[37] | 1 | function output = calllindo_miqp(interfacedata) |
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| 2 | |
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| 3 | global MY_LICENSE_FILE |
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| 4 | lindo |
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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 | K = interfacedata.K; |
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| 11 | x0 = interfacedata.x0; |
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| 12 | Q = interfacedata.Q; |
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| 13 | lb = interfacedata.lb; |
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| 14 | ub = interfacedata.ub; |
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| 15 | monomtable = interfacedata.monomtable; |
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| 16 | |
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| 17 | lindo; |
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| 18 | |
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| 19 | if ~isempty(F_struc) |
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| 20 | A = -F_struc(:,2:end); |
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| 21 | b = F_struc(:,1); |
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| 22 | csense = [repmat('E',1,K.f) repmat('L',1,K.l)]; |
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| 23 | else |
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| 24 | A = []; |
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| 25 | b = []; |
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| 26 | csense = []; |
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| 27 | |
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| 28 | A = ones(1,length(c)); |
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| 29 | b = 1e6; |
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| 30 | csense = 'L'; |
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| 31 | end |
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| 32 | |
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| 33 | % Specifying variable types... |
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| 34 | vtype = repmat('C',1,length(c)); |
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| 35 | vtype(interfacedata.integer_variables) = 'I'; |
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| 36 | |
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| 37 | % Specifying the quadratic portion of the problem data |
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| 38 | [QCvar1,QCvar2,QCcoef] = find(triu(Q)); |
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| 39 | QCrows = zeros(1,length(QCvar1)); |
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| 40 | QCvar1 = QCvar1 - 1; |
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| 41 | QCvar2 = QCvar2 - 1; |
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| 42 | |
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| 43 | % Solve the problem using the generic QP/LP/MIP/MIQP solver (lmsolvemp.m) |
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| 44 | objsen=LS_MIN; |
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| 45 | solver=eval(options.lindo.LS_METHOD); |
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| 46 | |
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| 47 | solvertime = clock; |
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| 48 | if nnz(Q)>0 |
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| 49 | [x,D_struc,s,dj,pobj,solstat,nErr] = LMsolvem(A,full(b),full(c),csense,lb,ub,vtype,QCrows-1,QCvar1,QCvar2,2*QCcoef,objsen,solver,options.verbose); |
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| 50 | else |
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| 51 | [x,D_struc,s,dj,pobj,solstat,nErr] = LMsolvem(A,full(b),full(c),csense,lb,ub,vtype,[],[],[],[],objsen,solver,options.verbose); |
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| 52 | end |
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| 53 | if interfacedata.getsolvertime solvertime = etime(clock,solvertime);else solvertime = 0;end |
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| 54 | |
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| 55 | switch solstat |
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| 56 | case {LS_STATUS_OPTIMAL,LS_STATUS_BASIC_OPTIMAL,7,8} |
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| 57 | problem = 0; |
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| 58 | case {LS_STATUS_INFEASIBLE} |
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| 59 | problem = 1; |
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| 60 | case {LS_STATUS_UNBOUNDED} |
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| 61 | problem = 2; |
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| 62 | otherwise |
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| 63 | problem = 11; |
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| 64 | end |
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| 65 | infostr = yalmiperror(problem,'LINDO-QP'); |
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| 66 | |
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| 67 | % Save all data sent to solver? |
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| 68 | if options.savesolverinput |
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| 69 | solverinput.A = A; |
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| 70 | solverinput.b = b; |
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| 71 | solverinput.c = c; |
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| 72 | solverinput.csense = csense; |
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| 73 | solverinput.vtype = vtype; |
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| 74 | solverinput.lb = lb; |
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| 75 | solverinput.vtype = vtype; |
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| 76 | solverinput.objsen = objsen; |
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| 77 | solverinput.solver = solver; |
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| 78 | solverinput.options = options.fmincon; |
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| 79 | else |
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| 80 | solverinput = []; |
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| 81 | end |
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| 82 | |
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| 83 | % Save all data from the solver? |
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| 84 | if options.savesolveroutput |
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| 85 | solveroutput.w = x; |
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| 86 | solveroutput.y = D_struc; |
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| 87 | solveroutput.s = s; |
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| 88 | solveroutput.pobj=pobj; |
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| 89 | solveroutput.solstat=solstat; |
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| 90 | solveroutput.nErr=nErr; |
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| 91 | else |
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| 92 | solveroutput = []; |
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| 93 | end |
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| 94 | |
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| 95 | % Standard interface |
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| 96 | output = createoutput(x,D_struc,[],problem,'LINDO',solverinput,solveroutput,solvertime); |
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