cplex_interface.cpp

/*
 *    This file is part of CasADi.
 *
 *    CasADi -- A symbolic framework for dynamic optimization.
 *    Copyright (C) 2010-2023 Joel Andersson, Joris Gillis, Moritz Diehl, Kobe Bergmans
 *                            KU Leuven. All rights reserved.
 *    Copyright (C) 2011-2014 Greg Horn
 *
 *    CasADi is free software; you can redistribute it and/or
 *    modify it under the terms of the GNU Lesser General Public
 *    License as published by the Free Software Foundation; either
 *    version 3 of the License, or (at your option) any later version.
 *
 *    CasADi is distributed in the hope that it will be useful,
 *    but WITHOUT ANY WARRANTY; without even the implied warranty of
 *    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 *    Lesser General Public License for more details.
 *
 *    You should have received a copy of the GNU Lesser General Public
 *    License along with CasADi; if not, write to the Free Software
 *    Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
 *
 */
 
#include "cplex_interface.hpp"
#include "casadi/core/casadi_misc.hpp"
#include "casadi/core/nlp_tools.hpp"
#include <ctime>
#include <cstdio>
#include <cstdlib>
#include <sstream>
#include <vector>
 
namespace casadi {
  extern "C"
  int CASADI_CONIC_CPLEX_EXPORT
  casadi_register_conic_cplex(Conic::Plugin* plugin) {
    plugin->creator = CplexInterface::creator;
    plugin->name = "cplex";
    plugin->doc = CplexInterface::meta_doc.c_str();
    plugin->version = CASADI_VERSION;
    plugin->options = &CplexInterface::options_;
    plugin->deserialize = &CplexInterface::deserialize;
    #ifdef CPLEX_ADAPTOR
      char buffer[400];
      int ret = cplex_adaptor_load(buffer, sizeof(buffer));
      if (ret!=0) {
        casadi_warning("Failed to load CPLEX adaptor: " + std::string(buffer) + ".");
        return 1;
      }
    #endif
    return 0;
  }
 
  extern "C"
  void CASADI_CONIC_CPLEX_EXPORT casadi_load_conic_cplex() {
    Conic::registerPlugin(casadi_register_conic_cplex);
  }
 
  CplexInterface::CplexInterface(const std::string& name,
                                 const std::map<std::string, Sparsity>& st)
    : Conic(name, st) {
  }
 
  const Options CplexInterface::options_
  = {{&Conic::options_},
     {{"cplex",
       {OT_DICT,
        "Options to be passed to CPLEX"}},
      {"qp_method",
       {OT_INT,
        "Determines which CPLEX algorithm to use."}},
      {"dump_to_file",
       {OT_BOOL,
        "Dumps QP to file in CPLEX format."}},
      {"dump_filename",
       {OT_STRING,
        "The filename to dump to."}},
      {"tol",
       {OT_DOUBLE,
        "Tolerance of solver"}},
      {"dep_check",
       {OT_INT,
        "Detect redundant constraints."}},
      {"warm_start",
       {OT_BOOL,
        "Use warm start with simplex methods (affects only the simplex methods)."}},
      {"mip_start",
       {OT_BOOL,
        "Hot start integers with x0 [Default false]."}},
      {"sos_groups",
       {OT_INTVECTORVECTOR,
        "Definition of SOS groups by indices."}},
      {"sos_weights",
       {OT_DOUBLEVECTORVECTOR,
        "Weights corresponding to SOS entries."}},
      {"sos_types",
       {OT_INTVECTOR,
        "Specify 1 or 2 for each SOS group."}},
      {"version_suffix",
       {OT_STRING,
        "Specify version of cplex to load. "
        "We will attempt to load libcplex<version_suffix>.[so|dll|dylib]. "
        "Default value is taken from CPLEX_VERSION env variable."}}
     }
  };
 
  void CplexInterface::init(const Dict& opts) {
    // Call the init method of the base class
    Conic::init(opts);
 
