Beispiel #1
0
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;
}
Beispiel #2
0
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;
}