113 lines
3.3 KiB
Mathematica
113 lines
3.3 KiB
Mathematica
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function model = yalmip2xpress(interfacedata)
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options = interfacedata.options;
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F_struc = interfacedata.F_struc;
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H = interfacedata.Q;
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c = interfacedata.c;
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K = interfacedata.K;
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x0 = interfacedata.x0;
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integer_variables = interfacedata.integer_variables;
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binary_variables = interfacedata.binary_variables;
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semicont_variables = interfacedata.semicont_variables;
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ub = interfacedata.ub;
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lb = interfacedata.lb;
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showprogress('Calling Xpress',options.showprogress);
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if ~isempty(semicont_variables)
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% Bounds must be placed in LB/UB
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[lb,ub,cand_rows_eq,cand_rows_lp] = findulb(F_struc,K,lb,ub);
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F_struc(K.f+cand_rows_lp,:)=[];
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F_struc(cand_rows_eq,:)=[];
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K.l = K.l-length(cand_rows_lp);
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K.f = K.f-length(cand_rows_eq);
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redundant = find(lb<=0 & ub>=0);
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semicont_variables = setdiff(semicont_variables,redundant);
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end
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% Notation used
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f = c;
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A = -F_struc(:,2:end);
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b = F_struc(:,1);
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rtype = repmat('L',size(F_struc,1),1);
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rtype(1:K.f) = 'E';
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% XPRESS assumes semi-continuous variables only can take positive values so
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% we negate semi-continuous violating this
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NegativeSemiVar = [];
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if ~isempty(semicont_variables)
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NegativeSemiVar = find(lb(semicont_variables) < 0);
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if ~isempty(NegativeSemiVar)
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temp = ub(semicont_variables(NegativeSemiVar));
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ub(semicont_variables(NegativeSemiVar)) = -lb(semicont_variables(NegativeSemiVar));
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lb(semicont_variables(NegativeSemiVar)) = -temp;
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if ~isempty(A)
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A(:,semicont_variables(NegativeSemiVar)) = -A(:,semicont_variables(NegativeSemiVar));
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end
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f(semicont_variables(NegativeSemiVar)) = -f(semicont_variables(NegativeSemiVar));
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H(:,semicont_variables(NegativeSemiVar)) = -H(:,semicont_variables(NegativeSemiVar));
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H(semicont_variables(NegativeSemiVar),:) = -H(semicont_variables(NegativeSemiVar),:);
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end
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end
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clim = zeros(length(f),1);
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clim(semicont_variables) = lb(semicont_variables);
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ctype = char(ones(length(f),1)*67);
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ctype(setdiff(integer_variables,semicont_variables)) = 'I';
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ctype(binary_variables) = 'B';
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ctype(setdiff(semicont_variables,integer_variables)) = 'S';
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ctype(intersect(semicont_variables,integer_variables)) = 'R';
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options.xpress = setupOptions(options);
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if options.verbose == 0
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options.xpress.OUTPUTLOG = 0;
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options.xpress.MIPLOG = 0;
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options.xpress.LPLOG = 0;
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end
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sos = [];
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if ~isempty(K.sos.type)
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for i = 1:length(K.sos.weight)
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sos(i).type = K.sos.type(i);
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sos(i).ind = K.sos.variables{i}-1;
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sos(i).wt = (1:length(K.sos.weight{i}))';
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end
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end
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if size(A,1)==0
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A = zeros(1,length(f));
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b = 1;
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end
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model.H = 2*H;
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model.f = f;
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model.A = A;
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model.b = b;
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model.lb = lb;
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model.ub = ub;
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model.ctype = ctype;
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model.rtype = rtype;
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model.clim = clim;
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model.sos = sos;
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model.ops = options.xpress;
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model.extra.semicont_variables = semicont_variables;
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model.extra.integer_variables = integer_variables;
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model.extra.binary_variables = binary_variables;
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model.extra.NegatedSemiVar = NegativeSemiVar;
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function ops = setupOptions(options);
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ops = options;
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if options.verbose == 0
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ops.OUTPUTLOG = 0;
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ops.MIPLOG = 0;
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ops.LPLOG = 0;
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end
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% cNames = fieldnames(options.xpress);
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% for i = 1:length(cNames)
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% s = getfield(options.xpress,cNames{i});
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% if ~isempty(s)
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% ops = setfield(ops,cNames{i},s);
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% end
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% end
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