85 lines
2.3 KiB
Mathematica
85 lines
2.3 KiB
Mathematica
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function output = call_xpressfico_qcmip(interfacedata)
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% Retrieve needed data
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options = interfacedata.options;
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model = yalmip2xpress(interfacedata);
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if options.savedebug
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save xpressdebug model
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end
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solvertime = tic;
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if isempty(model.extra.integer_variables) & isempty(model.extra.binary_variables) & isempty(model.extra.semicont_variables) & isempty(model.sos)
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if options.verbose
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[x,fval,exitflag,output,lambda] = xprsqp(model.H,model.f,model.A,model.b,model.rtype,model.lb,model.ub,model.ops);
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else
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evalc('[x,fval,exitflag,output,lambda] = xprsqp(model.H,model.f,model.A,model.b,model.rtype,model.lb,model.ub,model.ops);');
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end
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else
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if options.verbose
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[x,fval,exitflag,output] = xprsmiqp(model.H,model.f,model.A,model.b,model.rtype,model.ctype,model.clim,model.sos,model.lb,model.ub,[],model.ops);
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else
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evalc('[x,fval,exitflag,output] = xprsmiqp(model.H,model.f,model.A,model.b,model.rtype,model.ctype,model.clim,model.sos,model.lb,model.ub,[],model.ops); ');
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end
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lambda = [];
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end
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solvertime = toc(solvertime);
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if ~isempty(lambda)
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D_struc = [lambda.lin];
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else
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D_struc = [];
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end
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if length(x) == length(model.f)
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if ~isempty(model.extra.NegatedSemiVar)
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x(model.extra.NegatedSemiVar) = -x(model.extra.NegatedSemiVar);
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end
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end
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% Check, currently not exhaustive...
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switch exitflag
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case {1}
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problem = 0;
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case {-2}
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problem = 1; % Infeasible
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case {0,-4,-5}
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problem = 3;
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case -8
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problem = -11;
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otherwise
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problem = -1;
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end
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infostr = yalmiperror(problem,'FICO Xpress');
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% Save all data sent to solver?
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if options.savesolverinput
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solverinput.f = f;
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solverinput.A = A;
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solverinput.b = b;
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solverinput.ctype = ctype;
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solverinput.rtype = rtype;
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solverinput.lb = lb;
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solverinput.ub = ub;
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solverinput.x0 = [];
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else
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solverinput = [];
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end
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% Save all data from the solver?
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if options.savesolveroutput
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solveroutput.x = x;
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solveroutput.fval = fval;
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solveroutput.exitflag = exitflag;
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solveroutput.output = output;
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solveroutput.lambda = lambda;
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else
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solveroutput = [];
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end
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if isempty(x)
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x = zeros(length(model.f),1);
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end
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% Standard interface
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output = createOutputStructure(x(:),D_struc,[],problem,infostr,solverinput,solveroutput,solvertime);
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