Re: [Help-glpk] Problem with absolute value

[Alessandro Saccoia]

Hey Jeff, Reginald et al.
I was really rushed to finish this implementation by today, so I have 
eventually generated the data file on the fly, called glpsol and parsed its 
results. Not an optimal solution I know, but for this time it works. I 
sincerely thank you for the time you spent helping me, and I would be 
interested as soon as I have time to implement an easy C++ interface to the 
library. It's not much work and since I am sure that I will use it again in the 
future, there would already be a first user. 
Keep in touch, thanks again
Alessandro


On Jan 15, 2013, at 5:32 AM, Reginald Beardsley <address@hidden> wrote:

> All I was pointing out is how to generate the syntactic sugar (e.g. "param  P 
> :=" ) for the data section in the context of an example I made up.  It had 
> nothing to do with Alessandro's problem.  
> 
> BTW I just noticed there's another section on scripting with MathProg  which 
> does things rather differently.  It might be good to move the two together 
> and structure by environment and task e.g. parameter scanning, batch 
> execution, etc.
> 
> FWIW I tend to be very incremental in developing problem logic and often have 
> a dozen or more scripts and programs called from a driver script.  This makes 
> it easier to inspect the steps along the way.  
> 
> It's very  awkward to examine a large array in a debugger.  Much better to 
> dump it as a binary or ASCII file and look at that.  This is particularly 
> important if you're pulling data from a large database which has data 
> corruption issues to be dealt with. In the data I deal with I expect 1-2% bad 
> data, so it saves time to dump the data in a viewable format at key steps in 
> the process for review before proceeding to the next step.  It costs computer 
> resources, but with big memories and multiple cores it's not really a 
> problem.  I just start the jobs and go do something else for a while.  The 
> goal is to save my time.  I can scan  several thousand plots very quickly 
> looking for problem data.
> 
> I should note that I developed this style on projects that take 100's of GB 
> of data from multiple sources and require 9-12 months to complete.  For them 
> I might write 40-50 scripts and small programs in addition to using any 
> number of existing programs.  It's hard enough done in many small steps.  
> Doing it in a single large program would probably be unsuccessful with a 
> brickwall deadline.  I'd certainly be unwilling to try anything that large 
> with a hard deadline.  I tend to use it a lot because I never know where 
> projects will head, but it's not needed for small well defined tasks.  It's 
> also not well suited to repetitive work as there are too many moving parts to 
> keep track of.  So a repeat of the same work will lead to an emphasis on 
> consolidating things into fewer steps.
> 
> Have Fun!
> Reg
> 
> --- On Mon, 1/14/13, Dmitry Nadezhin <address@hidden> wrote:
> 
>> From: Dmitry Nadezhin <address@hidden>
>> Subject: Re: [Help-glpk] Problem with absolute value
>> To: "Alessandro Saccoia" <address@hidden>
>> Cc: "Reginald Beardsley" <address@hidden>, "glpk" <address@hidden>
>> Date: Monday, January 14, 2013, 9:09 PM
>> Hi Alessandro,
>> 
>> Reginald suggeted that GLPK formulation of your problem has
>> 8 columns
>> instead of 4:
>> S0, S1, S2, S3, Z0, Z1, Z2, Z3 ,
>> He expressed this in his script, but you can do the same
