/************************************************************************** * Program: mip_cplex_mex.c * * David R. Musicant and Claude M. Tadonki * *************************************************************************/ #include "/usr/local/cplex/cplex.h" #include #include #include "mex.h" #define MINIMIZE 1 #define MANDATORY_ARGS 5 #define MAX_ITER_DEFAULT 10000 /* Input arguments */ #define C_IN 0 #define A_IN 1 #define B_IN 2 #define L_IN 3 #define U_IN 4 #define LE_IN 5 #define GE_IN 6 #define BV_IN 7 #define GV_IN 8 #define MI_IN 9 /* Output arguments */ #define OBJ_OUT 0 #define X_OUT 1 #define PI_OUT 2 #define STAT_OUT 3 #define CSTAT_OUT 4 #define ITER_OUT 5 void mexFunction (int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[]) { /* MATLAB memory structures */ const mxArray *c,*A,*b,*l,*u,*le,*ge,*bv,*gv,*maxIterPtr; /* Return arguments */ double *matlpstat,*objval,*x,*pi,*cstat,*itcnt; /* MIP Solution */ int solstat; double bestval; double *xx; double *slak; /* Other declarations */ char *sense,errorMsg[255]; char *ctype; int rows,cols,maxIter,*matbeg,*matcnt,*matind,cur_numcols; double *c_ptr,*b_ptr,*matval,*l_ptr,*u_ptr,*slack,*dj; int matrixSize,status,i,j,le_size,ge_size,bv_size,gv_size,m,n; double *le_ptr = NULL,*ge_ptr = NULL; double *bv_ptr = NULL,*gv_ptr = NULL; int *istat,lpstat; CPXENVptr env; CPXLPptr lp = NULL; /* Assign pointers to MATLAB memory stuctures */ c = prhs[C_IN]; A = prhs[A_IN]; b = prhs[B_IN]; l = prhs[L_IN]; u = prhs[U_IN]; c_ptr = mxGetPr(c); b_ptr = mxGetPr(b); l_ptr = mxGetPr(l); u_ptr = mxGetPr(u); rows = mxGetM(b); cols = mxGetM(c); /* Build the matrix of coefficients, taking sparsity into account. */ if (mxIsSparse(A)){ /* Sparse */ matbeg = mxGetJc(A); /* beginnings of each column */ matcnt = (int*)mxCalloc(cols,sizeof(int)); /* # of entries in each col */ for (i = 0; i < cols; i++) matcnt[i] = matbeg[i+1] - matbeg[i]; matind = mxGetIr(A); /* row locations */ matval = mxGetPr(A); /* actual coefficients */ } else { /* Dense */ m = mxGetM(A); n = mxGetN(A); matbeg = (int*)mxCalloc(n,sizeof(int)); matcnt = (int*)mxCalloc(n,sizeof(int)); matind = (int*)mxCalloc(m*n,sizeof(int)); matval = mxGetPr(A); for (j = 0; j < n; j++) { matbeg[j] = j*m; for (i = 0; i < m; i++) matind[j*m + i] = i; matcnt[j] = m; } } /* Initialize variable types (default is continuous ( C ). */ ctype = (char*)mxCalloc(cols,sizeof(char)); for(i = 0; i < cols; i++) ctype[i] = 'C'; /* Initialize all constraints to be equality constraints (default). */ sense = (char*)mxCalloc(rows,sizeof(char)); for(i = 0; i < rows; i++) sense[i] = 'E'; /* If "<=" constraints given, set them up. */ if(nrhs > MANDATORY_ARGS){ le = prhs[LE_IN]; le_ptr = mxGetPr(le); le_size = mxGetM(le); for(i = 0; i < le_size; i++) sense[(int)(le_ptr[i]-1)] = 'L'; } /* If ">=" constraints given, set them up. */ if(nrhs > MANDATORY_ARGS + 1){ ge = prhs[GE_IN]; ge_ptr = mxGetPr(ge); ge_size = mxGetM(ge); for(i = 0; i < ge_size; i++) sense[(int)(ge_ptr[i]-1)] = 'G'; } /* Set binary variables. */ if(nrhs > MANDATORY_ARGS + 2){ bv = prhs[BV_IN]; bv_ptr = mxGetPr(bv); bv_size = mxGetM(bv); for(i = 0; i < bv_size; i++) ctype[(int)(bv_ptr[i]-1)] = 