int con_branching()
{
CONSTRAINT *row0,*row1;
double old_lowerb = lowerb;
#ifdef STAMP
std::cout << " >>>>>>>>>>>>> constraint branching " << std::endl;
if(branchs==0) write_sol(fsolution);
#endif
if( upperb < ceil(lowerb-ZERO)+ZERO ) return(1);
//// constraint_branching(nbetter,better,&row0,&row1);
constraint_branching(nsupport,support,&row0,&row1);
if( upperb < ceil(lowerb-ZERO)+ZERO ) return(1);
if(row0==NULL && row1==NULL)return(-1);
if(row0==NULL || row1==NULL)return(0);
/***
to do not use the branch-cuts
***/
//// return(-1);
branchs++;
#ifdef STAMP
std::cout << "branching " << branchs << " on constraint" << std::endl;
#endif
/* making the left child */
row0->stat = LP_BA;
add_rows(1,&row0);
lowerb = solve_lp(0);
get_solution();
get_base();
write_prob();
deletelastrow();
row0->stat = FIX_LB;
/* making the left child */
row1->stat = LP_BA;
add_rows(1,&row1);
lowerb = solve_lp(0);
get_solution();
get_base();
write_prob();
deletelastrow();
row1->stat = FIX_LB;
lowerb = old_lowerb;
return(1);
}
void SDP::debug_prob(char* path)
{
struct blockmatrix* Cptr = (struct blockmatrix*)C_;
struct blockmatrix& C = *Cptr;
struct constraintmatrix* constraints = (struct constraintmatrix*)constraints_;
write_prob(path,7,2,C,b_,constraints);
}
int var_branching()
{
VARIABLE *col;
double old_lowerb = lowerb;
#ifdef STAMP
std::cout << " >>>>>>>>>>>>> var branching " << std::endl;
if(branchs==0) write_sol(fsolution);
#endif
if( upperb-ZERO < ceil(lowerb-ZERO) )
return(1);
col = variable_branching(BETTERLP);
if( upperb-ZERO < ceil(lowerb-ZERO) )
return(1);
if(col==NULL)
return(0);
#ifdef STAMP
std::cout << branchs << " on variable " << col->index << "=" << col->val << std::endl;
#endif
branchs++;
/* making the left child */
if( ceil( solve_child_col( col , (double)0 , 1)-ZERO) < upperb-ZERO ) {
col->stat = FIX_LB;
write_prob();
}
/* making the left child */
if( ceil( solve_child_col( col , (double)1 , 1)-ZERO) < upperb-ZERO ) {
col->stat = FIX_UB;
write_prob();
}
lowerb = old_lowerb;
return(1);
}
int load_branch_tree()
{
FILE *pfile;
mar = 1;
mac = ncols;
tree = NULL;
pfile = fopen(fbranch,"w");
if(pfile==NULL){
std::cout << "ERROR: not possible to write on " << fbranch << std::endl;
CSPexit(EXIT_ERROR); //exit(1);
}
fclose(pfile);
write_prob();
return(0);
}
//Main Function
void mexFunction(int nlhs, mxArray *plhs[],int nrhs, const mxArray *prhs[])
{
//Input Args
double *f, *blin = NULL, *lb = NULL, *ub = NULL, *y0 = NULL;
//Return Args
double *x, *pval, *dval, *exitflag, *iter, *pinf, *dinf, *realgap, *xzgap;
//Options (most get defaults written in)
int maxiter = 1500;
//Internal Vars
size_t ndec = 0, nlincon = 0, lincon_nz = 0, total_dim = 0, ncones = 0;
size_t i, j;
const char *onames[2] = {"pval","dval"};
const char *fnames[5] = {"iter","pinf","dinf","realgap","xzgap"};
double evaltime;
int status = -1, nb = 0, linoffset = 0, indlb = 1, indub = 1, nLB = 0, nUB = 0;
mwIndex *jc;
//CSDP Problem Data
struct blockmatrix C;
double *b, *y, *xx, objconstant = 0.0;
