void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[]) { //Possible Inputs char fpath[FLEN]; char msg[FLEN]; char cmd[FLEN]; //user commmand int sp = 0; //Outputs const char *fnames[15] = {"H","f","lb","ub","A","cl","cu","Q","l","qcind","x0","v0","sense","objbias","conlin"}; double *sizes; //Internal Vars int ii; size_t i,j,k; //indexing vars char *what, **whatp; //error message vars static FILE *nl; //file handle ASL *asl = cur_ASL; //Current ASL instance int icmd = ASLCMD_ERROR; //Command Integer double *sense; //Objective sense double *objbias; //Objective bias int obj_lin; //linearity of the objectiuve (see ASL_DEGREE_ defines) double *con_lin; //linearity of the constraints (see ASL_DEGREE_ defines) double *isopen; //Is ASL open bool nlcon = false; //indicates whether any constraint is nonlinear double *x; //Evaluation point double *f, *g, *c = NULL; //Return pointers int nerror; //eval errors //Sparse Indexing mwIndex *Ir, *Jc; double *Pr; //QP Checking Vars int nqpz = 0; //number of nzs in quadratic objective int nqc_con = 0; //number of quadratic constraints int *QP_ir, *QP_jc; //Pointers used when calling nqpcheck double *QP_pr; double *pqi; //pointer to quadratic index vector ograd *og; //objective gradient structure //Jacobian Vars static double *J = NULL; //Memory to store intermediate Jacobian Values when using Dense Mode static double *J1 = NULL; //Memory to store Jacobian Values cgrad *cg, **cgp, **cgpe; //constraint gradient structures int *cs; //Column starts //Hessian Vars static double *Hsp = NULL; //Memory to store Hessian Values static int nhnz; //Number of Hessian nz double *s, *v; //Sigma, Lambda int *hcs, *hr; //Hessian column starts, row indexs double *H, *He, *W; //Error catching Jmp_buf err_jmp0; //If no inputs, just return info if(nrhs < 1) { if (nlhs >= 1) { sprintf(msgbuf,"%s %s",__TIME__,__DATE__); plhs[0] = mxCreateString(msgbuf); plhs[1] = mxCreateDoubleScalar(OPTI_VER); } else { printUtilityInfo(); } return; } //Get User Command icmd = getCommand(prhs[0]); //Switch Yard for Command switch(icmd) { case ASLCMD_ISOPEN: isopen = mxGetPr(plhs[0] = mxCreateDoubleMatrix(1, 1, mxREAL)); if(asl) *isopen = 1; else *isopen = 0; break; case ASLCMD_OPEN: //Check for Errors if(nrhs < 2) mexErrMsgTxt("Expected two arguments to open a file! [x0,v0,lb,ub,cl,cu,sense,sizes] = asl('open','file path')\n"); if(!mxIsChar(prhs[1])) mexErrMsgTxt("File path must be a char array!"); //Get String CHECK(mxGetString(prhs[1], fpath, FLEN) == 0,"error reading file path!"); //Clear any existing objects if (cur_ASL) ASL_free(&cur_ASL); //Set MEX exit function mexAtExit(mexExit); //Open file for LP/QP/QCQP checking asl = ASL_alloc(ASL_read_fg); //allocate for qp read return_nofile = 1; //return 0 if stub doesn't exist nl = jac0dim(fpath,(ftnlen)strlen(fpath)); //read in passed file //Check we got the file if(!nl) { sprintf(msgbuf, "Can't open (or error opening) %s\n", fpath); mexErrMsgTxt(msgbuf); } //Allocate Vector