GLPK 4.38 (release date: May 02, 2009)
API routines glp_read_mps and glp_write_mps were improved. Some improvements were made in the dual simplex routines. Two external software modules AMD and COLAMD were included in the distribution (for more details please see src/amd/README and src/colamd/README). Now they are used in the interior-point solver to reorder the matrix prior to Cholesky factorization. API routine glp_ipt_status may return two new statuses due to changes in the routine glp_interior. For details please see the reference manual included in the distribution. A minor bug was fixed in the graph/network routines. Thanks to Nelson H. F. Beebe <beebe@math.utah.edu> for bug report. GLPK 4.37 (release date: Mar 29, 2009) The 0-1 Feasibility Pump heuristic was included in the GLPK integer optimizer glp_intopt. On API level the heuristic can be enabled by setting the parameter fp_heur in glp_iocp to GLP_ON. This feature is also available in the solver glpsol through command-line option '--fpump'. For more details please see the reference manual included in the distribution. The following new API routines were added: glp_print_sol write basic solution in printable format glp_print_ipt write interior-point solution in printable format glp_print_mip write MIP solution in printable format glp_read_graph read (di)graph from plain text file glp_write_graph write (di)graph to plain text file glp_weak_comp find all weakly connected components glp_strong_comp find all strongly connected components The following API routines are deprecated: lpx_print_sol, lpx_print_ips, lpx_print_mip, lpx_print_prob (the latter is equivalent to glp_write_lp). A bug was fixed in the interior-point solver (glp_interior) to correctly compute dual solution components when the problem is scaled. The files configure.ac and Makefile.am were changed: (a) to allow using autoreconf/autoheader; (b) to allow building the package in a directory other than its source directory. Thanks to Marco Atzeri <marco_atzeri@yahoo.it> for bug report. An example model in the GNU MathProg language was added. Thanks to Larry D'Agostino <Larry.D'Agostino@gmacrescap.com> for contribution. GLPK 4.36 (release date: Feb 06, 2009) The following new API routines were added to the package: glp_mincost_okalg find minimum-cost flow with out-of-kilter algorithm glp_maxflow_ffalg find maximal flow with Ford-Fulkerson algorithm For detailed description of these new routines and related data structures see chapter "Graph and Network API Routines" in a new edition of the reference manual included in the distribution. The following two new command-line options were added to the solver glpsol: --mincost read min-cost flow data in DIMACS format --maxflow read maximum flow data in DIMACS format Duplicate symbols in the header glpk.h were removed to allow using swig. Thanks to Kelly Westbrooks <kellywestbrooks@yahoo.com> and Nigel Galloway <nigel_galloway@operamail.com> for suggestion. A minor defect was fixed in the routine glp_write_lp. Thanks to Sebastien Briais <sbriais@free.fr> for bug report. A minor bug was fixed in the SQL module. Thanks to Xypron <xypron.glpk@gmx.de> for patch. Some new example models in the GNU MathProg modeling language were added. Thanks to Sebastian Nowozin <nowozin@gmail.com> and Nigel Galloway <nigel_galloway@operamail.com> for contribution. GLPK 4.35 (release date: Jan 09, 2009) The following new API routines were added to the package: glp_create_graph create graph glp_set_graph_name assign (change) graph name glp_add_vertices add new vertices to graph glp_add_arc add new arc to graph glp_erase_graph erase graph content glp_delete_graph delete graph glp_read_mincost read minimum cost flow problem data in DIMACS format glp_write_mincost write minimum cost flow problem data in DIMACS format glp_mincost_lp convert minimum cost flow problem to LP glp_netgen Klingman's network problem generator glp_gridgen grid-like network problem generator glp_read_maxflow read maximum flow problem data in DIMACS format glp_write_maxflow write maximum flow problem data in DIMACS format glp_maxflow_lp convert maximum flow problem to LP glp_rmfgen Goldfarb's maximum flow problem generator For detailed description of these new routines and related data structures see chapter "Graph and Network API Routines" in a new edition of the reference manual included in the distribution. A minor change were made in the internal routine xputc. Thanks to Luiz Bettoni <bettoni@cpgei.ct.utfpr.edu.br> for suggestion. A minor bug was fixed in the internal routine mpl_fn_time2str. Thanks to Stefan Vigerske <stefan@vigerske.de> for bug report. GLPK 4.34 (release date: Dec 04, 2008) The GNU MathProg modeling language was supplemented with three new built-in functions: gmtime obtaining current calendar time str2time converting character string to calendar time time2str converting calendar time to character string (Thanks to Xypron <xypron.glpk@gmx.de>.) For detailed description of these functions see Appendix A in the document "Modeling Language GNU MathProg", a new edition of which was included in the distribution. A bug was fixed in the MIP solver. Thanks to Nigel Galloway <nigel_galloway@operamail.com> for bug report. A new makefile was added to build the GLPK DLL with Microsoft Visual Studio Express 2008 for 64-bit Windows. Thanks to Xypron <xypron.glpk@gmx.de> for contribution and testing. GLPK 4.33 (release date: Oct 30, 2008) The following new API routines were added to the package: glp_copy_prob copy problem object content glp_exact solve LP in exact arithmetic (makes lpx_exact deprecated) glp_get_unbnd_ray determine variable causing unboundedness (makes lpx_get_ray_info deprecated) glp_interior solve LP with interior-point method (makes lpx_interior deprecated) The following new API routines for processing models written in the GNU Mathprog language were added to the package: glp_mpl_alloc_wksp allocate the translator workspace glp_mpl_read_model read and translate model section glp_mpl_read_data read and translate data section glp_mpl_generate generate the model glp_mpl_build_prob build LP/MIP instance from the model glp_mpl_postsolve postsolve the model glp_mpl_free_wksp