[37] | 1 | function output = callmexpress(interfacedata) |
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| 2 | |
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| 3 | % Author Johan Löfberg |
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| 4 | % $Id: callmexpress.m,v 1.7 2005/05/07 13:53:20 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 | UB = interfacedata.ub; |
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| 16 | LB = interfacedata.lb; |
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| 17 | |
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| 18 | showprogress('Calling XPRESS',options.showprogress); |
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| 19 | |
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| 20 | SENSE = 1; |
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| 21 | C = full(c); |
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| 22 | if isempty(F_struc) |
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| 23 | A = zeros(1,length(c));A(1)=1; |
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| 24 | B = 1e6; |
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| 25 | else |
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| 26 | A =-(F_struc(:,2:end)); |
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| 27 | B = full(F_struc(:,1)); |
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| 28 | end |
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| 29 | |
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| 30 | % XPRESS complains about large bounds |
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| 31 | if isempty(LB) |
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| 32 | % LB = repmat(-2147483647,length(c),1); |
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| 33 | else |
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| 34 | LB(LB<-2147483647) = -2147483647; |
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| 35 | end |
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| 36 | if isempty(UB) |
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| 37 | % UB = repmat(2147483647,length(c),1); |
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| 38 | else |
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| 39 | UB(UB>2147483647) = 2147483647; |
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| 40 | end |
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| 41 | |
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| 42 | CTYPE = repmat('L',K.l+K.f,1); % Inequalities |
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| 43 | CTYPE(1:K.f) = 'E'; % Equality constraints |
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| 44 | VARTYPE = repmat('C',size(A,2),1); |
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| 45 | VARTYPE(integer_variables)='I'; % Integer variables |
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| 46 | VARTYPE(binary_variables) ='B'; % Binary variables |
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| 47 | |
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| 48 | H = full(2*Q); |
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| 49 | if nnz(Q)==0 |
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| 50 | H = []; |
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| 51 | end |
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| 52 | |
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| 53 | if options.verbose==0 |
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| 54 | options.xpress.msglev = 0; |
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| 55 | else |
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| 56 | options.xpress.msglev = 1; |
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| 57 | end |
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| 58 | |
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| 59 | if options.savedebug |
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| 60 | save mexpressdebug SENSE H C A B CTYPE LB UB VARTYPE options |
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| 61 | end |
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| 62 | |
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| 63 | % Call mex-interface |
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| 64 | solvertime = clock; |
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| 65 | [x,FMIN,STATUS,EXTRA] = mexpress(SENSE,H,C,A,B,CTYPE,LB,UB,VARTYPE,options.xpress,0); |
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| 66 | solvertime = etime(clock,solvertime); |
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| 67 | problem = 0; |
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| 68 | if isstruct(EXTRA) |
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| 69 | D_struc = -EXTRA.lambda; |
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| 70 | else |
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| 71 | D_struc = []; |
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| 72 | end |
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| 73 | |
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| 74 | % Check (error code depends on problem type!) |
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| 75 | if isempty(union(binary_variables,integer_variables)) |
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| 76 | switch STATUS |
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| 77 | case 1 |
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| 78 | problem = 0; |
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| 79 | case 2 |
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| 80 | problem = 1; |
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| 81 | case 5 |
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| 82 | problem = 2; |
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| 83 | case 4 |
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| 84 | problem = 3; |
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| 85 | case {0,3,6} |
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| 86 | problem = 11; |
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| 87 | otherwise |
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| 88 | problem = -1; |
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| 89 | end |
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| 90 | else |
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| 91 | switch STATUS |
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| 92 | case 6 |
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| 93 | problem = 0; |
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| 94 | case 5 |
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| 95 | problem = 1; |
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| 96 | case 4 |
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| 97 | problem = 2; |
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| 98 | case {4,3} |
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| 99 | problem = 3; |
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| 100 | case {0,1,2} |
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| 101 | problem = 11; |
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| 102 | otherwise |
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| 103 | problem = -1; |
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| 104 | end |
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| 105 | |
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| 106 | end |
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| 107 | infostr = yalmiperror(problem,'MEXPRESS'); |
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| 108 | |
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| 109 | % Save all data sent to solver? |
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| 110 | if options.savesolverinput |
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| 111 | solverinput.H = H; |
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| 112 | solverinput.A = A; |
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| 113 | solverinput.C = C; |
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| 114 | solverinput.B = B; |
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| 115 | solverinput.CTYPE = CTYPE; |
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| 116 | solverinput.LB = LB; |
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| 117 | solverinput.UB = UB; |
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| 118 | else |
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| 119 | solverinput = []; |
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| 120 | end |
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| 121 | |
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| 122 | % Save all data from the solver? |
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| 123 | if options.savesolveroutput |
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| 124 | solveroutput.x = x; |
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| 125 | solveroutput.FMIN = FMIN; |
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| 126 | solveroutput.STATUS = STATUS; |
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| 127 | solveroutput.EXTRA=EXTRA; |
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| 128 | else |
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| 129 | solveroutput = []; |
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| 130 | end |
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| 131 | |
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| 132 | |
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| 133 | % Standard interface |
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| 134 | output.Primal = x; |
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| 135 | output.Dual = D_struc; |
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| 136 | output.Slack = []; |
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| 137 | output.problem = problem; |
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| 138 | output.infostr = infostr; |
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| 139 | output.solverinput = solverinput; |
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| 140 | output.solveroutput= solveroutput; |
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| 141 | output.solvertime = solvertime; |
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