void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
FILE *log;
Options_Interface *o;
Void *timer;
MCP *m;
MCP_Termination t;
Information info;
double *tempZ;
double *status, *tot_time;
double dnnz;
int i, len;
mat_install_error();
mat_install_memory();
log = fopen("logfile.tmp", "w");
Output_SetLog(log);
/* Options.
1. Get options associated with the algorithm
2. Set to default values
3. Read in an options file
4. Print out the options */
o = Options_Create();
Path_AddOptions(o);
Options_Default(o);
if (nrhs < 7) {
Error("Not enough input arguments.\n");
}
if (nlhs < 2) {
Error("Not enough output arguments.\n");
}
nMax = (int) mxGetScalar(prhs[0]);
nnzMax = (int) mxGetScalar(prhs[1]);
plhs[0] = mxCreateDoubleMatrix(1,1,mxREAL);
plhs[1] = mxCreateDoubleMatrix(1,1,mxREAL);
if (nlhs > 2) {
plhs[2] = mxCreateDoubleMatrix(nMax,1,mxREAL);
}
if (nlhs > 3) {
plhs[3] = mxCreateDoubleMatrix(nMax,1,mxREAL);
}
/* Create a timer and start it. */
timer = Timer_Create();
Timer_Start(timer);
/* Derefencing to get the status argument. */
status = mxGetPr(plhs[0]);
tot_time = mxGetPr(plhs[1]);
/* First print out some version information. */
Output_Printf(Output_Log | Output_Status | Output_Listing,
"%s: Matlab Link\n", Path_Version());
/* Now check the arguments.
If the dimension of the problem is 0, there is nothing to do.
*/
if (nMax == 0) {
Output_Printf(Output_Log | Output_Status,
"\n ** EXIT - solution found (degenerate model).\n");
(*status) = 1.0;
(*tot_time) = Timer_Query(timer);
Timer_Destroy(timer);
Options_Destroy(o);
fclose(log);
return;
}
/* Check size of the jacobian. nnz < n*n. Need to convert to double
so we do not run out of integers.
dnnz - max number of nonzeros as a double
*/
dnnz = MIN(1.0*nnzMax, 1.0*nMax*nMax);
if (dnnz > INT_MAX) {
Output_Printf(Output_Log | Output_Status,
"\n ** EXIT - model too large.\n");
(*status) = 0.0;
(*tot_time) = Timer_Query(timer);
Timer_Destroy(timer);
Options_Destroy(o);
fclose(log);
return;
}
nnzMax = (int) dnnz;
/* Have correct number of nonzeros. Print some statistics.
Print out the density. */
Output_Printf(Output_Log | Output_Status | Output_Listing,
"%d row/cols, %d non-zeros, %3.2f%% dense.\n\n",
nMax, nnzMax, 100.0*nnzMax/(1.0*nMax*nMax));
if (nnzMax == 0) {
nnzMax++;
}
zp = mxGetPr(prhs[2]);
lp = mxGetPr(prhs[3]);
up = mxGetPr(prhs[4]);
m_start = mxGetJc(prhs[5]);
m_row = mxGetIr(prhs[5]);
m_data = mxGetPr(prhs[5]);
m_len = (int *)Memory_Allocate(nMax*sizeof(int));
for (i = 0; i < nMax; i++) {
m_len[i] = m_start[i+1] - m_start[i];
m_start[i]++;
}
actualNnz = m_start[nMax];
for (i = 0; i < actualNnz; i++) {
m_row[i]++;
}
q = mxGetPr(prhs[6]);
/* Create a structure for the problem. */
m = MCP_Create(nMax, nnzMax);
MCP_Jacobian_Structure_Constant(m, 1);
MCP_Jacobian_Data_Contiguous(m, 1);
install_interface(m);
Options_Read(o, "path.opt");
Options_Display(o);
info.generate_output = Output_Log | Output_Status | Output_Listing;
info.use_start = True;
info.use_basics = True;
/* Solve the problem.