    // Default options
    qp_method_ = 0;
    dump_to_file_ = false;
    dump_filename_ = "qp.dat";
    tol_ = 1e-6;
    dep_check_ = 0;
    warm_start_ = false;
    mip_start_ = false;
 
    std::vector< std::vector<casadi_int> > sos_groups;
    std::vector< std::vector<double> > sos_weights;
    std::vector<casadi_int> sos_types;
 
    // Read options
    for (auto&& op : opts) {
      if (op.first=="cplex") {
        opts_ = op.second;
      } else if (op.first=="qp_method") {
        qp_method_ = op.second;
      } else if (op.first=="dump_to_file") {
        dump_to_file_ = op.second;
      } else if (op.first=="dump_filename") {
        dump_filename_ = op.second.to_string();
      } else if (op.first=="tol") {
        tol_ = op.second;
      } else if (op.first=="dep_check") {
        dep_check_ = op.second;
      } else if (op.first=="warm_start") {
        warm_start_ = op.second;
      } else if (op.first=="mip_start") {
        mip_start_ = op.second;
      } else if (op.first=="sos_groups") {
        sos_groups = op.second.to_int_vector_vector();
      } else if (op.first=="sos_weights") {
        sos_weights = op.second.to_double_vector_vector();
      } else if (op.first=="sos_types") {
        sos_types = op.second.to_int_vector();
      }
    }
 
    // Validaty SOS constraints
    check_sos(nx_, sos_groups, sos_weights, sos_types);
 
    // Populate SOS structures
    flatten_nested_vector(sos_groups, sos_ind_, sos_beg_);
    if (!sos_weights.empty())
      flatten_nested_vector(sos_weights, sos_weights_);
 
    for (casadi_int type : sos_types)
      sos_types_.push_back(type==1 ? '1' : '2');
 
    // Are we solving a mixed-integer problem?
    mip_ = !discrete_.empty()
      && std::find(discrete_.begin(), discrete_.end(), true)!=discrete_.end();
 
    // Type of variable
    if (mip_) {
      ctype_.resize(nx_);
      for (casadi_int i=0; i<nx_; ++i) {
        ctype_[i] = discrete_[i] ? 'I' : 'C';
      }
    }
 
    // Initialize SDP to SOCP memory
    sdp_to_socp_init(sdp_to_socp_mem_);
 
    // Allocate work vectors
    alloc_w(nx_, true); // g
    alloc_w(nx_, true); // lbx
    alloc_w(nx_, true); // ubx
    alloc_w(na_, true); // lba
    alloc_w(na_, true); // uba
    alloc_w(nnz_in(CONIC_H), true); // H
    alloc_w(nnz_in(CONIC_A), true); // A
    alloc_w(nx_, true); // x
    alloc_w(nx_, true); // lam_x
    alloc_w(na_, true); // lam_a
  }
 
  int param_by_name(CPXENVptr env, const std::string &name) {
    int whichparam;
    if (CPXXgetparamnum(env, name.c_str(), &whichparam)) {
      casadi_error("No such CPLEX parameter: " + name);
    }
    return whichparam;
  }
 
  int CplexInterface::init_mem(void* mem) const {
    if (Conic::init_mem(mem)) return 1;
    if (!mem) return 1;
    auto m = static_cast<CplexMemory*>(mem);
 
    // Start CPLEX
    int status;
    casadi_assert_dev(m->env==nullptr);
    m->env = CPXXopenCPLEX(&status);
    if (m->env==nullptr) {
      char errmsg[CPXMESSAGEBUFSIZE];
      CPXXgeterrorstring(m->env, status, errmsg);
      casadi_error(std::string("Cannot initialize CPLEX environment: ") + errmsg);
    }
 
    // Set parameters to their default values
    if (CPXXsetdefaults(m->env)) {
      casadi_error("CPXXsetdefaults failed");
    }
 
    // Enable output by default
    int screen_output = 0;
    try {
      screen_output = param_by_name(m->env, "CPXPARAM_ScreenOutput");
    } catch (std::exception& e) {
      screen_output = param_by_name(m->env, "CPX_PARAM_SCRIND");
    }
    if (CPXXsetintparam(m->env, screen_output, CPX_ON)) {
      casadi_error("Failure setting CPX_PARAM_SCRIND");
    }
 