Memory pPROB = mxCreateStructMatrix(1,1,15,fnames); mxSetField(pPROB,0,fnames[eX0],mxCreateDoubleMatrix(n_var,1, mxREAL)); mxSetField(pPROB,0,fnames[eV0],mxCreateDoubleMatrix(n_con, 1, mxREAL)); mxSetField(pPROB,0,fnames[eLB],mxCreateDoubleMatrix(n_var, 1, mxREAL)); mxSetField(pPROB,0,fnames[eUB],mxCreateDoubleMatrix(n_var, 1, mxREAL)); mxSetField(pPROB,0,fnames[eCL],mxCreateDoubleMatrix(n_con, 1, mxREAL)); mxSetField(pPROB,0,fnames[eCU],mxCreateDoubleMatrix(n_con, 1, mxREAL)); mxSetField(pPROB,0,fnames[eSENSE],mxCreateDoubleMatrix(1, 1, mxREAL)); mxSetField(pPROB,0,fnames[eOBJBIAS],mxCreateDoubleMatrix(1, 1, mxREAL)); mxSetField(pPROB,0,fnames[eCONLIN],mxCreateDoubleMatrix(n_con, 1, mxREAL)); //Get Fields (ASL will fill) X0 = mxGetPr(mxGetField(pPROB,0,fnames[eX0])); pi0 = mxGetPr(mxGetField(pPROB,0,fnames[eV0])); LUv = mxGetPr(mxGetField(pPROB,0,fnames[eLB])); Uvx = mxGetPr(mxGetField(pPROB,0,fnames[eUB])); LUrhs = mxGetPr(mxGetField(pPROB,0,fnames[eCL])); Urhsx = mxGetPr(mxGetField(pPROB,0,fnames[eCU])); sense = mxGetPr(mxGetField(pPROB,0,fnames[eSENSE])); objbias = mxGetPr(mxGetField(pPROB,0,fnames[eOBJBIAS])); con_lin = mxGetPr(mxGetField(pPROB,0,fnames[eCONLIN])); //Other Output Args sizes = mxGetPr(pSIZE = mxCreateDoubleMatrix(16, 1, mxREAL)); //Check for complementarity problems if(n_cc) mexWarnMsgTxt("Ignoring Complementarity Constraints!"); //Assign asl problem sizes sizes[0] = (double)n_var; sizes[1] = (double)n_con; sizes[2] = (double)nzc; sizes[3] = (double)lnc; sizes[4] = (double)nbv; sizes[5] = (double)niv; sizes[6] = (double)nlc; sizes[7] = (double)nlnc; sizes[8] = (double)nlo; sizes[9] = (double)nlvb; sizes[10] = (double)nlvc; sizes[11] = (double)nlvo; sizes[12] = (double)nlvbi; sizes[13] = (double)nlvci; sizes[14] = (double)nlvoi; sizes[15] = (double)nwv; //Read In For QP Checking qp_read(nl,0); //Assign sense if(objtype[0] == 1) *sense = -1; //max else *sense = 1; //min //Determine Objective Linearity obj_lin = linCheck(asl, 0); //Determine Constraints Linearity for(ii = 0; ii < n_con; ii++) { con_lin[ii] = linCheck(asl, -(ii+1)); //Check if nonlinear or quadratic if(con_lin[ii] >= ASL_DEGREE_NLIN) nlcon = true; else if(con_lin[ii] == ASL_DEGREE_QUAD) { //con_lin indicates quadratic constraint, ensure is inequality if(LUrhs[ii] != Urhsx[ii]) nqc_con++; else nlcon = true; //quadratic equalities not currently handled by any explicit QCQP solver (I know of), make nl } } //Check to force to read as nonlinear problem if(nrhs > 2 && *mxGetPr(prhs[2])==1) nlcon = true; //If objective or any constraint is nonlinear, then we have to process as an NLP if(obj_lin == ASL_DEGREE_NLIN || nlcon) { //Free the QP read memory ASL_free(&asl); //Re-open for full NLP read asl = ASL_alloc(ASL_read_pfgh); //allocate memory for pfgh read nl = jac0dim(fpath,(ftnlen)strlen(fpath)); //read passed file (full nl read) //Allocate Jacobian Memory [note use M1alloc to let ASL clean it up if multiple instances opened] J = (double*)M1alloc(nzc*sizeof(double)); //Memory to store Jacobian nzs //Assign memory for saving obj + con x objx = (double*)M1alloc(n_var*sizeof(double)); conx = (double*)M1alloc(n_var*sizeof(double)); //Read File (f + g + H) pfgh_read(nl, ASL_findgroups); //Assign Hessian Memory nhnz = sphsetup(1, 1, n_con > 0, 0); //one obj, use sigma, optionally use lambda, full hessian Hsp = (double*)M1alloc(nhnz*sizeof(double)); //memory to store hessian nzs } //Otherwise we can process as a LP, QP or QCQP else { //Assign objective bias *objbias = objconst(0); //Check for quadratic objective if(obj_lin == ASL_DEGREE_QUAD) { //Capture Pointers nqpz = nqpcheck(0, &QP_ir, &QP_jc, &QP_pr); //check objective for qp //Create QP H mxSetField(pPROB,0,fnames[eH],mxCreateSparse(n_var,n_var,nqpz,mxREAL)); //Copy in Objective Quadratic Elements (copy-cast where appropriate) memcpy(mxGetPr(mxGetField(pPROB,0,fnames[eH])),QP_pr,nqpz*sizeof(double)); Jc = mxGetJc(mxGetField(pPROB,0,fnames[eH])); Ir = mxGetIr(mxGetField(pPROB,0,fnames[eH])); for(i = 0; i <= n_var; i++) Jc[i] = (mwIndex)QP_jc[i]; for(i = 0; i < nqpz; i++) Ir[i] = (mwIndex)QP_ir[i]; } else //create an empty sparse matrix mxSetField(pPROB,0,fnames[eH],mxCreateSparse(n_var,n_var,0,mxREAL)); //Create QP f mxSetField(pPROB,0,fnames[eF],mxCreateDoubleMatrix(n_var,1,mxREAL)); Pr = mxGetPr(mxGetField(pPROB,0,fnames[eF])); //Copy in Objective Linear Elements for( og = Ograd[0]; og; og = og->next ) Pr[og->varno] = og->coef; //Create A (linear constraints) mxSetField(pPROB,0,fnames[eA],mxCreateSparse(n_con, n_var, nzc, mxREAL)); if(n_con) { Pr = mxGetPr(mxGetField(pPROB,0,fnames[eA])); Ir = mxGetIr(mxGetField(pPROB,0,fnames[eA]));; //Fill in A (will double on quadratic linear sections, but easier to remove once in MATLAB) for(Jc = mxGetJc(mxGetField(pPROB,0,fnames[eA])), cs = A_colstarts, i = 0; i <= n_var; ++i) Jc[i] = (mwIndex)cs[i]; cgp = Cgrad; for(i = 0; i < n_con; i++) for(cg = *cgp++; cg; cg = cg->next) { Ir[cg->goff] = (mwIndex)i; Pr[cg->goff] = cg->coef; } } //Add quadratic constraints if present if(nqc_con) { //Allocate a Cell Array to store the quadratic constraint Qs, and vector to store indices mxSetField(pPROB,0,fnames[eQ],mxCreateCellMatrix(nqc_con,1)); //Q mxSetField(pPROB,0,fnames[eL],mxCreateDoubleMatrix(n_var, nqc_con,mxREAL)); //l mxSetField(pPROB,0,fnames[eQCIND],mxCreateDoubleMatrix(nqc_con,1,mxREAL)); //ind pqi = mxGetPr(mxGetField(pPROB,0,fnames[eQCIND])); //Fill In Constraints for(ii=0,j=0;ii<n_con;ii++) { //Quadratic Constraints if(con_lin[ii] == ASL_DEGREE_QUAD) { //Create index pqi[j] = ii+1; //increment for matlab index //Capture Pointers nqpz = nqpcheck(-(ii+1), &QP_ir, &QP_jc, &QP_pr); //check constraint for qp; if(nqpz <= 0) mexErrMsgTxt("Error reading quadratic constraints. Assumed constraint was quadratic based on prescan, now appears not?"); //Create QC Q mxSetCell(mxGetField(pPROB,0,fnames[eQ]),j,mxCreateSparse(n_var,n_var,nqpz,mxREAL)); //Copy in Constraint Quadratic