m - MCP to solve, info - information, t - termination */
t = Path_Solve(m, &info);
/* Read in the results. First get the solution vector. The report. */
tempZ = MCP_GetX(m);
for (i = 0; i < nMax; i++) {
zp[i] = tempZ[i];
}
/* If the final function evaluation is wanted, report it. */
if (nlhs > 2) {
double *fval = mxGetPr(plhs[2]);
tempZ = MCP_GetF(m);
for (i = 0; i < nMax; i++) {
fval[i] = tempZ[i];
}
}
/* If the final basis is wanted, report it. */
if (nlhs > 3) {
double *bval = mxGetPr(plhs[3]);
int *tempB;
tempB = MCP_GetB(m);
for (i = 0; i < nMax; i++) {
switch(tempB[i]) {
case Basis_LowerBound:
bval[i] = -1;
break;
case Basis_UpperBound:
bval[i] = 1;
break;
default:
bval[i] = 0;
break;
}
}
}
switch(t) {
case MCP_Solved:
*status = 1.0;
break;
default:
*status = 0.0;
break;
}
/* Stop the timer and report the results. */
(*tot_time) = Timer_Query(timer);
Timer_Destroy(timer);
/* Clean up. Deallocate memory used and close the log. */
MCP_Destroy(m);
Memory_Free(m_len);
Options_Destroy(o);
fclose(log);
return;
}
int path_main( int n, int nnz,
double *z, double *f, double *lb, double *ub,
char **var_name, char **con_name,
void *f_eval, void *j_eval) {
// solve status: return value
int status;
// creating a Problem instance
problem.n = n;
problem.nnz = nnz;
problem.z = z;
problem.f = f;
problem.lb = lb;
problem.ub = ub;
problem.var_name = var_name;
problem.con_name = con_name;
problem.f_eval = f_eval;
problem.j_eval = j_eval;
if (var_name == NULL) {
mcp_interface.variable_name = NULL;
} else {
mcp_interface.variable_name = variable_name;
}
if (con_name == NULL) {
mcp_interface.constraint_name = NULL;
} else {
mcp_interface.constraint_name = constraint_name;
}
// Output Interface
#if defined(USE_OUTPUT_INTERFACE)
Output_SetInterface(&outputInterface);
#else
/* N.B.: the Output_SetLog call does not work when using a DLL:
* the IO systems of a .exe and .dll do not automatically interoperate */
Output_SetLog(stdout);
#endif
// Information instance
Information info;
info.generate_output = Output_Log | Output_Status | Output_Listing;
info.use_start = True;
info.use_basics = True;
// Options Interface
Options_Interface *o;
o = Options_Create();
Path_AddOptions(o);
Options_Default(o);
Options_Read(o, "path.opt");
Options_Display(o);
// Preprocessing
if (n == 0) {
fprintf(stdout, "\n ** EXIT - solution found (degenerate model).\n");
(status) = MCP_Solved;
Options_Destroy(o);
return status;
}
double dnnz;
dnnz = MIN(1.0*nnz, 1.0*n*n);
if (dnnz > INT_MAX) {
fprintf(stdout, "\n ** EXIT - model too large.\n");
(status) = MCP_Error;
Options_Destroy(o);
return status;
}
nnz = (int) dnnz;
fprintf(stdout, "%d row/cols, %d non-zeros, %3.2f%% dense.\n\n",
n, nnz, 100.0*nnz/(1.0*n*n));
nnz++;
// preparing an MCP instance and interfaces
MCP *m;
m = MCP_Create(n, nnz);
MCP_SetInterface(m, &mcp_interface);
Output_SetLog(stdout);
// SOLVE
status = Path_Solve(m, &info);
// Preparing return values
double *tempZ;
double *tempF;
tempZ = MCP_GetX(m);
tempF = MCP_GetF(m);
int i;
for (i = 0; i < n; i++) {
z[i] = tempZ[i];
f[i] = tempF[i];
}
// destroy
MCP_Destroy(m);
Options_Destroy(o);
return status;
}
void F_CALLCONV MYMAIN(int *n, int *nnz, int *status,
double *z, double *f, double *lb, double *ub)
{
Options_Interface *o;
MCP *m;
MCP_Termination t;
Information info;
double *tempZ;
double *tempF;
double dnnz;
int i;
for_install_output();
o = Options_Create();
Path_AddOptions(o);
Options_Default(o);
Output_Printf(Output_Log | Output_Status | Output_Listing,
"%s: Standalone-F Link\n", Path_Version());
problem.n = *n;
if (problem.n == 0) {
Output_Printf(Output_Log | Output_Status,
