// 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 #include #include #include #include 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 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; } }