/* nag_opt_handle_set_linconstr (e04rjc) Example Program.
*
* Copyright 2024 Numerical Algorithms Group.
*
* Mark 30.3, 2024.
*/
/* Read in LP/QP problem stored in a MPS file, formulated it
* as a handle and pass it to the solver.
*/
#include <nag.h>
#include <stdio.h>
/* Make a typedef for convenience when allocating crname. */
typedef char e04mx_name[9];
int main(int argc, char *argv[]) {
char fname_default[] = "e04rjce.opt";
Integer mpslst = 1;
Integer exit_status = 0;
Integer idlc, idx, idx_dest, inform, iobj, j, lintvar, m, maxlintvar, maxm,
maxn, maxncolh, maxnnz, maxnnzh, minmax, n, ncolh, nname, nnz, nnzc, nnzh,
nnzu, nnzua, nnzuc;
char *fname = 0;
char pnames[5][9] = {"", "", "", "", ""};
double rinfo[32], stats[32];
double *a = 0, *bl = 0, *bu = 0, *c = 0, *h = 0, *x = 0;
Integer *iccola = 0, *iccolh = 0, *icola = 0, *icolh = 0, *idxc = 0,
*irowa = 0, *irowh = 0;
char(*crname)[9] = 0;
void *handle = 0;
/* Nag Types */
Nag_FileID fileid;
NagError fail;
printf("nag_opt_handle_set_linconstr (e04rjc) Example Program Results\n\n");
/* Use the first command line argument as the filename or
* choose default filename stored in 'fname_default'. */
if (argc > 1)
fname = argv[1];
else
fname = fname_default;
printf("Reading MPS file: %s\n", fname);
fflush(stdout);
/* nag_file_open (x04acc).
* Open unit number for reading and associate unit with named file. */
nag_file_open(fname, 0, &fileid, NAGERR_DEFAULT);
/* nag_opt_miqp_mps_read (e04mxc).
* Reads MPS data file defining LP or QP problem.
* Query call to estimate the size of the problem. */
nag_opt_miqp_mps_read(fileid, 0, 0, 0, 0, 0, 0, mpslst, &n, &m, &nnz, &ncolh,
&nnzh, &lintvar, NULL, NULL, NULL, NULL, NULL, NULL,
NULL, NULL, NULL, NULL, NULL, NULL, NULL, NULL,
NAGERR_DEFAULT);
/* nag_file_close (x04adc).
* Close file associated with given unit number. */
nag_file_close(fileid, NAGERR_DEFAULT);
maxm = m;
maxn = n;
maxnnz = nnz;
maxnnzh = nnzh;
maxncolh = ncolh;
maxlintvar = -1;
if (!(irowa = NAG_ALLOC(maxnnz, Integer)) ||
!(iccola = NAG_ALLOC(maxn + 1, Integer)) ||
!(a = NAG_ALLOC(maxnnz, double)) ||
!(bl = NAG_ALLOC(maxn + maxm, double)) ||
!(bu = NAG_ALLOC(maxn + maxm, double)) ||
!(irowh = NAG_ALLOC(maxnnzh, Integer)) ||
!(iccolh = NAG_ALLOC(maxncolh + 1, Integer)) ||
!(h = NAG_ALLOC(maxnnzh, double)) ||
!(crname = NAG_ALLOC(maxn + maxm, e04mx_name)) ||
!(x = NAG_ALLOC(maxn, double)) ||
!(icolh = NAG_ALLOC(maxnnzh, Integer)) ||
!(icola = NAG_ALLOC(maxnnz, Integer))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Reopen the same file. */
nag_file_open(fname, 0, &fileid, NAGERR_DEFAULT);
/* Full call to the reader. */
nag_opt_miqp_mps_read(
fileid, maxn, maxm, maxnnz, maxncolh, maxnnzh, maxlintvar, mpslst, &n, &m,
&nnz, &ncolh, &nnzh, &lintvar, &iobj, a, irowa, iccola, bl, bu, pnames,
&nname, crname, h, irowh, iccolh, &minmax, NULL, NAGERR_DEFAULT);
nag_file_close(fileid, NAGERR_DEFAULT);
printf("MPS/QPS file read.\n");
fflush(stdout);
/* Data has been read. Set up the problem to the solver. */
/* nag_opt_handle_init (e04rac).
* Initialize an empty problem handle with n variables. */
nag_opt_handle_init(&handle, n, NAGERR_DEFAULT);
/* iccola[] was returned as 1-based, i.e., iccola[0]=1.