>> thing in API.
>> 
>>   -Dima
>> 
>> 
>> On Tue, Jan 15, 2013 at 4:50 AM, Alessandro Saccoia
>> <address@hidden>
>> wrote:
>>> Hi Reginald,
>>> thank you for pointing me to that script. I took a
>> look, and if I will run out of time I will definitely use
>> it. The program is really cpu intensive and the alignment
>> part is an intermediate result, so I will still try to use
>> the library. dumping formatted data to disk and running
>> another program would mean to wrap everything in a script
>> and break my original program into two parts. still it's an
>> option... thanks for your help,
>>> alessandro
>>> 
>>> On Jan 14, 2013, at 2:34 PM, Reginald Beardsley <address@hidden>
>> wrote:
>>> 
>>>> Alessandro,
>>>> 
>>>> If you look here:
>>>> 
>>>> http://en.wikibooks.org/wiki/GLPK/Unix_Batch_Execution
>>>> 
>>>> at script tst2a, you'll see an example of
>> generating MathProg data files in a *nix command line
>> environment which should be pretty much all you need. 
>> It's much less work than writing a custom program using the
>> library calls.  It also makes modifying the model much
>> easier.
>>>> 
>>>> If you need to pull the data out of something messy
>> send me a sample.  awk is really good for tasks such as
>> merging data from several sources or parsing complex
>> formats.
>>>> 
>>>> Have Fun!
>>>> Reg
>>>> 
>>>> --- On Mon, 1/14/13, Alessandro Saccoia <address@hidden>
>> wrote:
>>>> 
>>>>> From: Alessandro Saccoia <address@hidden>
>>>>> Subject: Re: [Help-glpk] Problem with absolute
>> value
>>>>> To: "Jeffrey Kantor" <address@hidden>
>>>>> Cc: "address@hidden"
>> <address@hidden>
>>>>> Date: Monday, January 14, 2013, 6:17 AM
>>>>> Hi Jeff,
>>>>> that works wonders! Now I would just like to
>> find a way to
>>>>> use the library instead of the executable, and
>> insert all
>>>>> this information programmatically. In the glpk
>> docs it seems
>>>>> that it's up to me to introduce all the
>> variables and create
>>>>> the A matrix, but from another answer I got in
>> pvt it looks
>>>>> like I can use this syntax and have the library
>> do the
>>>>> necessary calculations.
>>>>> If I can't avoid reading the model from file, I
>> would at
>>>>> least like to be able to provide the data at
>> runtime. Thanks
>>>>> for your time!
>>>>> Alessandro
>>>>> 
>>>>> On Jan 14, 2013, at 1:04 PM, Jeffrey Kantor
>> <address@hidden>
>>>>> wrote:
>>>>> 
>>>>>> Hi Alessandro,
>>>>>> 
>>>>>> I don't exactly the geometry, but here's a
>> MathProg
>>>>> model for your problem. If you want to try this
>> out, cut and
>>>>> paste it into the web page at 
>>>>> http://www3.nd.edu/~jeff/mathprog/mathprog.html
>>>>>> 
>>>>>> Jeff
>>>>>> 
>>>>>> 
>>>>>> set N := 0..3;
>>>>>> param q{N};
>>>>>> param r{N};
>>>>>> 
>>>>>> param a := 0.95;
>>>>>> param b := 1.05;
>>>>>> 
>>>>>> var z{N} >= 0;
>>>>>> var s{N};
>>>>>> 
>>>>>> s.t. c1 {n in 0..3}: z[n] >= r[n] -
>> s[n];
>>>>>> s.t. c2 {n in 0..3}: z[n] >= s[n] -
>> r[n];
>>>>>> s.t. c3 {n in 0..2}: s[n+1] - s[n] >=
>>>>> a*(q[n+1]-q[n]);
>>>>>> s.t. c4 {n in 0..2}: s[n+1] - s[n] <=
>>>>> b*(q[n+1]-q[n]);
>>>>>> 
>>>>>> minimize obj: sum{n in N} z[n];
>>>>>> solve;
>>>>>> 
>>>>>> data;
>>>>>> 
>>>>>> param q :=
>>>>>>       0    3
>>>>>>       1    5
>>>>>>       2    8
>>>>>>       3   12
>> ;
>>>>>> 
>>>>>> param r :=
>>>>>>       0    2
>>>>>>       1    5
>>>>>>       2    7
>>>>>>       3   11
>> ;
>>>>>> 
>>>>>> end;
>>>> 
>>>> 
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