'B'; } /* ISet general integer variables. */ if(nrhs > MANDATORY_ARGS + 3){ gv = prhs[GV_IN]; gv_ptr = mxGetPr(gv); gv_size = mxGetM(gv); for(i = 0; i < gv_size; i++) ctype[(int)(gv_ptr[i]-1)] = 'I'; } /* Set up maximum number of iterations */ if (nrhs > MANDATORY_ARGS + 4) { maxIterPtr = prhs[MI_IN]; maxIter = (int)mxGetScalar(maxIterPtr); } else maxIter = MAX_ITER_DEFAULT; /* Output to MATLAB */ plhs[OBJ_OUT] = mxCreateDoubleMatrix(1,1,mxREAL); plhs[X_OUT] = mxCreateDoubleMatrix(cols,1,mxREAL); plhs[PI_OUT] = mxCreateDoubleMatrix(rows,1,mxREAL); plhs[STAT_OUT] = mxCreateDoubleMatrix(1,1,mxREAL); plhs[CSTAT_OUT] = mxCreateDoubleMatrix(cols,1,mxREAL); plhs[ITER_OUT] = mxCreateDoubleMatrix(1,1,mxREAL); objval = mxGetPr(plhs[OBJ_OUT]); x = mxGetPr(plhs[X_OUT]); pi = mxGetPr(plhs[PI_OUT]); matlpstat = mxGetPr(plhs[STAT_OUT]); cstat = mxGetPr(plhs[CSTAT_OUT]); istat = (int*)mxCalloc(cols,sizeof(int)); itcnt = mxGetPr(plhs[ITER_OUT]); /* Open CPLEX environment */ env = CPXopenCPLEXdevelop(&status); if (!env) { printf(CPXgeterrorstring(env,status,errorMsg)); mexErrMsgTxt("\nCould not open CPLEX environment."); } /* Create CPLEX problem space */ lp = CPXcreateprob(env, &status, "matlab"); if (!lp) { printf(CPXgeterrorstring(env,status,errorMsg)); CPXcloseCPLEX(&env); mexErrMsgTxt("\nCould not create CPLEX problem."); } /* Copy LP into CPLEX environment */ status = CPXcopylp(env, lp, cols, rows, MINIMIZE, c_ptr, b_ptr, sense, matbeg, matcnt, matind, matval, l_ptr, u_ptr, NULL); /* Copy VARTYPE into CPLEX environment */ status = CPXcopyctype(env, lp, ctype); if (status) { printf(CPXgeterrorstring(env,status,errorMsg)); CPXfreeprob(env,&lp); CPXcloseCPLEX(&env); mexErrMsgTxt("\nCould not copy CPLEX problem."); } /* Set iteration limit. */ status = CPXsetintparam(env, CPX_PARAM_ITLIM, maxIter); if (status) { printf(CPXgeterrorstring(env,status,errorMsg)); CPXfreeprob(env,&lp); CPXcloseCPLEX(&env); mexErrMsgTxt("\nCould not set number of iterations."); } /* Perform optimization status = CPXmipopt(env,lp); */ status = CPXmipopt(env,lp); if (status) { printf(CPXgeterrorstring(env,status,errorMsg)); CPXfreeprob(env,&lp); CPXcloseCPLEX(&env); mexErrMsgTxt("\nOptimization error."); } /* Obtain solution */ /* status = CPXsolution(env, lp, &lpstat, objval, x, pi, NULL, NULL); */ lpstat = CPXgetstat(env,lp); *matlpstat = lpstat; if (status) { printf(CPXgeterrorstring(env,status,errorMsg)); CPXfreeprob(env,&lp); CPXcloseCPLEX(&env); mexErrMsgTxt("\nFailure when retrieving solution."); } /* Get Solution */ status = CPXgetmipobjval(env,lp,objval); if (status) { mexErrMsgTxt("\nUnable to retrive best objective."); } /* Get optimal integer */ cur_numcols=CPXgetnumcols(env,lp); status = CPXgetmipx(env,lp,x,0,cur_numcols-1); if (status) { mexErrMsgTxt("\nFailed to get optimal integer x."); } /* Get slacks variables */ cur_numcols=CPXgetnumrows(env,lp); status = CPXgetmipslack(env,lp,pi,0,cur_numcols-1); if (status) { mexErrMsgTxt("\nFailed to get optimal slacks values."); } /* Get iteration count */ *itcnt = (double)CPXgetmipitcnt(env,lp); /* Clean up problem */ CPXfreeprob(env,&lp); CPXcloseCPLEX(&env); }