157 lines
3.9 KiB
Matlab
Executable File
157 lines
3.9 KiB
Matlab
Executable File
function output = calllinprog(interfacedata)
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% Standard input interface
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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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K = interfacedata.K;
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Q = interfacedata.Q;
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lb = interfacedata.lb;
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ub = interfacedata.ub;
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x0 = interfacedata.x0;
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binary_variables = interfacedata.binary_variables;
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integer_variables = interfacedata.integer_variables;
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showprogress('Calling BINTPROG',options.showprogress);
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if isempty(F_struc)
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Aeq = [];
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beq = [];
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A = [];
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b = [];
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else
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Aeq = -F_struc(1:1:K.f,2:end);
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beq = F_struc(1:1:K.f,1);
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A =-F_struc(K.f+1:end,2:end);
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b = F_struc(K.f+1:end,1);
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end
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% Any continuous varialbles
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if length(union(binary_variables,integer_variables)) < length(c)
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% Standard interface
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output.Primal = [];
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output.Dual = [];
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output.Slack = [];
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output.problem = -4;
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output.infostr = yalmiperror(-4);
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output.solverinput = [];
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output.solveroutput= [];
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output.solvertime = 0;
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return
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end
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if any(integer_variables)
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[lb,ub,used_rows] = findulb(F_struc,K);
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% Not explicitely bounded not allowed
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if any(any(isinf([lb(integer_variables) ub(integer_variables)])))
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% Standard interface
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if options.verbose
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disp('Error when preparing call to BINTPROG.')
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disp('There are unbounded integer varibles in your model!')
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disp('BINTPROG can only handle binary variables, and when')
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disp('YALMIP converts integer variables to binary, they')
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disp('must have explicit bounds in the model');
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disp('Solution: use some other MILP solver (such as BNB)')
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end
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output.Primal = [];
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output.Dual = [];
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output.Slack = [];
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output.problem = -4;
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output.infostr = yalmiperror(-4);
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output.solverinput = [];
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output.solveroutput= [];
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output.solvertime = 0;
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return
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else
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spread = ub(integer_variables) - lb(integer_variables);
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bits = ceil(log2(spread+1));
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H = full(sparse(find(ismember(1:length(c),binary_variables)),1:length(binary_variables),ones(1,length(binary_variables)),length(c),length(binary_variables)));
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for i = 1:length(integer_variables)
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j = integer_variables(i);
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H(j,end+1:end+bits(i)) = 2.^(0:bits(i)-1);
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end
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end
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xbase = zeros(length(c),1);
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xbase(integer_variables) = lb(integer_variables);
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Aold = A;
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A = Aold*H;
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b = b-Aold*xbase;
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beq = beq-Aeq*xbase;
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Aeq = Aeq*H;
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c = H'*c;
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else
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H = 1;
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xbase = 0;
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end
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switch options.verbose
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case 0
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options.bintprog.Display = 'off';
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case 1
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options.bintprog.Display = 'final';
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otherwise
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options.bintprog.Display = 'iter';
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end
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c = full(c);
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A = full(A);
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b = full(b);
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Aeq = full(Aeq);
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beq = full(beq);
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ops = options.bintprog;
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if options.savedebug
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save bintprogdebug c A b Aeq beq ops
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end
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solvertime = tic;
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[x,fmin,flag,output] = bintprog(c, A, b, sparse(Aeq), beq, x0,ops);
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solvertime = toc(solvertime);
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% Go back to integer variables
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if ~isempty(x)
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x = xbase + H*x;
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end
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problem = 0;
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% No duals
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D_struc = [];
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% Check, currently not exhaustive...
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switch flag
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case 1
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problem = 0;
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case {0,-4,-5,-6}
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problem = 3;
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case -2
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problem = 1;
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otherwise
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problem = -1;
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end
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infostr = yalmiperror(problem,'BINTPROG');
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% Save all data sent to solver?
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if options.savesolverinput
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solverinput.A = A;
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solverinput.b = b;
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solverinput.Aeq = Aq;
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solverinput.beq = beq;
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solverinput.c = c;
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solverinput.options = options.linprog;
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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.flag = flag;
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solveroutput.output=output;
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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); |