void Ampl_Eval_Jac(ASL_pfgh *asl_, double *varsX, double *AmplJacElts)
{
ASL_pfgh *asl = asl_;
fint nerror = -1;
if(varsX){
jacval(varsX, AmplJacElts, &nerror);
}else{
double *dxWrk = (double*) malloc (n_var*sizeof(double));
jacval(varsX, AmplJacElts, &nerror);
free(dxWrk);
}
}
PetscErrorCode FormJacobian(SNES snes,Vec x,Mat jac,Mat B,void *ctx){
Solver_ctx *sol_ctx = (Solver_ctx*)ctx;
ASL *asl=(ASL*)(sol_ctx->asl);
const PetscScalar *xx; /* Variable vector*/
PetscScalar A[nzc]; /* Temporary storage for Jacobian Calc. */
PetscErrorCode ierr; /* PETSc Error code */
int err; /* ASL Error code */
unsigned long int i; /* Constraint index */
cgrad *cg; /* Constraint gradient information */
/* Compute Jacobian entries and insert into matrix. */
ierr = VecGetArrayRead(x,&xx);CHKERRQ(ierr);
jacval((real*)xx,(real*)A,&err);
ierr = VecRestoreArrayRead(x,&xx);CHKERRQ(ierr);
for(i=n_conjac[0];i<n_conjac[1]; ++i){ /*i is constraint index */
cg = Cgrad[i];
while(cg!=NULL){
MatSetValue(B, i, cg->varno, A[cg->goff],INSERT_VALUES);
cg=cg->next;
}
}
/* Assemble matrix */
ierr = MatAssemblyBegin(B,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
ierr = MatAssemblyEnd(B,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
return 0;
}
static void
calcj(fint *N, fint *P, real *X, fint *NF, real *J,
fint *UI, real *UR, U_fp *uf)
{
fint nerror = 0;
jacval(X, J, &nerror);
if (nerror)
*NF = 0;
}
void
ampl_get_Jac(double *varsX, const int nzA, double *JacAelts, const int nzC, double *JacCelts)
{
int i;
fint nerror = -1;
double *tempJac = (double*) malloc(nzc*sizeof(double));
if(varsX){
jacval(varsX, tempJac, &nerror);
}else{
double *dxWrk = (double*) malloc (n_var*sizeof(double));
jacval(varsX, tempJac, &nerror);
free(dxWrk);
}
doubleLexSort_ValOnly(nzA,JacAelts,nzC,JacCelts,tempJac);
free(tempJac);
}
bool AmplTNLP::eval_jac_g(Index n, const Number* x, bool new_x,
Index m, Index nele_jac, Index* iRow,
Index *jCol, Number* values)
{
DBG_START_METH("AmplTNLP::eval_jac_g",
dbg_verbosity);
ASL_pfgh* asl = asl_;
DBG_ASSERT(asl_);
DBG_ASSERT(n == n_var);
DBG_ASSERT(m == n_con);
if (iRow && jCol && !values) {
// setup the structure
Index current_nz = 0;
for (Index i=0; i<n_con; i++) {
for (cgrad* cg=Cgrad[i]; cg; cg = cg->next) {
iRow[cg->goff] = i + 1;
jCol[cg->goff] = cg->varno + 1;
// iRow[current_nz] = i + 1;
// jCol[current_nz] = cg->varno+1;
current_nz++;
}
}
DBG_ASSERT(current_nz == nele_jac);
return true;
}
else if (!iRow && !jCol && values) {
if (!apply_new_x(new_x, n, x)) {
return false;
}
jacval(const_cast<Number*>(x), values, (fint*)nerror_);
if (nerror_ok(nerror_)) {
return true;
}
}
else {
DBG_ASSERT(false && "Invalid combination of iRow, jCol, and values pointers");
}
return false;
}
static bool eval_jac_g(void * amplInfo, int n, const double * x, bool new_x,
double * values)
{
CbcAmplInfo * info = (CbcAmplInfo *) amplInfo;
ASL_pfgh* asl = info->asl_;
assert(n == n_var);
assert (values);
if (!apply_new_x(info, new_x, n, x)) {
return false;
}
jacval(info->non_const_x_, values, (fint*)&info->nerror_);
if (!info->nerror_) {
