119 lines
3.7 KiB
Mathematica
119 lines
3.7 KiB
Mathematica
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function model = yalmip2gurobimex(interfacedata)
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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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Q = interfacedata.Q;
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c = interfacedata.c;
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K = interfacedata.K;
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integer_variables = interfacedata.integer_variables;
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binary_variables = interfacedata.binary_variables;
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semicont_variables = interfacedata.semicont_variables;
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ub = interfacedata.ub;
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lb = interfacedata.lb;
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x0 = interfacedata.x0;
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interfacedata.gettime = 0;
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n = length(c);
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if ~isempty(ub)
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LB = lb;
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UB = ub;
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LB(binary_variables) = round(LB(binary_variables));
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UB(binary_variables) = round(UB(binary_variables));
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LB(integer_variables) = round(LB(integer_variables));
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UB(integer_variables) = round(UB(integer_variables));
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else
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LB = [];
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UB = [];
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end
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if options.showprogress;showprogress('Calling GUROBI',options.showprogress);end
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if ~isempty(semicont_variables)
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% Bounds must be placed in LB/UB
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[LB,UB,cand_rows_eq,cand_rows_lp] = findulb(F_struc,K,LB,UB);
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F_struc(K.f+cand_rows_lp,:)=[];
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F_struc(cand_rows_eq,:)=[];
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K.l = K.l-length(cand_rows_lp);
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K.f = K.f-length(cand_rows_eq);
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redundant = find(LB<=0 & UB>=0);
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semicont_variables = setdiff(semicont_variables,redundant);
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end
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SENSE = 1; % Minimize
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C = full(c); % Must be full
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if size(F_struc,1)>0
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B = full(F_struc(:,1)); % Must be full
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A =-F_struc(:,2:end);
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else
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B = [];
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A = [];
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end
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% Optimized code, make a lot of difference when you make this call 10000
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% times in a branch and bound setting...
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CTYPE = [char(ones(K.f,1)*61); char(ones(K.l,1)*60)];
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VARTYPE = char(ones(length(c),1)*67);
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VARTYPE(setdiff(integer_variables,semicont_variables)) = 'I';
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VARTYPE(binary_variables) = 'B'; % Should not happen except from bmibnb
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VARTYPE(setdiff(semicont_variables,integer_variables)) = 'S'; % Should not happen except from bmibnb
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VARTYPE(intersect(semicont_variables,integer_variables)) = 'N';
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% Gurobi assumes semi-continuous variables only can take negative values so
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% we negate semi-continuous violating this
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NegativeSemiVar = [];
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if ~isempty(semicont_variables)
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NegativeSemiVar = find(UB(semicont_variables) < 0);
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if ~isempty(NegativeSemiVar)
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temp = UB(semicont_variables(NegativeSemiVar));
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UB(semicont_variables(NegativeSemiVar)) = -LB(semicont_variables(NegativeSemiVar));
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LB(semicont_variables(NegativeSemiVar)) = -temp;
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A(:,semicont_variables(NegativeSemiVar)) = -A(:,semicont_variables(NegativeSemiVar));
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C(semicont_variables(NegativeSemiVar)) = -C(semicont_variables(NegativeSemiVar));
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if ~isempty(x0)
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x0(NegativeSemiVar) = -NegativeSemiVar;
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end
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end
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end
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if nnz(Q)>0
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[ii,jj,kk] = find(Q);
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ii = ii-1;
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jj = jj-1;
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comp = computer;
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% According to Wotao's testing
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if isempty(strfind(comp,'64')) | isequal(comp,'GLNXA64') | isequal(comp,'PCWIN64')
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options.gurobi.QP.qrow = int32(ii)';
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options.gurobi.QP.qcol = int32(jj)';
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elseif strfind(comp,'MACI64')
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options.gurobi.QP.qrow = int32(ii)';
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options.gurobi.QP.qcol = int32(jj)';
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else
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options.gurobi.QP.qrow = int64(ii)';
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options.gurobi.QP.qcol = int64(jj)';
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end
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options.gurobi.QP.qval = kk';
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end
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if ~options.verbose
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options.gurobi.DisplayInterval = 0;
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options.gurobi.Display = 0;
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end
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if ~isempty(x0)
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options.gurobi.Start = x0(:)';
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end
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if options.savedebug
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save gurobidebug
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end
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if ~isempty(K.sos.type)
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options.gurobi.SOS.weights = spalloc(length(c),length(K.sos.type),0);
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for i = 1:length(K.sos.type)
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options.gurobi.SOS.types(i)= int32(str2num(K.sos.type(i)));
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options.gurobi.SOS.weights(K.sos.variables{i},i) = K.sos.weight{i};
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end
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end
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model.C = C;
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