1 | function output = callcplexmex(interfacedata) |
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2 | |
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3 | % Author Johan Löfberg |
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4 | % $Id: callcplexmex.m,v 1.4 2006/05/03 07:58:45 joloef Exp $ |
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5 | |
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6 | % Retrieve needed data |
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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 | Q = interfacedata.Q; |
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11 | K = interfacedata.K; |
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12 | x0 = interfacedata.x0; |
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13 | integer_variables = interfacedata.integer_variables; |
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14 | binary_variables = interfacedata.binary_variables; |
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15 | LB = interfacedata.lb; |
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16 | UB = interfacedata.ub; |
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17 | |
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18 | showprogress('Calling CPLEXMEX',options.showprogress); |
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19 | |
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20 | if ~isempty(LB) |
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21 | LB(isinf(LB)) = -1e12; |
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22 | UB(isinf(UB)) = 1e12; |
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23 | end |
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24 | |
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25 | SENSE = 1; |
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26 | C = c(:); |
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27 | if ~isempty(F_struc) |
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28 | A =-F_struc(:,2:end); |
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29 | B = full(F_struc(:,1)); |
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30 | else |
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31 | A = zeros(1,length(c));A(1)=1; |
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32 | B = 1e6; |
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33 | end |
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34 | |
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35 | H = 2*full(Q); |
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36 | if nnz(H)==0 |
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37 | H = []; |
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38 | end |
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39 | |
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40 | CTYPE = repmat('L',K.l+K.f,1); % Standard variables |
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41 | CTYPE(1:K.f) = 'E'; % Equality constrained variables |
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42 | VARTYPE = repmat('C',size(A,2),1); |
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43 | VARTYPE(binary_variables) = 'B'; |
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44 | VARTYPE(integer_variables) = 'I'; |
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45 | |
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46 | options.cplexmex.msglev = options.verbose; |
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47 | if options.cplexmex.msglev>1 |
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48 | options.cplexmex.msglev = 1; |
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49 | end |
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50 | |
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51 | % Call mex-interface |
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52 | solvertime = clock; |
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53 | if options.savedebug |
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54 | save cplexmexdebug |
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55 | end |
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56 | |
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57 | [x,OPT,STATUS,EXTRA]= cplexmex(SENSE,H,C,A,B,CTYPE,LB,UB,VARTYPE,x0,options.cplexmex); |
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58 | solvertime = etime(clock,solvertime); |
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59 | problem = 0; |
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60 | |
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61 | D_struc = -EXTRA.lambda; |
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62 | |
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63 | % Check, currently not exhaustive... |
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64 | switch STATUS |
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65 | case {1,101,102} |
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66 | problem = 0; |
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67 | case {3,103} |
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68 | problem = 1; |
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69 | case {2,118} |
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70 | problem = 2; |
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71 | case {4,119} |
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72 | problem = 12; |
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73 | otherwise |
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74 | problem = -1; |
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75 | end |
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76 | infostr = yalmiperror(problem,'CPLEXMEX'); |
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77 | |
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78 | % Save all data sent to solver? |
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79 | if options.savesolverinput |
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80 | solverinput.SENSE = SENSE; |
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81 | solverinput.H = H; |
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82 | solverinput.A = A; |
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83 | solverinput.C = C; |
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84 | solverinput.B = B; |
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85 | solverinput.CTYPE = CTYPE; |
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86 | solverinput.LB = LB; |
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87 | solverinput.UB = UB; |
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88 | solverinput.VARTYPE = VARTYPE; |
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89 | solverinput.x0 = x0; |
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90 | solverinput.param = options.cplexmex; |
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91 | else |
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92 | solverinput = []; |
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93 | end |
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94 | |
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95 | % Save all data from the solver? |
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96 | if options.savesolveroutput |
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97 | solveroutput.X = x; |
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98 | solveroutput.OPT = OPT; |
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99 | solveroutput.STATUS = STATUS; |
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100 | solveroutput.EXTRA = EXTRA; |
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101 | else |
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102 | solveroutput = []; |
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103 | end |
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104 | |
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105 | % Standard interface |
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106 | output.Primal = x; |
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107 | output.Dual = D_struc; |
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108 | output.Slack = []; |
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109 | output.problem = problem; |
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110 | output.infostr = infostr; |
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111 | output.solverinput = solverinput; |
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112 | output.solveroutput= solveroutput; |
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113 | output.solvertime = solvertime; |
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