int main(int argc,char *argv[])
{
MSKenv_t env = NULL;
MSKtask_t task = NULL;
MSKintt r = MSK_RES_OK;
/* Create mosek environment. */
r = MSK_makeenv(&env,NULL);
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);
if (r == MSK_RES_OK)
r = MSK_readdata(task,argv[1]);
MSK_putintparam(task,MSK_IPAR_OPTIMIZER,MSK_OPTIMIZER_CONCURRENT);
MSK_putintparam(task,MSK_IPAR_CONCURRENT_NUM_OPTIMIZERS,2);
if (r == MSK_RES_OK)
r = MSK_optimize(task);
MSK_solutionsummary(task,MSK_STREAM_LOG);
MSK_deletetask(&task);
MSK_deleteenv(&env);
printf("Return code: %d (0 means no error occured.)\n",r);
return ( r );
} /* main */
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;
}
int main(int argc,char **argv)
{
MSKintt r=MSK_RES_OK,i;
MSKenv_t env = NULL;
MSKtask_t task = NULL;
MSKtask_t task_list[NUMTASKS];
/* Ensure that we can delete tasks even if they are not allocated */
task_list[0] = NULL;
/* Create mosek environment. */
r = MSK_makeenv(&env,NULL);
/* Create a task for each concurrent optimization.
The 'task' is the master task that will hold the problem data.
*/
if ( r==MSK_RES_OK )
r = MSK_maketask(env,0,0,&task);
if (r == MSK_RES_OK)
r = MSK_maketask(env,0,0,&task_list[0]);
/* Assign call-back functions to each task */
if (r == MSK_RES_OK)
MSK_linkfunctotaskstream(task,
MSK_STREAM_LOG,
NULL,
printstr1);
if (r == MSK_RES_OK)
MSK_linkfunctotaskstream(task_list[0],
MSK_STREAM_LOG,
NULL,
printstr2);
if (r == MSK_RES_OK)
r = MSK_linkfiletotaskstream(task,
MSK_STREAM_LOG,
"simplex.log",
0);
if (r == MSK_RES_OK)
r = MSK_linkfiletotaskstream(task_list[0],
MSK_STREAM_LOG,
"intpnt.log",
0);
if (r == MSK_RES_OK)
r = MSK_readdata(task,argv[1]);
/* Assign different parameter values to each task.
In this case different optimizers. */
if (r == MSK_RES_OK)
r = MSK_putintparam(task,
MSK_IPAR_OPTIMIZER,
MSK_OPTIMIZER_PRIMAL_SIMPLEX);
if (r == MSK_RES_OK)
r = MSK_putintparam(task_list[0],
MSK_IPAR_OPTIMIZER,
MSK_OPTIMIZER_INTPNT);
/* Optimize task and task_list[0] in parallel.
The problem data i.e. C, A, etc.
is copied from task to task_list[0].
*/
if (r == MSK_RES_OK)
r = MSK_optimizeconcurrent (task,
task_list,
NUMTASKS);
printf ("Return Code = %d\n",r);
MSK_solutionsummary(task,
MSK_STREAM_LOG);
MSK_deletetask(&task);
MSK_deletetask(&task_list[0]);
MSK_deleteenv(&env);
return r;
}
