416 lines
14 KiB
Mathematica
416 lines
14 KiB
Mathematica
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function varargout = gams2yalmip(fileName,filenameOut);
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% GAMS2YALMIP Converts GAMS model to YALMIP
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%
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% [F,h] = GAMS2YALMIP(gamsfile,yalmipfile) converts the GAMS model in
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% the file 'gamsfile' to a YALMIP mpodel
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%
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% Input
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% GAMSFILE : Char with filename for GAMS model
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% YALMIPFILE : Char with filename for YALMIP model (optional)
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%
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% Output
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% F : LMI object with constraints (optional)
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% h : SDPVAR object with objective (optional)
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% Author Based on original implementation by M. Kojima (readGMS.m)
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writetofile = (nargout == 0) | (nargin>1);
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fileName = [fileName '.gms'];
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fileName = strrep(fileName,'.gms.gms','.gms');
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% Reading the GAMs file "fileName"
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fileIDX = fopen(fileName,'r');
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if fileIDX==-1
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error('File not found')
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end
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if writetofile
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if nargin == 2
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filenameOut = [filenameOut '.m'];
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filenameOut = strrep(filenameOut,'.m.m','.m');
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else
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filenameOut = strrep(fileName,'.gms','.m');
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end
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fileOUT = fopen(filenameOut,'wb');
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if fileOUT==-1
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error('Could not create output-file')
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end
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end
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statusSW = 1;
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noOfEquations = 0;
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pp = 1;
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posVarNames = [];
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negVarNames = [];
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lastline = '';
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while statusSW == 1
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[statusSW,oneLine] = getOneLine(fileIDX);
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if statusSW == 1
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lastline = oneLine;
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[keyword,oneLine] = strtok(oneLine);
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if strcmp('Variables',keyword)
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varNames = [];
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p = 0;
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[varNames,p,moreSW] = getListOfNames(oneLine,varNames,p);
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while moreSW == 1
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[statusSW,oneLine] = getOneLine(fileIDX);
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[varNames,p,moreSW] = getListOfNames(oneLine,varNames,p);
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end
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noOfVariables = size(varNames,2);
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lbd = -inf* ones(1,noOfVariables);
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ubd = inf* ones(1,noOfVariables);
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fixed = lbd;
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elseif strcmp('Positive',keyword)
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[keyword,oneLine] = strtok(oneLine);
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if strcmp('Variables',keyword)
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p = 0;
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[posVarNames,p,moreSW] = getListOfNames(oneLine,posVarNames,p);
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while moreSW == 1
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[statusSW,oneLine] = getOneLine(fileIDX);
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[posVarNames,p,moreSW] = getListOfNames(oneLine,posVarNames,p);
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end
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end
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elseif strcmp('Negative',keyword)
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[keyword,oneLine] = strtok(oneLine);
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if strcmp('Variables',keyword)
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p = 0;
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[negVarNames,p,moreSW] = getListOfNames(oneLine,negVarNames,p);
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while moreSW == 1
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[statusSW,oneLine] = getOneLine(fileIDX);
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[negVarNames,p,moreSW] = getListOfNames(oneLine,negVarNames,p);
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end
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end
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elseif strcmp('Equations',keyword)
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equationNames = [];
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p = 0;
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[equationNames,p,moreSW] = getListOfNames(oneLine,equationNames,p);
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while moreSW == 1
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[statusSW,oneLine] = getOneLine(fileIDX);
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[equationNames,p,moreSW] = getListOfNames(oneLine,equationNames,p);
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end
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noOfEquations = size(equationNames,2);