struct constraintmatrix *constraints;
struct blockmatrix X, Z;
struct sparseblock *blockptr;
struct paramstruc params;
//Version Return
if(nrhs < 1) {
if(nlhs < 1)
printSolverInfo();
else
plhs[0] = mxCreateString(CSDP_VERSION);
return;
}
//Check Inputs
checkInputs(prhs,nrhs);
//Get pointers to Input variables
f = mxGetPr(pF); ndec = mxGetNumberOfElements(pF);
if(!mxIsEmpty(pA)) {
blin = mxGetPr(pB);
nlincon = mxGetM(pA);
jc = mxGetJc(pA);
lincon_nz = jc[ndec];
}
if(nrhs > eLB && !mxIsEmpty(pLB)) {
lb = mxGetPr(pLB);
//Ensure we have at least one finite bound
for(i=0,j=0;i<ndec;i++)
if(mxIsInf(lb[i]))
j++;
if(j==ndec)
lb = NULL;
}
if(nrhs > eUB && !mxIsEmpty(pUB)) {
ub = mxGetPr(pUB);
//Ensure we have at least one finite bound
for(i=0,j=0;i<ndec;i++)
if(mxIsInf(ub[i]))
j++;
if(j==ndec)
ub = NULL;
}
if(nrhs > eSDP && !mxIsEmpty(pSDP)) {
if(mxIsCell(pSDP))
ncones = mxGetNumberOfElements(pSDP);
else
ncones = 1;
}
if(nrhs > eY0 && !mxIsEmpty(pY0))
y0 = mxGetPr(pY0);
//Create Outputs
plhs[0] = mxCreateDoubleMatrix(ndec,1, mxREAL);
plhs[1] = mxCreateStructMatrix(1,1,2,onames);
mxSetField(plhs[1],0,onames[0],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[1],0,onames[1],mxCreateDoubleMatrix(1,1, mxREAL));
plhs[2] = mxCreateDoubleMatrix(1,1, mxREAL);
x = mxGetPr(plhs[0]);
pval = mxGetPr(mxGetField(plhs[1],0,onames[0]));
dval = mxGetPr(mxGetField(plhs[1],0,onames[1]));
exitflag = mxGetPr(plhs[2]);
//Info Output
plhs[3] = mxCreateStructMatrix(1,1,5,fnames);
mxSetField(plhs[3],0,fnames[0],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[3],0,fnames[1],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[3],0,fnames[2],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[3],0,fnames[3],mxCreateDoubleMatrix(1,1, mxREAL));
mxSetField(plhs[3],0,fnames[4],mxCreateDoubleMatrix(1,1, mxREAL));
iter = mxGetPr(mxGetField(plhs[3],0,fnames[0]));
pinf = mxGetPr(mxGetField(plhs[3],0,fnames[1]));
dinf = mxGetPr(mxGetField(plhs[3],0,fnames[2]));
realgap = mxGetPr(mxGetField(plhs[3],0,fnames[3]));
xzgap = mxGetPr(mxGetField(plhs[3],0,fnames[4]));
//Set Defaults
citer = 0;
maxtime = 1000;
printLevel = 0;
//Allocate Initial Storage for the Problem
b = (double*)malloc((ndec+1)*sizeof(double)); //objective vector
//C matrices [LB UB LIN SD]
nb = (int)ncones+(int)(nlincon>0)+(int)(lb!=NULL)+(int)(ub!=NULL);
#ifdef DEBUG
mexPrintf("Number of blocks (including bounds, linear and sdcones): %d\n",nb);
#endif
C.nblocks = nb;
C.blocks = (struct blockrec*)malloc((nb+1)*sizeof(struct blockrec)); //+1 due to fortran index
if(C.blocks == NULL)
mexErrMsgTxt("Error allocating memory for C matrices");
//Constraints (i.e. 1 per decision variable)
constraints = (struct constraintmatrix*)malloc((ndec+1)*sizeof(struct constraintmatrix)); //+1 due to fortran index
if(constraints == NULL) {
free(C.blocks);
mexErrMsgTxt("Error allocating memory for A matrices");
}
for(i=1;i<=ndec;i++)
constraints[i].blocks=NULL; //initially set as NULL
//Copy in and negate objective vector
for(i=0;i<ndec;i++)