deallocate the translator workspace (These routines make lpx_read_model deprecated.) For description of all these new API routines see the reference manual included in the distribution. A crude implementation of CPLEX-like interface to GLPK API was added to the package. Currently it allows using GLPK as a core LP solver for Concorde, a well known computer code for solving the symmetric TSP. For details see examples/cplex/README. Some bugs were fixed in the SQL table driver. Thanks to Xypron <xypron.glpk@gmx.de>. GLPK 4.32 (release date: Oct 03, 2008) The following new features were included in the MIP solver (the API routine glp_intopt): * MIP presolver * mixed cover cut generator * clique cut generator * Euclidean reduction of the objective value Due to changes the routine glp_intopt may additionally return GLP_ENOPFS, GLP_ENODFS, and GLP_EMIPGAP. The API routines lpx_integer are lpx_intopt are deprecated, since they are completely superseded by glp_intopt. The following new branch-and-cut API routines were added: glp_ios_row_attr determine additional row attributes glp_ios_pool_size determine current size of the cut pool glp_ios_add_row add constraint to the cut pool glp_ios_del_row delete constraint from the cut pool glp_ios_clear_pool delete all constraints from the cut pool For description of these new routines see the reference manual included in the distribution. The stand-alone solver glpsol was changed to allow multiple data files. A new edition of the supplement "Using Data Tables in the GNU MathProg Modeling Language" was included. As usual, some bugs were fixed (in the MathProg translator). Thanks to Xypron <xypron.glpk@gmx.de>. GLPK 4.31 (release date: Sep 02, 2008) The core LP solver based on the dual simplex method was re-implemented and now it provides both phases I and II. The following new API routines were added: glp_scale_prob automatic scaling of problem data glp_std_basis construct standard initial LP basis glp_adv_basis construct advanced initial LP basis glp_cpx_basis construct Bixby's initial LP basis For description of these new routines see the reference manual included in the distribution. The following API routines are deprecated: lpx_scale_prob, lpx_std_basis, lpx_adv_basis, lpx_cpx_basis. Necessary changes were made in memory allocation routines to resolve portability issues for 64-bit platforms. New version of the routine lpx_write_pb to write problem data in OPB (pseudo boolean format) was added to the package. Thanks to Oscar Gustafsson <oscarg@isy.liu.se> for the contribution. Two new makefiles were added to build the package for 32- and 64-bit Windows with Microsoft Visual Studio Express 2008. Thanks to Heinrich Schuchardt <heinrich.schuchardt@gmx.de> (aka Xypron) for the contribution and testing. Two new makefiles were added to build the package with Digital Mars C/C++ 8.50 and Open Watcom C/C++ 1.6 (for 32-bit Windows). GLPK 4.30 (release date: Aug 13, 2008) The core LP solver based on the primal simplex method was re-implemented to allow its further improvements. Currently the new version provides the same features as the old one, however, it is a bit faster and more numerically stable. Some changes were made in the MathProg translator to allow <, <=, >=, and > on comparing symbolic values. Thanks to Heinrich Schuchardt <heinrich.schuchardt@gmx.de> for patches. Internal routine set_d_eps in the exact LP solver was changed to prevent approximation errors in case of integral data. Thanks to Markus Pilz <pilz@cs.uni-bonn.de> for bug report. GLPK 4.29 (release date: Jul 06, 2008) The configure script was changed to disable all optional features by default. For details please see file INSTALL. The following new API routines were added: glp_erase_prob erase problem object content glp_read_mps read problem data in MPS format glp_write_mps write problem data in MPS format glp_read_lp read problem data in CPLEX LP format glp_write_lp write problem data in CPLEX LP format For description of these new routines see the reference manual included in the distribution. The following API routines are deprecated: lpx_read_mps, lpx_read_freemps, lpx_write_mps, lpx_write_freemps, lpx_read_cpxlp, and lpx_write_cpxlp. Two bugs were fixed. Thanks to Anne-Laurence Putz <anne-laurence.putz@eurodecision.com> and Xypron <xypron.glpk@gmx.de> for bug report. GLPK 4.28 (release date: Mar 25, 2008) The iODBC and MySQL table drivers, which allows transmitting data between MathProg model objects and relational databases, were re-implemented to replace a static linking by a dynamic linking to corresponding shared libraries. Many thanks to Heinrich Schuchardt <heinrich.schuchardt@gmx.de> for the contribution, Rafael Laboissiere <rafael@debian.org> for useful advices concerning the shared library support under GNU/Linux, and Vijay Patil <vijay.patil@gmail.com> for testing this feature under Windows XP. A new optional feature was added to the package. This feature is based on the zlib data compression library and allows GLPK API routines and the stand-alone solver to read and write compressed data files performing compression/decompression "on the fly" (compressed data files are recognized by suffix `.gz' in the file name). It may be useful in case of large MPS files to save the disk space (up to ten times). The `configure' script was re-implemented. Now it supports the following specific options: --with-gmp Enable using the GNU MP bignum library --without-gmp Disable using the GNU MP bignum library --with-zlib Enable using the zlib data compression library --without-zlib Disable using the zlib data compression library --enable-dl Enable shared library support (auto check) --enable-dl=ltdl Enable shared library support (GNU) --enable-dl=dlfcn Enable shared library support (POSIX) --disable-dl Disable shared library support --enable-odbc Enable using ODBC table driver --disable-odbc Disable using ODBC table driver --enable-mysql Enable using MySQL table driver --disable-mysql Disable using MySQL table driver For more details please see file INSTALL. GLPK 4.27 (release date: Mar 02, 2008) Three new table drivers were added to the MathProg translator: xBASE built-in table driver, which allows reading and