From a0d9443af147e949c1e6a01ac24749d12593ec5b Mon Sep 17 00:00:00 2001
From: Harpreet
Date: Sat, 3 Sep 2016 00:36:51 +0530
Subject: cbcintlinprog added

---
 sci_gateway/cpp/cbcintlinprog_matrixcpp.cpp | 226 ++++++++++++++++++++++++++++
 1 file changed, 226 insertions(+)
 create mode 100644 sci_gateway/cpp/cbcintlinprog_matrixcpp.cpp

(limited to 'sci_gateway/cpp/cbcintlinprog_matrixcpp.cpp')

diff --git a/sci_gateway/cpp/cbcintlinprog_matrixcpp.cpp b/sci_gateway/cpp/cbcintlinprog_matrixcpp.cpp
new file mode 100644
index 0000000..d4e6f41
--- /dev/null
+++ b/sci_gateway/cpp/cbcintlinprog_matrixcpp.cpp
@@ -0,0 +1,226 @@
+// MILP with CBC library, Matrix
+// Code Authors: Akshay Miterani and Pranav Deshpande
+
+#include <sci_iofunc.hpp>
+
+// For Branch and bound
+#include "OsiSolverInterface.hpp"
+#include "CbcModel.hpp"
+#include "CbcCutGenerator.hpp"
+#include "CbcHeuristicLocal.hpp"
+#include "OsiClpSolverInterface.hpp"
+extern "C"{
+#include <api_scilab.h>
+#include "sciprint.h"
+
+int matrix_cppintlinprog(){
+
+    //Objective function
+    double* obj;  
+    //Constraint matrix coefficients
+    double* conMatrix;
+    //intcon Matrix
+    double* intcon;  
+    //Constraints upper bound
+    double* conlb;
+    //Constraints lower bound
+    double* conub;
+    //Lower bounds for variables
+    double* lb;  
+    //Upper bounds for variables
+    double* ub;
+    //options for maximum iterations and writing mps
+    double* options;
+    //Flag for Mps
+    double flagMps;
+    //mps file path
+    char * mpsFile;
+    //Error structure in Scilab  
+    SciErr sciErr;
+    //Number of rows and columns in objective function
+    int nVars=0, nCons=0,temp1=0,temp2=0;
+    int numintcons=0;
+    double valobjsense;
+    
+    CheckInputArgument(pvApiCtx , 11 , 11);             //Checking the input arguments
+    CheckOutputArgument(pvApiCtx , 8, 8);               //Checking the output arguments
+
+    ////////// Manage the input argument //////////
+    
+    //Number of Variables
+    if(getIntFromScilab(1,&nVars))
+    {
+        return 1;
+    }
+
+    //Number of Constraints
+    if (getIntFromScilab(2,&nCons))
+    {
+        return 1;
+    }
+
+    //Objective function from Scilab
+    temp1 = nVars;
+    temp2 = nCons;
+    if (getFixedSizeDoubleMatrixFromScilab(3,1,temp1,&obj))
+    {
+        return 1;
+    }
+
+    //intcon matrix
+    if (getDoubleMatrixFromScilab(4,&numintcons,&temp2,&intcon))
+    {
+        return 1;
+    }
+
+    if (nCons!=0)
+    {
+        //conMatrix matrix from scilab
+        temp1 = nCons;
+        temp2 = nVars;
+
+        if (getFixedSizeDoubleMatrixFromScilab(5,temp1,temp2,&conMatrix))
+        {
+            return 1;
+        }
+
+        //conLB matrix from scilab
+        temp1 = nCons;
+        temp2 = 1;
+        if (getFixedSizeDoubleMatrixFromScilab(6,temp1,temp2,&conlb))
+        {
+            return 1;
+        }
+
+        //conUB matrix from scilab
+        if (getFixedSizeDoubleMatrixFromScilab(7,temp1,temp2,&conub))
+        {
+            return 1;
+        }
+
+    }
+
+    //lb matrix from scilab
+    temp1 = 1;
+    temp2 = nVars;
+    if (getFixedSizeDoubleMatrixFromScilab(8,temp1,temp2,&lb))
