function output = calllindo_nlp(interfacedata) global MY_LICENSE_FILE persistent iEnv % Instead of calling lindo, we define the parameters we need. This is % needed to speed up repeated calls %lindo LSERR_NO_ERROR = 0000; LS_IPARAM_NLP_PRINTLEVEL = 203; LS_IPARAM_NLP_SOLVER = 201; LS_IPARAM_NLP_MAXLOCALSEARCH = 221; LS_STATUS_OPTIMAL = 1; LS_STATUS_BASIC_OPTIMAL = 2; LS_STATUS_INFEASIBLE = 3; LS_STATUS_UNBOUNDED = 4; LS_STATUS_FEASIBLE = 5; LS_STATUS_INFORUNB = 6; LS_STATUS_NEAR_OPTIMAL = 7; LS_STATUS_LOCAL_OPTIMAL = 8; LS_STATUS_LOCAL_INFEASIBLE = 9; LS_STATUS_CUTOFF = 10; LS_STATUS_NUMERICAL_ERROR = 11; LS_STATUS_UNKNOWN = 12; LS_STATUS_UNLOADED = 13; LS_STATUS_LOADED = 14; LS_METHOD_FREE = 0; LS_METHOD_PSIMPLEX = 1; LS_METHOD_DSIMPLEX = 2; LS_METHOD_BARRIER = 3; LS_METHOD_NLP = 4; LS_NMETHOD_FREE = 4; LS_NMETHOD_CONOPT = 7; LS_NMETHOD_MSW_GRG = 9; if isempty(iEnv) % This call is mighty slow, so we do it only once, unless uses clears % everything [MY_LICENSE_KEY,Err] = mxlindo('LSloadLicenseString',MY_LICENSE_FILE); [iEnv,nErr]=mxlindo('LScreateEnv',MY_LICENSE_KEY); if nErr ~= LSERR_NO_ERROR;output = returnempty(-5); return; end; end % Retrieve needed data options = interfacedata.options; F_struc = interfacedata.F_struc; c = interfacedata.c; K = interfacedata.K; x0 = interfacedata.x0; Q = interfacedata.Q; lb = interfacedata.lb; ub = interfacedata.ub; monomtable = interfacedata.monomtable; % Do some pre-calc to be used in callbacks nonlinearindicies = find(interfacedata.variabletype~=0); nonlinearindicies = unionstripped(nonlinearindicies,interfacedata.evalVariables); linearindicies = find(interfacedata.variabletype==0); linearindicies = setdiff1D(linearindicies,nonlinearindicies); interfacedata.nonlinearindicies = nonlinearindicies; interfacedata.linearindicies = linearindicies; % Init model size m = K.l + K.f; n = length(c); % Specifying variable types... vtype = repmat('C',1,length(c(linearindicies))); vtype(interfacedata.integer_variables) = 'I'; oshift = interfacedata.f; if m == 0 interfacedata.F_struc = [1e6 -ones(1,length(c))]; K.l = 1; F_struc = [1e6 -ones(1,length(c))]; m = 1; csense = [repmat('E',1,K.f) repmat('L',1,K.l)]; end [Nbegcol,Nlencol,Nrowndx] = lindosparse(ones(m,length(linearindicies))); oJacobian = ones(length(linearindicies),1); Nobjndx = find(oJacobian) - 1; Nobjcnt = length(Nobjndx); if isempty(Nobjndx) Nobjndx = []; end %[Nbegcol,Nlencol,Nrowndx,Nobjcnt,Nobjndx,Apatt] = jacSparsityGeometric(interfacedata); % A = -F_struc(:,1+linearindicies); % b = full(F_struc(:,1)); csense = [repmat('E',1,K.f) repmat('L',1,K.l)]; % A = A.*(~Apatt); % b(any(Apatt,2)) = 0; [iModel,nErr]=mxlindo('LScreateModel',iEnv); if nErr ~= LSERR_NO_ERROR;output = returnempty(11); return; end; % SETUP data for callbacks mt = interfacedata.monomtable; linear_variables = find((sum(abs(mt),2)==1) & (any(mt==1,2))); nonlinear_variables = setdiff((1:size(mt,1))',linear_variables); sigmonial_variables = find(any(0>mt,2) | any(mt-fix(mt),2)); extended_variables = interfacedata.extended_variables; [prob,problem] = yalmip2geometric(options,F_struc,c,Q,K,ub,lb,mt,linear_variables,extended_variables); prob.interfacedata = interfacedata; if problem output = createoutput([],[],[],problem,'LINDO',[],[],0); return end lindo_fungp([],[],[],[],[],[],prob); [nErr] = mxlindo('LSsetFuncalc', iModel, 'lindo_fungp',prob); if nErr ~= LSERR_NO_ERROR;output = returnempty(11); return; end; [nErr] = mxlindo('LSsetModelIntParameter', iModel, LS_IPARAM_NLP_PRINTLEVEL, options.verbose+1); if nErr ~= LSERR_NO_ERROR;output = returnempty(11); return; end; % Set NLP solver [nErr] = mxlindo('LSsetModelIntParameter', iModel, LS_IPARAM_NLP_SOLVER, eval(options.lindo.LS_IPARAM_NLP_SOLVER)); [nErr] = mxlindo('LSsetModelIntParameter', iModel, LS_IPARAM_NLP_MAXLOCALSEARCH,options.lindo.LS_IPARAM_NLP_MAXLOCALSEARCH); % Load the LP portion of model if ~isempty(lb) lb = lb(linear_variables); ind = find(lb<1e-2); lb(ind) = exp(log(1e-2)+(lb(ind)-1e-2)/1e-2); lb = log(lb+sqrt(eps)); end if ~isempty(ub) ub = ub(linear_variables); ind = find(ub<1e-2); ub(ind) = exp(log(1e-2)+(ub(ind)-1e-2)/1e-2); ub = log(ub+sqrt(eps)); end b = zeros(m,1); A = spalloc(m,length(linearindicies),0); [nErr] = mxlindo('LSXloadLPData', iModel, 1, 0, zeros(length(linearindicies),1),b, csense,A, lb, ub); if nErr ~= LSERR_NO_ERROR;output = createoutput(11); return; end; nErr = mxlindo('LSloadVarType',iModel,vtype); if nErr ~= LSERR_NO_ERROR;output = createoutput(11); return; end; % Load the NLP portion of the model [nErr] = mxlindo('LSloadNLPData', iModel, Nbegcol, Nlencol,[], Nrowndx, Nobjcnt,Nobjndx,[]); if nErr ~= LSERR_NO_ERROR;output = createoutput(11); return; end; % Optimize model solvertime = clock; if isempty(interfacedata.integer_variables) solver = 2; else solver = 1; end solvertime = tic; switch solver case 1 [solstat,nErr] = mxlindo('LSsolveMIP', iModel); if ~ismember(solstat,[2009 LS_STATUS_INFEASIBLE]) [x,nErr] = mxlindo('LSgetMIPPrimalSolution',iModel); else x = zeros(length(linearindicies),1); end case 2 [solstat,nErr] = mxlindo('LSoptimize', iModel, eval(options.lindo.LS_METHOD)); if ~ismember(solstat,[2009 LS_STATUS_INFEASIBLE]) [x,nErr] = mxlindo('LSgetPrimalSolution',iModel); else x = zeros(length(linearindicies),1); end case 3 [solStatus,nErr] = mxlindo('LSsolveGOP', iModel); [x,nErr] = mxlindo('LSgetPrimalSolution',iModel); otherwise end solvertime = toc(solvertime); w = zeros(length(c),1);w(linearindicies) = exp(x); y = []; %[nErr]=mxlindo('LSdeleteEnv',iEnv); [nErr]=mxlindo('LSdeleteModel',iModel); switch solstat case {LS_STATUS_OPTIMAL,LS_STATUS_BASIC_OPTIMAL,7,8} problem = 0; case {LS_STATUS_INFEASIBLE} problem = 1; case {LS_STATUS_UNBOUNDED} problem = 2; otherwise problem = 11; end infostr = yalmiperror(problem,'LINDO-QP'); % Save all data sent to solver? if options.savesolverinput solverinput.solstat = solstat; solverinput.nErr = nErr; solverinput.x = x; else solverinput = []; end % Save all data from the solver? if options.savesolveroutput solveroutput.x = x; solveroutput.fmin = fmin; solveroutput.flag = flag; solveroutput.output=output; solveroutput.lambda=lambda; else solveroutput = []; end % Standard interface output = createoutput(w,y,[],problem,'LINDO',solverinput,solveroutput,solvertime);