Merge pull request #15 from mckib2/add-equality-duals

BUG: report dual variables correctly

glpk/_glpk.py

@@ -371,8 +371,8 @@ def glpk(
         if status == GLPK.GLP_OPT:
 
             res.fun = _lib.glp_get_obj_val(prob)
-            res.x = np.array([_lib.glp_get_col_prim(prob, ii) for ii in range(1, len(c)+1)])
-            res.dual = np.array([_lib.glp_get_row_dual(prob, ii) for ii in range(1, len(b_ub)+1)])
+            res.x = np.array([_lib.glp_get_col_prim(prob, ii) for ii in range(1, _lib.glp_get_num_cols(prob)+1)])
+            res.dual = np.array([_lib.glp_get_row_dual(prob, ii) for ii in range(1, _lib.glp_get_num_rows(prob)+1)])
 
             # We don't get slack without doing sensitivity analysis since GLPK
             # uses auxiliary variables instead of slack!
@@ -418,8 +418,8 @@ def glpk(
         if status == GLPK.GLP_OPT:
 
             res.fun = _lib.glp_ipt_obj_val(prob)
-            res.x = np.array([_lib.glp_ipt_col_prim(prob, ii) for ii in range(1, len(c)+1)])
-            res.dual = np.array([_lib.glp_ipt_row_dual(prob, ii) for ii in range(1, len(b_ub)+1)])
+            res.x = np.array([_lib.glp_ipt_col_prim(prob, ii) for ii in range(1, _lib.glp_get_num_cols(prob)+1)])
+            res.dual = np.array([_lib.glp_ipt_row_dual(prob, ii) for ii in range(1, _lib.gpl_get_num_rows(prob)+1)])
 
             # We don't get slack without doing sensitivity analysis since GLPK uses
             # auxiliary variables instead of slack!

glpk/_glpk_defines.py

@@ -443,6 +443,12 @@ def __init__(self):
             ctypes.c_int, # dual value of jth col
         ]
 
+        _lib.glp_get_row_dual.restype = ctypes.c_double
+        _lib.glp_get_row_dual.argtypes = [
+            ctypes.POINTER(glp_prob),
+            ctypes.c_int, # dual value of ith row
+        ]
+
         # Interior point variants
         _lib.glp_ipt_status.restype = ctypes.c_int
         _lib.glp_ipt_status.argtypes = [ctypes.POINTER(glp_prob)]

setup.py

@@ -41,7 +41,7 @@ def get_export_symbols(self, ext):
 
 setup(
     name='scikit-glpk',
-    version='0.4.0',
+    version='0.4.1',
     author='Nicholas McKibben',
     author_email='[email protected]',
     url='https://github.com/mckib2/scikit-glpk',

test.py

@@ -21,13 +21,13 @@
         message_level=GLPK.GLP_MSG_OFF,
         maxit=100,
         timeout=10,
-        solver='mip',
+        solver='simplex',
         basis_fac='btf+cbg',
         simplex_options={
             'init_basis': 'adv',
             'method': 'dual',
             'presolve': True,
-            'exact': True,
+            # 'exact': True,
         })
     print('GLPK:')
     print(res)