Created
April 22, 2012 04:21
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Sample for solving MIP (mixed integer programming) problem with GLPK
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#include <stdlib.h> | |
#include <stdio.h> | |
#include <glpk.h> | |
/* | |
Maximize | |
obj: x1 + 2 x2 + 3 x3 + x4 | |
Subject To | |
c1: - x1 + x2 + x3 + 10 x4 <= 20 | |
c2: x1 - 3 x2 + x3 <= 30 | |
c3: x2 - 3.5 x4 = 0 | |
Bounds | |
0 <= x1 <= 40 | |
2 <= x4 <= 3 | |
General | |
x4 | |
End | |
*/ | |
int main(void) | |
{ | |
glp_prob *mip = glp_create_prob(); | |
glp_set_prob_name(mip, "sample"); | |
glp_set_obj_dir(mip, GLP_MAX); | |
glp_add_rows(mip, 3); | |
glp_set_row_name(mip, 1, "c1"); | |
glp_set_row_bnds(mip, 1, GLP_DB, 0.0, 20.0); | |
glp_set_row_name(mip, 2, "c2"); | |
glp_set_row_bnds(mip, 2, GLP_DB, 0.0, 30.0); | |
glp_set_row_name(mip, 3, "c3"); | |
glp_set_row_bnds(mip, 3, GLP_FX, 0.0, 0); | |
glp_add_cols(mip, 4); | |
glp_set_col_name(mip, 1, "x1"); | |
glp_set_col_bnds(mip, 1, GLP_DB, 0.0, 40.0); | |
glp_set_obj_coef(mip, 1, 1.0); | |
glp_set_col_name(mip, 2, "x2"); | |
glp_set_col_bnds(mip, 2, GLP_LO, 0.0, 0.0); | |
glp_set_obj_coef(mip, 2, 2.0); | |
glp_set_col_name(mip, 3, "x3"); | |
glp_set_col_bnds(mip, 3, GLP_LO, 0.0, 0.0); | |
glp_set_obj_coef(mip, 3, 3.0); | |
glp_set_col_name(mip, 4, "x4"); | |
glp_set_col_bnds(mip, 4, GLP_DB, 2.0, 3.0); | |
glp_set_obj_coef(mip, 4, 1.0); | |
glp_set_col_kind(mip, 4, GLP_IV); | |
int ia[1+9], ja[1+9]; | |
double ar[1+9]; | |
ia[1]=1,ja[1]=1,ar[1]=-1; // a[1,1] = -1 | |
ia[2]=1,ja[2]=2,ar[2]=1; // a[1,2] = 1 | |
ia[3]=1,ja[3]=3,ar[3]=1; // a[1,3] = 1 | |
ia[4]=1,ja[4]=4,ar[4]=10; // a[1,4] = 10 | |
ia[5]=2,ja[5]=1,ar[5]=1; // a[2,1] = 1 | |
ia[6]=2,ja[6]=2,ar[6]=-3; // a[2,2] = -3 | |
ia[7]=2,ja[7]=3,ar[7]=1; // a[2,3] = 1 | |
ia[8]=3,ja[8]=2,ar[8]=1; // a[3,2] = 1 | |
ia[9]=3,ja[9]=4,ar[9]=-3.5; // a[3,4] = -3.5 | |
glp_load_matrix(mip, 9, ia, ja, ar); | |
glp_iocp parm; | |
glp_init_iocp(&parm); | |
parm.presolve = GLP_ON; | |
int err = glp_intopt(mip, &parm); | |
double z = glp_mip_obj_val(mip); | |
double x1 = glp_mip_col_val(mip, 1); | |
double x2 = glp_mip_col_val(mip, 2); | |
double x3 = glp_mip_col_val(mip, 3); | |
double x4 = glp_mip_col_val(mip, 4); | |
printf("\nz = %g; x1 = %g; x2 = %g; x3 = %g, x4 = %g\n", z, x1, x2, x3, x4); | |
// z = 122.5; x1 = 40; x2 = 10.5; x3 = 19.5, x4 = 3 | |
glp_delete_prob(mip); | |
return 0; | |
} |
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Hi @louisaugusto.
Hmm, which version of compiler and GLPK did you used?