GLPKMEX

GLPKMEX is a Matlab MEX Interface for the GLPK library developed by Andrew Makhorin. GLPKMEX is developed by Nicolo' Giorgetti, email giorgetti at ieee.org. GLPK is currently being mantained by Niels Klitgord, email niels at bu.edu.

This version is maintained by Benoît Legat, email benoit.legat at gmail.com.

To install mps2mat.py script, please see INSTALL_mps2mat file.

Precompiled binaries

You don't need to compile GLPKMEX by yourself nor install GLPK. They are both compiled into glpkcc.mex* files.

• a64 is for Linux 64 bits
• glx is for Linux 32 bits
• maci64 is for Mac OS 64 bits
• w32 is for Windows 32 bits (in the win32 subdir)
• w64 is for Windows 64 bits (in the win64 subdir)

On Linux 64 bits and Windows 64 bits, GLPK v4.62 is used, but Linux 32 bits and Mac OS versions use GLPK v4.48 (see this issue).

Extension | OS | Architecture | GLPK version | --------- | ------- | ------------ | ------------ | a64 | Linux | 64 bits | v4.62 | glx | Linux | 32 bits | v4.48 | maci64 | Mac OS | 64 bits | v4.48 | w32 | Windows | 32 bits | v4.60 | w64 | Windows | 64 bits | v4.62 |

Quick installation instructions

Open MATLAB (for GNU/Linux user, you will need roots privileges so open a terminal (CTRL+ALT+T) and enter sudo matlab or sudo matlab -glnx86 if you have problems with architecture (see this wiki)). Then click on File/Set Path... and add the path to where you put glpkmex. Then hit save. For GNU/Linux users, you can now quit MATLAB, don't run it with sudo again except for Set Path....

To check everything, try the two commands below in MATLAB

>> glpktest1
>> glpktest2

which should output a file SimpleLP.mps without error.

Instructions for compiling from source

Standard installation procedure (suitable for most 32-bit linux/windows users)

1. Download and install GLPK version 4.60 or higher: http://ftp.gnu.org/gnu/glpk/

2. Start Matlab and run makeglpkmex.m. Specify correct path to both GLPK directory and eventually to the GLPK include and library directories.

3. Test the interface on the examples included (glpktest1.m, glpktest2.m, glpksparse.m). Everything should works fine.

Linux 64bit machine

Niels's Install Notes

1. if you plan on compling glpk with gmp, recompile gmp with CFLAGS+=-fPIC. Then recompile glpk-4.60 (or newer) with CFLAGS+=-fPIC. This is do deal with a weird issue with ld in 64bit format

2. Directly compile glpkmex with (default):

   mex -I<path to>/include glpkcc.cpp <path to>/libglpk.a
   

(with gmp compiled into glpk and large arrays (64bit stuff...)):

    mex -largeArrayDims -I<path to>/include glpkcc.cpp <path to>/libglpk.a <path to>/libgmp.a

note -largArrayDims is optional, but allows matlab to use large arrays with glpk on 64bit machines

this particular pipeline has worked for me on a number of different 64bit linux boxes:

1. in the linux comandline cd to glpk dir

2. run (note: update the dir install dir if you want, but be sure to do the same below):

   make clean
   ./configure
   make CFLAGS+=-fPIC
   make check
   make  prefix=/usr/local install
   

3. cd glpkmex dir

4. run from the comand line:

   mex -largeArrayDims -I/usr/local/include glpkcc.cpp /usr/local/lib/libglpk.a
   

5. start matlab, add glpkmex dir to path and run glpktest1 and glpktest2 in matlab environment. if these work you should be good to go.