b[i+1] = -f[i];
//Create Bounds if Present
if(lb || ub)
linoffset += addBounds(C,lb,ub,ndec,&nLB,&nUB);
//Create Linear Cone (diagonal) if present
if(nlincon) {
//Initialize C
C.blocks[linoffset+1].blockcategory = DIAG;
C.blocks[linoffset+1].blocksize = (int)nlincon;
C.blocks[linoffset+1].data.vec = (double*)malloc((nlincon+1)*sizeof(double));
if(C.blocks[linoffset+1].data.vec == NULL)
mexErrMsgTxt("Error allocating memory for LP C diagonal");
#ifdef DEBUG
mexPrintf("LP C[%d] Vector size: %d\n",linoffset+1,nlincon);
#endif
//Copy Elements
for(i=0;i<nlincon;i++) {
C.blocks[linoffset+1].data.vec[i+1] = -blin[i];
#ifdef DEBUG
mexPrintf(" C vec[%d] = %f\n",i+1,-blin[i]);
#endif
}
linoffset++;
}
#ifdef DEBUG
mexPrintf("\nBlock offset after bounds + linear con: %d\n\n",linoffset);
#endif
//Setup Semidefinite C matrices (note all full matrices, dense, in order from 1)
for(i=1;i<=ncones;i++) {
//Single Cone
if(ncones == 1 && !mxIsCell(pSDP))
total_dim += addCMatrix(C,pSDP,(int)i+linoffset);
//Multiple Cones
else
total_dim += addCMatrix(C,mxGetCell(pSDP,i-1),(int)i+linoffset);
}
//Add Linear Dims
total_dim += nLB+nUB+nlincon;
#ifdef DEBUG
mexPrintf("\nTotal dimension of all cones: %d\n\n",total_dim);
#endif
//Setup Each Constraint (for each decision var) (in order from 1)
indlb = 1; indub = 1;
for(i=1;i<=ndec;i++) {
//For each Semidefinte A matrix (sparse triu, in reverse order, i.e. [SD, LP, UB, LB])
for(j=ncones;j>0;j--) {
//Create an A matrix
blockptr=(struct sparseblock*)malloc(sizeof(struct sparseblock));
if(blockptr==NULL) {
sprintf(msgbuf,"Error allocating memory for Semidefinite A[%d,%d]",i,j+linoffset);
mexErrMsgTxt(msgbuf);
}
//Single Cone
if(ncones == 1 && !mxIsCell(pSDP))
addAMatrix(blockptr,pSDP,(int)i,(int)j+linoffset);
//Multiple Cones
else
addAMatrix(blockptr,mxGetCell(pSDP,j-1),(int)i,(int)j+linoffset);
//Insert A matrix into constraint list
blockptr->next=constraints[i].blocks;
constraints[i].blocks=blockptr;
}
//Linear Inequality Constraints
if(nlincon) {
//Create an A matrix
blockptr=(struct sparseblock*)malloc(sizeof(struct sparseblock));
if(blockptr==NULL) {
sprintf(msgbuf,"Error allocating memory for LP A[%d]",i);
mexErrMsgTxt(msgbuf);
}
//Insert LP A entries
j = 1 + (int)(nUB > 0) + (int)(nLB > 0);
insertLPVector(blockptr, pA, (int)i, (int)j);
//Insert A matrix into constraint list
blockptr->next=constraints[i].blocks;
constraints[i].blocks=blockptr;
}
//Upper Bounds
if(nUB) {
//Create an A matrix
blockptr=(struct sparseblock*)malloc(sizeof(struct sparseblock));
if(blockptr==NULL) {
sprintf(msgbuf,"Error allocating memory for UB A[%d]",i);
mexErrMsgTxt(msgbuf);
}
//Insert Bound A matrix entries
if(nLB > 0)
indub += insertBound(blockptr,ub,nUB,(int)i,2,indub,1.0); //block 2 ([LB,UB,..] 1.0 for ub)
else
indub += insertBound(blockptr,ub,nUB,(int)i,1,indub,1.0); //block 1 (first block, 1.0 for ub)
//Insert A matrix into constraint list
blockptr->next=constraints[i].blocks;
constraints[i].blocks=blockptr;
}
//Lower Bounds
