int main(int argc,char *argv[])
{
MSKrescodee r;
MSKidxt i,j;
double c[] = {3.0, 1.0, 5.0, 1.0};
/* Below is the sparse representation of the A
matrix stored by column. */
MSKlidxt aptrb[] = {0, 2, 5, 7};
MSKlidxt aptre[] = {2, 5, 7, 9};
MSKidxt asub[] = { 0, 1,
0, 1, 2,
0, 1,
1, 2};
double aval[] = { 3.0, 2.0,
1.0, 1.0, 2.0,
2.0, 3.0,
1.0, 3.0};
/* Bounds on constraints. */
MSKboundkeye bkc[] = {MSK_BK_FX, MSK_BK_LO, MSK_BK_UP };
double blc[] = {30.0, 15.0, -MSK_INFINITY};
double buc[] = {30.0, +MSK_INFINITY, 25.0 };
/* Bounds on variables. */
MSKboundkeye bkx[] = {MSK_BK_LO, MSK_BK_RA, MSK_BK_LO, MSK_BK_LO };
double blx[] = {0.0, 0.0, 0.0, 0.0 };
double bux[] = {+MSK_INFINITY, 10.0, +MSK_INFINITY, +MSK_INFINITY };
double xx[NUMVAR];
MSKenv_t env = NULL;
MSKtask_t task = NULL;
/* Create the mosek environment. */
r = MSK_makeenv(&env,NULL,NULL,NULL,NULL);
/* Directs the env log stream to the 'printstr' function. */
if ( r==MSK_RES_OK )
MSK_linkfunctoenvstream(env,MSK_STREAM_LOG,NULL,printstr);
/* Initialize the environment. */
if ( r==MSK_RES_OK )
r = MSK_initenv(env);
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. */
if ( r==MSK_RES_OK )
MSK_linkfunctotaskstream(task,MSK_STREAM_LOG,NULL,printstr);
/* Give MOSEK an estimate of the size of the input data.
This is done to increase the speed of inputting data.
However, it is optional. */
if (r == MSK_RES_OK)
r = MSK_putmaxnumvar(task,NUMVAR);
if (r == MSK_RES_OK)
r = MSK_putmaxnumcon(task,NUMCON);
if (r == MSK_RES_OK)
r = MSK_putmaxnumanz(task,NUMANZ);
/* Append 'NUMCON' empty constraints.
The constraints will initially have no bounds. */
if ( r == MSK_RES_OK )
r = MSK_append(task,MSK_ACC_CON,NUMCON);
/* Append 'NUMVAR' variables.
The variables will initially be fixed at zero (x=0). */
if ( r == MSK_RES_OK )
r = MSK_append(task,MSK_ACC_VAR,NUMVAR);
/* Optionally add a constant term to the objective. */
if ( r ==MSK_RES_OK )
r = MSK_putcfix(task,0.0);
for(j=0; j<NUMVAR && r == MSK_RES_OK; ++j)
{
/* Set the linear term c_j in the objective.*/
if(r == MSK_RES_OK)
r = MSK_putcj(task,j,c[j]);
/* Set the bounds on variable j.
blx[j] <= x_j <= bux[j] */
if(r == MSK_RES_OK)
r = MSK_putbound(task,
MSK_ACC_VAR, /* Put bounds on variables.*/
j, /* Index of variable.*/
bkx[j], /* Bound key.*/
blx[j], /* Numerical value of lower bound.*/
bux[j]); /* Numerical value of upper bound.*/
/* Input column j of A */
if(r == MSK_RES_OK)
r = MSK_putavec(task,
MSK_ACC_VAR, /* Input columns of A.*/
j, /* Variable (column) index.*/
aptre[j]-aptrb[j], /* Number of non-zeros in column j.*/
asub+aptrb[j], /* Pointer to row indexes of column j.*/
aval+aptrb[j]); /* Pointer to Values of column j.*/
}
/* Set the bounds on constraints.