writing data in .dbf format (only C and N fields are supported); MySQL table driver, which provides connection to a MySQL database; iODBC table driver, which provides connection to a database through ODBC. The MySQL and iODBC table drivers were contributed to GLPK by Heinrich Schuchardt <heinrich.schuchardt@gmx.de>. The table driver is a program module which allows transmitting data between MathProg model objects and external data tables. For detailed description of the table statement and table drivers see the document "Using Data Tables in the GNU MathProg Modeling Language" (file doc/tables.txt) included in the distribution. Some examples which demonstrate using MySQL and iODBC table drivers can be found in subdirectory examples/sql. GLPK 4.26 (release date: Feb 17, 2008) The table statement was implemented in the GNU MathProg modeling language. This new feature allows reading data from external tables into model objects such as sets and parameters as well as writing results of computations to external tables. A table is a (unordered) set of records, where each record consists of the same number of fields, and each field is provided with a unique symbolic name called the field name. Currently the GLPK package has the only built-in table driver, which supports tables in the CSV (comma-separated values) file format. This format is very simple and supported by almost all spreadsheets and database management systems. Detailed description of the table statement and CSV format can be found in file doc/tables.txt, included in the distribution. GLPK 4.25 (release date: Dec 19, 2007) A tentative implementation of Gomory's mixed integer cuts was included in the branch-and-cut solver. To enable generating Gomory's cuts the control parameter gmi_cuts passed to the routine glp_intopt should be set to GLP_ON. This feature is also available in the solver glpsol through command-line option '--gomory'. For more details please see the reference manual included in the distribution. GLPK 4.24 (release date: Nov 21, 2007) A tentative implementation of MIR (mixed integer rounding) cuts was included in the MIP solver. To enable generating MIR cuts the control parameter mir_cuts passed to the routine glp_intopt should be set to GLP_ON. This feature is also available in the stand-alone solver glpsol via command-line option '--mir'. For more details please see the reference manual included in the distribution. The implementation is mainly based on the following two papers: 1. H. Marchand and L. A. Wolsey. Aggregation and mixed integer rounding to solve MIPs. CORE discussion paper 9839, CORE, Universite catholique de Louvain, June 1998. 2. G. Andreello, A. Caprara, and M. Fischetti. Embedding cuts in a Branch&Cut framework. Preliminary draft, October 2003. MIR cuts can be generated on any level of the search tree that makes the GLPK MIP solver to be a real branch-and-cut solver. A bug was fixed in the routine lpx_write_cpxlp. If a variable x has upper bound and no lower bound, it should appear in the bounds section as "-inf <= x <= u", not as "x <= u". Thanks to Enric Rodriguez <erodri@lsi.upc.edu> for the bug report. GLPK 4.23 (release date: Oct 28, 2007) The following new API routines were added: glp_read_sol read basic solution from text file glp_write_sol write basic solution to text file glp_read_ipt read interior-point solution from text file glp_write_ipt write interior-point solution to text file glp_read_mip read MIP solution from text file glp_write_mip write MIP solution to text file For description of these routines and corresponding file formats see Chapter "API Routines", Section "Utility routines" in the reference manual included in the distribution. Advanced API routine glp_free_env was added. It may be used by the application program to free all resources allocated by GLPK routines. The following three new command-line options were added to the solver glpsol: --mipgap tol set relative MIP gap tolerance -r filename read solution from filename -w filename write solution to filename GLPK 4.22 (release date: Sep 19, 2007) This is a maintainer release. A bug was fixed in the MIP preprocessor (ios_preprocess_node). Thanks to Roberto Bagnara <bagnara@cs.unipr.it> (Department of Mathematics, University of Parma, Italy) for the bug report. A bug was fixed in the MIP preprocessor (col_implied_bounds), due to which constraint coefficients with small magnitude could lead to wrong implied bounds of structural variables. A similar bug was fixed in the routine reduce_bounds. A bug was fixed in the routines glp_set_mat_row and glp_set_mat_col. (The bug appeared due to incorrect removing zero elements from the row/column lists.) A bug was fixed in the API routines lpx_read_mps and lpx_read_freemps, due to which bounds of type LI specified in BOUNDS section were incorrectly processed. A call to standard function vsprintf was replaced by a call to vsnprintf for security reasons. Many thanks to Peter T. Breuer <ptb@inv.it.uc3m.es> and Rafael Laboissiere <rafael@debian.org>. GLPK 4.21 (release date: Aug 28, 2007) Additional reasons for calling the callback routine used in the MIP solver (glp_intopt) were introduced. Currently the following reasons are supported: * request for subproblem selection * request for preprocessing * request for row generation * request for heuristic solution * request for cut generation * request for branching * better integer solution found A basic preprocessing component used to improve subproblem formulations by tightening bounds of variables was included in the MIP solver. Depending on the control parameter pp_tech passed to the routine glp_intopt the preprocessing can be performed either on the root level or on all levels (default) or can be disabled. Backtracking heuristic used by default in the MIP solver was changed to the "best local bound". For more details see Chapter "Advanced API routines", Section "Branch-and-bound interface routines" in a new edition of the reference manual included in the distribution. GLPK 4.20 (release date: Jul 26, 2007) API routine lpx_integer was replaced by API routine glp_intopt, which provides equivalent functionality and additionally allows the application to control