* Change it to 0-based to simplify C operations. */
for (j = 0; j <= n; j++)
iccola[j]--;
/* Move the linear objective from a to c. */
if (iobj > 0) {
/* Shift bounds. */
for (j = n + iobj - 1; j < n + m - 1; j++) {
bl[j] = bl[j + 1];
bu[j] = bu[j + 1];
}
m--;
/* Count how many nonzeros will be in c. */
nnzc = 0;
for (idx = 0; idx < nnz; idx++)
if (irowa[idx] == iobj)
nnzc++;
if (!(idxc = NAG_ALLOC(nnzc, Integer)) || !(c = NAG_ALLOC(nnzc, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Extract row iobj form column compressed matrix a. */
idx = 0;
idx_dest = 0;
nnzc = 0;
for (j = 0; j < n; j++) {
for (; idx < iccola[j + 1]; idx++) {
if (irowa[idx] < iobj) {
a[idx_dest] = a[idx];
irowa[idx_dest] = irowa[idx];
idx_dest++;
} else if (irowa[idx] == iobj) {
idxc[nnzc] = j + 1;
c[nnzc] = a[idx];
nnzc++;
} else {
a[idx_dest] = a[idx];
irowa[idx_dest] = irowa[idx] - 1;
idx_dest++;
}
}
iccola[j + 1] = idx_dest;
}
nnz = idx_dest;
} else
/* There is no linear part of the objective function. */
nnzc = 0;
/* Convert (decompress) iccola[] to icola[]. */
for (j = 0; j < n; j++)
for (idx = iccola[j]; idx < iccola[j + 1]; idx++)
icola[idx] = j + 1;
/* Add objective function to the problem formulation. */
if (nnzh == 0)
/* nag_opt_handle_set_quadobj (e04rfc).
* Define the objective as a (sparse) linear function (no nonzeros in H).*/
nag_opt_handle_set_quadobj(handle, nnzc, idxc, c, 0, NULL, NULL, NULL,
NAGERR_DEFAULT);
else {
/* The objective is a quadratic function.
* Firstly, transform (decompress) iccolh[] to icolh[], both are 1-based.
* Secondly, e04mxc() returned a lower triangle but here
* the upper triangle is needed ==> swap rows and columns. */
for (j = 0; j < ncolh; j++)
for (idx = iccolh[j]; idx < iccolh[j + 1]; idx++)
icolh[idx - 1] = j + 1;
/* nag_opt_handle_set_quadobj (e04rfc).
* Add the quadratic objective to the handle.*/
nag_opt_handle_set_quadobj(handle, nnzc, idxc, c, nnzh, icolh, irowh, h,
NAGERR_DEFAULT);
}
/* nag_opt_handle_set_simplebounds (e04rhc).
* Define bounds on the variables. */
nag_opt_handle_set_simplebounds(handle, n, bl, bu, NAGERR_DEFAULT);
idlc = 0;
/* nag_opt_handle_set_linconstr (e04rjc).
* Add a block of linear constraints to the problem formulation.
* Bounds of the constraints are stored after bounds on the variables. */
nag_opt_handle_set_linconstr(handle, m, bl + n, bu + n, nnz, irowa, icola, a,
&idlc, NAGERR_DEFAULT);
printf("The problem was set-up\n");
fflush(stdout);
/* Set optional arguments of the solver by calling
* nag_opt_handle_opt_set (e04zmc). */
nag_opt_handle_opt_set(handle, "Print Options = No", NAGERR_DEFAULT);
/* Set up a starting point and call the solver,
* ignore Lagrangian multipliers U/UA. */
for (j = 0; j < n; j++)
x[j] = 0.0;
nnzu = 0;
nnzuc = 0;
nnzua = 0;
/* Call the solver nag_opt_handle_solve_pennon (e04svc). */
INIT_FAIL(fail);
nag_opt_handle_solve_pennon(handle, n, x, nnzu, NULL, nnzuc, NULL, nnzua,
NULL, rinfo, stats, &inform, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_handle_solve_pennon (e04svc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("\nOptimal solution:\n");
for (j = 0; j < n; j++)
printf(" %f\n", x[j]);
fflush(stdout);
END:
/* nag_opt_handle_free (e04rzc).
* Destroy the problem handle and deallocate all the memory. */
if (handle)
nag_opt_handle_free(&handle, NAGERR_DEFAULT);
NAG_FREE(a);
NAG_FREE(bl);
NAG_FREE(bu);
NAG_FREE(idxc);
NAG_FREE(c);
NAG_FREE(h);
NAG_FREE(x);
NAG_FREE(iccola);
NAG_FREE(iccolh);
NAG_FREE(icola);
NAG_FREE(icolh);
NAG_FREE(irowa);
NAG_FREE(irowh);
NAG_FREE(crname);
return exit_status;
}