1 | function output = callmpt(interfacedata) |
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2 | |
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3 | % Author Johan Löfberg |
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4 | % $Id: callmplcp.m,v 1.1 2006/03/30 13:28:06 joloef Exp $ |
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5 | |
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6 | % Speeds up solving LPs in mpmilp |
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7 | global mptOptions |
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8 | if ~isstruct(mptOptions) |
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9 | mpt_error |
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10 | end |
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11 | |
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12 | % Convert to MPT |
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13 | Matrices = yalmip2mpt(interfacedata); |
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14 | |
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15 | % % Convert to colin |
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16 | % parametric = find(~any(Matrices.G,2) & any(Matrices.E,2)); |
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17 | % nonparametric = find(~(~any(Matrices.G,2) & any(Matrices.E,2))); |
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18 | % [M,Q,q,T,Tth,t] = lcp_mpqp(Matrices.H,Matrices.F',Matrices.Cf',Matrices.G(nonparametric,:),Matrices.E(nonparametric,:),Matrices.W(nonparametric,:)); |
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19 | % Ht = [Matrices.E(parametric,:) Matrices.W(parametric)]; |
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20 | % [BB,dPiv,dkPiv] = mplcp(M,q,Q,[Matrices.E(parametric,:) Matrices.W(parametric)]); |
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21 | |
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22 | % |
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23 | % m = size(M,1); |
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24 | % A = [eye(m) -M]; |
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25 | % [At,bt] = a2s(Ht); |
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26 | % bases = BB.bases; |
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27 | % for i=[1:size(bases,1)] |
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28 | % iB = inv(A(:,bases(i,:))); |
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29 | % P(i) = polytope([At;-iB*Q],[bt;iB*q]); |
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30 | % end; |
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31 | % |
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32 | % model{1}.Pn = P; |
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33 | |
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34 | %model = mpt_solvenode(Matrices,Matrices.lb,Matrices.ub,Matrices,[],options); |
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35 | |
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36 | |
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37 | % Get some MPT options |
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38 | options = interfacedata.options; |
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39 | options.mpt.lpsolver = mptOptions.lpsolver; |
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40 | options.mpt.milpsolver = mptOptions.milpsolver; |
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41 | options.mpt.verbose = options.verbose; |
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42 | |
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43 | if options.savedebug |
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44 | save mptdebug Matrices |
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45 | end |
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46 | |
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47 | if isempty(Matrices.binary_var_index) |
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48 | |
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49 | showprogress('Calling MPT',options.showprogress); |
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50 | solvertime = clock; |
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51 | if options.mp.presolve |
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52 | [Matrices.lb,Matrices.ub] = mpt_detect_and_improve_bounds(Matrices,Matrices.lb,Matrices.ub,Matrices.binary_var_index,options); |
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53 | end |
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54 | |
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55 | model = mpt_solvenode(Matrices,Matrices.lb,Matrices.ub,Matrices,[],options); |
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56 | solvertime = etime(clock,solvertime); |
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57 | |
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58 | else |
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59 | % Pre-solve required on binary problems |
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60 | options.mp.presolve = 1; |
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61 | |
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62 | solvertime = clock; |
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63 | switch options.mp.algorithm |
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64 | case 1 |
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65 | showprogress('Calling MPT via enumeration',options.showprogress); |
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66 | model = mpt_enumeration_mpmilp(Matrices,options); |
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67 | case 2 |
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68 | showprogress('Calling MPT via parametric B&B',options.showprogress); |
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69 | model = bb_mpmilp(Matrices,Matrices,[],options) |
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70 | case 3 |
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71 | showprogress('Calling MPT via delayed enumeration',options.showprogress); |
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72 | model = mpt_de_mpmilp(Matrices,options,[]); |
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73 | |
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74 | otherwise |
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75 | end |
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76 | solvertime = etime(clock,solvertime); |
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77 | end |
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78 | |
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79 | if isempty(model) |
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80 | model = {model}; |
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81 | end |
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82 | |
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83 | if options.verbose |
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84 | if ~isempty(model{1}) |
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85 | disp(['-> Generated ' num2str(length(model)) ' partitions.']) |
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86 | end |
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87 | end |
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88 | |
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89 | |
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90 | problem = 0; |
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91 | infostr = yalmiperror(problem,'MPT'); |
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92 | |
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93 | % Save all data sent to solver? |
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94 | if options.savesolverinput |
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95 | solverinput.Matrices = Matrices; |
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96 | solverinput.options = []; |
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97 | else |
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98 | solverinput = []; |
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99 | end |
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100 | |
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101 | % Save all data from the solver? |
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102 | % This always done |
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103 | if options.savesolveroutput |
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104 | solveroutput.model = model; |
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105 | solveroutput.U = interfacedata.used_variables(Matrices.free_var); |
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106 | solveroutput.x = interfacedata.used_variables(Matrices.param_var); |
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107 | else |
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108 | solveroutput = []; |
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109 | end |
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110 | |
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111 | % Standard interface |
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112 | output.Primal = nan*ones(length(interfacedata.c),1); |
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113 | output.Dual = []; |
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114 | output.Slack = []; |
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115 | output.problem = problem; |
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116 | output.infostr = infostr; |
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117 | output.solverinput = solverinput; |
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118 | output.solveroutput= solveroutput; |
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119 | output.solvertime = solvertime; |
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120 | |
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121 | |
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122 | |
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123 | |
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