diff options
Diffstat (limited to 'sci_gateway/cpp')
-rw-r--r-- | sci_gateway/cpp/QuadNLP.hpp | 131 | ||||
-rw-r--r-- | sci_gateway/cpp/builder_gateway_cpp.sce | 12 | ||||
-rw-r--r-- | sci_gateway/cpp/builder_gateway_cpp.sce~ | 150 | ||||
-rw-r--r-- | sci_gateway/cpp/cleaner.sce | 8 | ||||
-rw-r--r-- | sci_gateway/cpp/libFAMOS.c | 146 | ||||
-rwxr-xr-x | sci_gateway/cpp/libFAMOS.so | bin | 0 -> 122770 bytes | |||
-rw-r--r-- | sci_gateway/cpp/loader.sce | 9 | ||||
-rw-r--r-- | sci_gateway/cpp/sci_QuadNLP.cpp | 248 | ||||
-rw-r--r-- | sci_gateway/cpp/sci_ipopt.cpp | 194 |
9 files changed, 887 insertions, 11 deletions
diff --git a/sci_gateway/cpp/QuadNLP.hpp b/sci_gateway/cpp/QuadNLP.hpp new file mode 100644 index 0000000..eff92da --- /dev/null +++ b/sci_gateway/cpp/QuadNLP.hpp @@ -0,0 +1,131 @@ +/* + * Quadratic Programming Toolbox for Scilab using IPOPT library + * Authors : + Sai Kiran + Keyur Joshi + Iswarya + + + * Optimizing (minimizing) the quadratic objective function having any number of variables and linear constraints. + * +*/ + +#ifndef __QuadNLP_HPP__ +#define __QuadNLP_HPP__ + +#include "IpTNLP.hpp" +extern "C"{ +#include <sciprint.h> + +} +using namespace Ipopt; + +class QuadNLP : public TNLP +{ + private: + Index numVars_; // Number of variables. + + Index numConstr_; // Number of constraints. + + Number *qMatrix_; //qMatrix_ is a pointer to matrix of size numVars X numVars_ + // with coefficents of quadratic terms in objective function. + + Number *lMatrix_; //lMatrix_ is a pointer to matrix of size 1*numVars_ + // with coefficents of linear terms in objective function. + + Number *conMatrix_; //conMatrix_ is a pointer to matrix of size numConstr X numVars + // with coefficients of terms in a each objective in each row. + + Number *conUB_; //conUB_ is a pointer to a matrix of size of 1*numConstr_ + // with upper bounds of all constraints. + + Number *conLB_; //conLB_ is a pointer to a matrix of size of 1*numConstr_ + // with lower bounds of all constraints. + + Number *varUB_; //varUB_ is a pointer to a matrix of size of 1*numVar_ + // with upper bounds of all variables. + + Number *varLB_; //varLB_ is a pointer to a matrix of size of 1*numVar_ + // with lower bounds of all variables. + + Number *finalX_; //finalX_ is a pointer to a matrix of size of 1*numVar_ + // with final value for the primal variables. + + Number *finalZl_; //finalZl_ is a pointer to a matrix of size of 1*numVar_ + // with final values for the lower bound multipliers + + Number *finalZu_; //finalZu_ is a pointer to a matrix of size of 1*numVar_ + // with final values for the upper bound multipliers + + Number *finalLambda_; //finalLambda_ is a pointer to a matrix of size of 1*numConstr_ + // with final values for the upper bound multipliers + + Number finalObjVal_; //finalObjVal_ is a scalar with the final value of the objective. + + int iter_; //Number of iteration. + + int status_; //Solver return status + + QuadNLP(const QuadNLP&); + QuadNLP& operator=(const QuadNLP&); + public: + /* + * Constructor + */ + QuadNLP(Index nV, Index nC, Number *qM, Number *lM, Number *cM, Number *cUB, Number *cLB, Number *vUB, Number *vLB): + numVars_(nV),numConstr_(nC),qMatrix_(qM),lMatrix_(lM),conMatrix_(cM),conUB_(cUB),conLB_(cLB),varUB_(vUB),varLB_(vLB),finalX_(0), finalZl_(0), finalZu_(0), finalObjVal_(1e20){ } + + + /* Go to : + + http://www.coin-or.org/Ipopt/documentation/node23.html#SECTION00053130000000000000 + For details about these below methods. + */ + virtual ~QuadNLP(); + virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g, + Index& nnz_h_lag, IndexStyleEnum& index_style); + virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u, + Index m, Number* g_l, Number* g_u); + virtual bool get_starting_point(Index n, bool init_x, Number* x, + bool init_z, Number* z_L, Number* z_U, + Index m, bool init_lambda, + Number* lambda); + virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value); + virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f); + virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g); + virtual