Elements (copy-cast where appropriate) Pr = mxGetPr(mxGetCell(mxGetField(pPROB,0,fnames[eQ]),j)); Jc = mxGetJc(mxGetCell(mxGetField(pPROB,0,fnames[eQ]),j)); Ir = mxGetIr(mxGetCell(mxGetField(pPROB,0,fnames[eQ]),j)); for(k = 0; k <= n_var; k++) Jc[k] = (mwIndex)QP_jc[k]; for(k = 0; k < nqpz; k++) { Ir[k] = (mwIndex)QP_ir[k]; Pr[k] = 0.5*QP_pr[k]; //to QP form } //Create QC l (not sure why we can't extract this from Jacobian, values are wrong) Pr = mxGetPr(mxGetField(pPROB,0,fnames[eL])); for( cg = Cgrad[ii]; cg; cg = cg->next ) Pr[j*n_var + cg->varno] = cg->coef; //Increment for next cell / col j++; } } } //Put back into function eval mode (just in case) qp_opify(); } break; case ASLCMD_CLOSE: //Check for Errors CHECKASL(asl); //Call Exit Function mexExit(); break; case ASLCMD_FUN: //Check for Errors CHECKASL(asl); CHECKNRHS(nrhs,2); //Get x and check dimensions x = sizechk(prhs[1],"x",n_var); //Save x if(objx) memcpy(objx,x,n_var*sizeof(double)); //Create objective val memory and get it from ASL SETERRJMP(); what = "objective"; f = mxGetPr(plhs[0] = mxCreateDoubleMatrix(1, 1, mxREAL)); *f = objval(0, x, &nerror); break; case ASLCMD_GRAD: //Check for Errors CHECKASL(asl); CHECKNRHS(nrhs,2); //Get x and check dimensions x = sizechk(prhs[1],"x",n_var); //Save x if(objx) memcpy(objx,x,n_var*sizeof(double)); //Create objective grad memory and get it from ASL SETERRJMP(); what = "gradient"; g = mxGetPr(plhs[0] = mxCreateDoubleMatrix(1, n_var, mxREAL)); objgrd(0, x, g, &nerror); break; case ASLCMD_CON: //Check for Errors CHECKASL(asl); CHECKNRHS(nrhs,2); //Get x and check dimensions x = sizechk(prhs[1],"x",n_var); //Save x if(conx) memcpy(conx,x,n_var*sizeof(double)); //Create constraint memory and get it from ASL SETERRJMP(); what = "constraints"; c = mxGetPr(plhs[0] = mxCreateDoubleMatrix(n_con, 1, mxREAL)); if(n_con) conval(x, c, &nerror); break; case ASLCMD_JAC: //Check for Errors CHECKASL(asl); CHECKNRHS(nrhs,2); //Get x and check dimensions x = sizechk(prhs[1],"x",n_var); //Save x if(conx) memcpy(conx,x,n_var*sizeof(double)); //Create constraint jac memory and get it from ASL SETERRJMP(); what = "Jacobian"; //Check for sparsity if(nrhs > 2 && *mxGetPr(prhs[2])) { sp = 1; J1 = mxGetPr(plhs[0] = mxCreateSparse(n_con, n_var, nzc, mxREAL)); } else { sp = 0; J1 = mxGetPr(plhs[0] = mxCreateDoubleMatrix(n_con, n_var, mxREAL)); } //Evaluate if we have constraints if (n_con) { //Sparse if(sp) { jacval(x, J1, &nerror); Ir = mxGetIr(plhs[0]); for(Jc = mxGetJc(plhs[0]), cs = A_colstarts, i = 0; i <= n_var; ++i) Jc[i] = (mwIndex)cs[i]; cgp = Cgrad; for(i = 0; i < n_con; i++) for(cg = *cgp++; cg; cg = cg->next) Ir[cg->goff] = (mwIndex)i; } //Dense else { jacval(x, J, &nerror); cgp = Cgrad; for(cgpe = cgp + n_con; cgp < cgpe; J1++) for(cg = *cgp++; cg; cg = cg->next) J1[n_con*cg->varno] = J[cg->goff]; } } break; case ASLCMD_JACSTR: //Check for Errors CHECKASL(asl); CHECKNRHS(nrhs,1); //Create constraint jacstr memory and get it from ASL