Enhancement: also provide constraint result values

[seb2010]

Enhancement: also provide constraint result values

[jvail]

Hi @seb2010, would you like to prepare a PR? Maybe as an optional output.

[seb2010]

HI @jvail, I have to admit, I am not that familiar with the git-specifics and do not have an extra environment for this. I am just using the package in a live application.

I can paste the code though:
import GLPK from './.build/glpk.js';

const glpk = function (wasmBinary=null) {

if (!new.target) return Object.freeze(new glpk(wasmBinary));

const {
    cwrap, _free, _malloc, FS, writeArrayToMemory
} = GLPK({ wasmBinary });

const glp_version = cwrap('glp_version', 'string', []),
    glp_create_prob = cwrap('glp_create_prob', 'void', []),
    glp_erase_prob = cwrap('glp_erase_prob', 'void', ['number']),
    glp_delete_prob = cwrap('glp_delete_prob', 'void', ['number']),
    glp_create_index = cwrap('glp_create_index', 'void', ['number']),
    glp_set_prob_name = cwrap('glp_set_prob_name', 'void', ['number', 'string']),
    glp_get_prob_name = cwrap('glp_get_prob_name', 'string', ['number']),
    glp_set_obj_dir = cwrap('glp_set_obj_dir', 'void', ['number', 'number']),
    glp_find_col = cwrap('glp_find_col', 'number', ['number', 'string']),
    glp_set_col_bnds = cwrap('glp_set_col_bnds', 'void', ['number', 'number', 'number', 'number', 'number']),
    glp_set_row_bnds = cwrap('glp_set_row_bnds', 'void', ['number', 'number', 'number', 'number', 'number']),
    glp_set_obj_coef = cwrap('glp_set_obj_coef', 'void', ['number', 'number', 'number']),
    glp_add_rows = cwrap('glp_add_rows', 'number', ['number', 'number']),
    glp_add_cols = cwrap('glp_add_cols', 'number', ['number', 'number']),
    glp_set_row_name = cwrap('glp_set_row_name', 'void', ['number', 'number', 'string']),
    glp_set_col_name = cwrap('glp_set_col_name', 'void', ['number', 'number', 'string']),
    glp_set_mat_row = cwrap('glp_set_mat_row', 'void', ['number', 'number', 'number', 'number', 'number']),
    glp_set_col_kind = cwrap('glp_set_col_kind', 'void', ['number', 'number', 'number']),
    glp_get_col_lb = cwrap('glp_get_col_lb', 'number', ['number', 'number']),
    glp_get_col_ub = cwrap('glp_get_col_ub', 'number', ['number', 'number']),
    glp_delete_index = cwrap('glp_delete_index', 'void', ['number']),
    glp_sort_matrix = cwrap('glp_sort_matrix', 'void', ['number']),
    glp_get_num_int = cwrap('glp_get_num_int', 'number', ['number']),
    glp_get_num_bin = cwrap('glp_get_num_bin', 'number', ['number']),
    glp_get_num_cols = cwrap('glp_get_num_cols', 'number', ['number']),
    glp_get_num_rows = cwrap('glp_get_num_rows', 'number', ['number']),
    glp_mip_obj_val = cwrap('glp_mip_obj_val', 'number', ['number']),
    glp_mip_status = cwrap('glp_mip_status', 'number', ['number']),
    glp_get_col_name = cwrap('glp_get_col_name', 'string', ['number', 'number']),
    glp_get_row_name = cwrap('glp_get_row_name', 'string', ['number', 'number']),
    glp_mip_col_val = cwrap('glp_mip_col_val', 'number', ['number', 'number']),
    glp_get_obj_val = cwrap('glp_get_obj_val', 'number', ['number']),
    glp_get_status = cwrap('glp_get_status', 'number', ['number']),
    glp_get_col_prim = cwrap('glp_get_col_prim', 'number', ['number', 'number']),
    glp_get_row_dual = cwrap('glp_get_row_dual', 'number', ['number', 'number']),
    glp_free_env = cwrap('glp_free_env', 'number', []),
    glp_write_lp = cwrap('glp_write_lp', 'number', ['number', 'number', 'string']),
    solve_lp = cwrap('solve_lp', 'number', ['number', 'number']),
    solve_mip = cwrap('solve_mip', 'number', ['number', 'number', 'number', 'number']),
    get_glp_smcp = cwrap('get_glp_smcp', 'number', ['number', 'number', 'number']),
    solve_lp_itlim = cwrap('solve_lp_itlim', 'number', ['number', 'number']);

const DBL_MAX = Number.MAX_VALUE;
const INT_MAX = 2147483647;

