cbcintlinprog added

1 files changed, 174 insertions, 0 deletions

diff --git a/sci_gateway/cpp/cpp_intfminunc.cpp b/sci_gateway/cpp/cpp_intfminunc.cpp
new file mode 100644
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+++ b/sci_gateway/cpp/cpp_intfminunc.cpp
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+// Copyright (C) 2016 - IIT Bombay - FOSSEE
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution.  The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+// Author: Harpreet Singh, Pranav Deshpande and Akshay Miterani
+// Organization: FOSSEE, IIT Bombay
+// Email: toolbox@scilab.in
+
+#include "CoinPragma.hpp"
+#include "CoinTime.hpp"
+#include "CoinError.hpp"
+
+#include "BonOsiTMINLPInterface.hpp"
+#include "BonIpoptSolver.hpp"
+#include "minuncTMINLP.hpp"
+#include "BonCbc.hpp"
+#include "BonBonminSetup.hpp"
+
+#include "BonOACutGenerator2.hpp"
+#include "BonEcpCuts.hpp"
+#include "BonOaNlpOptim.hpp"
+
+#include "sci_iofunc.hpp"
+extern  "C"
+{
+#include "call_scilab.h"
+#include <api_scilab.h>
+#include <Scierror.h>
+#include <BOOL.h>
+#include <localization.h>
+#include <sciprint.h>
+
+int cpp_intfminunc(char *fname)
+{
+  using namespace Ipopt;
+  using namespace Bonmin;
+
+	CheckInputArgument(pvApiCtx, 8, 8); 
+	CheckOutputArgument(pvApiCtx, 3, 3);  // 3 output arguments
+	
+	//Function pointers, input matrix(Starting point) pointer, flag variable 
+	int* funptr=NULL;
+	double* x0ptr=NULL;
+	    
+	// Input arguments
+	Number *integertolerance=NULL, *maxnodes=NULL, *allowablegap=NULL, *cputime=NULL,*max_iter=NULL;
+	static unsigned int nVars = 0,nCons = 0;
+	unsigned int temp1 = 0,temp2 = 0, iret = 0;
+	int x0_rows, x0_cols;
+	double *intcon = NULL,*options=NULL, *ifval=NULL;
+	int intconSize;
+	
+	// Output arguments
+	double *fX = NULL, ObjVal=0,iteration=0,cpuTime=0,fobj_eval=0;
+	double dual_inf, constr_viol, complementarity, kkt_error;
+	int rstatus = 0;
+	int int_fobj_eval, int_constr_eval, int_fobj_grad_eval, int_constr_jac_eval, int_hess_eval;
+
+	//x0(starting point) matrix from scilab
+	if(getDoubleMatrixFromScilab(4, &x0_rows, &x0_cols, &x0ptr))
+	{
+		return 1;
+	}
+
+	nVars=x0_rows;
+		
+	// Getting intcon
+	if (getDoubleMatrixFromScilab(5,&intconSize,&temp2,&intcon))
+	{
+		return 1;
+	}
+
+	temp1 = 1;
+	temp2 = 1;
+
+	//Getting parameters
+	if (getFixedSizeDoubleMatrixInList(6,2,temp1,temp2,&integertolerance))
+	{
+		return 1;
+	}
+	if (getFixedSizeDoubleMatrixInList(6,4,temp1,temp2,&maxnodes))
+	{
+		return 1;
+	}
+	if (getFixedSizeDoubleMatrixInList(6,6,temp1,temp2,&cputime))
+	{
+		return 1;
+	}
+	if (getFixedSizeDoubleMatrixInList(6,8,temp1,temp2,&allowablegap))
+	{
+		return 1;
+	}
+	if (getFixedSizeDoubleMatrixInList(6,10,temp1,temp2,&max_iter))
+	{
+		return 1;
+	}
+	
+	SmartPtr<minuncTMINLP> tminlp = new minuncTMINLP(nVars, x0ptr, intconSize, intcon);
+
+  BonminSetup bonmin;
+  bonmin.initializeOptionsAndJournalist();
+
+  // Here we can change the default value of some Bonmin or Ipopt option
+	bonmin.options()->SetStringValue("mu_oracle","loqo");
+    bonmin.options()->SetNumericValue("bonmin.integer_tolerance", *integertolerance);
+    bonmin.options()->SetIntegerValue("bonmin.node_limit", (int)*maxnodes);
+    bonmin.options()->SetNumericValue("bonmin.time_limit", *cputime);
+    bonmin.options()->SetNumericValue("bonmin.allowable_gap", *allowablegap);
+    bonmin.options()->SetIntegerValue("bonmin.iteration_limit", (int)*max_iter);
+  
+  //Now initialize from tminlp
+  bonmin.initialize(GetRawPtr(tminlp));
+  
+  //Set up done, now let's branch and bound
+  try {
+    Bab bb;
+    bb(bonmin);//process parameter file using Ipopt and do branch and bound using Cbc
+  }
+  catch(TNLPSolver::UnsolvedError *E) {
+    //There has been a failure to solve a problem with Ipopt.
+    Scierror(999, "\nIpopt has failed to solve the problem!\n");
+  }
+  catch(OsiTMINLPInterface::SimpleError &E) {
+      Scierror(999, "\nFailed to solve a problem!\n");
+	}
+  catch(CoinError &E) {
+      Scierror(999, "\nFailed to solve a problem!\n");
+	}
+	rstatus=tminlp->returnStatus();
+	if(rstatus==0 ||rstatus== 3)
+	{
+		fX = tminlp->getX();
+		ObjVal = tminlp->getObjVal();
+		if (returnDoubleMatrixToScilab(1, nVars, 1, fX))
+		{
+			return 1;
+		}
+
+		if (returnDoubleMatrixToScilab(2, 1, 1, &ObjVal))
+		{
+			return 1;
+		}
+
+		if (returnIntegerMatrixToScilab(3, 1, 1, &rstatus))
+		{
+			return 1;
+		}
+		
+	}
+	else
+	{
+		if (returnDoubleMatrixToScilab(1, 0, 0, fX))
+		{
+			return 1;
+		}
+
+		if (returnDoubleMatrixToScilab(2, 1, 1, &ObjVal))
+		{
+			return 1;
+		}
+
+		if (returnIntegerMatrixToScilab(3, 1, 1, &rstatus))
+		{
+			return 1;
+		}
+  }
+
+  return 0;
+ }
+}
+