int main (void) { /* Declare pointers for the variables and arrays that will contain the data which define the LP problem. The setproblemdata() routine allocates space for the problem data. */ char *probname = NULL; CPXDIM numcols; CPXDIM numrows; int objsen; double *obj = NULL; double *rhs = NULL; char *sense = NULL; CPXNNZ *matbeg = NULL; CPXDIM *matcnt = NULL; CPXDIM *matind = NULL; double *matval = NULL; double *lb = NULL; double *ub = NULL; CPXNNZ *qmatbeg = NULL; CPXDIM *qmatcnt = NULL; CPXDIM *qmatind = NULL; double *qmatval = NULL; /* Declare and allocate space for the variables and arrays where we will store the optimization results including the status, objective value, variable values, dual values, row slacks and variable reduced costs. */ int solstat; double objval; double x[NUMCOLS]; double pi[NUMROWS]; double slack[NUMROWS]; double dj[NUMCOLS]; CPXENVptr env = NULL; CPXLPptr lp = NULL; int status; CPXDIM i, j; CPXDIM cur_numrows, cur_numcols; /* Initialize the CPLEX environment */ env = CPXXopenCPLEX (&status); /* If an error occurs, the status value indicates the reason for failure. A call to CPXXgeterrorstring will produce the text of the error message. Note that CPXXopenCPLEX produces no output, so the only way to see the cause of the error is to use CPXXgeterrorstring. For other CPLEX routines, the errors will be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */ if ( env == NULL ) { char errmsg[CPXMESSAGEBUFSIZE]; fprintf (stderr, "Could not open CPLEX environment.\n"); CPXXgeterrorstring (env, status, errmsg); fprintf (stderr, "%s", errmsg); goto TERMINATE; } /* Turn on output to the screen */ status = CPXXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON); if ( status ) { fprintf (stderr, "Failure to turn on screen indicator, error %d.\n", status); goto TERMINATE; } /* Fill in the data for the problem. */ status = setproblemdata (&probname, &numcols, &numrows, &objsen, &obj, &rhs, &sense, &matbeg, &matcnt, &matind, &matval, &lb, &ub, &qmatbeg, &qmatcnt, &qmatind, &qmatval); if ( status ) { fprintf (stderr, "Failed to build problem data arrays.\n"); goto TERMINATE; } /* Create the problem. */ lp = CPXXcreateprob (env, &status, probname); /* A returned pointer of NULL may mean that not enough memory was available or there was some other problem. In the case of failure, an error message will have been written to the error channel from inside CPLEX. In this example, the setting of the parameter CPXPARAM_ScreenOutput causes the error message to appear on stdout. */ if ( lp == NULL ) { fprintf (stderr, "Failed to create problem.\n"); goto TERMINATE; } /* Now copy the LP part of the problem data into the lp */ status = CPXXcopylp (env, lp, numcols, numrows, objsen, obj, rhs, sense, matbeg, matcnt, matind, matval, lb, ub, NULL); if ( status ) { fprintf (stderr, "Failed to copy problem data.\n"); goto TERMINATE; } status = CPXXcopyquad (env, lp, qmatbeg, qmatcnt, qmatind, qmatval); if ( status ) { fprintf (stderr, "Failed to copy quadratic matrix.\n"); goto TERMINATE; } /* Optimize the problem and obtain solution. */ status = CPXXqpopt (env, lp); if ( status ) { fprintf (stderr, "Failed to optimize QP.\n"); goto TERMINATE; } status = CPXXsolution (env, lp, &solstat, &objval, x, pi, slack, dj); if ( status ) { fprintf (stderr, "Failed to obtain solution.\n"); goto TERMINATE; } /* Write the output to the screen. */ printf ("\nSolution status = %d\n", solstat); printf ("Solution value = %f\n\n", objval); /* The size of the problem should be obtained by asking CPLEX what the actual size is, rather than using what was passed to CPXXcopylp. cur_numrows and cur_numcols store the current number of rows and columns, respectively. */ cur_numrows = CPXXgetnumrows (env, lp); cur_numcols = CPXXgetnumcols (env, lp); for (i = 0; i < cur_numrows; i++) { printf ("Row %d: Slack = %10f Pi = %10f\n", i, slack[i], pi[i]); } for (j = 0; j < cur_numcols; j++) { printf ("Column %d: Value = %10f Reduced cost = %10f\n", j, x[j], dj[j]); } /* Finally, write a copy of the problem to a file. */ status = CPXXwriteprob (env, lp, "qpex1.lp", NULL); if ( status ) { fprintf (stderr, "Failed to write LP to disk.