the solution process by means of the user-written callback routine, which is called by the solver at various points of the branch-and-bound algorithm. Besides, the new MIP solver allows generating "lazy" constraints and cutting planes on all levels of the branch-and-bound tree, not only on the root level. The routine lpx_integer is also still available for the backward compatibility. The following new advanced API routines, which may be called from the B&B callback routine, were included in the package: glp_ios_reason determine reason for calling callback routine glp_ios_get_prob access the problem object glp_ios_tree_size determine size of the branch-and-bound tree glp_ios_curr_node determine current active subproblem glp_ios_next_node determine next active subproblem glp_ios_prev_node determine previous active subproblem glp_ios_up_node determine parent subproblem glp_ios_node_level determine subproblem level glp_ios_node_bound determine subproblem local bound glp_ios_mip_gap compute relative MIP gap glp_ios_heur_sol provide solution found by heuristic glp_ios_terminate terminate the solution process For description of these routines see Chapter "Advanced API routines", Section "Branch-and-bound interface routines" in a new edition of the reference manual, which was included in the distribution. Old version of the integer optimization suite (IOS) as well as TSP solver tspsol based on it are no longer supported and were removed from the package. A minor error in the MIP presolver was fixed; thanks to Graham Rockwell <bionomicron@gmail.com> for the bug report. GLPK 4.19 (release date: Jul 05, 2007) The principal change is upgrading to GPLv3. A serious bug in the routine glp_del_cols was fixed; thanks to Cedric[FR] <fox2113@wanadoo.fr> for the bug report. The bug appeared because on deleting non-basic columns the basis header remained valid, however, contained invalid (old) column ordinal numbers. A new advanced API routine glp_mem_limit was added. The case GLP_EBOUND was added to the routine lpx_simplex. Thanks to Cameron Kellough <Cameron.Kellough@sri.com> for the bug report. An API routine lpx_write_pb to write the problem instance in OPB (pseudo boolean) format format was added. Thanks to Oscar Gustafsson <oscarg@isy.liu.se> for the contribution. Two new options --wpb and --wnpb were added to glpsol to write the problem instance in OPB format. GLPK 4.18 (release date: Jun 25, 2007) The following new API routines were added: glp_set_rii set (change) row scale factor glp_set_sjj set (change) column scale factor glp_get_rii retrieve row scale factor glp_get_sjj retrieve column scale factor glp_simplex solve LP problem with the simplex method (this routine replaces lpx_simplex, which is also available for backward compatibility) glp_init_smcp initialize simplex method control params glp_bf_exists check if the basis factorization exists glp_factorize compute the basis factorization glp_bf_updated check if the basis factorization has been updated glp_get_bfcp retrieve basis factorization control params glp_set_bfcp change basis factorization control params glp_get_bhead retrieve the basis header information glp_get_row_bind retrieve row index in the basis header glp_get_col_bind retrieve column index in the basis header glp_ftran perform forward transformation glp_btran perform backward transformation For description of all these routines see a new edition of the reference manual included in the distribution. Type names ulong_t and uldiv_t were changed to glp_ulong and glp_uldiv to avoid conflicts with standard type names on some platforms. Thanks to Boris Wirtz <Boris.Wirtz@uni-oldenburg.de> for the bug report. Some new examples in the MathProg language were added. Thanks to Sebastian Nowozin <nowozin@gmail.com>. GLPK 4.17 (release date: May 26, 2007) API routines glp_set_mat_row, glp_set_mat_col, and glp_load_mat were modified to allow zero constraint coefficients (which are not stored in the constraint matrix). Note that constraint coefficients with duplicate row/column indices are not allowed. Another form of LP basis factorization was implemented in the package. It is based on LU-factorization of an initial basis and Schur complement to reflect changes in the basis. Currently the implementation is incomplete and provides only updating the factorization on replacing a column of the basis matrix. On API level the user can set the control parameter LPX_K_BFTYPE to choose between the folloiwng forms of LP basis factorization to be used in the simplex method routines: 1) LU + Forrest-Tomlin update; 2) LU + Schur complement + Bartels-Golub update; 3) LU + Schur complement + Givens rotation update. The GLPK implementation is similar to LUSOL/LUMOD developed by Michael A. Saunders. The user can choose the form of LP basis factorzation used by the simplex method routines by specifying the folloiwng options of glpsol: --luf, --cbg, --cgr. GLPK 4.16 (release date: May 05, 2007) A number of basic GLPK API routines, which now are in the stable stable, were renamed to be prefixed with 'glp_'. Note that all these routines are available via their old names prefixed with 'lpx_' that keeps the downward compatibility with older versions of the package. Three new GLPK API routines were added to the package: glp_version, glp_term_hook, and glp_mem_usage; for more details see a new edition of the GLPK reference manual included in the distribution. The routine glp_version reports the actual version of the GLPK library and also can be used (along with the header glpk.h) in Autotools specification files to check if the GLPK library has been installed. The header glpk.h was changed to conform to C++ environment. GLPK 4.15 (release date: Feb 18, 2007) Autotools specification files (configure.ac, Makefile.am) were changed to use GNU Libtool. This allows building the static as well as shared GLPK library. GLPK 4.14 (release date: Feb 05, 2007) 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. GLPK 4.13 (release date: Nov 13, 2006) 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. GLPK 4.12 (release date: Nov 08, 2006) 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. GLPK 4.11 (release date: Jul 25, 2006) Three