    // Optimality tolerance
    if (CPXXsetdblparam(m->env, param_by_name(m->env, "CPX_PARAM_EPOPT"), tol_)) {
      casadi_error("Failure setting CPX_PARAM_EPOPT");
    }
 
    // Feasibility tolerance
    if (CPXXsetdblparam(m->env, param_by_name(m->env, "CPX_PARAM_EPRHS"), tol_)) {
      casadi_error("Failure setting CPX_PARAM_EPRHS");
    }
 
    // We start with barrier if crossover was chosen.
    if (CPXXsetintparam(m->env, param_by_name(m->env, "CPX_PARAM_QPMETHOD"),
        qp_method_ == 7 ? 4 : qp_method_)) {
      casadi_error("Failure setting CPX_PARAM_QPMETHOD");
    }
 
    // Setting dependency check option
    if (CPXXsetintparam(m->env, param_by_name(m->env, "CPX_PARAM_DEPIND"), dep_check_)) {
      casadi_error("Failure setting CPX_PARAM_DEPIND");
    }
 
    // Setting crossover algorithm
    if (qp_method_ == 7) {
      if (CPXXsetintparam(m->env, param_by_name(m->env, "CPX_PARAM_BARCROSSALG"), 1)) {
        casadi_error("Failure setting CPX_PARAM_BARCROSSALG");
      }
    }
 
    // Set parameters
    for (auto&& op : opts_) {
      // Get parameter index
      int whichparam;
      if (CPXXgetparamnum(m->env, op.first.c_str(), &whichparam)) {
        casadi_error("No such CPLEX parameter: " + op.first);
      }
 
      // Get type of parameter
      int paramtype;
      if (CPXXgetparamtype(m->env, whichparam, &paramtype)) {
        casadi_error("CPXXgetparamtype failed");
      }
 
      // Pass to CPLEX
      switch (paramtype) {
      case CPX_PARAMTYPE_NONE:
        casadi_error("CPX_PARAMTYPE_NONE unsupported");
        break;
      case CPX_PARAMTYPE_INT:
        status = CPXXsetintparam(m->env, whichparam, op.second);
        break;
      case CPX_PARAMTYPE_DOUBLE:
        status = CPXXsetdblparam(m->env, whichparam, op.second);
        break;
      case CPX_PARAMTYPE_STRING:
        status = CPXXsetstrparam(m->env, whichparam,
                                static_cast<std::string>(op.second).c_str());
        break;
      case CPX_PARAMTYPE_LONG:
        status = CPXXsetlongparam(m->env, whichparam,
                                 static_cast<CPXLONG>(static_cast<casadi_int>(op.second)));
        break;
        default:
          casadi_error("Unknown CPLEX parameter type (" + str(paramtype) + ") for " + op.first);
      }
      // Error handling
      if (status) {
        casadi_error("Failure setting option " + op.first);
      }
    }
 
    // Doing allocation of CPLEX data
    // Objective is to be minimized
    m->objsen = CPX_MIN;
 
    // Allocation of data
    // Type of constraint
    m->sense.resize(na_);
    // Right-hand side of constraints
    m->rhs.resize(na_);
    // Range value for lower AND  upper bounded constraints
    m->rngval.resize(na_);
    // Basis for primal variables
    m->cstat.resize(nx_);
    m->rstat.resize(na_);
 
    // Matrix A, count the number of elements per column
    m->matcnt.resize(A_.size2());
    transform(A_.colind()+1, A_.colind() + A_.size2()+1, A_.colind(), m->matcnt.begin(),
              std::minus<casadi_int>());
 
    // Matrix H, count the number of elements per column
    m->qmatcnt.resize(H_.size2());
    transform(H_.colind()+1, H_.colind() + H_.size2()+1, H_.colind(), m->qmatcnt.begin(),
              std::minus<casadi_int>());
 