return true;
} else {
abort();
}
return false;
}
void
mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
ASL_pfgh *asl = (ASL_pfgh*)cur_ASL;
FILE *nl;
Jmp_buf err_jmp0;
cgrad *cg, **cgp;
char *buf1, buf[512], *what, **whatp;
fint *hcs, *hr, i, nerror;
int *cs;
mwIndex *Ir, *Jc;
real *H, *He, *J1, *W, *c, *f, *g, *v, *t, *x;
static fint n, nc, nhnz, nz;
static real *Hsp;
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_pfgh*)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;
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);
if (nlhs == 7)
for(i = 0; i < nc; i++)
x[i] = cvar[i];
/* Arrange to compute the whole sparese Hessian */
/* of the Lagrangian function (both triangles). */
nhnz = sphsetup(0, 0, nc > 0, 0);
Hsp = (real *)M1alloc(nhnz*sizeof(real));
return;
}
if (!asl)
mexErrMsgTxt("spamfunc(\"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 = n_obj > 0 ? objval(0, x, &nerror) : 0;
what = "c";
conval(x, c, &nerror);
return;
}
g = mxGetPr(plhs[0] = mxCreateDoubleMatrix(n, 1, mxREAL));
J1 = mxGetPr(plhs[1] = mxCreateSparse(nc, n, nz, mxREAL));
what = "g";
if (n_obj > 0)
objgrd(0, x, g, &nerror);
else
memset(g, 0, n*sizeof(real));
if (nc) {
what = "J";
jacval(x, J1, &nerror);
Ir = mxGetIr(plhs[1]);
/*memcpy(mxGetJc(plhs[1]), A_colstarts, (n+1)*sizeof(int));*/
for(Jc = mxGetJc(plhs[1]), cs = A_colstarts, i = 0; i <= n; ++i)
Jc[i] = cs[i];
cgp = Cgrad;
for(i = 0; i < nc; i++)
for(cg = *cgp++; cg; cg = cg->next)
Ir[cg->goff] = i;
}
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] = mxCreateSparse(n, n, nhnz, mxREAL));
what = "W";
sphes(H = Hsp, 0, 0, v);
/* Expand the Hessian lower triangle into the full Hessian... */
Ir = mxGetIr(plhs[0]);
Jc = mxGetJc(plhs[0]);
hcs = sputinfo->hcolstarts;
hr = sputinfo->hrownos;
for(i = 0; i <= n; i++)
Jc[i] = hcs[i];
He = H + hcs[n];
while(H < He) {
*W++ = *H++;
*Ir++ = *hr++;
}
}
int main(int argc, char **argv)
{
FILE *nl;
char *stub;
ASL *asl;
fint nerror = 0;
real *X;
real objVal;
int i, j, k, je;
real* J;
cgrad *cg;
char *fmt;
if (argc < 2) {
printf("Usage: %s stub\n", argv[0]);
return 1;
}
double t0 = clock_now();
asl = ASL_alloc(ASL_read_fg);
stub = argv[1];
nl = jac0dim(stub, (fint)strlen(stub));
fg_read(nl,0);
J = (real *)Malloc(nzc*sizeof(real));
X = (real *)Malloc(n_var*sizeof(real));
for (i = 0; i < n_var; i++) X[i] = 1.0;
// include one jacobian call for consistency
jacval(X, J, &nerror);
t0 = clock_now() - t0;
//objVal = objval(0, X, &nerror);
//printf("Objective %.5f\n", objVal);
double jactime = 1e30;
for (k = 0; k < 10; k++) {
double t1 = clock_now();
jacval(X, J, &nerror);
t1 = clock_now() - t1;
jactime = (t1 < jactime) ? t1 : jactime;
}
double norm = 0;
for (i = 0; i < nzc; i++) {
norm += J[i]*J[i];
}
norm = sqrt(norm);
char *bname = basename(argv[1]);
// Initialization time, 1 jacobian evaluation
printf("### %s %f %g\n",bname,t0,jactime);
printf("## %s Jacobian norm: %.10g (nnz = %d)\n",bname,norm,nzc);
/*printf("nzc %d\n",nzc);
for(i = 0; i < nzc; i++) {
printf("%d %g\n",i,J[i]);
}*/
/*
for(i = 0; i < n_con; i++) {