new built-in functions in the modeling language were implemented: card (cardinality of set), length (length of character string), and substr (substring of character string). Another improvement concerns the printf statement which now allows redirecting its output to a specified file. These new features are illustrated in example models crypto.mod and graph.mod included in the distribution. For more details see the document "Modeling Language GNU MathProg". Four batch files (along with corresponding makefiles) were included in the distribution to simplify building GLPK under MS Windows; see them in subdirectory 'w32'. GLPK 4.10 (release date: May 11, 2006) 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. GLPK 4.9 (release date: Jan 17, 2006) An advanced MIP solver was implemented. It includes: - basic presolving technique (removing free, singleton and redundant rows, improving bounds of columns, removing fixed columns, reducing constraint coefficents); - generating cutting planes to improve LP relaxation (currently only Gomory's mixed integer cuts are implemented); - using the branch-and-bound method to solve resultant MIP; - recovering solution of the original MIP. The solver is available on API level via the routine lpx_intopt (see the reference manual). It is similar to the routine lpx_integer, however, does not require initial solution of LP relaxation. The solver is also available in the command-line utility glpsol via two options: --intopt (only presolving) and --cuts (assumes --intopt plus generating cuts). Note that efficiency of the MIP solver strongly depends on the internal structure of the problem to be solved. For some hard instances it is very efficient, but for other instances it may be significantly worse than the standard branch-and-bound. For some comparative benchmarks see doc/bench1.txt. Well, what else... Three built-in functions were added to MathProg: sin, cos, and atan (the latter allows one or two arguments). Some bugs were fixed. Several new examples in MathProg were included: color.mod (graph coloring problem), tsp.mod (traveling salesman problem), and pbn.mod (paint-by-numbers puzzle). GLPK 4.8 (release date: Jan 12, 2005) Core simplex method and interior-point method routines were re-implemented and now they use a new, "storage-by-rows" sparse matrix format (unlike previous versions where linked lists were used to represent sparse matrices). For details see ChangeLog. Also a minor bug was fixed in API routine lpx_read_cpxlp. GLPK 4.7 (release date: Aug 23, 2004) Now GLPK supports free MPS format. Two new API routines lpx_read_freemps (to read problem data in free MPS format) and lpx_write_freemps (to write problem data in free MPS format) were added. This feature is also available in the solver glpsol via new command-line options --freemps and --wfreemps. For more details see the GLPK reference manual. API routines lpx_read_cpxlp and lpx_write_cpxlp for reading and writing problem data in CPLEX LP format were re-implemented to allow long symbolic names (up to 255 characters). The following three modules were temporarily removed from the GLPK distribution due to licensing problems: DELI (an interface module to Delphi), GLPKMEX (an interface module to Matlab), and JNI (an interface module to Java). GLPK 4.6 (release date: Aug 04, 2004) Three new statements were implemented in the GNU MathProg language: solve, printf, and for. Their detailed description can be found in the GLPK documentation included in the distribution. (See also a sample model, examples/queens.mod, which illustrates using these new statements.) Two new API routines were added to the package: lpx_read_prob and lpx_write_prob. They allow reading/writing problem data in GNU LP low-level text format. Three new command-line options were implemented in the LP/MIP solver glpsol: --glp (to read problem data in GNU LP format), --wglp (to write problem data in GNU LP format), and --name (to change problem name). Now glpsol also supports processing models where the new statements (see above) are used. A new version of GLPKMEX, a Matlab MEX interface to GLPK, was included. For more details see contrib/glpkmex/ChangeLog. GLPK 4.5 (release date: Jul 19, 2004) The branch-and-bound solver was completely re-implemented. Some modifications were made in memory allocation routines that allows using the package on 64-bit platforms. For more details see ChangeLog. GLPK 4.4 (release date: Jan 17, 2004) All API routines were re-implemented using new data structures. The new implementation provides the same specifications and functionality of API routines as the old one, however, it has some important advantages, in particular: * linked lists are used everywhere that allows creating and modifying the problem object as efficiently as possible * all data stored in the problem object are non-scaled (even if the internal scaling is used) that prevents distortion of the original problem data * solution components obtained by the solver remain available even if the problem object has been modified * no solver-specific data are used in the new data structures that allows attaching any external lp/mip solver using GLPK API as an uniform interface Note that some API routines became obsolete being replaced by new, more convenient routines. These obsolete routines are kept for backward compatibility, however, they will be removed in the future. For more details please see ChangeLog and the GLPK Reference Manual. New edition of the GLPK Reference Manual was included in the distribution. GLPKMEX, a Matlab MEX interface to GLPK package, contributed by Nicolo Giorgetti <giorgetti@dii.unisi.it> was included in the distribution. GLPK FAQ contributed by Harley Mackenzie <hjm@bigpond.com> was included in the distribution. GLPK 4.3 (release date: Dec 12, 2003) The bug, due to which the standard math library is not linked on building the package on some platforms, was fixed. The following new built-in functions were added to the MathProg language: round, trunc, Irand224, Uniform01, Uniform, Normal01, Normal. For details see the language description. The MathProg syntax was changed to allow writing 'subj to' that means 'subject to'. The new api routine