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listOfEquations = [];
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elseif pp <= noOfEquations
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if strcmp(strcat(equationNames{pp},'..'),keyword)
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oneLinetmp = oneLine; % to remove blank around *
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while ~isempty(strfind(oneLinetmp,' *')) | ~isempty(strfind(oneLinetmp,'* '))
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if ~isempty(strfind(oneLinetmp, ' *'))
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loca = strfind(oneLinetmp,' *');
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loca = loca -1;
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oneLinetmp=strcat(oneLinetmp(1:loca),oneLinetmp(loca+2:size(oneLinetmp,2)));
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elseif ~isempty(strfind(oneLinetmp, '* '))
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loca = strfind(oneLinetmp,'* ');
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oneLinetmp=strcat(oneLinetmp(1:loca),oneLinetmp(loca+2:size(oneLinetmp,2)));
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end
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end
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oneLine = oneLinetmp;
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listOfEquations{pp} = oneLine;
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pp = pp+1;
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end
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elseif (0 < noOfEquations) & (noOfEquations < pp)
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goon = 1;
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while goon
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[oneVarName,bound] = strtok(keyword,'. ');
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for i=1:noOfVariables
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if strcmp(oneVarName,varNames{i})
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asciiVal = strtok(oneLine,' =;');
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if strcmp(bound,'.lo') %| strcmp(bound,'.l')
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lbd(1,i) = str2num(asciiVal);
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elseif strcmp(bound,'.up') %| strcmp(bound,'.u')
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ubd(1,i) = str2num(asciiVal);
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elseif strcmp(bound,'.fx')
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fixed(1,i) = str2num(asciiVal);
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end
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end
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end
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if strfind(oneLine,';')
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oneLine = oneLine(min(strfind(oneLine,';'))+1:end);
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[keyword,oneLine] = strtok(oneLine);
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goon = ~isequal('',keyword);
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else
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goon = 0;
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end
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end
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end
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end
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end
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% Figure out objective from last line
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minimize = 1;
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dirstart = strfind(lastline,'minimizing ');
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obj = '[]';
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if ~isempty(dirstart)
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[aux,obj] = strtok(lastline(dirstart:end));
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else
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dirstart = strfind(lastline,'maximizing ');
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if ~isempty(dirstart)
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[aux,obj] = strtok(lastline(dirstart:end));
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minimize = -1;
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else
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minimize = 0;
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end
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end
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obj = strrep(strrep(obj,';',''),' ','');
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objective_in_equations = 0;
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for i = 1:length(listOfEquations)
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% If the objective variable is found in several equations, we define it
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% as a variable, and add all constraints, instead of assigninging it
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% from the typical objvar + f(x) =E= 0 expression
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if ~isempty(strfind(listOfEquations{i},obj))
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objective_in_equations = objective_in_equations +1;
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end
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end
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if objective_in_equations>1
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treat_obj_as_var = 1;
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else
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treat_obj_as_var = 0;
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end
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if writetofile
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fprintf(fileOUT,['%% Model generated from ' fileName '\n']);
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[d] = yalmip('ver');
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fprintf(fileOUT,['%% Created ' datestr(now) ' using YALMIP R' d '\n\n']);
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fprintf(fileOUT,'%% Setup a clean YALMIP environment \n');
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fprintf(fileOUT,'yalmip(''clear'') \n\n');
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%fprintf(fileOUT,'%% Define non-standard operators \n');
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%fprintf(fileOUT,'sqr = @(x) x.*x;\n\n');
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% Define all variables, except objvar
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fprintf(fileOUT,'%% Define all variables \n');
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end
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for i = 1:length(varNames)