for i=1, ...,NUMCON : blc[i] <= constraint i <= buc[i] */
for(i=0; i<NUMCON && r==MSK_RES_OK; ++i)
r = MSK_putbound(task,
MSK_ACC_CON, /* Put bounds on constraints.*/
i, /* Index of constraint.*/
bkc[i], /* Bound key.*/
blc[i], /* Numerical value of lower bound.*/
buc[i]); /* Numerical value of upper bound.*/
/* Maximize objective function. */
if (r == MSK_RES_OK)
r = MSK_putobjsense(task,
MSK_OBJECTIVE_SENSE_MAXIMIZE);
if ( r==MSK_RES_OK )
{
MSKrescodee trmcode;
/* Run optimizer */
r = MSK_optimizetrm(task,&trmcode);
/* Print a summary containing information
about the solution for debugging purposes. */
MSK_solutionsummary (task,MSK_STREAM_LOG);
if ( r==MSK_RES_OK )
{
MSKsolstae solsta;
int j;
MSK_getsolutionstatus (task,
MSK_SOL_BAS,
NULL,
&solsta);
switch(solsta)
{
case MSK_SOL_STA_OPTIMAL:
case MSK_SOL_STA_NEAR_OPTIMAL:
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]);
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");
}
}
if (r != MSK_RES_OK)
{
/* In case of an error print error code and description. */
char symname[MSK_MAX_STR_LEN];
char desc[MSK_MAX_STR_LEN];
printf("An error occurred while optimizing.\n");
MSK_getcodedesc (r,
symname,
desc);
printf("Error %s - '%s'\n",symname,desc);
}
MSK_deletetask(&task);
MSK_deleteenv(&env);
}
return r;
}
bool ConicSolver::Solve(VectorXd& sol)
{
bool ret = false;
#ifdef _WIN32
VectorXd solution;
convertMatrixVectorFormat();
MSKenv_t env;
MSKtask_t task;
MSKrescodee r;
r = MSK_makeenv(&env, NULL, NULL, NULL, NULL);
if (r == MSK_RES_OK)
{
r = MSK_linkfunctoenvstream(env, MSK_STREAM_LOG, NULL, printstr);
}
r = MSK_initenv(env);
if (r == MSK_RES_OK)
{
r = MSK_maketask(env, mNumCon, mNumVar, &task);
if (r == MSK_RES_OK)
{
r = MSK_linkfunctotaskstream(task, MSK_STREAM_LOG, NULL, printstr);
}
if (r == MSK_RES_OK)
r = MSK_putmaxnumvar(task, mNumVar);
if (r == MSK_RES_OK)
r = MSK_putmaxnumcon(task, mNumCon);
/* Append ¡¯NUMCON ¡¯ empty constraints .
The constraints will initially have no bounds . */
if (r == MSK_RES_OK)
r = MSK_append(task, MSK_ACC_CON, mNumCon);
/* Append ¡¯NUMVAR ¡¯ variables .
The variables will initially be fixed at zero (x =0). */
if (r == MSK_RES_OK)
r = MSK_append(task, MSK_ACC_VAR, mNumVar);
/* Optionally add a constant term to the objective . */
if (r == MSK_RES_OK)
r = MSK_putcfix(task, mConstant);
for (int j = 0; j < mNumVar && r == MSK_RES_OK; ++j)
{
/* Set the linear term c_j in the objective .*/
if (r == MSK_RES_OK)
r = MSK_putcj(task, j, mc[j]);
/* Set the bounds on variable j.*/
if (r == MSK_RES_OK)
{
if (mbLowerBounded[j] && mbUpperBounded[j])
{
if (mlb[j] == mub[j])
r = MSK_putbound(task, MSK_ACC_VAR, j, MSK_BK_FX, mlb[j], mub[j]);
else
{
CHECK(mlb[j] < mub[j]);
r = MSK_putbound(task, MSK_ACC_VAR, j, MSK_BK_RA, mlb[j], mub[j]);
}
}
else if (mbLowerBounded[j])
{
r = MSK_putbound(task, MSK_ACC_VAR, j , MSK_BK_LO, mlb[j], +MSK_INFINITY);
}
else if (mbUpperBounded[j])
{
r = MSK_putbound(task, MSK_ACC_VAR, j, MSK_BK_UP, -MSK_INFINITY, mub[j]);
}
else
{
r = MSK_putbound(task, MSK_ACC_VAR, j, MSK_BK_FR, -MSK_INFINITY, +MSK_INFINITY);
}
}
/* Input column j of A */
if (r == MSK_RES_OK && mNumCon)
{
int currentColumnIdx = mAColumnStartIdx[j];
int nextColumnIdx = mAColumnStartIdx[j + 1];
if (nextColumnIdx - currentColumnIdx > 0)
r = MSK_putavec(task, MSK_ACC_VAR, j, nextColumnIdx - currentColumnIdx, &(mARowIdx[currentColumnIdx]), &(mAValues[currentColumnIdx]));
}
}
/* Set the bounds on constraints .
