int
main (void)
{
IloEnv env;
int retval = -1;
try {
// Create the model.
IloModel model(env);
IloCplex cplex(env);
IloObjective obj(env);
IloNumVarArray vars(env);
IloRangeArray rngs(env);
IloIntArray cone(env);
createmodel(model, obj, vars, rngs, cone);
// Extract model.
cplex.extract(model);
// Solve the problem. If we cannot find an _optimal_ solution then
// there is no point in checking the KKT conditions and we throw an
// exception.
cplex.setParam(IloCplex::Param::Barrier::QCPConvergeTol, CONVTOL);
if ( !cplex.solve() || cplex.getStatus() != IloAlgorithm::Optimal )
throw string("Failed to solve problem to optimality");
// Test the KKT conditions on the solution.
if ( !checkkkt (cplex, obj, vars, rngs, cone, TESTTOL) ) {
env.error() << "Testing of KKT conditions failed." << endl;
}
else {
env.out() << "Solution status: " << cplex.getStatus() << endl;
env.out() << "KKT conditions are satisfied." << endl;
retval = 0;
}
env.end();
} catch (IloException &e) {
cerr << "IloException: " << e << endl;
if (env.getImpl())
env.end();
::abort();
} catch (string& e) {
cerr << e << endl;
if (env.getImpl())
env.end();
::abort();
}
return retval;
}
int
main (void)
{
CPXENVptr env;
CPXLPptr lp = NULL;
int *cone = NULL;
int status;
CPXCHANNELptr resc, warnc, errc, logc;
int retval = -1;
/* Initialize CPLEX and get a reference to the output channels.
* If any of this fails immediately terminate the program.
*/
env = CPXopenCPLEX (&status);
if ( env == NULL || status != 0 )
abort ();
status = CPXgetchannels (env, &resc, &warnc, &errc, &logc);
if ( status != 0 )
abort ();
/* CPLEX is fully setup. Enable output.
*/
status = CPXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status != 0 )
goto TERMINATE;
/* Create model. */
lp = CPXcreateprob (env, &status, "xsocpex1");
if ( lp == NULL || status != 0 )
goto TERMINATE;
if ( !createmodel (env, lp, &cone) )
goto TERMINATE;
/* Solve the problem to optimality. */
CPXmsg (logc, "Optimizing ...\n");
status = CPXsetdblparam (env, CPXPARAM_Barrier_QCPConvergeTol, CONVTOL);
if ( status != 0 )
goto TERMINATE;
if ( (status = CPXhybbaropt (env, lp, CPX_ALG_NONE)) != 0 )
goto TERMINATE;
if ( CPXgetstat (env, lp) != CPX_STAT_OPTIMAL ) {
CPXmsg (errc, "Cannot test KKT conditions on non-optimal solution.\n");
goto TERMINATE;
}
/* Now test KKT conditions on the result. */
if ( !checkkkt (env, lp, cone, TESTTOL) ) {
CPXmsg (logc, "Testing of KKT conditions failed.\n");
CPXmsg (errc, "Testing of KKT conditions failed.\n");
goto TERMINATE;
}
CPXmsg (resc, "KKT conditions are satisfied.\n");
retval = 0;
TERMINATE:
free (cone);
if ( lp != NULL )
CPXfreeprob (env, &lp);
CPXcloseCPLEX (&env);
return retval;
}