glpk-input-parameters.html 6.9 KB

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  58. <h3 class="subsection">D.4.1 <code>glpk</code> input parameters</h3>
  59. <p>The argument must be a triple of the form,
  60. <code>(<var>c</var>,(<var>m</var>,<var>y</var>))</code>, subject to the following specification.
  61. </p>
  62. <ul>
  63. <li> <var>c</var>
  64. is a list of cost function coefficients as floating point numbers (see
  65. <a href="math.html#math"><code>math</code></a>). There should be one item of <var>c</var> for each variable in
  66. the linear programming problem (Note that there is no additive
  67. constant, which would require one extra).
  68. <p>The interpretation of <var>c</var> is that an assignment of non-negative
  69. values to the variables <var>x</var> is sought to make the vector inner
  70. product <var>c</var> <var>x</var> as small as possible.
  71. </p></li><li> <var>m</var>
  72. is a sparse matrix represented as a list of triples in the form
  73. <a name="index-sparse-matrix"></a>
  74. <table><tr><td>&nbsp;</td><td><pre class="example">&lt;((<var>i</var>,<var>j</var>),<var>a</var>)...&gt;
  75. </pre></td></tr></table>
  76. <p>where <var>i</var> and <var>j</var> are row and column indices as natural
  77. numbers starting from 0 and <var>a</var> is a non-zero floating point
  78. number. The presence of a triple <code>((<var>i</var>,<var>j</var>),<var>a</var>)</code> in
  79. the list indicates that the <var>i</var>,<var>j</var>-th entry in the matrix has
  80. a value of <var>a</var>. Missing combinations of <var>i</var> and <var>j</var>
  81. indicate that the corresponding entry is zero.
  82. </p>
  83. <p>The interpretation of <var>m</var> is that together with <var>y</var> it
  84. specifies a system of equations the variables in the solution <var>x</var>
  85. must satisfy simultaneously, as explained below.
  86. </p></li><li> <var>y</var>
  87. is a list of floating point numbers, with one number for each distinct value of
  88. <var>i</var> in <var>m</var>, above, needed to complete the equations.
  89. <p>The interpretation of <var>y</var> is that in matrix notation, the
  90. condition <var>m</var> <var>x</var> = <var>y</var> must be met by any acceptable
  91. solution <var>x</var>.
  92. </p>
  93. <p>To put it another way, for each distinct value of <var>i</var>, the <var>i</var>-th item
  94. of <var>y</var> has to equal the sum over all <var>j</var> of <var>xj</var> <var>a</var>,
  95. where <var>a</var> is the real number appearing in the triple
  96. <code>((<var>i</var>,<var>j</var>),<var>a</var>)</code> in <var>m</var>, if any, and <var>xj</var> is
  97. the <var>j</var>-th variable of the solution.
  98. </p></li></ul>
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