for i=1, ... , NUMCON : blc [i] <= constraint i <= buc [i] */
for (int i = 0; i < mNumCon && r == MSK_RES_OK; ++i)
{
if (mbConstraintLowerBounded[i] && mbConstraintUpperBounded[i])
{
if (mlbc[i] == mubc[i])
{
r = MSK_putbound(task, MSK_ACC_CON, i, MSK_BK_FX, mlbc[i], mubc[i]);
}
else
{
r = MSK_putbound(task, MSK_ACC_CON, i, MSK_BK_RA, mlbc[i], mubc[i]);
}
}
else if (mbConstraintLowerBounded[i])
{
r = MSK_putbound(task, MSK_ACC_CON, i, MSK_BK_LO, mlbc[i], +MSK_INFINITY);
}
else if (mbConstraintUpperBounded[i])
{
r = MSK_putbound(task, MSK_ACC_CON, i, MSK_BK_UP, -MSK_INFINITY, mubc[i]);
}
else
{
LOG(WARNING) << "Every constraint should not be free.";
}
}
for (int i = 0; i < mNumCone; ++i)
{
Cone& cone = mCones[i];
r = MSK_appendcone(task, MSK_CT_RQUAD, 0.0, cone.mSubscripts.size(), cone.GetMosekConeSubId());
//r = MSK_appendcone(task, MSK_CT_QUAD, 0.0, cone.mSubscripts.size(), cone.GetMosekConeSubId());
}
if (r == MSK_RES_OK)
{
MSKrescodee trmcode;
r = MSK_optimizetrm(task, &trmcode);
MSK_solutionsummary(task, MSK_STREAM_LOG);
if (r == MSK_RES_OK)
{
MSKsolstae solsta;
MSK_getsolutionstatus(task, MSK_SOL_ITR, NULL, &solsta);
double* result = new double[mNumVar];
switch (solsta)
{
case MSK_SOL_STA_OPTIMAL:
case MSK_SOL_STA_NEAR_OPTIMAL:
MSK_getsolutionslice(task, MSK_SOL_ITR, MSK_SOL_ITEM_XX, 0, mNumVar, result);
LOG(INFO) << "Optimal primal solution";
ret = true;
solution = VectorXd::Zero(mNumVar);
sol = VectorXd::Zero(mNumVar);
for (int k = 0; k < mNumVar; ++k)
{
solution[k] = result[k];
sol[k] = result[k];
}
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:
LOG(WARNING) << "Primal or dual infeasibility certificate found.";
break;
case MSK_SOL_STA_UNKNOWN:
LOG(WARNING) << "The status of the solution could not be determined.";
break;
default:
LOG(WARNING) << "Other solution status.";
break;
}
delete[] result;
}
}
else
{
LOG(WARNING) << "Error while optimizing.";
}
if (r != MSK_RES_OK)
{
char symname[MSK_MAX_STR_LEN];
char desc[MSK_MAX_STR_LEN];
LOG(WARNING) << "An error occurred while optimizing.";
MSK_getcodedesc(r, symname, desc);
LOG(WARNING) << "Error " << symname << " - " << desc;
}
}
MSK_deletetask(&task);
MSK_deleteenv(&env);
#endif
return ret;
}
int main(int argc,char *argv[])
{
MSKrescodee r;
const MSKint32t numvar = 6,
numcon = 1;
MSKboundkeye bkc[] = { MSK_BK_FX };
double blc[] = { 1.0 };
double buc[] = { 1.0 };
MSKboundkeye bkx[] = {MSK_BK_LO,
MSK_BK_LO,
MSK_BK_LO,
MSK_BK_FR,
MSK_BK_FR,
MSK_BK_FR};
double blx[] = {0.0,
0.0,
0.0,
-MSK_INFINITY,
-MSK_INFINITY,
-MSK_INFINITY};
double bux[] = {+MSK_INFINITY,
+MSK_INFINITY,
+MSK_INFINITY,
+MSK_INFINITY,
+MSK_INFINITY,
+MSK_INFINITY};
double c[] = {0.0,
0.0,
0.0,
1.0,
1.0,
1.0};
MSKint32t aptrb[] = {0, 1, 2, 3, 3, 3},
aptre[] = {1, 2, 3, 3, 3, 3},
asub[] = {0, 0, 0, 0};
double aval[] = {1.0, 1.0, 2.0};
MSKint32t i,j,csub[3];
MSKenv_t env = NULL;
MSKtask_t task = NULL;
/* 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);
if ( r==MSK_RES_OK )
{
MSK_linkfunctotaskstream(task,MSK_STREAM_LOG,NULL,printstr);
/* Append 'numcon' empty constraints.
The constraints will initially have no bounds. */
if ( r == MSK_RES_OK )
r = MSK_appendcons(task,numcon);
/* Append 'numvar' variables.
The variables will initially be fixed at zero (x=0). */
if ( r == MSK_RES_OK )
r = MSK_appendvars(task,numvar);
for(j=0; j<numvar && r == MSK_RES_OK; ++j)
{
/* Set the linear term c_j in the objective.*/
if(r == MSK_RES_OK)
r = MSK_putcj(task,j,c[j]);
/* Set the bounds on variable j.
blx[j] <= x_j <= bux[j] */
if(r == MSK_RES_OK)
r = MSK_putvarbound(task,
j, /* Index of variable.*/
bkx[j], /* Bound key.*/
blx[j], /* Numerical value of lower bound.*/
bux[j]); /* Numerical value of upper bound.*/
/* Input column j of A */
if(r == MSK_RES_OK)
r = MSK_putacol(task,
j, /* Variable (column) index.*/
aptre[j]-aptrb[j], /* Number of non-zeros in column j.*/
asub+aptrb[j], /* Pointer to row indexes of column j.*/
aval+aptrb[j]); /* Pointer to Values of column j.*/
}
/* Set the bounds on constraints.
