156 lines
3.6 KiB
Matlab
Executable File
156 lines
3.6 KiB
Matlab
Executable File
function output = callcplexint(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 CPLEXINT',options.showprogress);
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SENSE = 1;
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n_original = length(c);
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if K.q(1)>0
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% To simplyfy code, we currently normalize everything to z'*z<x0^2
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nNEW = sum(K.q);
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if ~isempty(x0)
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x0 = [x0;full(F_struc(1+K.f+K.l:end,:))*[1;x0]];
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end
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F_strucSOCP = [F_struc(1+K.f+K.l:end,:) -speye(nNEW)];
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F_struc = [F_struc(1:K.f+K.l,:) spalloc(K.f+K.l,nNEW,0)];
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UB = [UB;inf(nNEW,1)];
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c = [c;spalloc(nNEW,1,0)];
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Q = blkdiag(Q,spalloc(nNEW,nNEW,0));
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iCone = n_original+1;
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% ri = zeros(1,length(K.q));
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% Li = spalloc(n_original+nNEW,length(K.q),0);
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for i = 1:length(K.q);
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QC(i).Q = (sparse(iCone:iCone+K.q(i)-1,iCone:iCone+K.q(i)-1,[-1 ones(1,K.q(i)-1)],n_original+nNEW,n_original+nNEW));
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QC(i).r = 0;
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QC(i).L = zeros(n_original+nNEW,1)';
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LB = [LB;0;-inf(K.q(i)-1,1)];
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iCone = iCone + K.q(i);
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end
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F_struc = [F_strucSOCP;F_struc];
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K.f = K.f + nNEW;
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else
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QC = [];
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end
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C = full(c);
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if K.l+K.f+K.q == 0
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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(1:K.f+K.l,2:end));
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B = full(F_struc(1:K.f+K.l,1));
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end
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INDEQ = [];
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if K.f>0
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INDEQ(1:K.f) = 1:K.f;
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end
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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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PARAM = options.cplex.param;
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OPTIONS.verbose = options.verbose;
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OPTIONS.logfile = options.cplex.logfile;
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if ~isempty(x0)
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OPTIONS.x0 = [(1:length(x0))' x0(:)];
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end
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if options.savedebug
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save cplexintdebug H C A B LB UB QC VARTYPE INDEQ PARAM OPTIONS
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end
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if ~isempty(PARAM.double)
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i = find(PARAM.double(:,1)==1025);
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if ~isempty(i)
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PARAM.double(i,2) = PARAM.double(i,2)-interfacedata.f;
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end
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i = find(PARAM.double(:,1)==1026);
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if ~isempty(i)
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PARAM.double(i,2) = PARAM.double(i,2)-interfacedata.f;
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end
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end
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% Call mex-interface
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solvertime = tic;
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[x,FMIN,SOLSTAT,DETAILS] = cplexint(H, C, A, B, INDEQ, QC, LB, UB,VARTYPE,PARAM,OPTIONS);
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solvertime = toc(solvertime);
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problem = 0;
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D_struc = -DETAILS.dual;
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if K.q(1)>0
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D_struc=[];
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end
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if isempty(x)
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x = zeros(n_original,1);
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else
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x = x(1:n_original);
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end
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switch SOLSTAT
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case {1,101,102}
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problem = 0;
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case {3,22,103}
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problem = 1;
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case 108
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problem = 3;
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case {2}
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problem = 2;
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case {4,119}
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problem = 12;
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otherwise
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problem = -1;
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end
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infostr = yalmiperror(problem,'CPLEXINT');
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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.INDEQ = INDEQ;
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solverinput.QC = QC;
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solverinput.B = B;
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solverinput.VARTYPE = VARTYPE;
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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.SOLSTAT = SOLSTAT;
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solveroutput.DETAILS=DETAILS;
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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); |