bool eval_jac_g(Index n, const Number* x, bool new_x, + Index m, Index nele_jac, Index* iRow, Index *jCol, + Number* values); + virtual bool eval_h(Index n, const Number* x, bool new_x, + Number obj_factor, Index m, const Number* lambda, + bool new_lambda, Index nele_hess, Index* iRow, + Index* jCol, Number* values); + virtual void finalize_solution(SolverReturn status, + Index n, const Number* x, const Number* z_L, const Number* z_U, + Index m, const Number* g, const Number* lambda, Number obj_value, + const IpoptData* ip_data, + IpoptCalculatedQuantities* ip_cq); + + const double * getX(); //Returns a pointer to a matrix of size of 1*numVar + // with final value for the primal variables. + + const double * getZu(); //Returns a pointer to a matrix of size of 1*numVars + // with final values for the upper bound multipliers + + const double * getZl(); //Returns a pointer to a matrix of size of 1*numVars + // with final values for the upper bound multipliers + + const double * getLambda(); //Returns a pointer to a matrix of size of 1*numConstr + // with final values for the constraint multipliers + + + double getObjVal(); //Returns the output of the final value of the objective. + + double iterCount(); //Returns the iteration count + + int returnStatus(); //Returns the status count + + +}; + +#endif __QuadNLP_HPP__ diff --git a/sci_gateway/cpp/builder_gateway_cpp.sce b/sci_gateway/cpp/builder_gateway_cpp.sce index fb32d92..b42ac8e 100644 --- a/sci_gateway/cpp/builder_gateway_cpp.sce +++ b/sci_gateway/cpp/builder_gateway_cpp.sce @@ -12,8 +12,7 @@ mode(-1) lines(0) -WITHOUT_AUTO_PUTLHSVAR = %t; -toolbox_title = "symphonytools" +toolbox_title = "FAMOS" [a, opt] = getversion(); Version = opt(2); @@ -24,7 +23,7 @@ tools_path = path_builder + "../../thirdparty/linux/"; C_Flags=["-w -fpermissive -I"+tools_path+"include/coin -Wl,-rpath="+tools_path+"lib/"+Version+filesep()+" "] -Linker_Flag = ["-L"+tools_path+"lib/"+Version+filesep()+"libSym"] +Linker_Flag = ["-L"+tools_path+"lib/"+Version+filesep()+"libSym"+" "+"-L"+tools_path+"lib/"+Version+filesep()+"libipopt" ] //Name of All the Functions @@ -108,6 +107,9 @@ Function_Names = [ "sym_getObjVal","sci_sym_getObjVal"; "sym_getIterCount","sci_sym_get_iteration_count"; "sym_getConstrActivity","sci_sym_getRowActivity"; + + //QP function + "solveqp","sci_solveqp" ]; //Name of all the files to be compiled @@ -136,6 +138,10 @@ Files = [ "sci_sym_getrowact.cpp", "sci_sym_getobjsense.cpp", "sci_sym_remove.cpp", + "sci_QuadNLP.cpp" + "QuadNLP.hpp" + "sci_ipopt.cpp" + ] tbx_build_gateway(toolbox_title,Function_Names,Files,get_absolute_file_path("builder_gateway_cpp.sce"), [], Linker_Flag, C_Flags, [], "g++"); diff --git a/sci_gateway/cpp/builder_gateway_cpp.sce~ b/sci_gateway/cpp/builder_gateway_cpp.sce~ new file mode 100644 index 0000000..2abfacc --- /dev/null +++ b/sci_gateway/cpp/builder_gateway_cpp.sce~ @@ -0,0 +1,150 @@ +// Copyright (C) 2015 - IIT Bombay - FOSSEE +// +// Author: Keyur Joshi, Sai Kiran, Iswarya and Harpreet Singh +// Organization: FOSSEE, IIT Bombay +// Email: harpreet.mertia@gmail.com +// 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 + +mode(-1) +lines(0) + +WITHOUT_AUTO_PUTLHSVAR = %t; +toolbox_title = "FAMOS" + +[a, opt] = getversion(); +Version = opt(2); + +path_builder = get_absolute_file_path('builder_gateway_cpp.sce'); + +tools_path = path_builder + "../../thirdparty/linux/"; + +C_Flags=["-w -fpermissive -I"+tools_path+"include/coin -Wl,-rpath="+tools_path+"lib/"+Version+filesep()+" "] + +Linker_Flag = ["-L"+tools_path+"lib/"+Version+filesep()+"libSym"+" "+"-L"+tools_path+"lib/"+Version+filesep()+"libipopt" ] + + +//Name of All the Functions +Function_Names = [ + //for opening/closing environment and checking if it is open/close + "sym_open","sci_sym_open"; + "sym_close","sci_sym_close"; + "sym_isEnvActive","sci_sym_isEnvActive"; + + //run time parameters + "sym_resetParams","sci_sym_set_defaults"; + "sym_setIntParam","sci_sym_set_int_param"; + "sym_getIntParam","sci_sym_get_int_param"; + "sym_setDblParam","sci_sym_set_dbl_param"; + "sym_getDblParam","sci_sym_get_dbl_param"; + "sym_setStrParam","sci_sym_set_str_param"; + "sym_getStrParam","sci_sym_get_str_param"; + "sym_getInfinity","sci_sym_getInfinity"; + + //problem loaders + "sym_loadProblemBasic","sci_sym_loadProblemBasic"; + "sym_loadProblem","sci_sym_loadProblem"; + "sym_loadMPS","sci_sym_load_mps"; + + //basic data + "sym_getNumConstr","sci_sym_get_num_int"; + "sym_getNumVar","sci_sym_get_num_int"; + "sym_getNumElements","sci_sym_get_num_int"; + + //variable and objective data + "sym_isContinuous","sci_sym_isContinuous"; + "sym_isBinary","sci_sym_isBinary"; + "sym_isInteger","sci_sym_isInteger"; + "sym_setContinuous","sci_sym_set_continuous"; + "sym_setInteger","sci_sym_set_integer"; + "sym_getVarLower","sci_sym_get_dbl_arr"; + "sym_getVarUpper","sci_sym_get_dbl_arr"; + "sym_setVarLower","sci_sym_setVarBound"; + "sym_setVarUpper","sci_sym_setVarBound"; + "sym_getObjCoeff","sci_sym_get_dbl_arr"; + "sym_setObjCoeff","sci_sym_setObjCoeff"; + "sym_getObjSense","sci_sym_getObjSense"; + "sym_setObjSense","sci_sym_setObjSense"; + + //constraint data + "sym_getRhs","sci_sym_get_dbl_arr"; + "sym_getConstrRange","sci_sym_get_dbl_arr"; + "sym_getConstrLower","sci_sym_get_dbl_arr"; + "sym_getConstrUpper","sci_sym_get_dbl_arr"; + "sym_setConstrLower","sci_sym_setConstrBound"; + "sym_setConstrUpper","sci_sym_setConstrBound"; + "sym_setConstrType","sci_sym_setConstrType"; + "sym_getMatrix","sci_sym_get_matrix"; + "sym_getConstrSense","sci_sym_get_row_sense"; + + //add/remove variables and constraints + "sym_addConstr","sci_sym_addConstr"; + "sym_addVar","sci_sym_addVar"; + "sym_deleteVars","sci_sym_delete_cols"; + "sym_deleteConstrs","sci_sym_delete_rows"; + + //primal bound + "sym_getPrimalBound","sci_sym_getPrimalBound"; + "sym_setPrimalBound","sci_sym_setPrimalBound"; + + //set preliminary solution + "sym_setVarSoln","sci_sym_setColSoln"; + + //solve + "sym_solve","sci_sym_solve"; + + //post solve functions + "sym_getStatus","sci_sym_get_status"; + "sym_isOptimal","sci_sym_get_solver_status"; + "sym_isInfeasible","sci_sym_get_solver_status"; + "sym_isAbandoned","sci_sym_get_solver_status"; + "sym_isIterLimitReached","sci_sym_get_solver_status"; + "sym_isTimeLimitReached","sci_sym_get_solver_status"; + "sym_isTargetGapAchieved","sci_sym_get_solver_status"; + "sym_getVarSoln","sci_sym_getVarSoln"; + "sym_getObjVal","sci_sym_getObjVal"; + "sym_getIterCount","sci_sym_get_iteration_count"; + "sym_getConstrActivity","sci_sym_getRowActivity"; + + //QP function + "solveqp","sci_solveqp" + ]; + +//Name of all the files to be compiled +Files = [ + "globals.cpp", + "sci_iofunc.hpp", + "sci_iofunc.cpp", + "sci_sym_openclose.cpp", + "sci_solver_status_query_functions.cpp", + "sci_sym_solve.cpp", + "sci_sym_loadproblem.cpp", + "sci_sym_isenvactive.cpp", + "sci_sym_load_mps.cpp", + "sci_vartype.cpp", + "sci_sym_getinfinity.cpp", + "sci_sym_solution.cpp", + "sym_data_query_functions.cpp" + "sci_sym_set_variables.cpp", + "sci_sym_setobj.cpp", + "sci_sym_varbounds.cpp", + "sci_sym_rowmod.cpp", + "sci_sym_set_indices.cpp", + "sci_sym_addrowcol.cpp", + "sci_sym_primalbound.cpp", + "sci_sym_setcolsoln.cpp", + "sci_sym_getrowact.cpp", + "sci_sym_getobjsense.cpp", + "sci_sym_remove.cpp", + "sci_QuadNLP.cpp" + "QuadNLP.hpp" + "sci_ipopt.cpp" + + ] + +tbx_build_gateway(toolbox_title,Function_Names,Files,get_absolute_file_path("builder_gateway_cpp.sce"), [], Linker_Flag, C_Flags, [], "g++"); + +clear WITHOUT_AUTO_PUTLHSVAR toolbox_title Function_Names Files Linker_Flag C_Flags; diff --git a/sci_gateway/cpp/cleaner.sce b/sci_gateway/cpp/cleaner.sce index 45a256d..27b5409 100644 --- a/sci_gateway/cpp/cleaner.sce +++ b/sci_gateway/cpp/cleaner.sce @@ -10,12 +10,12 @@ if fileinfo('loader.sce') <> [] then mdelete('loader.sce'); end // ------------------------------------------------------ -if fileinfo('libsymphonytools.so') <> [] then - mdelete('libsymphonytools.so'); +if fileinfo('libFAMOS.so') <> [] then + mdelete('libFAMOS.so'); end // ------------------------------------------------------ -if fileinfo('libsymphonytools.c') <> [] then - mdelete('libsymphonytools.c'); +if fileinfo('libFAMOS.c') <> [] then + mdelete('libFAMOS.c'); end // ------------------------------------------------------ chdir(curdir); diff --git a/sci_gateway/cpp/libFAMOS.c b/sci_gateway/cpp/libFAMOS.c new file mode 100644 index 0000000..61990ad --- /dev/null +++ b/sci_gateway/cpp/libFAMOS.c @@ -0,0 +1,146 @@ +#ifdef __cplusplus +extern "C" { +#endif +#include <mex.h> +#include <sci_gateway.h> +#include <api_scilab.h> +#include <MALLOC.h> +static int direct_gateway(char *fname,void F(void)) { F();return 0;}; +extern Gatefunc sci_sym_open; +extern Gatefunc sci_sym_close; +extern Gatefunc sci_sym_isEnvActive; +extern Gatefunc sci_sym_set_defaults; +extern Gatefunc sci_sym_set_int_param; +extern Gatefunc sci_sym_get_int_param; +extern Gatefunc sci_sym_set_dbl_param; +extern Gatefunc sci_sym_get_dbl_param; +extern Gatefunc sci_sym_set_str_param; +extern Gatefunc sci_sym_get_str_param; +extern Gatefunc sci_sym_getInfinity; +extern Gatefunc sci_sym_loadProblemBasic; +extern Gatefunc sci_sym_loadProblem; +extern Gatefunc sci_sym_load_mps; +extern Gatefunc sci_sym_get_num_int; +extern Gatefunc sci_sym_get_num_int; +extern Gatefunc sci_sym_get_num_int; +extern Gatefunc sci_sym_isContinuous; +extern Gatefunc sci_sym_isBinary; +extern Gatefunc sci_sym_isInteger; +extern Gatefunc sci_sym_set_continuous; +extern Gatefunc sci_sym_set_integer; +extern Gatefunc sci_sym_get_dbl_arr; +extern Gatefunc sci_sym_get_dbl_arr; +extern Gatefunc sci_sym_setVarBound; +extern Gatefunc sci_sym_setVarBound; +extern Gatefunc sci_sym_get_dbl_arr; +extern Gatefunc sci_sym_setObjCoeff; +extern Gatefunc sci_sym_getObjSense; +extern Gatefunc sci_sym_setObjSense; +extern Gatefunc sci_sym_get_dbl_arr; +extern Gatefunc sci_sym_get_dbl_arr; +extern Gatefunc sci_sym_get_dbl_arr; +extern Gatefunc sci_sym_get_dbl_arr; +extern Gatefunc sci_sym_setConstrBound; +extern Gatefunc sci_sym_setConstrBound; +extern Gatefunc sci_sym_setConstrType; +extern Gatefunc sci_sym_get_matrix; +extern Gatefunc sci_sym_get_row_sense; +extern Gatefunc sci_sym_addConstr; +extern Gatefunc sci_sym_addVar; +extern Gatefunc sci_sym_delete_cols; +extern Gatefunc sci_sym_delete_rows; +extern Gatefunc sci_sym_getPrimalBound; +extern Gatefunc sci_sym_setPrimalBound; +extern Gatefunc sci_sym_setColSoln; +extern Gatefunc sci_sym_solve; +extern Gatefunc sci_sym_get_status; +extern Gatefunc sci_sym_get_solver_status; +extern Gatefunc sci_sym_get_solver_status; +extern Gatefunc sci_sym_get_solver_status; +extern Gatefunc sci_sym_get_solver_status; +extern Gatefunc sci_sym_get_solver_status; +extern Gatefunc sci_sym_get_solver_status; +extern Gatefunc sci_sym_getVarSoln; +extern Gatefunc sci_sym_getObjVal; +extern Gatefunc sci_sym_get_iteration_count; +extern Gatefunc sci_sym_getRowActivity; +extern Gatefunc sci_solveqp; +static GenericTable Tab[]={ + {(Myinterfun)sci_gateway,sci_sym_open,"sym_open"}, + {(Myinterfun)sci_gateway,sci_sym_close,"sym_close"}, + {(Myinterfun)sci_gateway,sci_sym_isEnvActive,"sym_isEnvActive"}, + {(Myinterfun)sci_gateway,sci_sym_set_defaults,"sym_resetParams"}, + {(Myinterfun)sci_gateway,sci_sym_set_int_param,"sym_setIntParam"}, + {(Myinterfun)sci_gateway,sci_sym_get_int_param,"sym_getIntParam"}, + {(Myinterfun)sci_gateway,sci_sym_set_dbl_param,"sym_setDblParam"}, + {(Myinterfun)sci_gateway,sci_sym_get_dbl_param,"sym_getDblParam"}, + {(Myinterfun)sci_gateway,sci_sym_set_str_param,"sym_setStrParam"}, + {(Myinterfun)sci_gateway,sci_sym_get_str_param,"sym_getStrParam"}, + {(Myinterfun)sci_gateway,sci_sym_getInfinity,"sym_getInfinity"}, + {(Myinterfun)sci_gateway,sci_sym_loadProblemBasic,"sym_loadProblemBasic"}, + {(Myinterfun)sci_gateway,sci_sym_loadProblem,"sym_loadProblem"}, + {(Myinterfun)sci_gateway,sci_sym_load_mps,"sym_loadMPS"}, + {(Myinterfun)sci_gateway,sci_sym_get_num_int,"sym_getNumConstr"}, + {(Myinterfun)sci_gateway,sci_sym_get_num_int,"sym_getNumVar"}, + {(Myinterfun)sci_gateway,sci_sym_get_num_int,"sym_getNumElements"}, + {(Myinterfun)sci_gateway,sci_sym_isContinuous,"sym_isContinuous"}, + {(Myinterfun)sci_gateway,sci_sym_isBinary,"sym_isBinary"}, + {(Myinterfun)sci_gateway,sci_sym_isInteger,"sym_isInteger"}, + {(Myinterfun)sci_gateway,sci_sym_set_continuous,"sym_setContinuous"}, + {(Myinterfun)sci_gateway,sci_sym_set_integer,"sym_setInteger"}, + {(Myinterfun)sci_gateway,sci_sym_get_dbl_arr,"sym_getVarLower"}, + {(Myinterfun)sci_gateway,sci_sym_get_dbl_arr,"sym_getVarUpper"}, + {(Myinterfun)sci_gateway,sci_sym_setVarBound,"sym_setVarLower"}, + {(Myinterfun)sci_gateway,sci_sym_setVarBound,"sym_setVarUpper"}, + {(Myinterfun)sci_gateway,sci_sym_get_dbl_arr,"sym_getObjCoeff"}, + {(Myinterfun)sci_gateway,sci_sym_setObjCoeff,"sym_setObjCoeff"}, + {(Myinterfun)sci_gateway,sci_sym_getObjSense,"sym_getObjSense"}, + {(Myinterfun)sci_gateway,sci_sym_setObjSense,"sym_setObjSense"}, + {(Myinterfun)sci_gateway,sci_sym_get_dbl_arr,"sym_getRhs"}, + {(Myinterfun)sci_gateway,sci_sym_get_dbl_arr,"sym_getConstrRange"}, + {(Myinterfun)sci_gateway,sci_sym_get_dbl_arr,"sym_getConstrLower"}, + {(Myinterfun)sci_gateway,sci_sym_get_dbl_arr,"sym_getConstrUpper"}, + {(Myinterfun)sci_gateway,sci_sym_setConstrBound,"sym_setConstrLower"}, + {(Myinterfun)sci_gateway,sci_sym_setConstrBound,"sym_setConstrUpper"}, + {(Myinterfun)sci_gateway,sci_sym_setConstrType,"sym_setConstrType"}, + {(Myinterfun)sci_gateway,sci_sym_get_matrix,"sym_getMatrix"}, + {(Myinterfun)sci_gateway,sci_sym_get_row_sense,"sym_getConstrSense"}, + {(Myinterfun)sci_gateway,sci_sym_addConstr,"sym_addConstr"}, + {(Myinterfun)sci_gateway,sci_sym_addVar,"sym_addVar"}, + {(Myinterfun)sci_gateway,sci_sym_delete_cols,"sym_deleteVars"}, + {(Myinterfun)sci_gateway,sci_sym_delete_rows,"sym_deleteConstrs"}, + {(Myinterfun)sci_gateway,sci_sym_getPrimalBound,"sym_getPrimalBound"}, + {(Myinterfun)sci_gateway,sci_sym_setPrimalBound,"sym_setPrimalBound"}, + {(Myinterfun)sci_gateway,sci_sym_setColSoln,"sym_setVarSoln"}, + {(Myinterfun)sci_gateway,sci_sym_solve,"sym_solve"}, + {(Myinterfun)sci_gateway,sci_sym_get_status,"sym_getStatus"}, + {(Myinterfun)sci_gateway,sci_sym_get_solver_status,"sym_isOptimal"}, + {(Myinterfun)sci_gateway,sci_sym_get_solver_status,"sym_isInfeasible"}, + {(Myinterfun)sci_gateway,sci_sym_get_solver_status,"sym_isAbandoned"}, + {(Myinterfun)sci_gateway,sci_sym_get_solver_status,"sym_isIterLimitReached"}, + {(Myinterfun)sci_gateway,sci_sym_get_solver_status,"sym_isTimeLimitReached"}, + {(Myinterfun)sci_gateway,sci_sym_get_solver_status,"sym_isTargetGapAchieved"}, + {(Myinterfun)sci_gateway,sci_sym_getVarSoln,"sym_getVarSoln"}, + {(Myinterfun)sci_gateway,sci_sym_getObjVal,"sym_getObjVal"}, + {(Myinterfun)sci_gateway,sci_sym_get_iteration_count,"sym_getIterCount"}, + {(Myinterfun)sci_gateway,sci_sym_getRowActivity,"sym_getConstrActivity"}, + {(Myinterfun)sci_gateway,sci_solveqp,"solveqp"}, +}; + +int C2F(libFAMOS)() +{ + Rhs = Max(0, Rhs); + if (*(Tab[Fin-1].f) != NULL) + { + if(pvApiCtx == NULL) + { + pvApiCtx = (StrCtx*)MALLOC(sizeof(StrCtx)); + } + pvApiCtx->pstName = (char*)Tab[Fin-1].name; + (*(Tab[Fin-1].f))(Tab[Fin-1].name,Tab[Fin-1].F); + } + return 0; +} +#ifdef __cplusplus +} +#endif diff --git a/sci_gateway/cpp/libFAMOS.so b/sci_gateway/cpp/libFAMOS.so Binary files differnew file mode 100755 index 0000000..f148cca --- /dev/null +++ b/sci_gateway/cpp/libFAMOS.so diff --git a/sci_gateway/cpp/loader.sce b/sci_gateway/cpp/loader.sce index 561a415..fe1d630 100644 --- a/sci_gateway/cpp/loader.sce +++ b/sci_gateway/cpp/loader.sce @@ -2,10 +2,10 @@ // Generated by builder.sce : Please, do not edit this file // ---------------------------------------------------------------------------- // -libsymphonytools_path = get_absolute_file_path('loader.sce'); +libFAMOS_path = get_absolute_file_path('loader.sce'); // // ulink previous function with same name -[bOK, ilib] = c_link('libsymphonytools'); +[bOK, ilib] = c_link('libFAMOS'); if bOK then ulink(ilib); end @@ -68,10 +68,11 @@ list_functions = [ 'sym_open'; 'sym_getObjVal'; 'sym_getIterCount'; 'sym_getConstrActivity'; + 'solveqp'; ]; -addinter(libsymphonytools_path + filesep() + 'libsymphonytools' + getdynlibext(), 'libsymphonytools', list_functions); +addinter(libFAMOS_path + filesep() + 'libFAMOS' + getdynlibext(), 'libFAMOS', list_functions); // remove temp. variables on stack -clear libsymphonytools_path; +clear libFAMOS_path; clear bOK; clear ilib; clear list_functions; diff --git a/sci_gateway/cpp/sci_QuadNLP.cpp b/sci_gateway/cpp/sci_QuadNLP.cpp new file mode 100644 index 0000000..2c484b7 --- /dev/null +++ b/sci_gateway/cpp/sci_QuadNLP.cpp @@ -0,0 +1,248 @@ +/* + * Quadratic Programming Toolbox for Scilab using IPOPT library + * Authors : + Sai Kiran + Keyur Joshi + Iswarya + */ + +#include "QuadNLP.hpp" +#include "IpIpoptData.hpp" + +extern "C"{ +#include <api_scilab.h> +#include <Scierror.h> +#include <BOOL.h> +#include <localization.h> +#include <sciprint.h> + + +double x_static,i, *op_obj_x = NULL,*op_obj_value = NULL; + +using namespace Ipopt; + +QuadNLP::~QuadNLP() + { + free(finalX_); + free(finalZl_); + free(finalZu_);} + +//get NLP info such as number of variables,constraints,no.of elements in jacobian and hessian to allocate memory +bool QuadNLP::get_nlp_info(Index& n, Index& m, Index& nnz_jac_g, Index& nnz_h_lag, IndexStyleEnum& index_style){ + n=numVars_; // Number of variables + m=numConstr_; // Number of constraints + nnz_jac_g = n*m; // No. of elements in Jacobian of constraints + nnz_h_lag = n*(n+1)/2; // No. of elements in lower traingle of Hessian of the Lagrangian. + index_style=C_STYLE; // Index style of matrices + return true; + } + +//get variable and constraint bound info +bool QuadNLP::get_bounds_info(Index n, Number* x_l, Number* x_u, Index m, Number* g_l, Number* g_u){ + + unsigned int i; + for(i=0;i<n;i++){ + x_l[i]=varLB_[i]; + x_u[i]=varUB_[i]; + } + + for(i=0;i<m;i++){ + g_l[i]=conLB_[i]; + g_u[i]=conUB_[i]; + } + return true; + } + +//get value of objective function at vector x +bool QuadNLP::eval_f(Index n, const Number* x, bool new_x, Number& obj_value){ + unsigned int i,j; + Number temp; + obj_value=0; + + for (i=0;i<n;++i){ + for (j=0;j<n;++j){ + obj_value+=x[i]*x[j]*qMatrix_[n*i+j]; + } + obj_value+=x[i]*lMatrix_[i]; + } + return true; + } + +//get value of gradient of objective function at vector x. +bool QuadNLP::eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f){ + unsigned int i,j; + for(i=0;i<n;i++){ + grad_f[i]=lMatrix_[i]; + for(j=0;j<n;j++) + grad_f[i]+=(qMatrix_[n*i+j]+qMatrix_[n*j+i])*x[j]; + } + return true; + } + +//Get the values of constraints at vector x. +bool QuadNLP::eval_g(Index n, const Number* x, bool new_x, Index m, Number* g){ + unsigned int i,j; + for(i=0;i<m;i++){ + g[i]=0; + for(j=0;j<n;j++) + g[i]+=x[j]*conMatrix_[n*i+j]; + } + return true; + } + +// This method sets initial values for required vectors . For now we are assuming 0 to all values. +bool QuadNLP::get_starting_point(Index n, bool init_x, Number* x, + bool init_z, Number* z_L, Number* z_U, + Index m, bool init_lambda, + Number* lambda){ + if (init_x == true){ //we need to set initial values for vector x + for (Index var=0;var<n;++var) + x[var]=0.0;//initialize with 0 or we can change. + } + + if (init_z == true){ //we need to provide initial values for vector bound multipliers + for (Index var=0;var<n;++var){ + z_L[var]=0.0; //initialize with 0 or we can change. + z_U[var]=0.0;//initialize with 0 or we can change. + } + } + + if (init_lambda == true){ //we need to provide initial values for lambda values. + for (Index var=0;var<m;++var){ + lambda[var]=0.0; //initialize with 0 or we can change. + } + } + + return true; + } +/* Return either the sparsity structure of the Jacobian of the constraints, or the values for the Jacobian of the constraints at the point x. + +*/ +bool QuadNLP::eval_jac_g(Index n, const Number* x, bool new_x, + Index m, Index nele_jac, Index* iRow, Index *jCol, + Number* values){ + + //It asked for structure of jacobian. + if (values==NULL){ //Structure