96 lines
2.4 KiB
Mathematica
96 lines
2.4 KiB
Mathematica
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function output = calllindo_miqp(interfacedata)
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global MY_LICENSE_FILE
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lindo
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% Retrieve needed data
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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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x0 = interfacedata.x0;
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Q = interfacedata.Q;
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lb = interfacedata.lb;
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ub = interfacedata.ub;
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monomtable = interfacedata.monomtable;
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lindo;
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if ~isempty(F_struc)
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A = -F_struc(:,2:end);
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b = F_struc(:,1);
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csense = [repmat('E',1,K.f) repmat('L',1,K.l)];
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else
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A = [];
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b = [];
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csense = [];
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A = ones(1,length(c));
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b = 1e6;
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csense = 'L';
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end
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% Specifying variable types...
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vtype = repmat('C',1,length(c));
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vtype(interfacedata.integer_variables) = 'I';
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% Specifying the quadratic portion of the problem data
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[QCvar1,QCvar2,QCcoef] = find(triu(Q));
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QCrows = zeros(1,length(QCvar1));
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QCvar1 = QCvar1 - 1;
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QCvar2 = QCvar2 - 1;
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% Solve the problem using the generic QP/LP/MIP/MIQP solver (lmsolvemp.m)
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objsen=LS_MIN;
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solver=eval(options.lindo.LS_METHOD);
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solvertime = tic;
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if nnz(Q)>0
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[x,D_struc,s,dj,pobj,solstat,nErr] = LMsolvem(A,full(b),full(c),csense,lb,ub,vtype,QCrows-1,QCvar1,QCvar2,2*QCcoef,objsen,solver,options.verbose);
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else
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[x,D_struc,s,dj,pobj,solstat,nErr] = LMsolvem(A,full(b),full(c),csense,lb,ub,vtype,[],[],[],[],objsen,solver,options.verbose);
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end
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solvertime = toc(solvertime);
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switch solstat
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case {LS_STATUS_OPTIMAL,LS_STATUS_BASIC_OPTIMAL,7,8}
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problem = 0;
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case {LS_STATUS_INFEASIBLE}
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problem = 1;
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case {LS_STATUS_UNBOUNDED}
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problem = 2;
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otherwise
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problem = 11;
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end
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infostr = yalmiperror(problem,'LINDO-QP');
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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.c = c;
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solverinput.csense = csense;
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solverinput.vtype = vtype;
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solverinput.lb = lb;
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solverinput.vtype = vtype;
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solverinput.objsen = objsen;
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solverinput.solver = solver;
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solverinput.options = options.fmincon;
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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.w = x;
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solveroutput.y = D_struc;
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solveroutput.s = s;
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solveroutput.pobj=pobj;
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solveroutput.solstat=solstat;
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solveroutput.nErr=nErr;
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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 = createoutput(x,D_struc,[],problem,'LINDO',solverinput,solveroutput,solvertime);
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