\n"); goto TERMINATE; } TERMINATE: /* Free up the problem as allocated by CPXXcreateprob, if necessary */ if ( lp != NULL ) { status = CPXXfreeprob (env, &lp); if ( status ) { fprintf (stderr, "CPXXfreeprob failed, error code %d.\n", status); } } /* Free up the CPLEX environment, if necessary */ if ( env != NULL ) { status = CPXXcloseCPLEX (&env); /* Note that CPXXcloseCPLEX produces no output, so the only way to see the cause of the error is to use CPXXgeterrorstring. For other CPLEX routines, the errors will be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */ if ( status ) { char errmsg[CPXMESSAGEBUFSIZE]; fprintf (stderr, "Could not close CPLEX environment.\n"); CPXXgeterrorstring (env, status, errmsg); fprintf (stderr, "%s", errmsg); } } /* Free up the problem data arrays, if necessary. */ free_and_null ((char **) &probname); free_and_null ((char **) &obj); free_and_null ((char **) &rhs); free_and_null ((char **) &sense); free_and_null ((char **) &matbeg); free_and_null ((char **) &matcnt); free_and_null ((char **) &matind); free_and_null ((char **) &matval); free_and_null ((char **) &lb); free_and_null ((char **) &ub); free_and_null ((char **) &qmatbeg); free_and_null ((char **) &qmatcnt); free_and_null ((char **) &qmatind); free_and_null ((char **) &qmatval); return (status); } /* END main */
int main (void) { /* Declare pointers for the variables and arrays that will contain the data which define the LP problem. The setproblemdata() routine allocates space for the problem data. */ char *probname = NULL; CPXDIM numcols; CPXDIM numrows; int objsen; double *obj = NULL; double *rhs = NULL; char *sense = NULL; CPXNNZ *matbeg = NULL; CPXDIM *matcnt = NULL; CPXDIM *matind = NULL; double *matval = NULL; double *lb = NULL; double *ub = NULL; CPXNNZ *qmatbeg = NULL; CPXDIM *qmatcnt = NULL; CPXDIM *qmatind = NULL; double *qmatval = NULL; /* Declare pointers for the variables that will contain the data for the constraint that cuts off certain local optima. */ CPXDIM numrows_extra; CPXNNZ numnnz_extra; double *rhs_extra = NULL; char *sense_extra = NULL; CPXNNZ *rmatbeg = NULL; CPXDIM *rmatind = NULL; double *rmatval = NULL; CPXDIM rowind[1]; /* Declare and allocate space for the variables and arrays where we will store the optimization results including the status, objective value, variable values, dual values, row slacks and variable reduced costs. */ int solstat; double objval; CPXENVptr env = NULL; CPXLPptr lp = NULL; int status; /* Initialize the CPLEX environment */ env = CPXXopenCPLEX (&status); /* If an error occurs, the status value indicates the reason for failure. A call to CPXXgeterrorstring will produce the text of the error message. Note that CPXXopenCPLEX produces no output, so the only way to see the cause of the error is to use CPXXgeterrorstring. For other CPLEX routines, the errors will be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */ if ( env == NULL ) { char errmsg[CPXMESSAGEBUFSIZE]; fprintf (stderr, "Could not open CPLEX environment.\n"); CPXXgeterrorstring (env, status, errmsg); fprintf (stderr, "%s", errmsg); goto TERMINATE; } /* Turn on output to the screen */ status = CPXXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON); if ( status ) { fprintf (stderr, "Failure to turn on screen indicator, error %d.\n", status); goto TERMINATE; } /* Fill in the data for the problem. */ status = setproblemdata (&probname, &numcols, &numrows, &objsen, &obj, &rhs, &sense, &matbeg, &matcnt, &matind, &matval, &lb, &ub, &qmatbeg, &qmatcnt, &qmatind, &qmatval, &numrows_extra, &numnnz_extra, &rhs_extra, &sense_extra, &rmatbeg, &rmatind, &rmatval); if ( status ) { fprintf (stderr, "Failed to build problem data arrays.