131 lines
2.8 KiB
Mathematica
131 lines
2.8 KiB
Mathematica
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function output = callmexpress11(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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c = interfacedata.c;
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Q = interfacedata.Q;
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K = interfacedata.K;
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x0 = interfacedata.x0;
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integer_variables = interfacedata.integer_variables;
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binary_variables = interfacedata.binary_variables;
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UB = interfacedata.ub;
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LB = interfacedata.lb;
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showprogress('Calling XPRESS',options.showprogress);
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SENSE = 1;
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C = full(c);
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if isempty(F_struc)
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A = zeros(1,length(c));A(1)=1;
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B = 1e6;
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else
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A =-(F_struc(:,2:end));
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B = full(F_struc(:,1));
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end
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% XPRESS complains about large bounds
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if isempty(LB)
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% LB = repmat(-2147483647,length(c),1);
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else
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LB(LB<-2147483647) = -2147483647;
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end
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if isempty(UB)
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% UB = repmat(2147483647,length(c),1);
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else
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UB(UB>2147483647) = 2147483647;
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end
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CTYPE = repmat('L',K.l+K.f,1); % Inequalities
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CTYPE(1:K.f) = 'E'; % Equality constraints
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VARTYPE = repmat('C',size(A,2),1);
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VARTYPE(integer_variables)='I'; % Integer variables
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VARTYPE(binary_variables) ='B'; % Binary variables
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if nnz(Q)==0
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H = [];
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else
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H = full(2*Q);
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end
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if options.verbose==0
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options.xpress.msglev = 0;
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else
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options.xpress.msglev = 1;
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end
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if options.savedebug
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save mexpressdebug SENSE H C A B CTYPE LB UB VARTYPE options
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end
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% Call mex-interface
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solvertime = tic;
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[x,FMIN,STATUS,EXTRA] = xpress(H,C,A,B,LB,UB,CTYPE,VARTYPE,SENSE,options.xpress);
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solvertime = toc(solvertime);
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problem = 0;
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if isstruct(EXTRA)
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D_struc = -EXTRA.lambda;
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else
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D_struc = [];
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end
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% Check (error code depends on problem type!)
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if isempty(union(binary_variables,integer_variables))
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switch STATUS
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case 1
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problem = 0;
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case 2
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problem = 1;
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case 5
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problem = 2;
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case 4
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problem = 3;
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case {0,3,6}
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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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else
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switch STATUS
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case 6
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problem = 0;
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case 5
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problem = 1;
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case 4
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problem = 2;
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case {4,3}
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problem = 3;
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case {0,1,2}
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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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end
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infostr = yalmiperror(problem,'MEXPRESS');
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% Save all data sent to solver?
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if options.savesolverinput
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solverinput.H = H;
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solverinput.A = A;
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solverinput.C = C;
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solverinput.B = B;
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solverinput.CTYPE = CTYPE;
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solverinput.LB = LB;
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solverinput.UB = UB;
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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.FMIN = FMIN;
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solveroutput.STATUS = STATUS;
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solveroutput.EXTRA=EXTRA;
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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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output = createOutputStructure(x,D_struc,[],problem,infostr,solverinput,solveroutput,solvertime);
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