SETERRJMP(); what = "Jacobian Structure)"; J1 = mxGetPr(plhs[0] = mxCreateSparse(n_con, n_var, nzc, mxREAL)); //Fill In Structure for(i=0;i<nzc;i++) J1[i] = 1.0; for(Jc = mxGetJc(plhs[0]), cs = A_colstarts, i = 0; i <= n_var; ++i) Jc[i] = (mwIndex)cs[i]; cgp = Cgrad; Ir = mxGetIr(plhs[0]); for(i = 0; i < n_con; i++) for(cg = *cgp++; cg; cg = cg->next) Ir[cg->goff] = (mwIndex)i; break; case ASLCMD_HES: //Check for Errors CHECKASL(asl); CHECKNRHS(nrhs,4); //assume hess(x,sigma,lambda) and optionally sparse //Check dimensions & get args x = sizechk(prhs[1],"x",n_var); s = sizechk(prhs[2],"sigma",1); v = sizechk(prhs[3],"lambda",n_con); //Check for sparsity if(nrhs > 4 && *mxGetPr(prhs[4])) { sp = 1; W = mxGetPr(plhs[0] = mxCreateSparse(n_var, n_var, nhnz, mxREAL)); } else { sp = 0; W = mxGetPr(plhs[0] = mxCreateDoubleMatrix(n_var, n_var, mxREAL)); } //Check if we need to recalculate objective / constraints if(!comp_x(objx,x,n_var)) { //Setup Error Catching SETERRJMP(); what = "Objective for Hessian"; //Re-evaluate Objective objval(0, x, &nerror); } if(!comp_x(conx,x,n_var)){ if(!c) c = mxGetPr(mxCreateDoubleMatrix(n_con, 1, mxREAL)); //Setup Error Catching SETERRJMP(); what = "Constraints for Hessian"; //Re-evaluate Constraints conval(x, c, &nerror); } //Setup Error Catching SETERRJMP(); what = "Hessian"; //Sparse if(sp) { //This function returns the full (symmetric) Hessian as setup above sphes(H = Hsp, 1, s, v); Ir = mxGetIr(plhs[0]); Jc = mxGetJc(plhs[0]); hcs = sputinfo->hcolstarts; hr = sputinfo->hrownos; for(i = 0; i <= n_var; i++) Jc[i] = (mwIndex)hcs[i]; He = H + hcs[n_var]; while(H < He) { *W++ = *H++; *Ir++ = (mwIndex)*hr++; } } //Dense else fullhes(W, n_var, 1, s, v); break; case ASLCMD_HESSTR: //mexPrintf("CMD: Get Hessian Structure\n"); //Check for Errors CHECKASL(asl); CHECKNRHS(nrhs,1); //Create hessianstr memory and get it from ASL SETERRJMP(); what = "Hessian Structure"; W = mxGetPr(plhs[0] = mxCreateSparse(n_var, n_var, nhnz, mxREAL)); Ir = mxGetIr(plhs[0]); Jc = mxGetJc(plhs[0]); //Get Sparse Info hcs = sputinfo->hcolstarts; hr = sputinfo->hrownos; //Assign col starts for(i = 0; i <= n_var; i++) Jc[i] = (mwIndex)hcs[i]; //Assign rows + 1.0 for nz positions H = Hsp; //Start of nz Hsp elements He = H + hcs[n_var]; //End of nz Hsp elements while(H < He) { *W++ = 1.0; *Ir++ = (mwIndex)*hr++; *H++; //increment nz element position } break; case ASLCMD_WRITESOL: //Check for Errors CHECKASL(asl); CHECKNRHS(nrhs,2); //asl('writesol',msg,x) //Get Input Args CHECK(mxGetString(prhs[1], msg, FLEN) == 0,"error reading message!"); x = sizechk(prhs[2],"x",n_var); //Write to solution stub file write_sol(msg,x,NULL,NULL); break; default: mexExit(); //clean up mxGetString(prhs[0], cmd, FLEN); sprintf(msgbuf, "ASL Command Error! Unknown Command: '%s'\n", cmd); mexErrMsgTxt(msgbuf); break; } }