lpx_get_ray_info was added. It is intended to determine which (non-basic) variable causes unboundness. For details see the reference manual. The module glpmps.c was changed to avoid compilation errors on building the package on Mac OS X. Several typos was fixed and some new material was added to the GLPK documentation. GLPK 4.2 (release date: Nov 14, 2003) A preliminary implementation of the Integer Optimization Suite (IOS) was included in the package. The Branch-and-Cut Framework being completely superseded by IOS was removed from the package. New API routine lpx_print_sens_bnds intended for bounds sensitivity analysis was contributed to GLPK by Brady Hunsaker <hunsaker@engr.pitt.edu>. This function is also available in the solver glpsol (via command-line option --bounds). An improved version of GLPK JNI (Java Native Interface) was contributed by Chris Rosebrugh <cpr@pobox.com>. GLPK DELI (Delphi Interface) was contributed by Ivo van Baren <i.van.baren@freeler.nl>. Several makefiles were added to allow compiling GLPK on some non-GNU 32-bit platforms: * Windows single-threaded static library, Visual C++ 6.0 * Windows multi-threaded dynamic library, Visual C++ 6.0 * Windows single-threaded static library, Borland C++ 5.2 * DOS single-threaded static library, Digital Mars C++ 7.50 And, of course, some bugs were fixed. For more details see ChangeLog. GLPK 4.1 (release date: Aug 23, 2003) Some improvements were made in the lp/mip solver routines and several bugs were fixed in the model translator. For more details see ChangeLog. GLPK 4.0 (release date: May 06, 2003) Now GLPK supports the GNU MathProg modeling language, which is a subset of the AMPL modeling language. The document "GLPK: Modeling Language GNU MathProg" included in the distribution is a complete description of GNU MathProg. (See the files lang.latex, lang.dvi, and lang.ps in the subdirectory 'doc'. See also some examples in the subdirectory 'sample'.) New version of the solver glpsol, which supports models written in GNU MathProg, was implemented. (Brief instructions how to use glpsol can be found in the GNU MathProg documentation.) The GLPK/L modeling language is no more supported. The reason is that GNU MathProg being much more powerful completely supersedes all features of GLPK/L. GLPK 3.3 (release date: Mar 25, 2003) LP PRESOLVER ------------ Now the routine lpx_simplex (which is a driver to the simplex method for solving LP) is provided with the built-in LP presolver, which is a program that transforms the original LP problem to an equivalent LP problem, which may be easier for solving with the simplex method than the original one. Once the transformed LP has been solver, the presolver transforms its basic solution back to a corresponding basic solution of the original problem. For details about this feature please see the GLPK reference manual. Currently the LP presolver implements the following features: * removing empty rows; * removing empty columns; * removing free rows; * removing fixed columns; * removing row singletons, which have the form of equations; * removing row singletons, which have the form of inequalities; * removing column singletons, which are implied slack variables; * fixing and removing column singletons, which are implied free variables; * removing forcing rows that involves fixing and removing the corresponding columns; * checking for primal and dual infeasibilities. The LP presolver is also used by default in the stand-alone program glpsol. In order *not* to use it, the option --nopresol should be specified in the command-line. CHANGES IN GLPK/L ----------------- The syntax and semantics of the GLPK/L modeling language was changed to allow declaration of "interval" sets. This means that now the user can declare a set, for example, as: set task = [8:11]; that is exactly equivalent to the following declaration: set task = (task_8, task_9, task_10, task_11); For details see the language description. JAVA INTERFACE -------------- Now GLPK includes the package GLPK JNI (Java Native Interface) that implements Java binding for GLPK. It allows Java programs to utilize GLPK in solving LP and MIP problems. For details see a brief user's guide in the subdirectory contrib/java-binding. This package was developed and programmed by Yuri Victorovich <yuri@gjt.org>, who contributed it to GLPK. GLPK 3.2.4 (release date: Feb 18, 2003) This is a bug-fix release. For details see ChangeLog. GLPK 3.2.3 (release date: Nov 11, 2002) A new implementation of the api routine lpx_integer which now is based on the b&b driver (which is based on the implicit enumeration suite) was included in the package. This new implementation has exactly the same functionality as the old version, so all changes are transparent to the api user. Four new api routines were included in the package: lpx_check_kkt checks Karush-Kuhn-Tucker optmality conditions; lpx_read_bas reads predifined basis in MPS format; lpx_write_bas writes current basis in MPS format; lpx_write_lpt writes problem data in CPLEX LP format. Also other minor improvements were made (for details see the file 'ChangeLog'). GLPK 3.2.2 (release date: Oct 14, 2002) The api routine lpx_read_lpt was included in the package. It is similar to the routine lpx_read_mps and intended to read LP/MIP data prepared in CPLEX LP format. Description of this format is given in the GLPK reference manual, a new edition of which was also included in the distribution (see the files 'refman.latex', 'refman.dvi', 'refman.ps' in the subdirectory 'doc'). In order to use data files in CPLEX LP format with the solver glpsol the option '--lpt' should be specified in the command line. Several bugs were fixed and some minor improvements were made (for details see the file 'ChangeLog'). GLPK 3.2.1 (release date: Aug 12, 2002) Now GLPK includes a preliminary implementation of the branch-and-cut framework, which is a set of data structures and routines intended for developing branch-and-cut methods for solving mixed-integer and combinatorial optimization problems. Detailed decsription of the branch-and-cut framework is given in the document "GLPK: A Preliminary Implementation of the Branch-And-Cut Framework" included in the