[37] | 1 | function output = calllinprog(interfacedata) |
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| 2 | |
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| 3 | % Author Johan Löfberg |
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| 4 | % $Id: callbintprog.m,v 1.4 2005/05/07 13:53:20 joloef Exp $ |
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| 5 | |
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| 6 | % Standard input interface |
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| 7 | options = interfacedata.options; |
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| 8 | F_struc = interfacedata.F_struc; |
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| 9 | c = interfacedata.c; |
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| 10 | K = interfacedata.K; |
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| 11 | Q = interfacedata.Q; |
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| 12 | lb = interfacedata.lb; |
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| 13 | ub = interfacedata.ub; |
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| 14 | x0 = interfacedata.x0; |
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| 15 | binary_variables = interfacedata.binary_variables; |
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| 16 | integer_variables = interfacedata.integer_variables; |
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| 17 | |
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| 18 | showprogress('Calling BINTPROG',options.showprogress); |
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| 19 | |
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| 20 | if isempty(F_struc) |
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| 21 | Aeq = []; |
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| 22 | beq = []; |
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| 23 | A = []; |
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| 24 | b = []; |
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| 25 | else |
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| 26 | Aeq = -F_struc(1:1:K.f,2:end); |
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| 27 | beq = F_struc(1:1:K.f,1); |
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| 28 | A =-F_struc(K.f+1:end,2:end); |
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| 29 | b = F_struc(K.f+1:end,1); |
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| 30 | end |
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| 31 | solvertime = clock; |
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| 32 | |
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| 33 | % Any continuous varialbles |
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| 34 | if length(union(binary_variables,integer_variables)) < length(c) |
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| 35 | % Standard interface |
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| 36 | output.Primal = []; |
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| 37 | output.Dual = []; |
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| 38 | output.Slack = []; |
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| 39 | output.problem = -4; |
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| 40 | output.infostr = yalmiperror(-4); |
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| 41 | output.solverinput = []; |
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| 42 | output.solveroutput= []; |
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| 43 | output.solvertime = 0; |
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| 44 | return |
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| 45 | end |
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| 46 | |
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| 47 | if any(integer_variables) |
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| 48 | [lb,ub,used_rows] = findulb(F_struc,K); |
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| 49 | % Not explicitely bounded not allowed |
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| 50 | if any(isinf([lb(integer_variables) ub(integer_variables)])) | any(isinf([lb(integer_variables) ub(integer_variables)])) |
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| 51 | % Standard interface |
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| 52 | output.Primal = []; |
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| 53 | output.Dual = []; |
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| 54 | output.Slack = []; |
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| 55 | output.problem = -4; |
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| 56 | output.infostr = yalmiperror(-4); |
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| 57 | output.solverinput = []; |
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| 58 | output.solveroutput= []; |
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| 59 | output.solvertime = 0; |
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| 60 | return |
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| 61 | else |
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| 62 | spread = ub(integer_variables) - lb(integer_variables); |
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| 63 | bits = ceil(log2(spread+1)); |
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| 64 | 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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| 65 | for i = 1:length(integer_variables) |
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| 66 | j = integer_variables(i); |
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| 67 | H(j,end+1:end+bits(i)) = 2.^(0:bits(i)-1); |
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| 68 | end |
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| 69 | end |
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| 70 | xbase = zeros(length(c),1); |
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| 71 | xbase(integer_variables) = lb(integer_variables); |
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| 72 | Aold = A; |
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| 73 | A = Aold*H; |
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| 74 | b = b-Aold*xbase; |
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| 75 | beq = beq-Aeq*xbase; |
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| 76 | Aeq = Aeq*H; |
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| 77 | c = H'*c; |
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| 78 | else |
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| 79 | H = 1; |
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| 80 | xbase = 0; |
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| 81 | end |
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| 82 | |
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| 83 | switch options.verbose |
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| 84 | case 0 |
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| 85 | options.bintprog.Display = 'off'; |
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| 86 | case 1 |
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| 87 | options.bintprog.Display = 'final'; |
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| 88 | otherwise |
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| 89 | options.bintprog.Display = 'iter'; |
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| 90 | end |
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| 91 | |
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| 92 | c = full(c); |
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| 93 | A = full(A); |
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| 94 | b = full(b); |
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| 95 | Aeq = full(Aeq); |
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| 96 | beq = full(beq); |
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| 97 | ops = options.bintprog; |
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| 98 | if options.savedebug |
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| 99 | save bintprogdebug c A b Aeq beq ops |
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| 100 | end |
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| 101 | |
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| 102 | [x,fmin,flag,output] = bintprog(c, A, b, Aeq, beq, x0,ops); |
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| 103 | |
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| 104 | % Go back to integer variables |
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| 105 | if ~isempty(x) |
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| 106 | x = xbase + H*x; |
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| 107 | end |
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| 108 | |
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| 109 | solvertime = etime(clock,solvertime); |
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| 110 | problem = 0; |
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| 111 | |
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| 112 | % No duals |
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| 113 | D_struc = []; |
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| 114 | |
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| 115 | % Check, currently not exhaustive... |
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| 116 | switch flag |
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| 117 | case 1 |
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| 118 | problem = 0; |
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| 119 | case {0,-4,-5,-6} |
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| 120 | problem = 3; |
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| 121 | case -2 |
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| 122 | problem = 1; |
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| 123 | otherwise |
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| 124 | problem = -1; |
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| 125 | end |
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| 126 | |
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| 127 | infostr = yalmiperror(problem,'BINTPROG'); |
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| 128 | |
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| 129 | % Save all data sent to solver? |
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| 130 | if options.savesolverinput |
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| 131 | solverinput.A = A; |
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| 132 | solverinput.b = b; |
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| 133 | solverinput.Aeq = Aq; |
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| 134 | solverinput.beq = beq; |
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| 135 | solverinput.c = c; |
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| 136 | solverinput.options = options.linprog; |
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| 137 | else |
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| 138 | solverinput = []; |
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| 139 | end |
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| 140 | |
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| 141 | % Save all data from the solver? |
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| 142 | if options.savesolveroutput |
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| 143 | solveroutput.x = x; |
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| 144 | solveroutput.fmin = fmin; |
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| 145 | solveroutput.flag = flag; |
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| 146 | solveroutput.output=output; |
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| 147 | else |
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| 148 | solveroutput = []; |
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| 149 | end |
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| 150 | |
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| 151 | % Standard interface |
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| 152 | output.Primal = x; |
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| 153 | output.Dual = D_struc; |
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| 154 | output.Slack = []; |
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| 155 | output.problem = problem; |
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| 156 | output.infostr = infostr; |
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| 157 | output.solverinput = solverinput; |
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| 158 | output.solveroutput= solveroutput; |
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| 159 | output.solvertime = solvertime; |
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