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/*
* Quadratic Programming Toolbox for Scilab using IPOPT library
* Authors :
Sai Kiran
Keyur Joshi
Iswarya
Harpreet Singh
*/
#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 sci_solveqp(char *fname)
{
using namespace Ipopt;
CheckInputArgument(pvApiCtx, 11, 11); // We need total 10 input arguments.
CheckOutputArgument(pvApiCtx, 7, 7);
// Error management variable
SciErr sciErr;
// Input arguments
double *QItems=NULL,*PItems=NULL,*ConItems=NULL,*conUB=NULL,*conLB=NULL;
double *cpu_time=NULL,*max_iter=NULL,*varUB=NULL,*varLB=NULL,*init_guess=NULL;
static unsigned int nVars = 0,nCons = 0;
unsigned int temp1 = 0,temp2 = 0, iret = 0;
// Output arguments
double *fX = NULL, ObjVal=0,iteration=0, *Zl=NULL, *Zu=NULL, *Lambda=NULL;
int rstatus = 0;
////////// Manage the input argument //////////
//Number of Variables
if(getIntFromScilab(1,&nVars))
{
return 1;
}
//Number of Constraints
if (getIntFromScilab(2,&nCons))
{
return 1;
}
//Q matrix from scilab
temp1 = nVars;
temp2 = nCons;
if (getFixedSizeDoubleMatrixFromScilab(3,temp1,temp1,&QItems))
{
return 1;
}
//P matrix from scilab
temp1 = 1;
temp2 = nVars;
if (getFixedSizeDoubleMatrixFromScilab(4,temp1,temp2,&PItems))
{
return 1;
}
if (nCons!=0)
{
//conMatrix matrix from scilab
temp1 = nCons;
temp2 = nVars;
if (getFixedSizeDoubleMatrixFromScilab(5,temp1,temp2,&ConItems))
{
return 1;
}
//conLB matrix from scilab
temp1 = 1;
temp2 = nCons;
if (getFixedSizeDoubleMatrixFromScilab(6,temp1,temp2,&conLB))
{
return 1;
}
//conUB matrix from scilab
if (getFixedSizeDoubleMatrixFromScilab(7,temp1,temp2,&conUB))
{
return 1;
}
}
//varLB matrix from scilab
temp1 = 1;
temp2 = nVars;
if (getFixedSizeDoubleMatrixFromScilab(8,temp1,temp2,&varLB))
{
return 1;
}
//varUB matrix from scilab
if (getFixedSizeDoubleMatrixFromScilab(9,temp1,temp2,&varUB))
{
return 1;
}
//Initial Value of variables from scilab
if (getFixedSizeDoubleMatrixFromScilab(10,temp1,temp2,&init_guess))
{
return 1;
}
//Getting the parameters
temp1 = 1;
temp2 = 1;
//Getting maximum iteration
if (getFixedSizeDoubleMatrixInList(11,2,temp1,temp2,&max_iter))
{
return 1;
}
//Getting Cpu Time
if (getFixedSizeDoubleMatrixInList(11,4,temp1,temp2,&cpu_time))
{
return 1;
}
// Starting Ipopt
SmartPtr<QuadNLP> Prob =
new QuadNLP(nVars,nCons,QItems,PItems,ConItems,conUB,conLB,varUB,varLB,init_guess);
SmartPtr<IpoptApplication> app = IpoptApplicationFactory();
app->RethrowNonIpoptException(true);
////////// Managing the parameters //////////
app->Options()->SetNumericValue("tol", 1e-7);
app->Options()->SetIntegerValue("max_iter", (int)*max_iter);
app->Options()->SetNumericValue("max_cpu_time", *cpu_time);
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");
return (int) status;
}
// Ask Ipopt to solve the problem
status = app->OptimizeTNLP(Prob);
rstatus = Prob->returnStatus();
////////// Manage the output argument //////////
if (rstatus == 0 | rstatus == 1 | rstatus == 2){
fX = Prob->getX();
ObjVal = Prob->getObjVal();
iteration = Prob->iterCount();
if (returnDoubleMatrixToScilab(1, 1, nVars, fX))
{
return 1;
}
if (returnDoubleMatrixToScilab(2, 1, 1, &ObjVal))
{
return 1;
}
if (returnIntegerMatrixToScilab(3, 1, 1, &rstatus))
{
return 1;
}
if (returnDoubleMatrixToScilab(4, 1, 1, &iteration))
{
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;
}
if (returnDoubleMatrixToScilab(4, 1, 1, &iteration))
{
return 1;
}
}
if(rstatus == 0){
Zl = Prob->getZl();
Zu = Prob->getZu();
Lambda = Prob->getLambda();
if (returnDoubleMatrixToScilab(5, 1, nVars, Zl))
{
return 1;
}
if (returnDoubleMatrixToScilab(6, 1, nVars, Zu))
{
return 1;
}
if (returnDoubleMatrixToScilab(7, 1, 1, Lambda))
{
return 1;
}
}
else{
if (returnDoubleMatrixToScilab(5, 0, 0, Zl))
{
return 1;
}
if (returnDoubleMatrixToScilab(6, 0, 0, Zu))
{
return 1;
}
if (returnDoubleMatrixToScilab(7, 0, 0, Lambda))
{
return 1;
}
}
// As the SmartPtrs go out of scope, the reference count
// will be decremented and the objects will automatically
// be deleted.
return 0;
}
}
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