1 | function output = calllpsolve(interfacedata) |
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2 | |
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3 | % Author Johan Löfberg |
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4 | % $Id: calllpsolve.m,v 1.9 2006/05/23 14:15:22 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 | K = interfacedata.K; |
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11 | integer_variables = interfacedata.integer_variables; |
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12 | binary_variables = interfacedata.binary_variables; |
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13 | ub = interfacedata.ub; |
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14 | lb = interfacedata.lb; |
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15 | |
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16 | n = length(c); |
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17 | % Bounded variables converted to constraints |
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18 | if ~isempty(ub) |
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19 | LB = lb; |
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20 | UB = ub; |
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21 | % LB(isinf(LB)) = -1e12; |
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22 | % UB(isinf(UB)) = 1e12; |
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23 | else |
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24 | if isempty(integer_variables) & isempty(binary_variables) |
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25 | LB = -ones(n,1)*inf;;%-ones(n,1)*0; |
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26 | UB = ones(n,1)*inf;;%[];%ones(n,1)*500; |
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27 | else |
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28 | %LP_SOLVE FAILS IF BOUNDS NOT EXPLICIT |
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29 | [LB,UB,used_rows] = findulb(F_struc,K); |
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30 | LB(isinf(LB)) = -1e12; |
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31 | UB(isinf(UB)) = 1e12; |
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32 | F_struc(K.f+used_rows,:)=[]; |
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33 | K.l = K.l - length(used_rows); |
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34 | LB(binary_variables) = max(LB(binary_variables),0); |
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35 | UB(binary_variables) = min(UB(binary_variables),0); |
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36 | end |
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37 | end |
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38 | |
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39 | if options.showprogress;showprogress('Calling LPSOLVE',options.showprogress);end |
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40 | |
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41 | f = - full(c); % Must be full |
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42 | A = - F_struc(:,2:end); |
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43 | b = full(F_struc(:,1)); % Must be full |
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44 | e = -ones(size(A,1),1); |
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45 | e(1:K.f) = 0; |
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46 | |
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47 | xint = uniquestripped([integer_variables binary_variables]); |
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48 | |
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49 | % Call mex-interface |
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50 | solvertime = clock; |
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51 | if options.savedebug |
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52 | save mxlpsolvedebug f A b e UB LB xint |
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53 | end |
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54 | |
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55 | lp = create_lp_solve_model(A,b,f,xint,LB,UB,e,options); |
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56 | |
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57 | try |
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58 | solvertime = clock; |
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59 | if options.showprogress;showprogress(['Calling ' interfacedata.solver.tag],options.showprogress);end |
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60 | result=mxlpsolve('solve', lp); |
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61 | solvertime = etime(clock,solvertime); |
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62 | if result == 0 | result == 1 | result == 11 | result == 12 |
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63 | [obj, x, duals] = mxlpsolve('get_solution', lp); |
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64 | else |
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65 | obj = []; |
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66 | x = zeros(length(c),1); |
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67 | duals = []; |
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68 | end |
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69 | mxlpsolve('delete_lp', lp); |
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70 | catch |
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71 | obj = []; |
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72 | x = zeros(length(c),1); |
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73 | duals = []; |
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74 | result = -1; |
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75 | mxlpsolve('delete_lp', lp); |
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76 | end |
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77 | |
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78 | if options.saveduals & isempty(integer_variables) |
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79 | D_struc = duals; |
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80 | else |
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81 | D_struc = []; |
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82 | end |
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83 | |
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84 | switch result |
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85 | case 0 |
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86 | problem = 0; % OPTIMAL |
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87 | case 2 |
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88 | problem = 1; % INFEASIBLE |
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89 | case 3 |
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90 | problem = 2; % UNBOUNDED |
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91 | case {1,7,12,13} |
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92 | problem = 3; % RUN OUT OF TIME OR SIMILIAR |
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93 | case 5 |
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94 | problem = 4; |
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95 | case {-2,10,11} |
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96 | problem = 11; |
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97 | otherwise |
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98 | problem = -1; |
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99 | end |
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100 | |
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101 | infostr = yalmiperror(problem,interfacedata.solver.tag); |
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102 | |
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103 | % Save all data sent to solver? |
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104 | if options.savesolverinput |
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105 | solverinput.A = A; |
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106 | solverinput.f = f; |
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107 | solverinput.b = b; |
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108 | solverinput.LB = LB; |
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109 | solverinput.UB = UB; |
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110 | solverinput.xint = xint; |
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111 | else |
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112 | solverinput = []; |
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113 | end |
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114 | |
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115 | % Save all data from the solver? |
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116 | if options.savesolveroutput |
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117 | solveroutput.x = x; |
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118 | solveroutput.obj = obj; |
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119 | solveroutput.duals = duals; |
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120 | solveroutput.result = result; |
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121 | else |
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122 | solveroutput = []; |
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123 | end |
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124 | |
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125 | |
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126 | % Standard interface |
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127 | output.Primal = x; |
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128 | output.Dual = D_struc; |
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129 | output.Slack = []; |
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130 | output.problem = problem; |
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131 | output.infostr = infostr; |
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132 | output.solverinput = solverinput; |
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133 | output.solveroutput= solveroutput; |
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134 | output.solvertime = solvertime; |
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