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eval([varNames{i} ' = sdpvar(1);']);
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if writetofile & (~isequal(varNames{i},obj) | treat_obj_as_var)
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fprintf(fileOUT,[varNames{i} ' = sdpvar(1);\n']);
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end
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end
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if writetofile
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fprintf(fileOUT,'\n');
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end
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if minimize
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if ~treat_obj_as_var
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if writetofile & objective_in_equations<=1
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fprintf(fileOUT,'%% Define objective function \n');
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end
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% find objvar + ... == 0
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for i = 1:length(listOfEquations)
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if strfind(listOfEquations{i},obj)
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%objeq = strrep(listOfEquations{i},'=E=','==');
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objeqL = listOfEquations{i}(1:strfind( listOfEquations{i},'=E=')-1);
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objeqR = listOfEquations{i}(strfind( listOfEquations{i},'=E=')+3:end);
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objeqR = strrep(objeqR,';','');
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% put objective on left side
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if strfind(objeqR,obj)
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temp = objeqL;
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objeqL = objeqR;
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objeqR = objeqL;
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end
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k = strfind(objeqL,obj);
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prevplus = strfind(objeqL(1:k-1),'+');
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prevminus = strfind(objeqL(1:k-1),'-');
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if isempty(prevplus) & isempty(prevminus)
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thesign = 1;
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else
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prevsign = objeqL(max([prevplus prevminus]));
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if isequal(prevsign,'+')
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thesign = 1;
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else
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thesign = -1;
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end
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end
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thesign = thesign*minimize;
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obj = [strrep(objeqL,obj,'0') '-( ' objeqR ')'];
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obj = strrep(obj,'**','^');
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obj = strrep(obj,'sqrt(','sqrtm(');
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obj = strrep(obj,'errorf(','erf(');
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% obj = strrep(strrep(strrep(obj,'( 0)','0'),'0 -0','0'),'+ 0 ','');
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% obj = strrep(strrep(strrep(obj,'( 0)','0'),'0 -0','0'),'+ 0)','');
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obj = strrep(obj,' + ','+');
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obj = strrep(obj,'+0)',')');
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obj = strrep(obj,'POWER','power');
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obj(obj==' ') = '';
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if writetofile
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if thesign == -1
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fprintf(fileOUT,['objective = ' obj ';\n']);
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else
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obj = ['-(' obj ')'];
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obj = strrep(obj,'+0)',')');
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obj = strrep(obj,'- ','-');
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fprintf(fileOUT,['objective = ' obj ';\n']);
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end
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end
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objsdp = (-thesign)*eval(obj);
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listOfEquations = {listOfEquations{1:i-1},listOfEquations{i+1:end}};
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break
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end
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end
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if writetofile
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fprintf(fileOUT,'\n');
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end
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end
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end
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% Convert to YALMIP syntax
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for i = 1:length(listOfEquations)
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listOfEquations{i} = strrep(listOfEquations{i},'=E=','==');
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listOfEquations{i} = strrep(listOfEquations{i},'=L=','<=');
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listOfEquations{i} = strrep(listOfEquations{i},'=G=','>=');
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end
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% Add variable bounds
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for i = 1:length(varNames)
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if any(strcmp(varNames{i},posVarNames))
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lbd(i) = 0;
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end
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if any(strcmp(varNames{i},negVarNames))
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ubd(i) = 0;
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end
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if ~isequal(varNames{i},obj) | treat_obj_as_var
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string = '';
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if ~isinf(fixed(i))
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string = [string num2str(fixed(i)) ' == ' varNames{i}];