    // Create problem object
    casadi_assert_dev(m->lp==nullptr);
    m->lp = CPXXcreateprob(m->env, &status, "QP from CasADi");
    casadi_assert(m->lp!=nullptr, "CPXXcreateprob failed");
 
    m->a_colind.resize(A_.size2()+1);
    m->a_row.resize(A_.nnz());
    m->h_colind.resize(H_.size2()+1);
    m->h_row.resize(H_.nnz());
 
    const SDPToSOCPMem& sm = sdp_to_socp_mem_;
 
    m->socp_qind.resize(sm.indval_size);
    m->socp_qval.resize(sm.indval_size);
    m->socp_lbound.resize(sm.map_Q.size2());
    m->socp_lval.resize(sm.map_Q.nnz());
    m->socp_colind.resize(sm.map_Q.size2()+1);
    m->socp_row.resize(sm.map_Q.nnz());
    m->socp_lbx.resize(sm.r.back());
 
    copy_vector(A_.colind(), m->a_colind);
    copy_vector(A_.row(), m->a_row);
    copy_vector(H_.colind(), m->h_colind);
    copy_vector(H_.row(), m->h_row);
 
    copy_vector(sm.map_Q.sparsity().colind(), m->socp_colind);
    copy_vector(sm.map_Q.sparsity().row(), m->socp_row);
 
    m->add_stat("preprocessing");
    m->add_stat("solver");
    m->add_stat("postprocessing");
    return 0;
  }
 
 
  int CplexInterface::
  solve(const double** arg, double** res, casadi_int* iw, double* w, void* mem) const {
    auto m = static_cast<CplexMemory*>(mem);
    const SDPToSOCPMem& sm = sdp_to_socp_mem_;
 
    m->fstats.at("preprocessing").tic();
 
    // Problem has not been solved at this point
    m->return_status = -1;
 
    // Get inputs
    double* g=w; w += nx_;
    casadi_copy(arg[CONIC_G], nx_, g);
    double* lbx=w; w += nx_;
    casadi_copy(arg[CONIC_LBX], nx_, lbx);
    double* ubx=w; w += nx_;
    casadi_copy(arg[CONIC_UBX], nx_, ubx);
    double* lba=w; w += na_;
    casadi_copy(arg[CONIC_LBA], na_, lba);
    double* uba=w; w += na_;
    casadi_copy(arg[CONIC_UBA], na_, uba);
    double* H=w; w += nnz_in(CONIC_H);
    casadi_copy(arg[CONIC_H], nnz_in(CONIC_H), H);
    double* A=w; w += nnz_in(CONIC_A);
    casadi_copy(arg[CONIC_A], nnz_in(CONIC_A), A);
    double* x=w; w += nx_;
    casadi_copy(arg[CONIC_X0], nx_, x);
    double* lam_x=w; w += nx_;
    casadi_copy(arg[CONIC_LAM_X0], nx_, lam_x);
    // Flip the sign of the multipliers
    casadi_scal(nx_, -1., lam_x);
 
    // Temporaries
    double* lam_a=w; w += na_;
 
    // We change method in crossover
    if (m->is_warm && qp_method_ == 7) {
      (void)CPXXsetintparam(m->env, param_by_name(m->env, "CPX_PARAM_QPMETHOD"), 1);
    }
 
    for (casadi_int i = 0; i < na_; ++i) {
      // CPX_INFBOUND
 
      // Equality
      if (uba[i] - lba[i] < 1e-20) {
        m->sense[i] = 'E';
        m->rhs[i] = lba[i];
        m->rngval[i] = 0.;
      } else if (lba[i] < -CPX_INFBOUND) {
        // Ineq - no lower bound
        m->sense[i] = 'L';
        m->rhs[i] = uba[i];
        m->rngval[i] = 0.;
      } else if (uba[i] > CPX_INFBOUND) {
        // Ineq - no upper bound
        m->sense[i] = 'G';
        m->rhs[i] = lba[i];
        m->rngval[i] = 0.;
      } else { // Inew both upper and lower bounds
        m->sense[i] = 'R';
        m->rhs[i] = lba[i];
        m->rngval[i] = uba[i] - lba[i];
      }
    }
 