"\n ** EXIT - solution found (degenerate model).\n");
(*status) = MCP_Solved;
Options_Destroy(o);
return;
}
dnnz = MIN(1.0*(*nnz), 1.0*problem.n*problem.n);
if (dnnz > INT_MAX) {
Output_Printf(Output_Log | Output_Status,
"\n ** EXIT - model too large.\n");
(*status) = MCP_Error;
Options_Destroy(o);
return;
}
problem.nnz = (int) dnnz;
Output_Printf(Output_Log | Output_Status | Output_Listing,
"%d row/cols, %d non-zeros, %3.2f%% dense.\n\n",
problem.n, problem.nnz,
100.0*problem.nnz/(1.0*problem.n*problem.n));
problem.nnz++;
problem.z = z;
problem.f = f;
problem.lb = lb;
problem.ub = ub;
m = MCP_Create(problem.n, problem.nnz);
install_interface(m);
Options_Read(o, "path.opt");
Options_Display(o);
info.generate_output = Output_Log | Output_Status | Output_Listing;
info.use_start = True;
info.use_basics = True;
t = Path_Solve(m, &info);
tempZ = MCP_GetX(m);
tempF = MCP_GetF(m);
for (i = 0; i < problem.n; i++) {
z[i] = tempZ[i];
f[i] = tempF[i];
}
*status = t;
MCP_Destroy(m);
Options_Destroy(o);
return;
}
void SimpleQP(int variables, int constraints,
int q_nnz, int *q_i, int *q_j, double *q_ij, double *c,
int a_nnz, int *a_i, int *a_j, double *a_ij, double *b,
int *c_type, double *lb, double *ub,
QP_Termination *status, double *z, double *pi, double *obj)
{
Options_Interface *o;
MCP *m;
MCP_Termination t;
Information info;
double *x;
double dnnz;
int element, i;
int colStart, colEnd;
o = Options_Create();
Path_AddOptions(o);
Options_Default(o);
Output_Printf(Output_Log | Output_Status | Output_Listing,
"%s: QP Link\n", Path_Version());
create(variables, constraints, q_nnz, q_i, q_j, q_ij, c,
a_nnz, a_i, a_j, a_ij, b, c_type, z, pi, lb, ub);
if (problem.n == 0) {
Output_Printf(Output_Log | Output_Status,
"\n ** EXIT - solution found (degenerate model).\n");
(*status) = QP_Solved;
Options_Destroy(o);
return;
}
dnnz = MIN(1.0*problem.nnz, 1.0*problem.n*problem.n);
if (dnnz > INT_MAX) {
Output_Printf(Output_Log | Output_Status,
"\n ** EXIT - model too large.\n");
(*status) = QP_Error;
Options_Destroy(o);
return;
}
problem.nnz = (int) dnnz;
Output_Printf(Output_Log | Output_Status | Output_Listing,
"%d row/cols, %d non-zeros, %3.2f%% dense.\n\n",
problem.n, problem.nnz,
100.0*problem.nnz/(1.0*problem.n*problem.n));
m = MCP_Create(problem.n, problem.nnz+1);
MCP_Jacobian_Structure_Constant(m, 1);
install_interface(m);
Options_Read(o, "path.opt");
Options_Display(o);
info.generate_output = Output_Log | Output_Status | Output_Listing;
info.use_start = True;
info.use_basics = True;
t = Path_Solve(m, &info);
if (t == MCP_Solved) {
*status = QP_Solved;
}
else {
Options_Default(o);
Options_Read(o, "path.op2");
Options_Display(o);
for (i = 0; i < variables; i++) {
problem.q[i] = 0;
colStart = problem.m_start[i] - 1;
colEnd = colStart + problem.m_len[i];
while(colStart < colEnd) {
if (problem.m_row[colStart] <= variables) {
problem.m_data[colStart] = 0.0;
}
colStart++;
}
}
info.generate_output = Output_Log | Output_Status | Output_Listing;
info.use_start = True;
info.use_basics = True;
t = Path_Solve(m, &info);
if (t == MCP_Solved) {
*status = QP_Unbounded;
}
else {
*status = QP_Infeasible;
}
}
x = MCP_GetX(m);
for (i = 0; i < variables; i++) {
z[i] = x[i];
}
for (i = 0; i < constraints; i++) {
pi[i] = x[i + variables];
}
*obj = 0;
for (i = 0; i < variables; i++) {
for (element = problem.m_start[i] - 1;
element < problem.m_start[i] + problem.m_len[i] - 1;
element++) {
if (problem.m_row[element] <= variables) {
*obj += problem.m_data[element] *
z[i] * z[problem.m_row[element] - 1];
}
}
}
*obj /= 2.0;
for (i = 0; i < variables; i++) {
*obj += z[i] * problem.q[i];
}
MCP_Destroy(m);
destroy();
Options_Destroy(o);
return;
}