1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
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;
}
}
|