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: callqp_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 | ub = interfacedata.ub; |
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15 | lb = interfacedata.lb; |
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16 | |
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17 | showprogress('Calling CPLEXINT',options.showprogress); |
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18 | |
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19 | % Notation used |
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20 | C = full(c); % Must be full |
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21 | if ~isempty(F_struc) |
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22 | A = (-F_struc(:,2:end)); % Must be full |
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23 | B = full(F_struc(:,1)); % Must be full |
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24 | else |
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25 | A = ones(1,length(c)); %FAILS anyway due to bug in CPLEX... |
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26 | B = 1e9; |
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27 | end |
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28 | CTYPE = repmat('L',K.l+K.f,1); % Standard variables |
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29 | CTYPE(1:K.f) = 'E'; % Equality constrained variables |
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30 | |
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31 | if options.savedebug |
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32 | save cplexdebug |
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33 | end |
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34 | % Call mex-interface |
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35 | solvertime = clock; |
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36 | try |
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37 | [x,FMIN,STATUS,SLACK,DUAL] = qp_cplex(1,2*(Q),C,A,B,CTYPE,lb,ub,[],options.verbose); |
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38 | D_struc = []; |
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39 | catch |
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40 | D_struc = []; |
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41 | x = nan*ones(length(c),1); |
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42 | STATUS = 32201; |
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43 | FMIN = []; |
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44 | SLACK = []; |
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45 | DUAL = []; |
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46 | end |
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47 | solvertime = etime(clock,solvertime); |
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48 | |
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49 | % Duals available currently |
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50 | D_struc = []; |
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51 | |
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52 | % Check, currently not exhaustive... |
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53 | switch STATUS |
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54 | case {1,101,102} |
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55 | problem = 0; |
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56 | case {0,2,103} |
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57 | problem = 1; |
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58 | case {3,4} |
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59 | problem = 1; |
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60 | case 119 |
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61 | problem = 12; |
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62 | case 32201 |
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63 | problem = -5; |
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64 | otherwise |
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65 | problem = -1; |
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66 | end |
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67 | infostr = yalmiperror(problem,'CPLEXINT'); |
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68 | |
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69 | % Save all data sent to solver? |
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70 | if options.savesolverinput |
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71 | solverinput.SENSE = 1; |
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72 | solverinput.Q = Q; |
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73 | solverinput.A = A; |
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74 | solverinput.C = C; |
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75 | solverinput.B = B; |
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76 | solverinput.CTYPE = CTYPE; |
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77 | solverinput.LB = []; |
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78 | solverinput.UB = []; |
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79 | solverinput.X0 = []; |
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80 | solverinput.SLACK = []; |
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81 | else |
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82 | solverinput = []; |
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83 | end |
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84 | |
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85 | % Save all data from the solver? |
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86 | if options.savesolveroutput |
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87 | solveroutput.XMIN = x; |
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88 | solveroutput.FMIN = FMIN; |
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89 | solveroutput.STATUS = STATUS; |
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90 | solveroutput.SLACK = SLACK; |
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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.Primal = x(:); |
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97 | output.Dual = D_struc; |
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98 | output.Slack = []; |
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99 | output.problem = problem; |
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100 | output.infostr = infostr; |
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101 | output.solverinput = solverinput; |
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102 | output.solveroutput= solveroutput; |
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103 | output.solvertime = solvertime; |
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