of jacobian (full structure) + int index=0; + for (int var=0;var<m;++var)//no. of constraints + for (int flag=0;flag<n;++flag){//no. of variables + iRow[index]=var; + jCol[index]=flag; + index++; + } + } + //It asked for values + else { + int index=0; + for (int var=0;var<m;++var) + for (int flag=0;flag<n;++flag) + values[index++]=conMatrix_[n*var+flag]; + } + return true; + } + +/* + * Return either the sparsity structure of the Hessian of the Lagrangian, + * or the values of the Hessian of the Lagrangian for the given values for + * x,lambda,obj_factor. +*/ +bool QuadNLP::eval_h(Index n, const Number* x, bool new_x, + Number obj_factor, Index m, const Number* lambda, + bool new_lambda, Index nele_hess, Index* iRow, + Index* jCol, Number* values){ + + if (values==NULL){ + Index idx=0; + for (Index row = 0; row < n; row++) { + for (Index col = 0; col <= row; col++) { + iRow[idx] = row; + jCol[idx] = col; + idx++; + } + } + } + else { + Index index=0; + for (Index row=0;row < n;++row){ + for (Index col=0; col <= row; ++col){ + values[index++]=obj_factor*(qMatrix_[n*row+col]+qMatrix_[n*col+row]); + } + } + } + return true; + } + + +void QuadNLP::finalize_solution(SolverReturn status, + Index n, const Number* x, const Number* z_L, const Number* z_U, + Index m, const Number* g, const Number* lambda, Number obj_value, + const IpoptData* ip_data, + IpoptCalculatedQuantities* ip_cq){ + + finalX_ = (double*)malloc(sizeof(double) * numVars_ * 1); + for (Index i=0; i<n; i++) + { + finalX_[i] = x[i]; + } + + finalZl_ = (double*)malloc(sizeof(double) * numVars_ * 1); + for (Index i=0; i<n; i++) + { + finalZl_[i] = z_L[i]; + } + + finalZu_ = (double*)malloc(sizeof(double) * numVars_ * 1); + for (Index i=0; i<n; i++) + { + finalZu_[i] = z_U[i]; + } + + finalLambda_ = (double*)malloc(sizeof(double) * numConstr_ * 1); + for (Index i=0; i<m; i++) + { + finalLambda_[i] = lambda[i]; + } + + iter_ = ip_data->iter_count(); + finalObjVal_ = obj_value; + status_ = status; + + } + + const double * QuadNLP::getX() + { + return finalX_; + } + + const double * QuadNLP::getZl() + { + return finalZl_; + } + + const double * QuadNLP::getZu() + { + return finalZu_; + } + + const double * QuadNLP::getLambda() + { + return finalLambda_; + } + + double QuadNLP::getObjVal() + { + return finalObjVal_; + } + + double QuadNLP::iterCount() + { + return (double)iter_; + } + + int QuadNLP::returnStatus() + { + return status_; + } + +} diff --git a/sci_gateway/cpp/sci_ipopt.cpp b/sci_gateway/cpp/sci_ipopt.cpp new file mode 100644 index 0000000..a7ea33e --- /dev/null +++ b/sci_gateway/cpp/sci_ipopt.cpp @@ -0,0 +1,194 @@ +/* + * Quadratic Programming Toolbox for Scilab using IPOPT library + * Authors : + Sai Kiran + Keyur Joshi + Iswarya + */ + + +#include "sci_iofunc.hpp" +#include "IpIpoptApplication.hpp" +#include "QuadNLP.hpp" + +extern "C"{ +#include <api_scilab.h> +#include <Scierror.h> +#include <BOOL.h> +#include <localization.h> +#include <sciprint.h> + +int j; +double *op_x, *op_obj,*p; + +bool readSparse(int arg,int *iRows,int *iCols,int *iNbItem,int** piNbItemRow, int** piColPos, double** pdblReal){ + SciErr sciErr; + int* piAddr = NULL; + int iType = 0; + int iRet = 0; + sciErr = getVarAddressFromPosition(pvApiCtx, arg, &piAddr); + if(sciErr.iErr) { + printError(&sciErr, 0); + return false; + } + sciprint("\ndone\n"); + if(isSparseType(pvApiCtx, piAddr)){ + sciprint("done\n"); + sciErr =getSparseMatrix(pvApiCtx, piAddr, iRows, iCols, iNbItem, piNbItemRow, piColPos, pdblReal); + if(sciErr.iErr) { + printError(&sciErr, 0); + return false; + } + } + + else { + sciprint("\nSparse matrix required\n"); + return false; + } + return true; + } + +int sci_solveqp(char *fname) +{ + + CheckInputArgument(pvApiCtx, 9, 9); // We need total 9 input arguments. + CheckOutputArgument(pvApiCtx, 7, 7); + + double *QItems=NULL,*PItems=NULL,*ConItems=NULL,*conUB=NULL,*conLB=NULL,*varUB=NULL,*varLB=NULL,x,f,iter; + unsigned int nVars,nCons; + + + unsigned int arg = 1,temp1,temp2; + + if ( !getIntFromScilab(arg,&nVars) && arg++ && !getIntFromScilab(arg,&nCons) && arg++ && + !getDoubleMatrixFromScilab(arg,&temp1,&temp2,&QItems) && temp1 == nVars && temp2 == nVars && arg++ && + !getDoubleMatrixFromScilab(arg,&temp1,&temp2,&PItems) && temp2 == nVars && arg++ && + !getDoubleMatrixFromScilab(arg,&temp1,&temp2,&ConItems) && temp1 == nCons &&((nCons !