/* kind of structural variable: */
const GLP_CV = 1;  /* continuous variable */
const GLP_IV = 2;  /* integer variable */
const GLP_BV = 3;  /* binary variable */

const find_col = (P, name) => {

    let j = glp_find_col(P, name);
    if (j === 0) {
        j = glp_add_cols(P, 1);
        glp_set_col_name(P, j, name);
        /* TODO: default bounds? */
        glp_set_col_bnds(P, j, this.GLP_FX, +DBL_MAX, -DBL_MAX);
    }
    return j;

};

const setup = lp => {

    let j, jj, ub, lb, type;
    const P = glp_create_prob();
    glp_erase_prob(P);
    glp_create_index(P);
    glp_set_prob_name(P, lp.name);
    glp_set_obj_dir(P, lp.objective.direction);

    lp.objective.vars.forEach(o => {
        let col = find_col(P, o.name);
        glp_set_col_bnds(P, col, this.GLP_LO, 0, 0);
        glp_set_obj_coef(P, col, o.coef);
    });

    lp.subjectTo.forEach(c => {
        let vars = c.vars, bnds = c.bnds, ind = [null], val = [null], row;
        vars.forEach((v, i) => {
            ind[i + 1] = find_col(P, v.name);
            val[i + 1] = v.coef;
        });

        const ind_ptr = _malloc(ind.length * 4);
        const val_ptr = _malloc(val.length * 8);

        writeArrayToMemory(new Uint8Array((new Int32Array(ind)).buffer), ind_ptr);
        writeArrayToMemory(new Uint8Array((new Float64Array(val)).buffer), val_ptr);

        row = glp_add_rows(P, 1);
        glp_set_row_name(P, row, c.name);
        glp_set_mat_row(P, row, vars.length, ind_ptr, val_ptr);
        glp_set_row_bnds(P, row, bnds.type, bnds.lb, bnds.ub);

        _free(ind_ptr);
        _free(val_ptr);
    });

    if (lp.bounds) {
        lp.bounds.forEach(b => {
            glp_set_col_bnds(P, find_col(P, b.name), b.type, b.lb, b.ub);
        });
    }

    if (lp.generals) {
        lp.generals.forEach(name => {
            glp_set_col_kind(P, find_col(P, name), GLP_IV);
        });
    }

    if (lp.binaries) {
        lp.binaries.forEach(name => {
            glp_set_col_kind(P, find_col(P, name), GLP_BV);
        });
    }

    /* set bounds of variables */
    for (j = 1, jj = glp_get_num_cols(P); j <= jj; j++) {
        lb = glp_get_col_lb(P, j);
        ub = glp_get_col_ub(P, j);
        if (lb === +DBL_MAX) lb = 0.0; /* default lb */
        if (ub === -DBL_MAX) ub = +DBL_MAX; /* default ub */
        if (lb === -DBL_MAX && ub === +DBL_MAX)
            type = this.GLP_FR;
        else if (ub === +DBL_MAX)
            type = this.GLP_LO;
        else if (lb === -DBL_MAX)
            type = this.GLP_UP;
        else if (lb !== ub)
            type = this.GLP_DB;
        else
            type = this.GLP_FX;
        glp_set_col_bnds(P, j, type, lb, ub);
    }

    /* problem data has been successfully read */
    glp_delete_index(P);
    glp_sort_matrix(P);

    return P;

};