for i=1, ...,numcon : blc[i] <= constraint i <= buc[i] */
for(i=0; i<numcon && r==MSK_RES_OK; ++i)
r = MSK_putconbound(task,
i, /* Index of constraint.*/
bkc[i], /* Bound key.*/
blc[i], /* Numerical value of lower bound.*/
buc[i]); /* Numerical value of upper bound.*/
if ( r==MSK_RES_OK )
{
/* Append the first cone. */
csub[0] = 3;
csub[1] = 0;
csub[2] = 1;
r = MSK_appendcone(task,
MSK_CT_QUAD,
0.0, /* For future use only, can be set to 0.0 */
3,
csub);
}
if ( r==MSK_RES_OK )
{
/* Append the second cone. */
csub[0] = 4;
csub[1] = 5;
csub[2] = 2;
r = MSK_appendcone(task,
MSK_CT_RQUAD,
0.0,
3,
csub);
}
if ( r==MSK_RES_OK )
{
MSKrescodee trmcode;
/* Run optimizer */
r = MSK_optimizetrm(task,&trmcode);
/* Print a summary containing information
about the solution for debugging purposes*/
MSK_solutionsummary (task,MSK_STREAM_MSG);
if ( r==MSK_RES_OK )
{
MSKsolstae solsta;
MSK_getsolsta (task,MSK_SOL_ITR,&solsta);
switch(solsta)
{
case MSK_SOL_STA_OPTIMAL:
case MSK_SOL_STA_NEAR_OPTIMAL:
{
double *xx = NULL;
xx = calloc(numvar,sizeof(double));
if ( xx )
{
MSK_getxx (task,
MSK_SOL_ITR, /* Request the interior solution. */
xx);
printf("Optimal primal solution\n");
for(j=0; j<numvar; ++j)
printf("x[%d]: %e\n",j,xx[j]);
}
else
{
r = MSK_RES_ERR_SPACE;
}
free(xx);
}
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");
}
}
if (r != MSK_RES_OK)
{
/* In case of an error print error code and description. */
char symname[MSK_MAX_STR_LEN];
char desc[MSK_MAX_STR_LEN];
printf("An error occurred while optimizing.\n");
MSK_getcodedesc (r,
symname,
desc);
printf("Error %s - '%s'\n",symname,desc);
}
}
/* Delete the task and the associated data. */
MSK_deletetask(&task);
}
/* Delete the environment and the associated data. */
MSK_deleteenv(&env);
return ( r );
} /* main */
void MyQCQP::optimize()
{
// resize alpha
if(alpha != NULL)
delete []alpha;
alpha = new double[numvar];
double *c_ = new double[numvar];
for(int i = 0;i<numvar;i++) c_[i] = c[i];
MSKboundkeye *bkc_ = new MSKboundkeye[numcon];
double * blc_ = new double[numcon];
double * buc_ = new double[numcon];
for(int i = 0;i<numcon;i++)
{
bkc_[i] = bkc[i];
blc_[i] = blc[i];
buc_[i] = buc[i];
}
MSKboundkeye *bkx_ = new MSKboundkeye[numvar];
double * blx_ = new double[numvar];
double * bux_ = new double[numvar];
for(int i = 0;i<numvar;i++)
{
bkx_[i] = bkx[i];
blx_[i] = blx[i];
bux_[i] = bux[i];
}
MSKlidxt *aptrb_ = new MSKlidxt[aptrb.size()];
for(size_t i = 0;i<aptrb.size();i++) aptrb_[i] = aptrb[i];
MSKlidxt * aptre_ = new MSKlidxt[aptre.size()];
for(size_t i = 0;i<aptre.size();i++) aptre_[i] = aptre[i];
MSKidxt * asub_ = new MSKidxt[asub.size()];
for(size_t i = 0;i<asub.size();i++) asub_[i] = asub[i];
double *aval_ = new double[aval.size()];
for(size_t i = 0;i<aval.size();i++) aval_[i] = aval[i];
MSKrescodee r;
MSKenv_t env;
MSKtask_t task;
r = MSK_makeenv(&env,NULL,NULL,NULL,NULL);
r = MSK_initenv(env);
if(r == MSK_RES_OK)
{
r = MSK_maketask(env,numcon,numvar,&task);
if(r == MSK_RES_OK)
r = MSK_append(task,MSK_ACC_CON,numcon);
if(r == MSK_RES_OK)
r = MSK_append(task,MSK_ACC_VAR, numvar);
for(int j = 0;j<numvar && r== MSK_RES_OK;j++)
{
if(r == MSK_RES_OK)
r = MSK_putcj(task,j,c_[j]);