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elseif ~isinf(lbd(i))
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string = [string num2str(lbd(i)) ' <= ' varNames{i}];
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if ~isinf(ubd(i))
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string = [string ' <= ' num2str(ubd(i))];
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end
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elseif ~isinf(ubd(i))
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string = [string varNames{i} ' <= ' num2str(ubd(i)) ];
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end
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if ~isequal(string,'')
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listOfEquations{end+1} = string;
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end
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end
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end
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if length(listOfEquations)>0
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if writetofile
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fprintf(fileOUT,'%% Define constraints \n');
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end
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F = ([]);
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if writetofile
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fprintf(fileOUT,['F = ([]);' '\n']);
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end
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for i = 1:length(listOfEquations)
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listOfEquations{i} = strrep(listOfEquations{i},';','');
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% string = ['F = F + (' listOfEquations{i} ',' '''' listOfEquations{i} '''' ');'];
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string = ['F = [F, ' strtrim(listOfEquations{i}) '];'];
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string = strrep(string,'**','^');
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string = strrep(string,'sqrt(','sqrtm(');
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string = strrep(string,'errorf(','erf(');
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string = strrep(string,'+',' + ');
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string = strrep(string,' ','');
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string = strrep(string,' ','');
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string = strrep(string,' - ','-');
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string = strrep(string,'POWER','power');
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string = strtrim(string);
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string(string==' ') = '';
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eval(string);
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if writetofile
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fprintf(fileOUT,[string '\n']);
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end
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end
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if writetofile
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fprintf(fileOUT,'\n');
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end
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else
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F = ([]);
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if writetofile
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fprintf(fileOUT,'%% Define constraints \n');
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end
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if writetofile
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fprintf(fileOUT,['F = ([]);' '\n']);
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end
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end
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if writetofile
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fprintf(fileOUT,'%% Solve problem\n');
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if treat_obj_as_var
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fprintf(fileOUT,'sol = solvesdp(F,objvar,sdpsettings(''solver'',''bmibnb'',''allownonconvex'',1));\n');
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else
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fprintf(fileOUT,'sol = solvesdp(F,objective,sdpsettings(''solver'',''bmibnb'',''allownonconvex'',1));\n');
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end
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fprintf(fileOUT,'mbg_assertfalse(sol.problem)\n');
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fprintf(fileOUT,'mbg_asserttolequal(double(objective), , 1e-2);');
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fclose(fileOUT);
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end
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if nargout > 0
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varargout{1} = F;
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if nargout > 1
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varargout{2} = objsdp;
|
||
|
|
end
|
||
|
|
end
|
||
|
|
|
||
|
|
|
||
|
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||
|
|
function [statusSW,oneLine] = getOneLine(dataFID);
|
||
|
|
flowCTRL = 0;
|
||
|
|
oneLine = '';
|
||
|
|
while (feof(dataFID)==0) & (flowCTRL== 0)
|
||
|
|
inputLine = fgetl(dataFID);
|
||
|
|
% inputLine
|
||
|
|
len = length(inputLine);
|
||
|
|
if (len > 0) & (inputLine(1)~='*')
|
||
|
|
p=1;
|
||
|
|
while (p<=len) & (inputLine(p)==' ')
|
||
|
|
p = p+1;
|
||
|
|
end
|
||
|
|
if (p<=len) % & (inputLine(p) ~= '*')
|
||
|
|
% oneLine
|
||
|
|
% inputLine
|
||
|
|
% Kojima 11/06/04; to meet MATLAB 5.2
|
||
|
|
if isempty(oneLine)
|
||
|
|
oneLine = inputLine(p:len);
|
||
|
|
else
|
||
|
|
oneLine = strcat(oneLine,inputLine(p:len));
|
||
|
|
end
|
||
|
|
% Kojima 11/06/04; to meet MATLAB 5.2
|
||
|
|
% temp = strfind(inputLine,';');
|
||
|
|
temp = findstr(inputLine,';');
|
||
|
|
if isempty(temp) == 0
|
||
|
|
flowCTRL=1;
|
||
|
|
end
|
||
|
|
end
|
||
|
|
end
|
||
|
|
end
|
||
|
|
if flowCTRL==0
|
||
|
|
oneLine = '';
|
||
|
|
statusSW = -1;
|
||
|
|
else
|
||
|
|
statusSW = 1;
|
||
|
|
end
|
||
|
|
return
|
||
|
|
|
||
|
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||
|
|
function [varNames,p,moreSW] = getListOfNames(oneLine,varNames,p);
|
||
|
|
while (length(oneLine) > 0)
|
||
|
|
[oneName,remLine] = strtok(oneLine,' ,');
|
||
|
|
if length(oneName) > 0
|
||
|
|
p = p+1;
|
||
|
|
varNames{p} = oneName;
|
||
|
|
end
|
||
|
|
oneLine = remLine;
|
||
|
|
end
|
||
|
|
lenLastVar = length(varNames{p});
|
||
|
|
if varNames{p}(lenLastVar) == ';'
|
||
|
|
moreSW = 0;
|
||
|
|
if lenLastVar == 1
|
||
|
|
p = p-1;
|
||
|
|
else
|
||
|
|
varNames{p} = varNames{p}(1:lenLastVar-1);
|
||
|
|
end
|
||
|
|
else
|
||
|
|
moreSW = 1;
|
||
|
|
end
|
||
|
|
return
|