const solve = (P, ret, opt) => {

    // this condition checks if the problem has binary or int columns
    if (glp_get_num_int(P) || glp_get_num_bin(P)) {
        solve_mip(P, opt.msglev, opt.tmlim, opt.presol, opt.mipgap);
        ret.status = glp_mip_status(P);
        ret.z = glp_mip_obj_val(P);
        for (let i = 1, ii = glp_get_num_cols(P); i < ii + 1; i++) {
            ret.vars[glp_get_col_name(P, i)] = glp_mip_col_val(P, i);
        }
        delete ret.dual;
    } else {
        if (opt.cb && opt.cb.call && typeof opt.cb.call === 'function') {
            const call = opt.cb.call;
            const each = +opt.cb.each > 0 ? +opt.cb.each : 1;
            const glp_smcp = get_glp_smcp(each, opt.msglev, opt.tmlim);
            while (1) {
                solve_lp_itlim(P, glp_smcp, each);
                const status = glp_get_status(P);
                const _ret = {
                    status,
                    z: glp_get_obj_val(P),
                    vars: get_vars(P),
                    dual: get_dual(P)
                };
                call(_ret);
                if (status === this.GLP_OPT || status === this.GLP_NOFEAS || status === this.GLP_UNBND || status === this.GLP_UNDEF) {
                    _free(glp_smcp);
                    ret.status = _ret.status;
                    ret.z = _ret.z;
                    ret.vars = _ret.vars;
                    ret.dual = _ret.dual;
                    break;
                }
            }
        } else {
            solve_lp(P, opt.msglev, opt.tmlim, opt.presol);
            ret.status = glp_get_status(P);
            ret.z = glp_get_obj_val(P);
            ret.vars = get_vars(P);
            ret.dual = get_dual(P);
        }
    }

};

function get_vars(P) {
    const vars = {};
    for (let i = 1, ii = glp_get_num_cols(P); i < ii + 1; i++) {
        vars[glp_get_col_name(P, i)] = glp_get_col_prim(P, i);
    }
    return vars;
};

function get_dual(P) {
    const dual = {};
    for (let i = 1, ii = glp_get_num_rows(P); i < ii + 1; i++) {
        dual[glp_get_row_name(P, i)] = glp_get_row_dual(P, i);
    }
    return dual;
};

function housekeeping(P) {

    glp_delete_prob(P);
    glp_free_env();

};

/* direction: */
this.GLP_MIN = 1;  /* minimization */
this.GLP_MAX = 2;  /* maximization */

/* type of auxiliary/structural variable: */
this.GLP_FR = 1;  /* free (unbounded) variable */
this.GLP_LO = 2;  /* variable with lower bound */
this.GLP_UP = 3;  /* variable with upper bound */
this.GLP_DB = 4;  /* double-bounded variable */
this.GLP_FX = 5;  /* fixed variable */

/* message level: */
this.GLP_MSG_OFF = 0;   /* no output */
this.GLP_MSG_ERR = 1;   /* warning and error messages only */
this.GLP_MSG_ON = 2;    /* normal output */
this.GLP_MSG_ALL = 3;   /* full output */
this.GLP_MSG_DBG = 4;   /* debug output */

/* solution status: */
this.GLP_UNDEF = 1;     /* solution is undefined */
this.GLP_FEAS = 2;      /* solution is feasible */
this.GLP_INFEAS = 3;    /* solution is infeasible */
this.GLP_NOFEAS = 4;    /* no feasible solution exists */
this.GLP_OPT = 5;	    /* solution is optimal */
this.GLP_UNBND = 6;     /* solution is unbounded */

this.version = glp_version();

/* writes problem data in CPLEX LP */
this.write = lp => {
    const name = lp.name + '.lp', P = setup(typeof lp === 'string' ? JSON.parse(lp) : lp);
    glp_write_lp(P, null, name);
    housekeeping(P);
    const file = FS.readFile(name, { encoding: 'utf8' });
    FS.unlink(name);
    return file;
};

this.solve = (lp, opt) => {

    const lp_ = typeof lp === 'string' ? JSON.parse(lp) : lp;
    const opt_ = Number.isInteger(opt) ? { msglev: opt } : opt || lp.options || {};

    const options = {
        presol: typeof opt_.presol !== 'undefined' ? +(!!opt_.presol) : 1,
        msglev: typeof opt_.msglev !== 'undefined' ? +opt_.msglev : this.GLP_MSG_ERR,
        tmlim: typeof opt_.tmlim !== 'undefined' && +opt_.tmlim >= 0 ? +opt_.tmlim * 1000 : INT_MAX,
        mipgap: typeof opt_.mipgap !== 'undefined' && +opt_.mipgap >= 0 ? +opt_.mipgap : 0.0,
        cb: opt_.cb
    };

    const P = setup(lp_),
        ret = {
            name: '',
            time: 0,
            result: {
                vars: {},
                dual: {},
                z: null,
                status: 1
            }
        },
        start = new Date().getTime();

    solve(P, ret.result, options);

    ret.name = glp_get_prob_name(P);
    ret.time = (new Date().getTime() - start) / 1000;

    housekeeping(P);

    return ret;

};

};

export default glpk;`