\n"); goto TERMINATE; } /* Create the problem. */ lp = CPXXcreateprob (env, &status, probname); /* A returned pointer of NULL may mean that not enough memory was available or there was some other problem. In the case of failure, an error message will have been written to the error channel from inside CPLEX. In this example, the setting of the parameter CPXPARAM_ScreenOutput causes the error message to appear on stdout. */ if ( lp == NULL ) { fprintf (stderr, "Failed to create problem.\n"); goto TERMINATE; } /* Now copy the LP part of the problem data into the lp */ status = CPXXcopylp (env, lp, numcols, numrows, objsen, obj, rhs, sense, matbeg, matcnt, matind, matval, lb, ub, NULL); if ( status ) { fprintf (stderr, "Failed to copy problem data.\n"); goto TERMINATE; } status = CPXXcopyquad (env, lp, qmatbeg, qmatcnt, qmatind, qmatval); if ( status ) { fprintf (stderr, "Failed to copy quadratic matrix.\n"); goto TERMINATE; } /* When a non-convex objective function is present, CPLEX will return error CPXERR_Q_NOT_POS_DEF unless the parameter CPXPARAM_SolutionTarget is set to accept first-order optimal solutions. */ status = CPXXsetintparam (env, CPXPARAM_SolutionTarget, CPX_SOLUTIONTARGET_FIRSTORDER); if ( status ) goto TERMINATE; /* Optimize the problem and obtain solution. */ status = optimize_and_report(env, lp, &solstat, &objval); if ( status ) goto TERMINATE; /* Add a constraint to cut off the solution at (-1, 1) */ status = CPXXaddrows (env, lp, 0, numrows_extra, numnnz_extra, rhs_extra, sense_extra, rmatbeg, rmatind, rmatval, NULL, NULL); if ( status ) goto TERMINATE; status = optimize_and_report(env, lp, &solstat, &objval); if ( status ) goto TERMINATE; /* Reverse the sense of the new constraint to cut off the solution at (1, 1) */ rowind[0] = CPXXgetnumrows (env, lp) - 1; status = CPXXchgsense (env, lp, 1, rowind, "L"); if ( status ) goto TERMINATE; status = optimize_and_report(env, lp, &solstat, &objval); if ( status ) goto TERMINATE; /* Finally, write a copy of the problem to a file. */ status = CPXXwriteprob (env, lp, "indefqpex1.lp", NULL); if ( status ) { fprintf (stderr, "Failed to write LP to disk.\n"); goto TERMINATE; } TERMINATE: /* Free up the problem as allocated by CPXXcreateprob, if necessary */ if ( lp != NULL ) { status = CPXXfreeprob (env, &lp); if ( status ) { fprintf (stderr, "CPXXfreeprob failed, error code %d.\n", status); } } /* Free up the CPLEX environment, if necessary */ if ( env != NULL ) { status = CPXXcloseCPLEX (&env); /* Note that CPXXcloseCPLEX produces no output, so the only way to see the cause of the error is to use CPXXgeterrorstring. For other CPLEX routines, the errors will be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */ if ( status ) { char errmsg[CPXMESSAGEBUFSIZE]; fprintf (stderr, "Could not close CPLEX environment.\n"); CPXXgeterrorstring (env, status, errmsg); fprintf (stderr, "%s", errmsg); } } /* Free up the problem data arrays, if necessary. */ free_and_null ((char **) &probname); free_and_null ((char **) &obj); free_and_null ((char **) &rhs); free_and_null ((char **) &sense); free_and_null ((char **) &matbeg); free_and_null ((char **) &matcnt); free_and_null ((char **) &matind); free_and_null ((char **) &matval); free_and_null ((char **) &lb); free_and_null ((char **) &ub); free_and_null ((char **) &qmatbeg); free_and_null ((char **) &qmatcnt); free_and_null ((char **) &qmatind); free_and_null ((char **) &qmatval); free_and_null ((char **) &rhs_extra); free_and_null ((char **) &sense_extra); free_and_null ((char **) &rmatbeg); free_and_null ((char **) &rmatind); free_and_null ((char **) &rmatval); return (status); } /* END main */