+    {
+        return 1;
+    }
+
+
+    //ub matrix from scilab
+    if (getFixedSizeDoubleMatrixFromScilab(9,temp1,temp2,&ub))
+    {
+        return 1;
+    }
+
+    //Object Sense
+    if(getDoubleFromScilab(10,&valobjsense))
+    {
+        return 1;
+    }
+
+    //get options from scilab
+    if(getFixedSizeDoubleMatrixFromScilab(11 , 1 , 4 , &options))
+    {
+        return 1;      
+    }
+
+    //------------Temporary Version to make coin packed matrix------
+    OsiClpSolverInterface solver1;  
+    
+    CoinPackedMatrix *matrix =  new CoinPackedMatrix(false , 0 , 0);
+    matrix->setDimensions(0 , nVars);
+    for(int i=0 ; i<nCons ; i++)
+    {
+        CoinPackedVector row;
+        for(int j=0 ; j<nVars ; j++)
+        {
+            row.insert(j, conMatrix[i+j*nCons]);
+        }
+        matrix->appendRow(row);
+    }
+
+
+    solver1.loadProblem(*matrix, lb, ub, obj, conlb, conub);
+    
+    for(int i=0;i<numintcons;i++)
+        solver1.setInteger(intcon[i]-1);
+
+    solver1.setObjSense(valobjsense);
+
+    //-------------------------------------------------------------
+    
+    CbcModel model(solver1);
+
+    model.solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry);
+    
+    if((int)options[0]!=0)
+            model.setIntegerTolerance(options[0]);
+    if((int)options[1]!=0)
+            model.setMaximumNodes((int)options[1]); 
+    if((int)options[2]!=0)
+            model.setMaximumSeconds(options[2]);
+    if((int)options[3]!=0)
+            model.setAllowableGap(options[3]);
+    
+    model.branchAndBound();
+    
+    const double *val = model.getColSolution();
+    
+    //Output the solution to Scilab
+    
+    //get solution for x
+    double* xValue = model.getColSolution();
+
+    //get objective value
+    double objValue = model.getObjValue();
+
+    //Output status
+    double status_=-1;
+    if(model.isProvenOptimal()){
+        status_=0;
+    }
+    else if(model.isProvenInfeasible()){
+        status_=1;
+    }
+    else if(model.isSolutionLimitReached()){
+        status_=2;
+    }
+    else if(model. isNodeLimitReached()){
+        status_=3;
+    }
+    else if(model.isAbandoned()){
+        status_=4;
+    }
+    else if(model.isSecondsLimitReached()){
+        status_=5;
+    }
+    else if(model.isContinuousUnbounded()){
+        status_=6;
+    }
+    else if(model.isProvenDualInfeasible()){
+        status_=7;
+    }
+
+    double nodeCount=model.getNodeCount();
+    double nfps=model.numberIntegers();
+    double U=model.getObjValue();
+    double L=model.getBestPossibleObjValue();
+    double iterCount=model.getIterationCount();
+
+    returnDoubleMatrixToScilab(1 , nVars, 1 , xValue);
+    returnDoubleMatrixToScilab(2 , 1 , 1 , &objValue);
+    returnDoubleMatrixToScilab(3 , 1 , 1 , &status_);
+    returnDoubleMatrixToScilab(4 , 1 , 1 , &nodeCount);
+    returnDoubleMatrixToScilab(5 , 1 , 1 , &nfps);
+    returnDoubleMatrixToScilab(6 , 1 , 1 , &L);
+    returnDoubleMatrixToScilab(7 , 1 , 1 , &U);
+    returnDoubleMatrixToScilab(8 , 1 , 1 , &iterCount);
+
+    //-------------------------------------------------------------
+    
+    return 0;
+}
+}
-- 
cgit