120 lines
3.6 KiB
Mathematica
120 lines
3.6 KiB
Mathematica
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function output = callmpt3(interfacedata)
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% Speeds up solving LPs in mpmilp
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global MPTOPTIONS
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if ~isstruct(MPTOPTIONS)
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mpt_error
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end
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% Convert
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Matrices = yalmip2mpt(interfacedata);
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% Get some MPT options
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options = interfacedata.options;
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options.mpt.lpsolver = MPTOPTIONS.lpsolver;
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options.mpt.milpsolver = MPTOPTIONS.milpsolver;
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options.mpt.verbose = options.verbose;
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if options.savedebug
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save mptdebug Matrices
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end
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if options.mp.unbounded
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Matrices = removeExplorationConstraints(Matrices);
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end
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[dummy,un] = unique([Matrices.G Matrices.E Matrices.W],'rows');
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Matrices.G = Matrices.G(un,:);
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Matrices.E = Matrices.E(un,:);
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Matrices.W = Matrices.W(un,:);
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if isempty(Matrices.binary_var_index)
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showprogress('Calling MPT',options.showprogress);
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solvertime = tic;
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if options.mp.presolve
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[Matrices.lb,Matrices.ub] = mpt_detect_and_improve_bounds(Matrices,Matrices.lb,Matrices.ub,Matrices.binary_var_index,options);
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end
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if any(Matrices.lb(end-Matrices.nx+1:end) == Matrices.ub(end-Matrices.nx+1:end))
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model = [];
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else
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model = mpt_solvenode(Matrices,Matrices.lb,Matrices.ub,Matrices,[],options);
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end
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solvertime = toc(solvertime);
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else
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% Pre-solve required on binary problems
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options.mp.presolve = 1;
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solvertime = tic;
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switch options.mp.algorithm
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case 1
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showprogress('Calling MPT via enumeration',options.showprogress);
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model = mpt_enumeration_mpmilp(Matrices,options);
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case 2
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% Still experimental and just for fun. Not working!
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showprogress('Calling MPT via parametric B&B',options.showprogress);
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model = mpt_parbb(Matrices,options);
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case 3
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showprogress('Calling MPT via delayed enumeration',options.showprogress);
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[Matrices.SOS,Matrices.SOSVariables] = mpt_detect_sos(Matrices);
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[Matrices.lb,Matrices.ub] = mpt_detect_and_improve_bounds(Matrices,Matrices.lb,Matrices.ub,Matrices.binary_var_index,options);
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model = mpt_de_mpmilp(Matrices,options,[]);
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otherwise
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end
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solvertime = toc(solvertime);
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end
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if isempty(model)
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model = {model};
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end
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if options.verbose
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if ~isempty(model{1})
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if length(model) == 1
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disp(['-> Generated 1 partition.'])
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else
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disp(['-> Generated ' num2str(length(model)) ' partitions.'])
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end
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end
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end
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problem = 0;
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infostr = yalmiperror(problem,'MPT');
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% Save all data sent to solver?
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if options.savesolverinput
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solverinput.Matrices = Matrices;
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solverinput.options = [];
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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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% This always done
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if options.savesolveroutput
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solveroutput.model = model;
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solveroutput.U = interfacedata.used_variables(Matrices.free_var);%(Matrices.free_var <= length( interfacedata.used_variables)));
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solveroutput.x = interfacedata.used_variables(Matrices.param_var);
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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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Primal = nan*ones(length(interfacedata.c),1);
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Dual = [];
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output = createOutputStructure(Primal,Dual,[],problem,infostr,solverinput,solveroutput,solvertime);
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function Matrices = removeExplorationConstraints(Matrices);
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candidates = find((~any(Matrices.G,2)) & (sum(Matrices.E | Matrices.E,2) == 1));
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if ~isempty(candidates)
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Matrices.bndA = -Matrices.E(candidates,:);
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Matrices.bndb = Matrices.W(candidates,:);
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Matrices.G(candidates,:) = [];
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Matrices.E(candidates,:) = [];
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Matrices.W(candidates,:) = [];
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end
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