if(r == MSK_RES_OK)
r = MSK_putbound(task,MSK_ACC_VAR,j,bkx_[j],blx_[j],bux_[j]);
if(r == MSK_RES_OK)
r = MSK_putavec(task,MSK_ACC_VAR,j,aptre_[j] - aptrb_[j], asub_ + aptrb_[j],aval_+aptrb_[j]);
}
for(int i=0;i<numcon && r== MSK_RES_OK;i++)
{
r = MSK_putbound(task,MSK_ACC_CON,i,bkc_[i],blc_[i],buc_[i]);
}
delete []c_;
delete []bkx_;
delete []blx_;
delete []bux_;
delete []aptrb_;
delete []aptre_;
delete []asub_;
delete []aval_;
delete []bkc_;
delete []blc_;
delete []buc_;
for(int i=0;i<numcon-1 && r== MSK_RES_OK;i++) // numcon-1 quadratic constraints
{
int nzero = qsubi[i].size();
MSKidxt * qsubi_ = new MSKidxt[nzero];
MSKidxt * qsubj_ = new MSKidxt[nzero];
double * qval_ = new double[nzero];
for(int m = 0;m<nzero;m++)
{
qsubi_[m] = qsubi[i][m];
qsubj_[m] = qsubj[i][m];
qval_[m] = qval[i][m];
}
if(r == MSK_RES_OK)
r = MSK_putqconk(task,i,nzero,qsubi_,qsubj_,qval_);
delete []qsubi_;
delete []qsubj_;
delete []qval_;
}
if(r == MSK_RES_OK)
r = MSK_putobjsense(task,MSK_OBJECTIVE_SENSE_MINIMIZE);
if(r == MSK_RES_OK)
{
MSKrescodee trmcode;
r = MSK_optimizetrm(task,&trmcode);
MSK_getsolutionslice(task,MSK_SOL_ITR, MSK_SOL_ITEM_XX,0,numvar,alpha);
MSK_getsolutionslice(task,MSK_SOL_ITR,MSK_SOL_ITEM_SUC,0,numcon,mu);
}
MSK_deletetask(&task);
}
MSK_deleteenv(&env);
}
int main(int argc,char *argv[])
{
const MSKint32t numvar = 2,
numcon = 2;
double c[] = { 1.0, 0.64 };
MSKboundkeye bkc[] = { MSK_BK_UP, MSK_BK_LO };
double blc[] = { -MSK_INFINITY,-4.0 };
double buc[] = { 250.0, MSK_INFINITY };
MSKboundkeye bkx[] = { MSK_BK_LO, MSK_BK_LO };
double blx[] = { 0.0, 0.0 };
double bux[] = { MSK_INFINITY, MSK_INFINITY };
MSKint32t aptrb[] = { 0, 2 },
aptre[] = { 2, 4 },
asub[] = { 0, 1, 0, 1 };
double aval[] = { 50.0, 3.0, 31.0, -2.0 };
MSKint32t i,j;
MSKenv_t env = NULL;
MSKtask_t task = NULL;
MSKrescodee r;
/* Create the mosek environment. */
r = MSK_makeenv(&env,NULL);
/* Check if return code is ok. */
if ( r==MSK_RES_OK )
{
/* Create the optimization task. */
r = MSK_maketask(env,0,0,&task);
if ( r==MSK_RES_OK )
r = MSK_linkfunctotaskstream(task,MSK_STREAM_LOG,NULL,printstr);
/* Append 'numcon' empty constraints.
The constraints will initially have no bounds. */
if ( r == MSK_RES_OK )
r = MSK_appendcons(task,numcon);
/* Append 'numvar' variables.
The variables will initially be fixed at zero (x=0). */
if ( r == MSK_RES_OK )
r = MSK_appendvars(task,numvar);
/* Optionally add a constant term to the objective. */
if ( r ==MSK_RES_OK )
r = MSK_putcfix(task,0.0);
for(j=0; j<numvar && r == MSK_RES_OK; ++j)
{
/* Set the linear term c_j in the objective.*/
if(r == MSK_RES_OK)
r = MSK_putcj(task,j,c[j]);
/* Set the bounds on variable j.
blx[j] <= x_j <= bux[j] */
if(r == MSK_RES_OK)
r = MSK_putvarbound(task,
j, /* Index of variable.*/
bkx[j], /* Bound key.*/
blx[j], /* Numerical value of lower bound.*/
bux[j]); /* Numerical value of upper bound.*/
/* Input column j of A */
if(r == MSK_RES_OK)
r = MSK_putacol(task,
j, /* Variable (column) index.*/
aptre[j]-aptrb[j], /* Number of non-zeros in column j.*/
asub+aptrb[j], /* Pointer to row indexes of column j.*/
aval+aptrb[j]); /* Pointer to Values of column j.*/
}
/* Set the bounds on constraints.
