MSKrescodee MSK_dgoread(MSKtask_t task,
char *nldatafile,
MSKintt *numvar, /* numterms in primal */
MSKintt *numcon, /* numvar in primal */
MSKintt *t, /* constraints in primal */
double **v, /* coefficients for terms */
MSKintt **p /* corresponds to number of
terms in each constraint in the
primal */
)
{
MSKrescodee r=MSK_RES_OK;
MSKenv_t env;
char buf[MAX_LINE_LENGTH];
FILE *f;
MSKintt i;
MSK_getenv(task,&env);
v[0] = NULL; p[0] = NULL;
f = fopen(nldatafile,"rt");
if (f)
{
fgets(buf,sizeof(buf),f);
t[0] = (int) atol(buf);
}
else
{
printf("Could not open file '%s'\n",nldatafile);
r = MSK_RES_ERR_FILE_OPEN;
}
if (r == MSK_RES_OK)
r = MSK_getnumvar(task,numvar);
if (r == MSK_RES_OK)
r = MSK_getnumcon(task,numcon);
if (r == MSK_RES_OK)
{
p[0] = (int*) MSK_calloctask(task,t[0],sizeof(int));
if (p[0] == NULL)
r = MSK_RES_ERR_SPACE;
}
if (r == MSK_RES_OK)
{
v[0] = (double*) MSK_calloctask(task,numvar[0],sizeof(double));
if (v[0] == NULL)
r = MSK_RES_ERR_SPACE;
}
if (r == MSK_RES_OK)
{
for(i=0; i<numvar[0]; ++i)
{
fgets(buf,sizeof(buf),f);
v[0][i] = atof(buf);
}
for(i=0; i<t[0]; ++i)
{
fgets(buf,sizeof(buf),f);
p[0][i] = (int) atol(buf);
}
}
return ( r );
}
int main(int argc,char *argv[])
{
const MSKint32t numvar = 3,
numcon = 3;
MSKint32t i,j;
double c[] = {1.5, 2.5, 3.0};
MSKint32t ptrb[] = {0, 3, 6},
ptre[] = {3, 6, 9},
asub[] = { 0, 1, 2,
0, 1, 2,
0, 1, 2};
double aval[] = { 2.0, 3.0, 2.0,
4.0, 2.0, 3.0,
3.0, 3.0, 2.0};
MSKboundkeye bkc[] = {MSK_BK_UP, MSK_BK_UP, MSK_BK_UP };
double blc[] = {-MSK_INFINITY, -MSK_INFINITY, -MSK_INFINITY};
double buc[] = {100000, 50000, 60000};
MSKboundkeye bkx[] = {MSK_BK_LO, MSK_BK_LO, MSK_BK_LO};
double blx[] = {0.0, 0.0, 0.0,};
double bux[] = {+MSK_INFINITY, +MSK_INFINITY,+MSK_INFINITY};
double *xx=NULL;
MSKenv_t env;
MSKtask_t task;
MSKint32t varidx,conidx;
MSKrescodee r;
/* Create the mosek environment. */
r = MSK_makeenv(&env,NULL);
if ( r==MSK_RES_OK )
{
/* Create the optimization task. */
r = MSK_maketask(env,numcon,numvar,&task);
/* Directs the log task stream to the
'printstr' function. */
MSK_linkfunctotaskstream(task,MSK_STREAM_LOG,NULL,printstr);
/* Append the constraints. */
if (r == MSK_RES_OK)
r = MSK_appendcons(task,numcon);
/* Append the variables. */
if (r == MSK_RES_OK)
r = MSK_appendvars(task,numvar);
/* Put C. */
if (r == MSK_RES_OK)
r = MSK_putcfix(task, 0.0);
if (r == MSK_RES_OK)
for(j=0; j<numvar; ++j)
r = MSK_putcj(task,j,c[j]);
/* Put constraint bounds. */
if (r == MSK_RES_OK)
for(i=0; i<numcon; ++i)
r = MSK_putconbound(task,i,bkc[i],blc[i],buc[i]);
/* Put variable bounds. */
if (r == MSK_RES_OK)
for(j=0; j<numvar; ++j)
r = MSK_putvarbound(task,j,bkx[j],blx[j],bux[j]);
/* Put A. */
if (r == MSK_RES_OK)
if ( numcon>0 )
for(j=0; j<numvar; ++j)
r = MSK_putacol(task,
j,
ptre[j]-ptrb[j],
asub+ptrb[j],
aval+ptrb[j]);
if (r == MSK_RES_OK)
r = MSK_putobjsense(task,
MSK_OBJECTIVE_SENSE_MAXIMIZE);
if (r == MSK_RES_OK)
r = MSK_optimizetrm(task,NULL);
if (r == MSK_RES_OK)
{
xx = calloc(numvar,sizeof(double));
if ( !xx )
r = MSK_RES_ERR_SPACE;
}
if (r == MSK_RES_OK)
r = MSK_getxx(task,
MSK_SOL_BAS, /* Basic solution. */
xx);
/* Make a change to the A matrix */
if (r == MSK_RES_OK)
r = MSK_putaij(task, 0, 0, 3.0);
if (r == MSK_RES_OK)
r = MSK_optimizetrm(task,NULL);
/* Get index of new variable, this should be 3 */
if (r == MSK_RES_OK)
r = MSK_getnumvar(task,&varidx);
/* Append a new variable x_3 to the problem */
if (r == MSK_RES_OK)
r = MSK_appendvars(task,1);
/* Set bounds on new variable */
if (r == MSK_RES_OK)
r = MSK_putvarbound(task,
varidx,
MSK_BK_LO,
0,
+MSK_INFINITY);
/* Change objective */
if (r == MSK_RES_OK)
r = MSK_putcj(task,varidx,1.0);
/* Put new values in the A matrix */
if (r == MSK_RES_OK)
{
MSKint32t acolsub[] = {0, 2};
double acolval[] = {4.0, 1.0};
r = MSK_putacol(task,
varidx, /* column index */
2, /* num nz in column*/
acolsub,
acolval);
}
/* Change optimizer to free simplex and reoptimize */
if (r == MSK_RES_OK)
r = MSK_putintparam(task,MSK_IPAR_OPTIMIZER,MSK_OPTIMIZER_FREE_SIMPLEX);
if (r == MSK_RES_OK)
r = MSK_optimizetrm(task,NULL);
/* Get index of new constraint*/
if (r == MSK_RES_OK)
r = MSK_getnumcon(task,&conidx);
/* Append a new constraint */
if (r == MSK_RES_OK)
r = MSK_appendcons(task,1);
/* Set bounds on new constraint */
if (r == MSK_RES_OK)
r = MSK_putconbound(task,
conidx,
MSK_BK_UP,
-MSK_INFINITY,
30000);
/* Put new values in the A matrix */
if (r == MSK_RES_OK)
{
MSKidxt arowsub[] = {0, 1, 2, 3 };
double arowval[] = {1.0, 2.0, 1.0, 1.0};
r = MSK_putarow(task,
conidx, /* row index */
4, /* num nz in row*/
arowsub,
arowval);
}
if (r == MSK_RES_OK)
r = MSK_optimizetrm(task,NULL);
if ( xx )
free(xx);
MSK_deletetask(&task);
}
MSK_deleteenv(&env);
printf("Return code: %d (0 means no error occured.)\n",r);
return ( r );
} /* main */