=0 && temp2 == nVars)||(temp2==0)) && arg++ && + !getDoubleMatrixFromScilab(arg,&temp1,&temp2,&conLB) && temp2 == nCons && arg++ && + !getDoubleMatrixFromScilab(arg,&temp1,&temp2,&conUB) && temp2 == nCons && arg++ && + !getDoubleMatrixFromScilab(arg,&temp1,&temp2,&varLB) && temp2 == nVars && arg++ && + !getDoubleMatrixFromScilab(arg,&temp1,&temp2,&varUB) && temp2 == nVars){ + + + + using namespace Ipopt; + SmartPtr<QuadNLP> Prob = new QuadNLP(nVars,nCons,QItems,PItems,ConItems,conUB,conLB,varUB,varLB); + SmartPtr<IpoptApplication> app = IpoptApplicationFactory(); + app->RethrowNonIpoptException(true); + + // Change some options + // Note: The following choices are only examples, they might not be + // suitable for your optimization problem. + app->Options()->SetNumericValue("tol", 1e-7); + app->Options()->SetStringValue("mu_strategy", "adaptive"); + + // Indicates whether all equality constraints are linear + app->Options()->SetStringValue("jac_c_constant", "yes"); + // Indicates whether all inequality constraints are linear + app->Options()->SetStringValue("jac_d_constant", "yes"); + // Indicates whether the problem is a quadratic problem + app->Options()->SetStringValue("hessian_constant", "yes"); + + // Initialize the IpoptApplication and process the options + ApplicationReturnStatus status; + status = app->Initialize(); + if (status != Solve_Succeeded) { + sciprint("\n*** Error during initialization!\n"); + return0toScilab(); + return (int) status; + } + // Ask Ipopt to solve the problem + + status = app->OptimizeTNLP(Prob); + + double *fX = Prob->getX(); + double ObjVal = Prob->getObjVal(); + double *Zl = Prob->getZl(); + double *Zu = Prob->getZu(); + double *Lambda = Prob->getLambda(); + double iteration = Prob->iterCount(); + int stats = Prob->returnStatus(); + SciErr sciErr; + sciErr = createMatrixOfDouble(pvApiCtx, nbInputArgument(pvApiCtx) + 1, 1, nVars, fX); + if (sciErr.iErr) + { + printError(&sciErr, 0); + return 0; + } + + sciErr = createMatrixOfDouble(pvApiCtx, nbInputArgument(pvApiCtx) + 2,1,1,&ObjVal); + if (sciErr.iErr) + { + printError(&sciErr, 0); + return 0; + } + + sciErr = createMatrixOfInteger32(pvApiCtx, nbInputArgument(pvApiCtx) + 3,1,1,&stats); + if (sciErr.iErr) + { + printError(&sciErr, 0); + return 0; + } + + sciErr = createMatrixOfDouble(pvApiCtx, nbInputArgument(pvApiCtx) + 4,1,1,&iteration); + if (sciErr.iErr) + { + printError(&sciErr, 0); + return 0; + } + + sciErr = createMatrixOfDouble(pvApiCtx, nbInputArgument(pvApiCtx) + 5, 1, nVars, Zl); + if (sciErr.iErr) + { + printError(&sciErr, 0); + return 0; + } + + sciErr = createMatrixOfDouble(pvApiCtx, nbInputArgument(pvApiCtx) + 6, 1, nVars, Zu); + if (sciErr.iErr) + { + printError(&sciErr, 0); + return 0; + } + + sciErr = createMatrixOfDouble(pvApiCtx, nbInputArgument(pvApiCtx) + 7, 1, nCons, Lambda); + if (sciErr.iErr) + { + printError(&sciErr, 0); + return 0; + } + + + AssignOutputVariable(pvApiCtx, 1) = nbInputArgument(pvApiCtx) + 1; + AssignOutputVariable(pvApiCtx, 2) = nbInputArgument(pvApiCtx) + 2; + AssignOutputVariable(pvApiCtx, 3) = nbInputArgument(pvApiCtx) + 3; + AssignOutputVariable(pvApiCtx, 4) = nbInputArgument(pvApiCtx) + 4; + AssignOutputVariable(pvApiCtx, 5) = nbInputArgument(pvApiCtx) + 5; + AssignOutputVariable(pvApiCtx, 6) = nbInputArgument(pvApiCtx) + 6; + AssignOutputVariable(pvApiCtx, 7) = nbInputArgument(pvApiCtx) + 7; + + // As the SmartPtrs go out of scope, the reference count + // will be decremented and the objects will automatically + // be deleted. + + + } + else { + + sciprint("\nError:: check argument %d\n",arg); + return0toScilab(); + return 1; + } + + return 0; + } + +} + +/* +hessian_constan +jacobian _constant + +j_s_d constant : yes +*/ + |