for i=1, ...,numcon : blc[i] <= constraint i <= buc[i] */
for(i=0; i<numcon && r==MSK_RES_OK; ++i)
r = MSK_putconbound(task,
i, /* Index of constraint.*/
bkc[i], /* Bound key.*/
blc[i], /* Numerical value of lower bound.*/
buc[i]); /* Numerical value of upper bound.*/
/* Specify integer variables. */
for(j=0; j<numvar && r == MSK_RES_OK; ++j)
r = MSK_putvartype(task,j,MSK_VAR_TYPE_INT);
if ( r==MSK_RES_OK )
r = MSK_putobjsense(task,
MSK_OBJECTIVE_SENSE_MAXIMIZE);
if ( r==MSK_RES_OK )
{
MSKrescodee trmcode;
/* Run optimizer */
r = MSK_optimizetrm(task,&trmcode);
/* Print a summary containing information
about the solution for debugging purposes*/
MSK_solutionsummary (task,MSK_STREAM_MSG);
if ( r==MSK_RES_OK )
{
MSKint32t j;
MSKsolstae solsta;
double *xx = NULL;
MSK_getsolsta (task,MSK_SOL_ITG,&solsta);
xx = calloc(numvar,sizeof(double));
if ( xx )
{
switch(solsta)
{
case MSK_SOL_STA_INTEGER_OPTIMAL:
case MSK_SOL_STA_NEAR_INTEGER_OPTIMAL :
MSK_getxx(task,
MSK_SOL_ITG, /* Request the integer solution. */
xx);
printf("Optimal solution.\n");
for(j=0; j<numvar; ++j)
printf("x[%d]: %e\n",j,xx[j]);
break;
case MSK_SOL_STA_PRIM_FEAS:
/* A feasible but not necessarily optimal solution was located. */
MSK_getxx(task,MSK_SOL_ITG,xx);
printf("Feasible solution.\n");
for(j=0; j<numvar; ++j)
printf("x[%d]: %e\n",j,xx[j]);
break;
case MSK_SOL_STA_UNKNOWN:
{
MSKprostae prosta;
MSK_getprosta(task,MSK_SOL_ITG,&prosta);
switch (prosta)
{
case MSK_PRO_STA_PRIM_INFEAS_OR_UNBOUNDED:
printf("Problem status Infeasible or unbounded\n");
break;
case MSK_PRO_STA_PRIM_INFEAS:
printf("Problem status Infeasible.\n");
break;
case MSK_PRO_STA_UNKNOWN:
printf("Problem status unknown.\n");
break;
default:
printf("Other problem status.");
break;
}
}
break;
default:
printf("Other solution status.");
break;
}
}
else
{
r = MSK_RES_ERR_SPACE;
}
free(xx);
}
}
if (r != MSK_RES_OK)
{
/* In case of an error print error code and description. */
char symname[MSK_MAX_STR_LEN];
char desc[MSK_MAX_STR_LEN];
printf("An error occurred while optimizing.\n");
MSK_getcodedesc (r,
symname,
desc);
printf("Error %s - '%s'\n",symname,desc);
}
MSK_deletetask(&task);
}
MSK_deleteenv(&env);
printf("Return code: %d.\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[])
{
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 */
template <typename _Scalar> typename MosekOpt<_Scalar>::ReturnType
MosekOpt<_Scalar>::optimize( std::vector<_Scalar> *x_out, OBJ_SENSE objective_sense )
{
if ( !this->_updated )
{
std::cerr << "[" << __func__ << "]: " << "Please call update() first!" << std::endl;
return MSK_RES_ERR_UNKNOWN;
}
// cache problem size
const int numvar = this->getVarCount();
// determine problem type
MSKobjsense_enum objsense = (objective_sense == OBJ_SENSE::MINIMIZE) ? MSK_OBJECTIVE_SENSE_MINIMIZE
: MSK_OBJECTIVE_SENSE_MAXIMIZE;
if ( MSK_RES_OK == _r )
_r = MSK_putobjsense( _task, objsense );
if ( MSK_RES_OK == _r )
{
// set termination sensitivity
MSKrescodee trmcode;
if ( (_r == MSK_RES_OK) && (this->getTolRelGap() > Scalar(0)) )
{
_r = MSK_putdouparam( _task, MSK_DPAR_MIO_TOL_REL_GAP, this->getTolRelGap() /*1e-10f*/ );
if ( _r != MSK_RES_OK )
{
std::cerr << "[" << __func__ << "]: " << "setting MSK_DPAR_MIO_DISABLE_TERM_TIME to " << this->getTimeLimit() << " did NOT work!" << std::endl;
}
}
if ( (_r == MSK_RES_OK) && (this->getTimeLimit() > Scalar(0)) )
{
_r = MSK_putdouparam(_task, MSK_DPAR_MIO_DISABLE_TERM_TIME, this->getTimeLimit() );
if ( _r != MSK_RES_OK )
{
std::cerr << "[" << __func__ << "]: " << "setting MSK_DPAR_MIO_DISABLE_TERM_TIME to " << this->getTimeLimit() << " did NOT work!" << std::endl;
}
_r = MSK_putdouparam(_task, MSK_DPAR_MIO_MAX_TIME, this->getTimeLimit()+Scalar(5) );
if ( _r != MSK_RES_OK )
{
std::cerr << "[" << __func__ << "]: " << "setting MSK_DPAR_MIO_MAX_TIME to " << this->getTimeLimit()+Scalar(5) << " did NOT work!" << std::endl;
}
}
if (_r == MSK_RES_OK)
{
//_r = MSK_putintparam(_task, MSK_IPAR_OPTIMIZER, MSK_OPTIMIZER_MIXED_INT_CONIC );
if ( _r != MSK_RES_OK )
{
std::cerr << "[" << __func__ << "]: " << "setting MSK_OPTIMIZER_MIXED_INT_CONIC did not work!" << std::endl;
}
}
if ( _r == MSK_RES_OK )
{
_r = MSK_putintparam( _task, MSK_IPAR_MIO_PRESOLVE_USE, MSK_ON );
if ( _r != MSK_RES_OK )
{
std::cerr << "[" << __func__ << "]: " << "setting MSK_IPAR_MIO_PRESOLVE_USE did not work!" << std::endl;
}
}
if ( _r == MSK_RES_OK )
{
_r = MSK_putintparam( _task, MSK_IPAR_MIO_HEURISTIC_LEVEL, 5 );
if ( _r != MSK_RES_OK )
{
std::cerr << "[" << __func__ << "]: " << "setting MSK_IPAR_MIO_HEURISTIC_LEVEL did not work!" << std::endl;
}
}
// Run optimizer
_r = MSK_optimizetrm( _task, &trmcode );
// Print a summary containing information about the solution for debugging purposes.
