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 */