if(nLB) {
//Create an A matrix
blockptr=(struct sparseblock*)malloc(sizeof(struct sparseblock));
if(blockptr==NULL) {
sprintf(msgbuf,"Error allocating memory for LB A[%d]",i);
mexErrMsgTxt(msgbuf);
}
//Insert Bound A matrix entries
indlb += insertBound(blockptr,lb,nLB,(int)i,1,indlb,-1.0); //block 1 (always first block, -1.0 for lb)
//Insert A matrix into constraint list
blockptr->next=constraints[i].blocks;
constraints[i].blocks=blockptr;
}
}
// //Set y0
// if (y0)
// for (i=0;i<ndec;i++) {
// DSDP_ERR( DSDPSetY0(dsdp,(int)i+1,y0[i]), "Error setting Y0");
// }
//
//Get CSDP Default Options
initparams(¶ms,&printLevel);
//Set OPTI default printLevel (none)
printLevel = 0;
//Get User Options (overwrites defaults above)
if(nrhs > eOPTS && !mxIsEmpty(pOPTS)) {
//OPTI Options
GetIntegerOption(pOPTS,"maxiter",¶ms.maxiter);
GetDoubleOption(pOPTS,"maxtime",&maxtime);
GetIntegerOption(pOPTS,"display",&printLevel);
GetDoubleOption(pOPTS,"objconstant",&objconstant);
//CSDP Options
GetDoubleOption(pOPTS,"axtol",¶ms.axtol);
GetDoubleOption(pOPTS,"atytol",¶ms.atytol);
GetDoubleOption(pOPTS,"objtol",¶ms.objtol);
GetDoubleOption(pOPTS,"pinftol",¶ms.pinftol);
GetDoubleOption(pOPTS,"dinftol",¶ms.dinftol);
GetDoubleOption(pOPTS,"minstepfrac",¶ms.minstepfrac);
GetDoubleOption(pOPTS,"maxstepfrac",¶ms.maxstepfrac);
GetDoubleOption(pOPTS,"minstepp",¶ms.minstepp);
GetDoubleOption(pOPTS,"minstepd",¶ms.minstepd);
GetIntegerOption(pOPTS,"usexzgap",¶ms.usexzgap);
GetIntegerOption(pOPTS,"tweakgap",¶ms.tweakgap);
GetIntegerOption(pOPTS,"affine",¶ms.affine);
GetDoubleOption(pOPTS,"perturbobj",¶ms.perturbobj);
//Optionally write problem to a SDPA sparse file
if(mxGetField(pOPTS,0,"writeprob") && !mxIsEmpty(mxGetField(pOPTS,0,"writeprob")) && mxIsChar(mxGetField(pOPTS,0,"writeprob"))) {
mxGetString(mxGetField(pOPTS,0,"writeprob"),msgbuf,1024);
write_prob(msgbuf,(int)total_dim,(int)ndec,C,b,constraints);
}
}
//Print Header
if(printLevel) {
mexPrintf("\n------------------------------------------------------------------\n");
mexPrintf(" This is CSDP v%s\n",CSDP_VERSION);
mexPrintf(" Author: Brian Borchers\n MEX Interface J. Currie 2013\n\n");
mexPrintf(" Problem Properties:\n");
mexPrintf(" # Decision Variables: %4d\n",ndec);
mexPrintf(" # Linear Inequalities: %4d ",nlincon);
if(nlincon)
mexPrintf("[%d nz]\n",lincon_nz);
else
mexPrintf("\n");
mexPrintf(" # Semidefinite Cones: %4d\n",ncones);
mexPrintf("------------------------------------------------------------------\n");
}
//Start timer
start = clock();
//Find Initial Solution
initsoln((int)total_dim,(int)ndec,C,b,constraints,&X,&y,&Z);
//Solve the problem
status=easy_sdp((int)total_dim,(int)ndec,C,b,constraints,objconstant,params,&X,&y,&Z,pval,dval,pinf,dinf,realgap,xzgap);
//Stop Timer
end = clock();
evaltime = ((double)(end-start))/CLOCKS_PER_SEC;
//Copy and negate solution
for(i=0;i<ndec;i++)
x[i] = -y[i+1];
//Assign other MATLAB outputs
*iter = (double)citer-1;
*exitflag = (double)status;
//Print Header
if(printLevel){