MSK_solutionsummary( _task, MSK_STREAM_LOG );
// save solution
double *xx = (double*) calloc(numvar,sizeof(double));
if ( _r == MSK_RES_OK )
{
MSKsolstae solsta;
if ( _r == MSK_RES_OK )
{
_r = MSK_getsolsta( _task, MSK_SOL_ITR, &solsta );
if ( _r != MSK_RES_OK )
{
_r = MSK_getsolsta( _task, MSK_SOL_ITG, &solsta );
}
if ( _r != MSK_RES_OK )
{
std::cerr << "[" << __func__ << "]: " << "neithter MSK_SOL_ITR, nor MSK_SOL_ITR worked" << std::endl;
}
}
switch ( solsta )
{
case MSK_SOL_STA_OPTIMAL:
case MSK_SOL_STA_NEAR_OPTIMAL:
{
if ( xx )
{
MSK_getxx(_task,
MSK_SOL_ITR, /* Request the basic solution. */
xx);
_storeSolution( xx, numvar );
printf("Optimal primal solution\n");
}
else
{
_r = MSK_RES_ERR_SPACE;
}
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:
{
MSKprostae prosta;
MSK_getprosta(_task,MSK_SOL_ITG,&prosta);
switch (prosta)
{
case MSK_PRO_STA_PRIM_INFEAS_OR_UNBOUNDED:
printf("Problem status Infeasible or unbounded\n");
break;
case MSK_PRO_STA_PRIM_INFEAS:
printf("Problem status Infeasible.\n");
break;
case MSK_PRO_STA_UNKNOWN:
printf("Problem status unknown.\n");
break;
default:
printf("Other problem status.");
break;
}
char symname[MSK_MAX_STR_LEN];
char desc[MSK_MAX_STR_LEN];
/* If the solutions status is unknown, print the termination code
indicating why the optimizer terminated prematurely. */
MSK_getcodedesc(trmcode,
symname,
desc);
printf("The solutuion status is unknown.\n");
printf("The optimizer terminitated with code: %s\n",symname);
break;
}
// ITG
//asdf todo: consolidate this last part:
case MSK_SOL_STA_INTEGER_OPTIMAL:
case MSK_SOL_STA_NEAR_INTEGER_OPTIMAL :
MSK_getxx(_task,
MSK_SOL_ITG, /* Request the integer solution. */
xx);
_storeSolution( xx, numvar );
printf("Optimal integer solution.\n");
break;
case MSK_SOL_STA_PRIM_FEAS:
/* A feasible but not necessarily optimal solution was located. */
MSK_getxx(_task,MSK_SOL_ITG,xx);
_storeSolution( xx, numvar );
printf("Feasible solution.\n");
break;
default:
std::cerr << "[" << __func__ << "]: " << "unknown code " << (int)solsta << std::endl;
break;
}
if ( xx ) { free(xx); xx = NULL; }
}
}
if ( MSK_RES_OK != _r )
{
/* In case of an error print error code and description. */
char symname[MSK_MAX_STR_LEN];
char desc[MSK_MAX_STR_LEN];
printf("An error occurred while optimizing.\n");
MSK_getcodedesc( _r,
symname,
desc);
printf("Error %s - '%s'\n",symname,desc);
}
else
{
// output
if ( x_out )
{
x_out->clear();
x_out->reserve( this->_x.size() );
for ( int j=0; j < this->_x.size(); ++j )
{
x_out->push_back( this->_x[j] );
}
}
}
return _r;
} // ...MosekOpt::optimize()
int do_thing()
{
const MSKint32t numvar = 4,
numcon = 3;
double c[] = {3.0, 1.0, 5.0, 1.0};
/* Below is the sparse representation of the A
matrix stored by column. */
MSKint32t aptrb[] = {0, 2, 5, 7},
aptre[] = {2, 5, 7, 9},
asub[] = { 0, 1,
0, 1, 2,
0, 1,
1, 2};
double aval[] = { 3.0, 2.0,
1.0, 1.0, 2.0,
2.0, 3.0,
1.0, 3.0};
/* Bounds on constraints. */
MSKboundkeye bkc[] = {MSK_BK_FX, MSK_BK_LO, MSK_BK_UP };
double blc[] = {30.0, 15.0, -MSK_INFINITY};
double buc[] = {30.0, +MSK_INFINITY, 25.0 };
/* Bounds on variables. */
MSKboundkeye bkx[] = {MSK_BK_LO, MSK_BK_RA, MSK_BK_LO, MSK_BK_LO };
double blx[] = {0.0, 0.0, 0.0, 0.0 };
double bux[] = {+MSK_INFINITY, 10.0, +MSK_INFINITY, +MSK_INFINITY };
MSKenv_t env = NULL;
MSKtask_t task = NULL;
MSKrescodee r;
MSKint32t i,j;
/* 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. */
if ( r==MSK_RES_OK )
r = MSK_linkfunctotaskstream(task,MSK_STREAM_LOG,NULL,printstr);
/* Append 'numcon' empty constraints.