    // Copying objective, constraints, and bounds.
    const CPXNNZ* matbeg = get_ptr(m->a_colind);
    const CPXDIM* matind = get_ptr(m->a_row);
 
    const double* matval = A;
    const double* obj = g;
    const double* lb = lbx;
    const double* ub = ubx;
    if (CPXXcopylp(m->env, m->lp, nx_, na_, m->objsen, obj, get_ptr(m->rhs), get_ptr(m->sense),
                  matbeg, get_ptr(m->matcnt), matind, matval, lb, ub, get_ptr(m->rngval))) {
      casadi_error("CPXXcopylp failed");
    }
 
 
    // Add SOS constraints when applicable
    if (!sos_ind_.empty()) {
      if (CPXXaddsos(m->env, m->lp,
          sos_beg_.size()-1, sos_ind_.size(),
          get_ptr(sos_types_),
          get_ptr(sos_beg_), get_ptr(sos_ind_), get_ptr(sos_weights_), nullptr)) {
        casadi_error("CPXXaddsos failed");
      }
    }
 
    if (nnz_in(CONIC_H) > 0) {
      // Preparing coefficient matrix Q
      const CPXNNZ* qmatbeg = get_ptr(m->h_colind);
      const CPXDIM* qmatind = get_ptr(m->h_row);
      const double* qmatval = H;
      if (CPXXcopyquad(m->env, m->lp, qmatbeg, get_ptr(m->qmatcnt), qmatind, qmatval)) {
        casadi_error("CPXXcopyquad failed");
      }
    }
 
    // =================
    // BEGIN SOCP BLOCK
    // =================
 
    // Prepare lower bounds for helper variables for SOCP
    casadi_int j=0;
    for (casadi_int i=0;i<sm.r.size()-1;++i) {
      for (casadi_int k=0;k<sm.r[i+1]-sm.r[i]-1;++k) {
        m->socp_lbx[j++] = -inf;
      }
      m->socp_lbx[j++] = 0;
    }
 
    // Add helper variables for SOCP
    if (CPXXnewcols(m->env, m->lp, sm.r.back(), nullptr,
        get_ptr(m->socp_lbx), nullptr, nullptr, nullptr)) {
      casadi_error("CPXXnewcols failed");
    }
 
    // SOCP helper constraints
    const Sparsity& sp = sm.map_Q.sparsity();
    const casadi_int* colind = sp.colind();
    const casadi_int* row = sp.row();
    const casadi_int* data = sm.map_Q.ptr();
 
    const double* p = arg[CONIC_P];
    const double* q = arg[CONIC_Q];
 
    casadi_int numnz = 0;
    // Loop over columns
    for (casadi_int i=0; i<sp.size2(); ++i) {
      m->socp_lbound[i] = sm.map_P[i]==-1 ? 0 : -p[sm.map_P[i]];
      // Loop over rows
      for (casadi_int k=colind[i]; k<colind[i+1]; ++k) {
        casadi_int j = row[k];
        m->socp_lval[numnz] = (q && j<nx_) ? q[data[k]] : -1;
        numnz++;
      }
    }
 
    // Adding SOCP helper constraints
    if (CPXXaddrows(m->env, m->lp, 0, sp.size2(), sp.nnz(), get_ptr(m->socp_lbound), nullptr,
                    get_ptr(m->socp_colind), get_ptr(m->socp_row), get_ptr(m->socp_lval),
                    nullptr, nullptr)) {
      casadi_error("CPXXaddrows failed");
    }
 
    // Loop over blocks
    for (casadi_int i=0; i<sm.r.size()-1; ++i) {
      casadi_int block_size = sm.r[i+1]-sm.r[i];
 
      // Indicate x'x - y^2 <= 0
      for (casadi_int j=0;j<block_size;++j) {
        m->socp_qind[j] = nx_ + sm.r[i] + j;
        m->socp_qval[j] = j<block_size-1 ? 1 : -1;
      }
 
      if (CPXXaddqconstr(m->env, m->lp, 0, block_size,
                          0, 'L', nullptr, nullptr,
                          get_ptr(m->socp_qind), get_ptr(m->socp_qind), get_ptr(m->socp_qval),
                          nullptr)) {
        casadi_error("CPXXaddqconstr failed");
      }
    }
 
