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Diffstat (limited to 'newstructure/sci_gateway/cpp/cpp_intqpipopt.cpp')
| -rw-r--r-- | newstructure/sci_gateway/cpp/cpp_intqpipopt.cpp | 267 |
1 files changed, 267 insertions, 0 deletions
diff --git a/newstructure/sci_gateway/cpp/cpp_intqpipopt.cpp b/newstructure/sci_gateway/cpp/cpp_intqpipopt.cpp new file mode 100644 index 0000000..d89d643 --- /dev/null +++ b/newstructure/sci_gateway/cpp/cpp_intqpipopt.cpp @@ -0,0 +1,267 @@ +// 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 <iomanip> +#include <fstream> +#include <iostream> +#include "CoinPragma.hpp" +#include "CoinTime.hpp" +#include "CoinError.hpp" + +#include "BonOsiTMINLPInterface.hpp" +#include "BonIpoptSolver.hpp" +#include "QuadTMINLP.hpp" +#include "BonCbc.hpp" +#include "BonBonminSetup.hpp" + +#include "BonOACutGenerator2.hpp" +#include "BonEcpCuts.hpp" +#include "BonOaNlpOptim.hpp" + +#include "sci_iofunc.hpp" +extern "C" +{ +#include <api_scilab.h> +#include <Scierror.h> +#include <BOOL.h> +#include <localization.h> +#include <sciprint.h> + +int cpp_intqpipopt(char *fname) +{ + using namespace Ipopt; + using namespace Bonmin; + + CheckInputArgument(pvApiCtx, 15, 15); // We need total 15 input arguments. + CheckOutputArgument(pvApiCtx, 3, 3); // 3 output arguments + + // Error management variable + SciErr sciErr; + + // Input arguments + double *QItems=NULL,*PItems=NULL, *intcon = NULL, *ConItems=NULL,*conUB=NULL,*conLB=NULL; + double *varUB=NULL,*varLB=NULL,*init_guess=NULL,*options=NULL, *ifval=NULL; + static unsigned int nVars = 0,nCons = 0, intconSize = 0; + unsigned int temp1 = 0,temp2 = 0; + char *bonmin_options_file = NULL; + // Output arguments + double *fX = NULL, ObjVal = 0,iteration=0; + int rstatus = 0; + + //Number of Variables + if(getIntFromScilab(1,&nVars)) + { + return 1; + } + + //Number of Constraints + if (getIntFromScilab(2,&nCons)) + { + return 1; + } + + //Number of variables constrained to be integers + if (getIntFromScilab(3,&intconSize)) + { + return 1; + } + + //Q matrix from scilab + temp1 = nVars; + temp2 = nVars; + if (getFixedSizeDoubleMatrixFromScilab(4,temp1,temp1,&QItems)) + { + return 1; + } + + //P matrix from scilab + temp1 = 1; + temp2 = nVars; + if (getFixedSizeDoubleMatrixFromScilab(5,temp1,temp2,&PItems)) + { + return 1; + } + + temp1 = 1; + temp2 = intconSize; + // Getting intcon + if (getDoubleMatrixFromScilab(6,&temp1,&temp2,&intcon)) + { + return 1; + } + + if (nCons!=0) + { + //conMatrix matrix from scilab + temp1 = nCons; + temp2 = nVars; + + if (getFixedSizeDoubleMatrixFromScilab(7,temp1,temp2,&ConItems)) + { + return 1; + } + + //conLB matrix from scilab + temp1 = 1; + temp2 = nCons; + if (getFixedSizeDoubleMatrixFromScilab(8,temp1,temp2,&conLB)) + { + return 1; + } + + //conUB matrix from scilab + if (getFixedSizeDoubleMatrixFromScilab(9,temp1,temp2,&conUB)) + { + return 1; + } + } + + //varLB matrix from scilab + temp1 = 1; + temp2 = nVars; + if (getFixedSizeDoubleMatrixFromScilab(10,temp1,temp2,&varLB)) + { + return 1; + } + + //varUB matrix from scilab + if (getFixedSizeDoubleMatrixFromScilab(11,temp1,temp2,&varUB)) + { + return 1; + } + + //Initial Value of variables from scilab + if (getFixedSizeDoubleMatrixFromScilab( 12,temp1,temp2,&init_guess)) + { + return 1; + } + + temp1=1; + temp2=5; + if (getFixedSizeDoubleMatrixFromScilab(13,temp1,temp2,&options)) + { + return 1; + } + + temp1=1; + temp2=5; + if (getFixedSizeDoubleMatrixFromScilab(14,temp1,temp2,&ifval)) + { + return 1; + } + + if (getStringFromScilab(15, &bonmin_options_file)) + { + return 1; + } + + + + + SmartPtr<QuadTMINLP> tminlp = new QuadTMINLP(nVars,nCons,intconSize,QItems, PItems, intcon,ConItems,conLB,conUB,varLB,varUB,init_guess); + + BonminSetup bonmin; + bonmin.initializeOptionsAndJournalist(); + + // Here we can change the default value of some Bonmin or Ipopt option + bonmin.options()->SetStringValue("mu_oracle","loqo"); + + + //Register an additional option + if((int)ifval[0]) + bonmin.options()->SetNumericValue("bonmin.integer_tolerance", (options[0])); + if((int)ifval[1]) + bonmin.options()->SetIntegerValue("bonmin.node_limit", (int)(options[1])); + if((int)ifval[2]) + bonmin.options()->SetNumericValue("bonmin.time_limit", (options[2])); + if((int)ifval[3]) + bonmin.options()->SetNumericValue("bonmin.allowable_gap", (options[3])); + if((int)ifval[4]) + bonmin.options()->SetIntegerValue("bonmin.iteration_limit", (int)(options[4])); + + + //Here we read the option file + //if ( bonmin_options_file!=NULL ) + // bonmin.readOptionsFile(bonmin_options_file); + + //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. + std::cerr<<"Ipopt has failed to solve a problem!"<<std::endl; + sciprint(999, "\nIpopt has failed to solve the problem!\n"); + } + catch(OsiTMINLPInterface::SimpleError &E) { + std::cerr<<E.className()<<"::"<<E.methodName() + <<std::endl + <<E.message()<<std::endl; + sciprint(999, "\nFailed to solve a problem!\n"); + } + catch(CoinError &E) { + std::cerr<<E.className()<<"::"<<E.methodName() + <<std::endl + <<E.message()<<std::endl; + sciprint(999, "\nFailed to solve a problem!\n"); + } + rstatus=tminlp->returnStatus(); + if (rstatus >= 0 | rstatus <= 5){ + fX = tminlp->getX(); + ObjVal = tminlp->getObjVal(); + if (returnDoubleMatrixToScilab(1, 1, nVars, 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; + } + + sciprint(999, "\nThe problem could not be solved!\n"); + } + + // As the SmartPtrs go out of scope, the reference count + // will be decremented and the objects will automatically + // be deleted(No memory leakage). + + return 0; +} +} + |