int main (int argc, char * argv[])
{
MSKtask_t task = NULL;
MSKenv_t env = NULL;
MSKrescodee r = MSK_RES_OK;
if (argc <= 1)
{
printf ("Missing argument. The syntax is:\n");
printf (" simple inputfile [ solutionfile ]\n");
}
else
{
/* Create the mosek environment.
The `NULL' arguments here, are used to specify customized
memory allocators and a memory debug file. These can
safely be ignored for now. */
r = MSK_makeenv(&env, NULL, NULL, NULL, NULL);
/* Initialize the environment */
if ( r==MSK_RES_OK )
MSK_initenv (env);
/* Create a task object linked to the environment env.
Initially we create it with 0 variables and 0 columns,
since we do not know the size of the problem. */
if ( r==MSK_RES_OK )
r = MSK_maketask (env, 0,0, &task);
if (r == MSK_RES_OK)
MSK_linkfunctotaskstream(task,MSK_STREAM_LOG,NULL,printstr);
/* We assume that a problem file was given as the first command
line argument (received in `argv'). */
if ( r==MSK_RES_OK )
r = MSK_readdata (task, argv[1]);
/* Solve the problem */
if ( r==MSK_RES_OK )
{
MSKrescodee trmcode;
MSK_optimizetrm(task,&trmcode);
}
/* Print a summary of the solution. */
MSK_solutionsummary(task, MSK_STREAM_MSG);
if (r == MSK_RES_OK)
{
MSKprostae prosta;
MSKsolstae solsta;
MSKrealt primalobj,maxpbi,maxpcni,maxpeqi,maxinti,
dualobj, maxdbi, maxdcni, maxdeqi;
MSKintt isdef;
MSKsoltypee whichsol = MSK_SOL_BAS;
int accepted = 1;
MSK_getsolutioninf (
task,
whichsol,
&prosta,
&solsta,
&primalobj,
&maxpbi,
&maxpcni,
&maxpeqi,
&maxinti,
&dualobj,
&maxdbi,
&maxdcni,
&maxdeqi);
switch(solsta)
{
case MSK_SOL_STA_OPTIMAL:
case MSK_SOL_STA_NEAR_OPTIMAL:
{
double max_primal_infeas = 0.0; /* maximal primal infeasibility */
double max_dual_infeas = 0.0; /* maximal dual infeasibility */
double obj_gap = fabs(dualobj-primalobj);
max_primal_infeas = double_max(max_primal_infeas,maxpbi);
max_primal_infeas = double_max(max_primal_infeas,maxpcni);
max_primal_infeas = double_max(max_primal_infeas,maxpeqi);
max_dual_infeas = double_max(max_dual_infeas,maxdbi);
max_dual_infeas = double_max(max_dual_infeas,maxdcni);
max_dual_infeas = double_max(max_dual_infeas,maxdeqi);
/* Assume the application needs the solution to be within
1e-6 ofoptimality in an absolute sense. Another approach
would be looking at the relative objective gap */
printf("Objective gap: %e\n",obj_gap);
if (obj_gap > 1e-6)
{
printf("Warning: The objective gap is too large.");
accepted = 0;
}
printf("Max primal infeasibility: %e\n", max_primal_infeas);
printf("Max dual infeasibility: %e\n" , max_dual_infeas);
/* We will accept a primal infeasibility of 1e-8 and
dual infeasibility of 1e-6 */
if (max_primal_infeas > 1e-8)
{
printf("Warning: Primal infeasibility is too large");
accepted = 0;
}
if (max_dual_infeas > 1e-6)
{
printf("Warning: Dual infeasibility is too large");
accepted = 0;
}
}
if (accepted && r == MSK_RES_OK)
{
MSKintt numvar,j;
MSKrealt *xx = NULL;
MSK_getnumvar(task,&numvar);
xx = (double *) malloc(numvar*sizeof(MSKrealt));
MSK_getsolutionslice(task,
MSK_SOL_BAS, /* Request the basic solution. */
MSK_SOL_ITEM_XX,/* Which part of solution. */
0, /* Index of first variable. */
numvar, /* Index of last variable+1. */
xx);
printf("Optimal primal solution\n");
for(j=0; j<numvar; ++j)
printf("x[%d]: %e\n",j,xx[j]);
free(xx);
}
else
{
/* Print detailed information about the solution */
if (r == MSK_RES_OK)
r = MSK_analyzesolution(task,MSK_STREAM_LOG,whichsol);
}
break;
case MSK_SOL_STA_DUAL_INFEAS_CER:
case MSK_SOL_STA_PRIM_INFEAS_CER:
case MSK_SOL_STA_NEAR_DUAL_INFEAS_CER:
case MSK_SOL_STA_NEAR_PRIM_INFEAS_CER:
printf("Primal or dual infeasibility certificate found.\n");
break;
case MSK_SOL_STA_UNKNOWN:
printf("The status of the solution could not be determined.\n");
break;
default:
printf("Other solution status");
break;
}
}
else
{
printf("Error while optimizing.\n");
}
MSK_deletetask(&task);
MSK_deleteenv(&env);
}
return r;
}
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 */