void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[]) { FILE *nl; char *buf1, buf[512], *what, **whatp; static fint n, nc, nz; fint i, nerror; real *J1, *W, *c, *f, *g, *v, *t, *x; static real *J; cgrad *cg, **cgp, **cgpe; static size_t Jsize; Jmp_buf err_jmp0; ASL *asl = cur_ASL; static char ignore_complementarity[] = "Warning: ignoring %d complementarity conditions.\n"; if (nrhs == 1 && mxIsChar(prhs[0])) { if (nlhs < 6 || nlhs > 7) usage(); if (mxGetString(prhs[0], buf1 = buf, sizeof(buf))) mexErrMsgTxt("Expected 'stub' as argument\n"); at_end(); mexAtExit(at_end); asl = ASL_alloc(ASL_read_pfgh); return_nofile = 1; if (!(nl = jac0dim(buf1,strlen(buf)))) { sprintf(msgbuf, "Can't open %.*s\n", sizeof(msgbuf)-20, buf); mexErrMsgTxt(msgbuf); } if (n_obj <= 0) printf("Warning: objectve == 0\n"); n = n_var; nc = n_con; nz = nzc; J = (real *)M1alloc(nz*sizeof(real)); X0 = mxGetPr(plhs[0] = mxCreateDoubleMatrix(n, 1, mxREAL)); LUv = mxGetPr(plhs[1] = mxCreateDoubleMatrix(n, 1, mxREAL)); Uvx = mxGetPr(plhs[2] = mxCreateDoubleMatrix(n, 1, mxREAL)); pi0 = mxGetPr(plhs[3] = mxCreateDoubleMatrix(nc, 1, mxREAL)); LUrhs = mxGetPr(plhs[4] = mxCreateDoubleMatrix(nc, 1, mxREAL)); Urhsx = mxGetPr(plhs[5] = mxCreateDoubleMatrix(nc, 1, mxREAL)); if (nlhs == 7) { cvar = (int*)M1alloc(nc*sizeof(int)); plhs[6] = mxCreateDoubleMatrix(nc, 1, mxREAL); x = mxGetPr(plhs[6]); } else if (n_cc) printf(ignore_complementarity, n_cc); pfgh_read(nl, ASL_findgroups); Jsize = nc*n*sizeof(real); if (nlhs == 7) for(i = 0; i < nc; i++) x[i] = cvar[i]; return; } if (!asl) mexErrMsgTxt("amplfunc(\"stub\") has not been called\n"); nerror = -1; err_jmp1 = &err_jmp0; what = "(?)"; whatp = &what; if (nlhs == 2) { if (nrhs != 2) usage(); x = sizechk(prhs[0],"x",n); t = sizechk(prhs[1],"0 or 1", 1); if (setjmp(err_jmp0.jb)) { sprintf(msgbuf, "Trouble evaluating %s\n", *whatp); mexErrMsgTxt(msgbuf); } if (t[0] == 0.) { f = mxGetPr(plhs[0] = mxCreateDoubleMatrix(1, 1, mxREAL)); c = mxGetPr(plhs[1] = mxCreateDoubleMatrix(nc, 1, mxREAL)); what = "f"; *f = objval(0, x, &nerror); what = "c"; conval(x, c, &nerror); return; } g = mxGetPr(plhs[0] = mxCreateDoubleMatrix(n, 1, mxREAL)); J1 = mxGetPr(plhs[1] = mxCreateDoubleMatrix(nc, n, mxREAL)); what = "g"; objgrd(0, x, g, &nerror); if (nc) { memset(J1, 0, Jsize); what = "J"; jacval(x, J, &nerror); cgp = Cgrad; for(cgpe = cgp + nc; cgp < cgpe; J1++) for(cg = *cgp++; cg; cg = cg->next) J1[nc*cg->varno] = J[cg->goff]; } return; } if (nlhs == 0 && (nrhs == 3 || nrhs == 4)) { /* eval2('solution message', x, v): x = primal, v = dual */ /* optional 4th arg = solve_result_num */ if (!mxIsChar(prhs[0])) usage(); x = sizechk(prhs[1],"x",n); v = sizechk(prhs[2],"v",nc); if (mxGetString(prhs[0], buf, sizeof(buf))) mexErrMsgTxt( "Expected 'solution message' as first argument\n"); solve_result_num = nrhs == 3 ? -1 /* unknown */ : (int)*sizechk(prhs[3],"solve_result_num",1); write_sol(buf, x, v, 0); return; } if (nlhs != 1 || nrhs != 1) usage(); v = sizechk(prhs[0],"v",nc); W = mxGetPr(plhs[0] = mxCreateDoubleMatrix(n, n, mxREAL)); what = "W"; fullhes(W, n, 0, 0, v); }