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Diffstat (limited to 'sci_gateway/cpp/cpp_intfminunc.cpp')
| -rw-r--r-- | sci_gateway/cpp/cpp_intfminunc.cpp | 174 |
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 index 0000000..3e1abcd --- /dev/null +++ b/sci_gateway/cpp/cpp_intfminunc.cpp @@ -0,0 +1,174 @@ +// 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; + } +} + |