Install GLPK on 64bit Linux with 32bit MATLAB

First, you will need to install GLPK. Get the source here, unpack it with the ''Archive Manager'' and then open a terminal and go in the folder where you un packed it (for example, if it is in download, run cd ~/Downloads/glpk-4.60) Then run

make clean
./configure --build=i686-pc-linux-gnu "CFLAGS=-m32" "CXXFLAGS=-m32" "LDFLAGS=-m32"
make CFLAGS+=-fPIC
make check
make prefix=/usr/local install

The CFLAGS+=-fPIC is needed if you plan to install it in 64 bits with gmp (if you're not sure, just use it). The --build=i686-pc-linux-gnu "CFLAGS=-m32" "CXXFLAGS=-m32" "LDFLAGS=-m32" is needed if you are running MATLAB 32 bits on a 64 bits machine.

Open MATLAB and navigate to the folder of GLPKMEX and run

mex CXXFLAGS='$CXXFLAGS -m32' -I/usr/local/include glpkcc.cpp /usr/local/lib/libglpk.a

Only use CXXFLAGS='$CXXFLAGS -m32' if you have a 32 bits MATLAB. I don't understand why it needs this option since mex is run inside MATLAB so it should know that it is in 32 bits however it is needed for me.

Installing on a PC

1. if you used winglpk, you still need to compile the glpk.lib file. to do this go to w32 or w64 folder in winglpk and run Build_GLPK_with_VC9.bat. see the readme.txt file in w32 or w64 for more details on how to do this.
2. note windows uses .lib, not .a files so change libglpk.a to glpk.lib (simular for gmp if used)

3. full paths to directions (like include) often need to be in quotes. ex:

   mex -I'C:\\some path\include' glpkcc.cpp 'C:\\some other path\glpk.lib'
   

Installing with cygwin (alternate method on a pc):

Requirements: A) The last version of cygwin, downloadable from http://www.cygwin.com (or download mingw) B) Gnumex: http://gnumex.sourceforge.net/

1. Download GLPK and install it by specifying CFLAGS="-O3 -mno-cygwin" as argument of make, i.e.:

   ./configure;
   make CFLAGS="-O3 -mno-cygwin"
   make install
   

   This avoid to build a glpk library which needs of cygwin1.dll to run.

2. Start Matlab and run gnumex. Make a mexopts.bat with option 'cygwin-mingw' if you are using cygwin or 'mingw' if you are using mingw.

3. run makeglpkmex.m. Specify correct path to GLPK directory and eventually to the GLPK include and library directories. Moreover, you have to specify the location of mexopts.bat file generated at step 2).

4. Test the interface on the examples included (glpktest1.m, glpktest2.m, glpksparse.m). Everything should works fine.

Installing on a MAC

On mac, it works out of the box with the file glpkmex.mexmaci64. It was compiled with glpk-4.60.

However, if you want to compile by yourself for whatever reason. I'd like to mention that everything worked as expected for me except for mex for which I had to change the compiler from gcc-4.2 to gcc and I had to remove -syslibroot /Developer/SDKs/MacOSX10.6.sdk So here is the command I had to enter in MATLAB:

    mex -largeArrayDims -I/usr/local/include glpkcc.cpp /usr/local/lib/libglpk.a -v CC='gcc' CXX='g++' CFLAGS='-fno-common -no-cpp-precomp -arch x86_64 -mmacosx-version-min=10.5  -fexceptions' CXXFLAGS='-fno-common -no-cpp-precomp -fexceptions -arch x86_64 -mmacosx-version-min=10.5' LD='gcc' LDFLAGS='-Wl,-twolevel_namespace -undefined error -arch x86_64 -Wl -mmacosx-version-min=10.5 -bundle -Wl,-exported_symbols_list,/Applications/MATLAB_R2012a_Student.app/extern/lib/maci64/mexFunction.map'

Another special notes for installing on a Mac,( worked for Leapard ) add GLPK lib install directory to your DYLDLIBRARYPATH shell variable (before you start matlab) example: 'export DYLDLIBRARYPATH=/usr/local/lib:$DYLDLIBRARYPATH' in .bashrc continue as above for linux install.