114 lines
2.8 KiB
Mathematica
114 lines
2.8 KiB
Mathematica
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function output = callnomad(model)
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%model.presolveequalities = 1;
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%model.equalitypresolved = 0;
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model = yalmip2nonlinearsolver(model);
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% Nomad does not need derivatives, so let us inform our callbacks that we
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% don't need there
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model.derivative_available = 0;
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% Note, nomad does not support equalities, so we place in equalities
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nlrhs = [model.bnonlinineq*0;model.b*0;
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model.bnonlineq*0;model.bnonlineq*0;
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model.beq*0;model.beq*0];
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if isempty(nlrhs)
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% clean
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nlrhs = [];
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end
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model.Anonlinineq = [model.Anonlinineq;model.Anonlineq;-model.Anonlineq];
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model.Anonlineq = [];
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model.bnonlinineq = [model.bnonlinineq;model.bnonlineq;-model.bnonlineq];
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model.bnonlineq = [];
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model.A = [model.A;-model.Aeq;model.Aeq];
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model.Aeq = [];
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model.b = [model.b;-model.beq;model.beq];
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model.beq = [];
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% These are needed to avoid recomputation due to ipopts double call to get
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% f and df, and g and dg
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global latest_x_f
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global latest_x_g
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global latest_df
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global latest_f
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global latest_G
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global latest_g
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global latest_xevaled
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global latest_x_xevaled
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latest_G = [];
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latest_g = [];
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latest_x_f = [];
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latest_x_g = [];
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latest_xevaled = [];
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latest_x_xevaled = [];
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funcs.objective = @(x)ipopt_callback_f(x,model);
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funcs.constraints = @(x)ipopt_callback_g(x,model);
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lb = model.lb(:);
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ub = model.ub(:);
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if ~model.options.usex0
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model.x0 = (lb+ub)/2;
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model.x0(isinf(ub)) = lb(isinf(ub))+1;
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model.x0(isinf(lb)) = ub(isinf(lb))-1;
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model.x0(isinf(model.x0)) = 0;
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end
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integer_variables = model.integer_variables;
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binary_variables = model.binary_variables;
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xtype = char(ones(length(model.c),1)*67);
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xtype(integer_variables) = 'I';
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xtype(binary_variables) = 'B'; % Should not happen except from bmibnb
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xtype = xtype( model.linearindicies);
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opts = model.options.nomad;
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opts.display_degree = model.options.verbose;
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showprogress('Calling NOMAD',model.options.showprogress);
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solvertime = tic;
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[x,fval,exitflag,iter,nfval] = nomad(funcs.objective,model.x0,lb,ub,funcs.constraints,nlrhs,xtype,opts);
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solvertime = toc(solvertime);
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% Duals currently not supported
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lambda = [];
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x = RecoverNonlinearSolverSolution(model,x);
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switch exitflag
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case {1}
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problem = 0;
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case {-1}
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problem = 1;
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case {0}
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problem = 3;
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case {-2}
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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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% Internal format for duals
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D_struc = [];
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% Save all data sent to solver?
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if model.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 model.options.savesolveroutput
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solveroutput.x = xout;
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solveroutput.lambda = lambda;
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solveroutput.iters = iters;
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solveroutput.info = info;
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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,'NOMAD',solverinput,solveroutput,solvertime);
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