//Detail termination reason
switch(status)
{
//Success
case 0:
mexPrintf("\n *** CSDP CONVERGED ***\n"); break;
//Infeasible
case 1:
mexPrintf("\n *** TERMINATION: Primal Infeasible ***\n"); break;
case 2:
mexPrintf("\n *** TERMINATION: Dual Infeasible ***\n"); break;
//Partial Success
case 3:
mexPrintf("\n *** TERMINATION: PARTIAL SUCESS ***\n *** A Solution is found but full accuracy was not achieved ***\n"); break;
//Error
case 4:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Maximum Iterations Reached ***\n"); break;
case CSDP_MAX_TIME:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Maximum Time Reached ***\n"); break;
case 5:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Stuck at edge of primal feasibility ***\n"); break;
case 6:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Stuck at edge of dual infeasibility ***\n"); break;
case 7:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Lack of progress ***\n"); break;
case 8:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: X, Z, or O was singular ***\n"); break;
case 9:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Detected NaN or Inf values ***\n"); break;
case 10:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Easy-SDP General Failure ***\n"); break;
case 11:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Failed C Check - Check Symmetry! ***\n"); break;
case 12:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: Failed Constraints Check ***\n"); break;
case CSDP_USER_TERMINATION:
mexPrintf("\n *** TERMINATION: EARLY EXIT ***\n *** CAUSE: User Exited ***\n"); break;
//Here is ok too?
default:
mexPrintf("\n *** CSDP FINISHED ***\n"); break;
}
if(status==0 || status==3)
mexPrintf("\n Final Primal Objective: %2.5g\n Final Dual Objective: %2.5g\n In %5d iterations\n %5.2f seconds\n",*pval,*dval,citer-1,evaltime);
mexPrintf("------------------------------------------------------------------\n\n");
}
//Optionally write solution to a SDPA sparse file
if(nrhs > eOPTS && !mxIsEmpty(pOPTS) && mxGetField(pOPTS,0,"writesol") && !mxIsEmpty(mxGetField(pOPTS,0,"writesol")) && mxIsChar(mxGetField(pOPTS,0,"writesol"))) {
mxGetString(mxGetField(pOPTS,0,"writesol"),msgbuf,1024);
write_sol(msgbuf,(int)total_dim,(int)ndec,X,y,Z);
}
//Optionally retrieve X
if(nlhs > 4) {
plhs[4] = mxCreateCellMatrix(X.nblocks,1);
for(i=0;i<X.nblocks;i++) {
//Set Block Values
if(X.blocks[i+1].blockcategory == DIAG) {
mxSetCell(plhs[4],i,mxCreateDoubleMatrix(X.blocks[i+1].blocksize,1,mxREAL)); //create vector
xx = mxGetPr(mxGetCell(plhs[4],i));
for(j=0;j<X.blocks[i+1].blocksize;j++)
xx[j] = X.blocks[i+1].data.vec[j+1];
}
else {
mxSetCell(plhs[4],i,mxCreateDoubleMatrix(X.blocks[i+1].blocksize,X.blocks[i+1].blocksize,mxREAL)); //create matrix
xx = mxGetPr(mxGetCell(plhs[4],i));
for(j=0;j<(X.blocks[i+1].blocksize*X.blocks[i+1].blocksize);j++)
xx[j] = X.blocks[i+1].data.mat[j];
}
}
}
//Free CSDP Problem (including all allocated memory)
free_prob((int)total_dim,(int)ndec,C,b,constraints,X,y,Z);
}