[37] | 1 | function output = callqp_cplex(interfacedata) |
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| 2 | |
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| 3 | % Author Johan Löfberg |
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| 4 | % $Id: callmiqp_cplex.m,v 1.2 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 CPLEXINT',options.showprogress); |
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| 19 | |
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| 20 | % Notation used |
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| 21 | C = full(c); |
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| 22 | if ~isempty(F_struc) |
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| 23 | A = (-F_struc(:,2:end)); |
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| 24 | B = full(F_struc(:,1)); |
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| 25 | else |
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| 26 | A = zeros(0,length(c)) |
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| 27 | B = zeros(0,0); |
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| 28 | end |
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| 29 | CTYPE = repmat('L',K.l+K.f,1); % Standard variables |
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| 30 | CTYPE(1:K.f) = 'E'; % Equality constrained variables |
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| 31 | |
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| 32 | VARTYPE = repmat('C',length(C),1); % Standard variables |
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| 33 | VARTYPE(integer_variables) = 'I'; |
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| 34 | VARTYPE(binary_variables) = 'B'; |
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| 35 | |
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| 36 | % Call mex-interface |
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| 37 | solvertime = clock; |
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| 38 | |
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| 39 | if options.savedebug |
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| 40 | save cplexdebug |
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| 41 | end |
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| 42 | |
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| 43 | try |
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| 44 | [x,FMIN,QPSOLVED,STATUS,SLACK] = miqp_cplex(1,2*(Q),C,A,B,CTYPE,lb,ub,[],VARTYPE,[],[],options.verbose); |
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| 45 | D_struc = []; |
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| 46 | catch |
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| 47 | D_struc = []; |
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| 48 | x = nan*ones(length(c),1); |
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| 49 | STATUS = 32201; |
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| 50 | FMIN = []; |
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| 51 | SLACK = []; |
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| 52 | end |
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| 53 | solvertime = etime(clock,solvertime); |
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| 54 | problem = 0; |
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| 55 | |
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| 56 | % Check, currently not exhaustive... |
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| 57 | switch STATUS |
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| 58 | case {1,101,102} |
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| 59 | problem = 0; |
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| 60 | case {0,3} |
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| 61 | problem = 1; |
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| 62 | case {2} |
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| 63 | problem = 2; |
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| 64 | case {4,119} |
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| 65 | problem = 12; |
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| 66 | case 32201 |
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| 67 | problem = -5; |
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| 68 | otherwise |
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| 69 | problem = -1; |
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| 70 | end |
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| 71 | infostr = yalmiperror(problem,'CPLEXINT'); |
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| 72 | |
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| 73 | % Save all data sent to solver? |
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| 74 | if options.savesolverinput |
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| 75 | solverinput.SENSE = 1; |
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| 76 | solverinput.A = A; |
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| 77 | solverinput.C = C; |
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| 78 | solverinput.B = B; |
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| 79 | solverinput.CTYPE = CTYPE; |
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| 80 | solverinput.LB = []; |
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| 81 | solverinput.UB = []; |
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| 82 | solverinput.X0 = []; |
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| 83 | solverinput.SLACK = []; |
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| 84 | else |
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| 85 | solverinput = []; |
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| 86 | end |
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| 87 | |
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| 88 | % Save all data from the solver? |
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| 89 | if options.savesolveroutput |
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| 90 | solveroutput.XMIN = x; |
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| 91 | solveroutput.FMIN = FMIN; |
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| 92 | solveroutput.QPSOLVED = QPSOLVED; |
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| 93 | solveroutput.STATUS = STATUS; |
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| 94 | solveroutput.SLACK = SLACK; |
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| 95 | else |
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| 96 | solveroutput = []; |
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| 97 | end |
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| 98 | |
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| 99 | % Standard interface |
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| 100 | output.Primal = x(:); |
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| 101 | output.Dual = D_struc; |
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| 102 | output.Slack = []; |
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| 103 | output.problem = problem; |
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| 104 | output.infostr = infostr; |
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| 105 | output.solverinput = solverinput; |
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| 106 | output.solveroutput= solveroutput; |
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| 107 | output.solvertime = solvertime; |
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