104 lines
3.4 KiB
Mathematica
104 lines
3.4 KiB
Mathematica
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function output = call_cplexibm_qcmiqp(interfacedata)
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% Author Johan L<EFBFBD>fberg
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% This is a gateway to all CPLEX interfaces
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% Call LP/QP solver if sufficient
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% Bug in 12.6 regarding display options. Hence, we turn it on and then run
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% silently by redirecting output instead
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interfacedata.options.cplex.Display = 'on';
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if isempty(interfacedata.K.q) | interfacedata.K.q(1)==0
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output = call_cplexibm_miqp(interfacedata);
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return
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end
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options = interfacedata.options;
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n_original = length(interfacedata.c);
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[model,nonlinearremain] = yalmip2cplex(interfacedata);
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if nonlinearremain
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error('Nonlinear monomials remain when calling CPLEX. If you are using OPTIMIZER, ensure your model really is solvable by CPLEX for fixed parameters. If you still think so, please report this and ask for a feature improvement.');
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end
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if options.savedebug
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save cplexdebug model
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end
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% Call mex-interface
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showprogress('Calling CPLEX',options.showprogress);
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if isempty(model.integer_variables) & isempty(model.binary_variables) & isempty(model.semicont_variables) & isempty(model.K.sos.type)
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if options.verbose
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solvertime = tic;
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[x,fval,exitflag,output] = cplexqcp(model.H, model.f, model.Aineq,model.bineq,model.Aeq,model.beq,model.Li,model.Qi,model.ri,model.lb,model.ub,model.x0,model.options);
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solvertime = toc(solvertime);
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else
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solvertime = tic;
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evalc('[x,fval,exitflag,output] = cplexqcp(model.H, model.f, model.Aineq,model.bineq,model.Aeq,model.beq,model.Li,model.Qi,model.ri,model.lb,model.ub,model.x0,model.options);');
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solvertime = toc(solvertime);
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end
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else
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if options.verbose
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solvertime = tic;
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[x,fval,exitflag,output] = cplexmiqcp(model.H, model.f, model.Aineq,model.bineq,model.Aeq,model.beq,model.Li,model.Qi,model.ri,model.K.sos.type,model.K.sos.variables,model.K.sos.weight,model.lb,model.ub,model.ctype,model.x0,model.options);
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solvertime = toc(solvertime);
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else
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solvertime = tic;
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evalc('[x,fval,exitflag,output] = cplexmiqcp(model.H, model.f, model.Aineq,model.bineq,model.Aeq,model.beq,model.Li,model.Qi,model.ri,model.K.sos.type,model.K.sos.variables,model.K.sos.weight,model.lb,model.ub,model.ctype,model.x0,model.options);');
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solvertime = toc(solvertime);
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end
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end
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if length(x) == length(model.f)
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if ~isempty(model.NegativeSemiVar)
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x(model.NegativeSemiVar) = -x(model.NegativeSemiVar);
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end
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end
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if isempty(x)
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x = zeros(n_original,1);
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else
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x = x(1:n_original);
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end
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problem = 0;
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D_struc = [];
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% Check, currently not exhaustive...
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switch output.cplexstatus
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case {1,101,102}
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problem = 0;
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case {3,103,106}
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problem = 1; % Infeasible
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case {2,20,21,118}
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problem = 2; % Unbounded
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case 4
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problem = 1;
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case {10,11,104,105,107,108,111,112}
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problem = 3; % Iteration/time
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case {5,6,109,110}
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problem = 4; % Numerics
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case 119
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problem = 15;
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otherwise
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problem = -1;
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end
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infostr = yalmiperror(problem,'CPLEX-IBM');
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% Save all data sent to solver?
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if options.savesolverinput
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solverinput.model = model;
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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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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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