205 lines
6.3 KiB
Mathematica
205 lines
6.3 KiB
Mathematica
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function output = call_cplexibm_miqp(interfacedata)
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% Author Johan L<EFBFBD>fberg
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%Turn on support for nonconvex QP if required and user hasn't touched this
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if interfacedata.ProblemClass.objective.quadratic.nonconvex
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if isfield(interfacedata.options.cplex,'solutiontarget')
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if ~interfacedata.options.cplex.solutiontarget
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interfacedata.options.cplex.solutiontarget = 3;
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end
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else
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interfacedata.options.cplex.solutiontarget = 3;
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end
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end
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options = interfacedata.options;
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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 interfacedata.options.savedebug
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save cplexdebug model
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end
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solvertime = tic;
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[x,fval,exitflag,output,lambda] = localSolverCall(model);
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solvertime = toc(solvertime);
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if output.cplexstatus == 4 | output.cplexstatus == 119
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% CPLEX reports infeasible OR unbounded
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% Remove objective and resolve
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model.H = model.H*0;
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model.f = model.f*0;
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solvertime = tic;
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[x,fval,exitflag,output,lambda] = localSolverCall(model);
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solvertime = toc(solvertime);
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switch output.cplexstatus
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case {1,101,102} % It was ok, hence it must have been unbounded
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output.cplexstatus = 2;
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case {3,103,106} % Infeasible, so original was infeasible
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output.cplexstatus = 3; % Infeasible
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otherwise
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output.cplexstatus = 4; % I give up
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end
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end
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% Inconstency in early version of CPLEX
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dots = find(interfacedata.solver.subversion == '.');
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if length(dots)>1
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interfacedata.solver.subversion(dots(2:end))=[];
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end
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if str2num(interfacedata.solver.subversion)>=12.3
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the_sign = 1;
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else
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the_sign = -1;
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end
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if ~isempty(lambda)
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D_struc = [the_sign*lambda.eqlin;the_sign*lambda.ineqlin];
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else
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D_struc = [];
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end
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if size(x,1) == 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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showprogress('Calling CPLEX-IBM',options.showprogress);
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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 {2,20,21,118,133}
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problem = 2; % Unbounded
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case {4,119}
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problem = 15;
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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 119
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problem = 15;
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case {5,6,109,110}
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problem = 4; % Numerics
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case 24
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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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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.lambda = lambda;
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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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if isempty(x)
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x = zeros(length(model.f),1);
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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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function [x,fval,exitflag,output,lambda] = localSolverCall(model)
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H = model.H;
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f = model.f;
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Aineq = model.Aineq;
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bineq = model.bineq;
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Aeq = model.Aeq;
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beq = model.beq;
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lb = model.lb;
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ub = model.ub;
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x0 = model.x0;
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options.cplex = model.options;
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options.verbose = model.verbose;
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integer_variables = model.integer_variables;
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binary_variables = model.binary_variables;
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semicont_variables = model.semicont_variables;
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K = model.K;
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ctype = model.ctype;
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fixedAineqBug = 0;
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if isempty(Aineq) & isempty(Aeq)
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Aineq = zeros(1,length(f)) ;
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bineq = 1;
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fixedAineqBug = 1;
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end
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if isempty(integer_variables) & isempty(binary_variables) & isempty(semicont_variables) & isempty(K.sos.type)
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if options.verbose
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if isempty(H)
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[x,fval,exitflag,output,lambda] = cplexlp(f,Aineq,bineq,Aeq,beq,lb,ub,x0,options.cplex);
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else
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[x,fval,exitflag,output,lambda] = cplexqp(H,f,Aineq,bineq,Aeq,beq,lb,ub,x0,options.cplex);
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end
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else
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if isempty(H)
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evalc('[x,fval,exitflag,output,lambda] = cplexlp(f,Aineq,bineq,Aeq,beq,lb,ub,x0,options.cplex);');
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else
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evalc('[x,fval,exitflag,output,lambda] = cplexqp(H,f,Aineq,bineq,Aeq,beq,lb,ub,x0,options.cplex);');
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end
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end
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if ~isempty(lambda) & fixedAineqBug
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lambda.ineqlin = [];
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end
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else
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if options.verbose
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if isempty(H)
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[x,fval,exitflag,output] = cplexmilp(f,Aineq,bineq,Aeq,beq,K.sos.type,K.sos.variables,K.sos.weight,lb,ub,ctype,x0,options.cplex);
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else
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[x,fval,exitflag,output] = cplexmiqp(H,f,Aineq,bineq,Aeq,beq,K.sos.type,K.sos.variables,K.sos.weight,lb,ub,ctype,x0,options.cplex);
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end
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else
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if isempty(H)
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evalc('[x,fval,exitflag,output] = cplexmilp(f,Aineq,bineq,Aeq,beq,K.sos.type,K.sos.variables,K.sos.weight,lb,ub,ctype,x0,options.cplex);');
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else
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evalc('[x,fval,exitflag,output] = cplexmiqp(H,f,Aineq,bineq,Aeq,beq,K.sos.type,K.sos.variables,K.sos.weight,lb,ub,ctype,x0,options.cplex);');
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end
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end
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lambda = [];
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end
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function [x,fval,exitflag,output] = cplexmilpInternal(f,Aineq,bineq,Aeq,beq,sostype,sosvariables,sosweight,lb,ub,ctype,x0,options)
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cplex = Cplex;
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cplex.Model.sense = 'minimize';
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cplex.Model.obj = f;
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cplex.Model.lb = lb;
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cplex.Model.ub = ub;
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cplex.Model.ctype = ctype;
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cplex.Model.A = [Aeq;Aineq];
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cplex.Model.lhs = [beq;-inf(length(bineq),1)];
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cplex.Model.rhs = [beq;bineq];
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if options.mip.pool.intensity
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cplex.Param.mip.pool.intensity.Cur = options.mip.pool.intensity;
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cplex.Param.mip.pool.capacity.Cur = options.mip.pool.capacity;
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cplex.Param.mip.pool.absgap.Cur = options.mip.pool.absgap;
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cplex.Param.mip.pool.relgap.Cur = options.mip.pool.relgap;
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cplex.Param.mip.pool.replace.Cur = options.mip.pool.replace;
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end
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temp = cplex.solve();
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output.cplexstatus = temp.status;
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fval = cplex.Solution.objval;
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x = cplex.Solution.x;
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if options.mip.pool.intensity
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for i = 2:1:length(temp.pool.solution)
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x = [x temp.pool.solution(i).x];
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end
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end
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exitflag = temp.statusstring;
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