudocost

bt_tech backtracking technique:

GLP_BT_DFS <- 1	depth first search
GLP_BT_BFS <- 2	breadth first search
GLP_BT_BLB <- 3	best local bound
GLP_BT_BPH <- 4	best projection heuristic

pp_tech preprocessing technique:

GLP_PP_NONE <- 0	disable preprocessing
GLP_PP_ROOT <- 1	preprocessing only on root level
GLP_PP_ALL <- 2	preprocessing on all levels

additional row attributes

the row origin flag

GLP_RF_REG <- 0	regular constraint
GLP_RF_LAZY <- 1	"lazy" constraint
GLP_RF_CUT <- 2	cutting plane constraint

the row class descriptor klass

GLP_RF_GMI <- 1	Gomory's mixed integer cut
GLP_RF_MIR <- 2	mixed integer rounding cut
GLP_RF_COV <- 3	mixed cover cut
GLP_RF_CLQ <- 4	clique cut

enable/disable flag

GLP_ON <- 1	enable something
GLP_OFF <- 0	disable something

reason codes

GLP_IROWGEN <- 0x01	request for row generation
GLP_IBINGO <- 0x02	better integer solution found
GLP_IHEUR <- 0x03	request for heuristic solution
GLP_ICUTGEN <- 0x04	request for cut generation
GLP_IBRANCH <- 0x05	request for branching
GLP_ISELECT <- 0x06	request for subproblem selection
GLP_IPREPRO <- 0x07	request for preprocessing

branch selection indicator

GLP_NO_BRNCH <- 0	select no branch
GLP_DN_BRNCH <- 1	select down-branch
GLP_UP_BRNCH <- 2	select up-branch

return codes

GLP_EBADB <- 0x01	invalid basis
GLP_ESING <- 0x02	singular matrix
GLP_ECOND <- 0x03	ill-conditioned matrix
GLP_EBOUND <- 0x04	invalid bounds
GLP_EFAIL <- 0x05	solver failed
GLP_EOBJLL <- 0x06	objective lower limit reached
GLP_EOBJUL <- 0x07	objective upper limit reached
GLP_EITLIM <- 0x08	iteration limit exceeded
GLP_ETMLIM <- 0x09	time limit exceeded
GLP_ENOPFS <- 0x0A	no primal feasible solution
GLP_ENODFS <- 0x0B	no dual feasible solution
GLP_EROOT <- 0x0C	root LP optimum not provided
GLP_ESTOP <- 0x0D	search terminated by application
GLP_EMIPGAP <- 0x0E	relative mip gap tolerance reached
GLP_ENOFEAS <- 0x0F	no primal/dual feasible solution
GLP_ENOCVG <- 0x10	no convergence
GLP_EINSTAB <- 0x11	numerical instability
GLP_EDATA <- 0x12	invalid data
GLP_ERANGE <- 0x13	result out of range

condition indicator

GLP_KKT_PE <- 1	primal equalities
GLP_KKT_PB <- 2	primal bounds
GLP_KKT_DE <- 3	dual equalities
GLP_KKT_DB <- 4	dual bounds
GLP_KKT_CS <- 5	complementary slackness

MPS file format

GLP_MPS_DECK <- 1	fixed (ancient)
GLP_MPS_FILE <- 2	free (modern)

Author(s)

Gabriel Gelius-Dietrich <[e-mail]>

Maintainer: Mayo Roettger <[e-mail]>

References

Based on the package glpk by Lopaka Lee.

The GNU GLPK home page at http://www.gnu.org/software/glpk/glpk.html.

See Also

status_codeGLPK, return_codeGLPK

glpkAPI documentation built on Nov. 10, 2022, 5:51 p.m.