99 lines
2.3 KiB
Mathematica
99 lines
2.3 KiB
Mathematica
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function output = callgurobi(interfacedata)
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options = interfacedata.options;
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nOriginal = length(interfacedata.c);
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model = yalmip2gurobi(interfacedata);
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if interfacedata.options.savedebug
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save gurobidebug model
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end
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if options.showprogress;showprogress('Calling GUROBI',options.showprogress);end
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solvertime = tic;
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result = gurobi(model,model.params);
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solvertime = toc(solvertime);
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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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if isfield(result,'x')
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x = result.x;
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if length(x) == length(model.obj)
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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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x = x(1:nOriginal);
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else
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x = zeros(nOriginal,1);
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end
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problem = 0;
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qcDual = [];
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if isfield(result,'pi')
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% Gurobi has reversed sign-convention
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D_struc = -result.pi;
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if sum(interfacedata.K.q) > 0
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% YALMIP has appended equalities to model normalized SOCP variables
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% These duals should be moved to the assumed SOCP dual position
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% order: socp, equality, linear element
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% order: equality, linear element, socp
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m = sum(interfacedata.K.q);
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socpDuals = D_struc(1:m);
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D_struc(1:m)=[];
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D_struc = [D_struc(1:interfacedata.K.f+interfacedata.K.l);socpDuals];
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end
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else
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D_struc = [];
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end
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if isfield(result,'qcpi')
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qcDual = result.qcpi;
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end
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switch result.status
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case 'OPTIMAL'
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problem =0;
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case 'INFEASIBLE'
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problem = 1;
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case 'UNBOUNDED'
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problem = 2;
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case {'ITERATION_LIMIT','TIME_LIMIT','NODE_LIMIT'}
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problem = 3;
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case {'NUMERIC','SUBOPTIMAL'}
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problem = 4;
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case 'INF_OR_UNBD'
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problem = 12;
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case 'INTERRUPTED';
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problem = 16;
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otherwise
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problem = -1;
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end
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% Save all data sent to solver?
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if interfacedata.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 interfacedata.options.savesolveroutput
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solveroutput.result = result;
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else
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solveroutput = [];
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end
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infostr = yalmiperror(problem,interfacedata.solver.tag);
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% Standard interface
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output = createOutputStructure(x,D_struc,[],problem,infostr,solverinput,solveroutput,solvertime);
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output.qcDual = qcDual;
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