value knitro_set_param_int( value knitro, value vKey, value vI )
{
KTR_context* context = context_of_block( knitro );
int I = Int_val(vI);
int Key = Int_val(vKey);
int err = KTR_set_int_param( context, Key, I );
if (err) {
char msg[512];
sprintf( msg, "failed to set interger parameter whose id is %d with value %d", Key, I );
failwith( msg );
}
return Val_unit;
}
/*------------------------------------------------------------------*/
int main (int argc, char *argv[])
{
int nStatus;
int nHessOpt;
/*---- DECLARE VARIABLES THAT ARE PASSED TO KNITRO. */
KTR_context *kc;
int n, m, nnzJ, nnzH, objGoal, objType, objFnType;
int *xType, *cType, *cFnType;
int *jacIndexVars, *jacIndexCons, *hessRows, *hessCols;
double obj, *x, *lambda;
double *xLoBnds, *xUpBnds, *cLoBnds, *cUpBnds;
/*---- FETCH THE SIZES OF THE PROBLEM TO BE SOLVED. */
getProblemSizes (&n, &m, &nnzJ, &nnzH);
/*---- ALLOCATE MEMORY FOR THE PROBLEM DEFINITION. */
xType = (int *) malloc (n * sizeof(int));
xLoBnds = (double *) malloc (n * sizeof(double));
xUpBnds = (double *) malloc (n * sizeof(double));
cType = (int *) malloc (m * sizeof(int));
cFnType = (int *) malloc (m * sizeof(int));
cLoBnds = (double *) malloc (m * sizeof(double));
cUpBnds = (double *) malloc (m * sizeof(double));
jacIndexVars = (int *) malloc (nnzJ * sizeof(int));
jacIndexCons = (int *) malloc (nnzJ * sizeof(int));
hessRows = (int *) malloc (nnzH * sizeof(int));
hessCols = (int *) malloc (nnzH * sizeof(int));
/*---- FETCH THE DEFINITION OF THE PROBLEM TO BE SOLVED. */
getProblemData (&objType, &objGoal, xLoBnds, xUpBnds, NULL,
cType, cLoBnds, cUpBnds,
jacIndexVars, jacIndexCons,
hessRows, hessCols,
&objFnType, xType, cFnType);
/*---- NOW THAT WE HAVE THE PROBLEM SIZE, ALLOCATE ARRAYS THAT ARE
*---- PASSED TO KNITRO DURING THE SOLVE.
*----
*---- NOTICE lambda HAS MULTIPLIERS FOR BOTH CONSTRAINTS AND BOUNDS
*---- (A COMMON MISTAKE IS TO ALLOCATE ITS SIZE AS m).
*/
x = (double *) malloc (n * sizeof(double));
lambda = (double *) malloc ((m+n) * sizeof(double));
/*---- CREATE A NEW KNITRO SOLVER INSTANCE. */
kc = KTR_new();
if (kc == NULL)
{
printf ("Failed to find a Ziena license.\n");
return( -1 );
}
/*---- ILLUSTRATE HOW TO OVERRIDE DEFAULT OPTIONS.
*---- OPTIONS MUST BE SET BEFORE CALLING KTR_mip_init_problem.
*---- (SEE callbackExample1.c FOR OTHER TECHNIQUES.)
*/
if (KTR_set_int_param_by_name (kc, "mip_method", KTR_MIP_METHOD_BB) != 0)
return( -1 );
if (KTR_set_int_param_by_name (kc, "algorithm", KTR_ALG_ACT_CG) != 0)
return( -1 );
if (KTR_set_int_param_by_name (kc, "outmode", KTR_OUTMODE_SCREEN) != 0)
return( -1 );
if (KTR_set_int_param (kc, KTR_PARAM_OUTLEV, KTR_OUTLEV_ALL) != 0)
return( -1 );
if (KTR_set_int_param (kc, KTR_PARAM_MIP_OUTINTERVAL, 1) != 0)
return( -1 );
if (KTR_set_int_param (kc, KTR_PARAM_MIP_MAXNODES, 10000) != 0)
return( -1 );
/*---- SPECIFY THAT THE USER IS ABLE TO PROVIDE EVALUATIONS
*---- OF THE HESSIAN MATRIX WITHOUT THE OBJECTIVE COMPONENT.
*---- TURNED OFF BY DEFAULT BUT SHOULD BE ENABLED IF POSSIBLE. */
if (KTR_set_int_param (kc, KTR_PARAM_HESSIAN_NO_F, KTR_HESSIAN_NO_F_ALLOW) != 0)
return( -1 );
/*---- REGISTER THE CALLBACK FUNCTIONS THAT PERFORM PROBLEM EVALUATION.
*---- THE HESSIAN CALLBACK ONLY NEEDS TO BE REGISTERED FOR SPECIFIC
*---- HESSIAN OPTIONS (E.G., IT IS NOT REGISTERED IF THE OPTION FOR
*---- BFGS HESSIAN APPROXIMATIONS IS SELECTED).
*/
if (KTR_set_func_callback (kc, &callbackEvalFC) != 0)
exit( -1 );
if (KTR_set_grad_callback (kc, &callbackEvalGA) != 0)
exit( -1 );
if (KTR_get_int_param_by_name (kc, "hessopt", &nHessOpt) != 0)
exit( -1 );
if ((nHessOpt == KTR_HESSOPT_EXACT) || (nHessOpt == KTR_HESSOPT_PRODUCT))
{
if (KTR_set_hess_callback (kc, &callbackEvalHess) != 0)
exit( -1 );
}
/*---- REGISTER THE CALLBACK FUNCTION THAT PERFORMS SOME TASK AFTER
*---- EACH COMPLETION OF EACH NODE IN BRANCH-AND-BOUND TREE. */
if (KTR_set_mip_node_callback (kc, &callbackProcessNode) != 0)
exit( -1 );
/*---- INITIALIZE KNITRO WITH THE PROBLEM DEFINITION. */
nStatus = KTR_mip_init_problem (kc, n, objGoal, objType, objFnType,
xType, xLoBnds, xUpBnds,
m, cType, cFnType, cLoBnds, cUpBnds,
nnzJ, jacIndexVars, jacIndexCons,
nnzH, hessRows, hessCols, NULL, NULL);
/*---- KNITRO KEEPS ITS OWN COPY OF THE PROBLEM DEFINITION,
*---- SO THE LOCAL MEMORY CAN BE FREED IMMEDIATELY. */
free (xType);
free (xLoBnds);
free (xUpBnds);
free (cType);
free (cFnType);
free (cLoBnds);
free (cUpBnds);
free (jacIndexVars);
free (jacIndexCons);
free (hessRows);
free (hessCols);
/*---- SOLVE THE PROBLEM.
*----
*---- RETURN STATUS CODES ARE DEFINED IN "knitro.h" AND DESCRIBED
*---- IN THE KNITRO MANUAL.
*/
nStatus = KTR_mip_solve (kc, x, lambda, 0, &obj,
NULL, NULL, NULL, NULL, NULL, kc);
printf ("\n\n");
if (nStatus != 0)
printf ("KNITRO failed to solve the problem, final status = %d\n",
nStatus);
else
{
/*---- AN EXAMPLE OF OBTAINING SOLUTION INFORMATION. */
printf ("KNITRO successful, integrality gap = %e\n",
KTR_get_mip_abs_gap (kc));
}
/*---- DELETE THE KNITRO SOLVER INSTANCE. */
KTR_free (&kc);
free (x);
free (lambda);
return( 0 );
}