The constraints will initially have no bounds. */
if ( r == MSK_RES_OK )
r = MSK_appendcons(task,numcon);
/* Append 'numvar' variables.
The variables will initially be fixed at zero (x=0). */
if ( r == MSK_RES_OK )
r = MSK_appendvars(task,numvar);
for(j=0; j<numvar && r == MSK_RES_OK; ++j)
{
/* Set the linear term c_j in the objective.*/
if(r == MSK_RES_OK)
r = MSK_putcj(task,j,c[j]);
/* Set the bounds on variable j.
blx[j] <= x_j <= bux[j] */
if(r == MSK_RES_OK)
r = MSK_putvarbound(task,
j, /* Index of variable.*/
bkx[j], /* Bound key.*/
blx[j], /* Numerical value of lower bound.*/
bux[j]); /* Numerical value of upper bound.*/
/* Input column j of A */
if(r == MSK_RES_OK)
r = MSK_putacol(task,
j, /* Variable (column) index.*/
aptre[j]-aptrb[j], /* Number of non-zeros in column j.*/
asub+aptrb[j], /* Pointer to row indexes of column j.*/
aval+aptrb[j]); /* Pointer to Values of column j.*/
}
/* Set the bounds on constraints.
for i=1, ...,numcon : blc[i] <= constraint i <= buc[i] */
for(i=0; i<numcon && r==MSK_RES_OK; ++i)
r = MSK_putconbound(task,
i, /* Index of constraint.*/
bkc[i], /* Bound key.*/
blc[i], /* Numerical value of lower bound.*/
buc[i]); /* Numerical value of upper bound.*/
/* Maximize objective function. */
if (r == MSK_RES_OK)
r = MSK_putobjsense(task, MSK_OBJECTIVE_SENSE_MAXIMIZE);
if ( r==MSK_RES_OK )
{
MSKrescodee trmcode;
/* Run optimizer */
r = MSK_optimizetrm(task,&trmcode);
/* Print a summary containing information
about the solution for debugging purposes. */
MSK_solutionsummary (task,MSK_STREAM_LOG);
if ( r==MSK_RES_OK )
{
MSKsolstae solsta;
if ( r==MSK_RES_OK )
r = MSK_getsolsta (task,
MSK_SOL_BAS,
&solsta);
switch(solsta)
{
case MSK_SOL_STA_OPTIMAL:
case MSK_SOL_STA_NEAR_OPTIMAL:
{
double *xx = (double*) calloc(numvar,sizeof(double));
if ( xx )
{
MSK_getxx(task,
MSK_SOL_BAS, /* Request the basic solution. */
xx);
printf("Optimal primal solution\n");
for(j=0; j<numvar; ++j)
printf("x[%d]: %e\n",j,xx[j]);
free(xx);
}
else
r = MSK_RES_ERR_SPACE;
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:
{
char symname[MSK_MAX_STR_LEN];
char desc[MSK_MAX_STR_LEN];
/* If the solutions status is unknown, print the termination code
indicating why the optimizer terminated prematurely. */
MSK_getcodedesc(trmcode,
symname,
desc);
printf("The solution status is unknown.\n");
printf("The optimizer terminitated with code: %s\n",symname);
break;
}
default:
printf("Other solution status.\n");
break;
}
}
}
if (r != MSK_RES_OK)
{
/* In case of an error print error code and description. */
char symname[MSK_MAX_STR_LEN];
char desc[MSK_MAX_STR_LEN];
printf("An error occurred while optimizing.\n");
MSK_getcodedesc (r,
symname,
desc);
printf("Error %s - '%s'\n",symname,desc);
}
/* Delete the task and the associated data. */
MSK_deletetask(&task);
}
/* Delete the environment and the associated data. */
MSK_deleteenv(&env);
return r;
}