distribution (see the file 'brcut.txt' in the subdirectory 'doc'). In order to illustrate how the GLPK branch-and-cut framework can be used for solving a particular optimization problem there is an example included in the package. This is a stand-alone program, TSPSOL, which is intended for solving to optimality the symmetric Traveling Salesman Problem (TSP), a classical problem of the combinatorial optimization (see the file 'tspsol.c' in the subdirectory 'sample'). GLPK 3.2 (release date: Jul 15, 2002) New edition of the document "GLPK: Reference Manual" was included (see the files 'refman.latex', 'refman.dvi', and 'refman.ps' in the subdirectory 'doc'). New edition of the document "GLPK: Modeling Language GLPK/L" was included (see the files 'lang.latex', 'lang.dvi', and 'lang.ps' in the subdirectory 'doc'). The following new API routines were added to the package: lpx_transform_row (transform explicitly specified row); lpx_transform_col (transform explicitly specified column); lpx_prim_ratio_test (perform primal ratio test); lpx_dual_ratio_test (perform dual ratio test); lpx_interior (solve LP problem using interior point method); lpx_get_ips_stat (query status of interior point solution); lpx_get_ips_row (obtain row interior point solution); lpx_get_ips_col (obtain column interior point solution); lpx_get_ips_obj (obtain interior point value of obj.func.); lpx_read_lpm (read LP/MIP model written in GLPK/L); lpx_write_mps (write problem data using MPS format); lpx_print_ips (print interior point solution). Detailed description of all these new API routines are given in the new edition of the reference manual. New version of the stand-alone solver glpsol (which is based on the new API) was implemented. So long as the new API (introduced in glpk 3.0) now provides all the functions, which were provided by the old API, the old API routines were removed from the package at all. GLPK 3.1 (release date: May 27, 2002) A preliminary implementation of new API routines was completed and included in the package. These new API routines provide much more flexible interaction between the application program, LP/MIP problem instances, and solver routines. Based on completely changed data structures they are, however, similar to the API routines and provide the same functionality. Please note that three routines, namely, solving LPs using interior point method, reading model written in the GLPK/L modeling language, and writing problem data in the MPS format, are not implemented in the new API, however, these routines are planned to be implemented in the next version of the package. A description of the new API routines is given in the document "GLPK Reference Manual", a draft edition of which is included in the package (see the files 'refman.latex', 'refman.dvi', and 'refman.ps' in the subdirectory 'doc'). Although the old API routines are kept in the package, they are no longer supported and will be removed in the future. GLPK 3.0.8 (release date: May 13, 2002) A preliminary implementation of new API routines was included in the package. These new API routines are intended to provide much more flexible interaction between the application program, LP/MIP problem and solver routines. See the document "New GLPK API Routines" (the file 'newapi.txt' in the subdirectory 'doc') also included in the package. The api routines glp_simplex2, glp_call_ipm1, glp_call_bbm1 were renamed, respectively, to glp_simplex, glp_interior, glp_integer in order to reflect changes in implementation. The api routines glp_call_rsm1, glp_simplex1, glp_pivot_in, glp_pivout_out were removed from the package since they are completely supreseded by the new API routines (however, these routines still can be found in the subdirectory 'oldsrc'). Please consult a new edition of the document "GLPK User's Guide" about all these changes in the existing api routines. The document "GLPK Library Reference" was removed from the package (into the subdirectory 'oldsrc') since it describes the obsolete library routines, most of which are no longer used. GLPK 3.0.7 (release date: Apr 22, 2002) A new, more efficient implementation of the primal/dual simplex method was included in the package. Due to some improvements the simplex-based solver allows solving many LP problems faster and provides more reliable results. Note that the new implementation is currently incomplete and available only via the api routine glp_simplex2. All the changes are transparent on API level. GLPK 3.0.6 (release date: Mar 28, 2002) New version of LU-factorization and basis maintenance routines (based on Forrest-Tomlin updating technique) was implemented. Since these new routines functionally supersede some routines (which implement other forms of the basis matrix) and make them obsolete, the latter were removed from the package (they still can be found in the subdirectory 'oldsrc'). All the changes are transparent on API level. GLPK 3.0.5 (release date: Jan 29, 2002) New edition of the document "GLPK User's Guide" was included in the distribution. Now it describes all additional API routines, which were recently added to the package. Structure of the package was re-organized in order to make its maintenance easier (all small files in the subdurectory 'source' were merged in bigger units). These changes are transparent for the user. GLPK 3.0.4 (release date: Dec 10, 2001) A new, more efficient implementation of the two-phase primal simplex method was included in the package. Due to some new features (an advanced initial basis, projected steepest edge, recursive updating values and reduced costs) the new LP solver is faster and numerically more stable than the old one. The new LP solver is available as API routine glp_simplex2 and has the same purpose as API routine glp_call_rsm1. For detailed specification see the file 'newapi.txt' in the directory 'doc'. Now the new LP solver is also used by default to solve an initial LP problem in the branch-and-bound routine glp_call_bbm1 instead the routine rsm1_driver. Note that the branch-and-bound procedure itself is still based on rsm1_driver. The new LP solver is also used as default solver in GLPSOL for solving LP and MIP problems. In order to