printf("\nRow %d:", i+1);
//fmt = " J[%d]=%g*X%d";
//for(cg = Cgrad[i]; cg; cg = cg->next, fmt = " + J[%d]=%g*X%d") {
// printf(fmt, cg->goff, J[cg->goff], cg->varno+1);
//}
fmt = " %g*X%d";
for(cg = Cgrad[i]; cg; cg = cg->next, fmt = " + %g*X%d") {
printf(fmt, J[cg->goff], cg->varno+1);
}
printf("\n");
}*/
return 0;
}
void
mexFunction(int nlhs, Matrix **plhs, int nrhs, Matrix **prhs)
{
FILE *nl;
char *buf1, buf[512], *what;
static fint n, nc, nz;
fint nerror;
real *J1, *W, *c, *f, *g, *v, *t, *x;
static real *J;
cgrad *cg, **cgp;
static size_t Jsize;
Jmp_buf err_jmp0;
ASL_pfgh *asl = (ASL_pfgh*)cur_ASL;
static fint nhnz;
static real *Hsp;
real *H, *He;
int *Ir, *Jc;
fint *hcs, *hr, i;
if (nrhs == 1 && mxIsString(prhs[0])) {
if (nlhs != 6)
usage();
if (mxGetString(prhs[0], buf1 = buf, sizeof(buf)))
mexErrMsgTxt("Expected 'stub' as argument\n");
at_end();
mexAtExit(at_end);
asl = (ASL_pfgh*)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] = mxCreateFull(n, 1, REAL));
LUv = mxGetPr(plhs[1] = mxCreateFull(n, 1, REAL));
Uvx = mxGetPr(plhs[2] = mxCreateFull(n, 1, REAL));
pi0 = mxGetPr(plhs[3] = mxCreateFull(nc, 1, REAL));
LUrhs = mxGetPr(plhs[4] = mxCreateFull(nc, 1, REAL));
Urhsx = mxGetPr(plhs[5] = mxCreateFull(nc, 1, REAL));
pfgh_read(nl, ASL_findgroups);
Jsize = nc*n*sizeof(real);
/* Arrange to compute the whole sparese Hessian */
/* of the Lagrangian function (both triangles). */
nhnz = sphsetup(0, 0, nc > 0, 0);
Hsp = (real *)M1alloc(nhnz*sizeof(real));
return;
}
if (!filename)
mexErrMsgTxt("spamfunc(\"stub\") has not been called\n");
nerror = -1;
err_jmp1 = &err_jmp0;
if (nlhs == 2) {
if (nrhs != 2)
usage();
x = sizechk(prhs[0],"x",n);
t = sizechk(prhs[1],"0 or 1", 1);
if (t[0] == 0.) {
f = mxGetPr(plhs[0] = mxCreateFull(1, 1, REAL));
c = mxGetPr(plhs[1] = mxCreateFull(nc, 1, REAL));
if (setjmp(err_jmp0.jb)) {
sprintf(msgbuf, "Trouble evaluating %s\n",
what);
mexErrMsgTxt(msgbuf);
}
what = "f";
*f = objval(0, x, &nerror);
what = "c";
conval(x, c, &nerror);
return;
}
g = mxGetPr(plhs[0] = mxCreateFull(n, 1, REAL));
J1 = mxGetPr(plhs[1] = mxCreateSparse(nc, n, nz, REAL));
what = "g";
objgrd(0, x, g, &nerror);
if (nc) {
what = "J";
jacval(x, J1, &nerror);
Ir = mxGetIr(plhs[1]);
memcpy(mxGetJc(plhs[1]), A_colstarts, (n+1)*sizeof(int));
cgp = Cgrad;
for(i = 0; i < nc; i++)
for(cg = *cgp++; cg; cg = cg->next)
Ir[cg->goff] = i;
}
return;
}
if (nlhs == 0 && nrhs == 3) {
/* eval2('solution message', x, v): x = primal, v = dual */
if (!mxIsString(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");
write_sol(buf, x, v, 0);
return;
}
if (nlhs != 1 || nrhs != 1)
usage();
v = sizechk(prhs[0],"v",nc);
W = mxGetPr(plhs[0] = mxCreateSparse(n, n, nhnz, REAL));
what = "W";
sphes(H = Hsp, 0, 0, v);
/* Expand the Hessian lower triangle into the full Hessian... */
Ir = mxGetIr(plhs[0]);
Jc = mxGetJc(plhs[0]);
hcs = sputinfo->hcolstarts;
hr = sputinfo->hrownos;
for(i = 0; i <= n; i++)
Jc[i] = hcs[i];
He = H + hcs[n];
while(H < He) {
*W++ = *H++;
*Ir++ = *hr++;
}
}
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);
}
