86 lines
1.7 KiB
Mathematica
86 lines
1.7 KiB
Mathematica
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function output = callopticlp(interfacedata)
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% Standard input interface
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options = interfacedata.options;
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F_struc = interfacedata.F_struc;
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c = interfacedata.c;
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K = interfacedata.K;
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lb = interfacedata.lb;
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ub = interfacedata.ub;
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Q = interfacedata.Q;
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showprogress('Calling CLP',options.showprogress);
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if isempty(F_struc)
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A = sparse([]);
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b = [];
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else
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A = -F_struc(1:K.f+K.l,2:end);
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b = F_struc(1:K.f+K.l,1);
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end
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opts = options.clp;
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if length(b)>0
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rl = repmat(-inf,length(b),1);
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rl(1:K.f) = b(1:K.f);
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else
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rl = [];
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end
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ru = full(b);
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lb = full(lb);
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ub = full(ub);
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H = 2*sparse(tril(Q));
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if options.savedebug
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save clpdebug c A b lb ub opts H
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end
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solvertime = tic;
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[x,fval,exitflag,iter,lambda] = clp(H,full(c), A, rl, ru, lb, ub,opts);
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solvertime = toc(solvertime);
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% No duals
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D_struc = -lambda.dual_row;
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switch exitflag
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case 0
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problem = 0;
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case 1
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problem = 1;
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case 2
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problem = 2;
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case 3
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problem = 3;
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case 5
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problem = 16;
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case 4
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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,'CLP');
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% Save all data sent to solver?
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if options.savesolverinput
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solverinput.A = A;
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solverinput.b = b;
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solverinput.f = c;
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solverinput.lb = lb;
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solverinput.ub = ub;
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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.iter = iter;
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else
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solveroutput = [];
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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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