choose the old solver the option '--old-sim' can be specified in the command line. GLPK 3.0.3 (release date: Oct 03, 2001) Some minor changes were made in the simplex method routines in order to improve numerical stability of the method. GLPK 3.0.2 (release date: Sep 24, 2001) A new implementation of the basis maintaining routines was included in the package. These routines, which are based on so called FHV-factorization (a variety of LU-factorization) of the basis matrix and Gustavson's data structures, allows performing the main operations faster at the expense of some worsening numerical accuracy. AFI (Advanced Form of the Inverse), which is the form of the basis matrix based on FHV-factorization, is available via the parameter form = 3 (on API level) or via the option --afi (in GLPSOL solver). GLPK 3.0.1 (release date: Aug 01, 2001) Old GLPK API routines have been removed from the package. New GLPK API routines were added: - scaling routines; - a routine for writing problem data in MPS format; - a comprehensive driver to the simplex method; - basis maintaining routines. A description of the new API routines is given in the document "Additional GLPK API Routines". This document is included into the distribution in plain text format (see the file 'newapi.txt' in the subdirectory 'doc'). Now the distribution includes a non-trivial example of using GLPK as a base LP solver for Concorde, a well known program that solves Traveling Salesman Problem (TSP). For further details see comments in the file 'sample/lpglpk30.c'. GLPK 3.0 (release date: Jul 19, 2001) Now GLPK is provided with new API, which being more flexible can be used in more complex algorithmic schemes. New edition of the document "GLPK User's Guide" is included in the distribution. Now it completely corresponds to the new GLPK API routines. Old API routines are not removed yet from the package, however they became obsolete and therefore should not be used. Since now the header glpk.h corresponds to new API, in order to compile existing programs that use old GLPK API routines the statement #define GLP_OLD_API should be inserted before the statement #include "glpk.h" GLPK 2.4.1 (release date: Jun 14, 2001) The document "Modeling language GLPK/L" is included into the distribution in texinfo format. New edition of the document "GLPK User's Guide" is included in the distribution. Now it describes all additional API routines which were recently added to the package. GLPK 2.4 (release date: May 10, 2001) Now GLPK includes an implementation of a preliminary version of the GLPK/L modeling language. This language is intended for writing mathematcal programming models. The name GLPK/L is derived from GNU Linear Programming Kit Language. A brief description of the GLPK/L language is given in the document "GLPK/L Modeling Language: A Brief Description". This document is included into the distribution in plain text format (see the file 'language.txt' in the subdirectory 'doc'). The language processor (which is a program that analyzes model description written in GLPK/L and translates it to internal data structures) is available as the GLPK API routine. The stand-alone solver GLPSOL now is able: a) to process model descriptions written in the GLPK/L language; b) to solve pure LP problems using the interior point method (therefore the program GLPIPM was removed from the package). GLPK 2.3 (release date: Apr 09, 2001) New edition of the document "GLPK User's Guide" is included in the distribution. Now it describes all additional API routines which were recently added to the package. The MIP solver was fully re-programmed in order to improve its robustness and performance. In particular, a basis recovering procedure was implemented (this procedure allows switching to the primal simplex method in case when the dual simplex method fails). GLPK 2.2 (release date: Mar 15, 2001) Now GLPK includes a tentative implementation of the branch-and-bound procedure based on the dual simplex method for mixed integer linear programming (MIP). Complete description of this new feature of the package is given in the preliminary document "Mixed Integer Linear Programming Using GLPK Version 2.2 (Supplement to GLPK User's Guide)". This document is included into the distribution in plain text format (see the file 'mip.txt' in the subdirectory 'doc'). The MIP solver (glp_integer) can be used as GLPK API routine in the same way as the pure LP solver (glp_simplex). The stand-alone program 'glpsol' is now able to solve LP as well as MIP problems. Note that the current version of GLPK MIP solver is based on easiest heuristics for branching and backtrackng. Therefore the solver is fit mainly for MIP problems which are not very hard and have few integer variables. GLPK 2.1 (release date: Feb 19, 2001) The document "GLPK Implementation of the Revised Simplex Method" is included into the distribution. This document describes most of routines related to the revised simplex method. GLPK 2.0 (release date: Jan 25, 2001) Now GLPK includes a tentative implementation of the primal-dual interior point method for large-scale linear programming. The interior point solver can be used as GLPK API routine in the same manner as the simplex method solver (glp_simplex): ret = glp_interior(); Note that currently the interior point solver implemented in GLPK doesn't include many important features, in particular: * it can't process dense columns; therefore if the problem has dense columns, the solving will be extremely inefficient; * it has no special features against numerical unstability; some problems may cause premature termination of the solving when the matrix A*D*A' becomes ill-conditioned; * it computes only values of primal (auxiliary and structural) variables and doesn't compute values of dual variables (i.e. reduced costs) which are just set to zero; * it doesn't identify optimal basis corresponding to the found interior point solution; all variables in the found solution are just marked as basic variables. GLPK also includes a stand-alone program 'glpipm' which is a demo based on the interior point method. It may be used in the same way as the program 'glpsol' that is based on the simplex method. |