    // =================
    // END SOCP BLOCK
    // =================
 
    // Warm-starting if possible
    if (qp_method_ != 0 && qp_method_ != 4 && m->is_warm) {
      // TODO(Joel): Initialize slacks and dual variables of bound constraints
      if (CPXXcopystart(m->env, m->lp, get_ptr(m->cstat), get_ptr(m->rstat), x,
           nullptr, lam_x, nullptr)) {
        casadi_error("CPXXcopystart failed");
      }
    } else {
      if (CPXXcopystart(m->env, m->lp, nullptr, nullptr, x,
           nullptr, lam_x, nullptr)) {
        casadi_error("CPXXcopystart failed");
      }
    }
 
    // Solution
    double f;
    std::vector<double> slack(na_);
    int solstat;
 
    if (mip_) {
      // Pass type of variables
      if (CPXXcopyctype(m->env, m->lp, &ctype_[0])) {
        casadi_error("CPXXcopyctype failed");
      }
 
      if (mip_start_) {
        // Add a single MIP start based on x0
        const CPXNNZ beg[] = {0};
        std::vector<int> varindices;
        std::vector<double> values;
 
        for (casadi_int i=0; i<nx_; ++i) {
          if (!discrete_.empty() && discrete_.at(i)) {
            varindices.push_back(i);
            values.push_back(x[i]);
          }
        }
 
        casadi_assert_dev(!varindices.empty());
 
        if (CPXXaddmipstarts(m->env, m->lp, 1, varindices.size(), &beg[0],
                             get_ptr(varindices), get_ptr(values),
                             nullptr, nullptr)) {
          casadi_error("CPXXaddmipstarts failed");
        }
      }
 
      if (dump_to_file_) {
        if (CPXXwriteprob(m->env, m->lp, dump_filename_.c_str(), "LP")) {
          casadi_error("CPXXwriteprob failed");
        }
      }
 
      m->fstats.at("preprocessing").toc();
      m->fstats.at("solver").tic();
      // Optimize
      if (CPXXmipopt(m->env, m->lp)) {
        casadi_error("CPXXmipopt failed");
      }
      m->fstats.at("solver").toc();
      m->fstats.at("postprocessing").tic();
 
      int stat = CPXXgetstat(m->env, m->lp);
      if (stat == CPX_STAT_INFEASIBLE) {
        m->d_qp.unified_return_status = SOLVER_RET_INFEASIBLE;
      }
 
      // Get objective value
      if (CPXXgetobjval(m->env, m->lp, &f)) {
        casadi_error("CPXXgetobjval failed");
      }
 
      // Get primal solution
      casadi_int cur_numcols = CPXXgetnumcols(m->env, m->lp);
      if (CPXXgetx(m->env, m->lp, x, 0, cur_numcols-1)) {
        casadi_error("CPXXgetx failed");
      }
 
      // Get slacks
      casadi_int cur_numrows = CPXXgetnumrows(m->env, m->lp);
      if (CPXXgetslack(m->env, m->lp, get_ptr(slack), 0, cur_numrows-1)) {
        casadi_error("CPXXgetslack failed");
      }
 
      // Not a number as dual variables (not calculated with MIQP algorithm)
      casadi_fill(lam_a, na_, nan);
      casadi_fill(lam_x, nx_, nan);
 
    } else {
      if (dump_to_file_) {
        if (CPXXwriteprob(m->env, m->lp, dump_filename_.c_str(), "LP")) {
          casadi_error("CPXXwriteprob failed");
        }
      }
 
      m->fstats.at("preprocessing").toc();
      m->fstats.at("solver").tic();
      // Optimize
      if (CPXXqpopt(m->env, m->lp)) {
        casadi_error("CPXXqpopt failed");
      }
 
      int stat = CPXXgetstat(m->env, m->lp);
      if (stat == CPX_STAT_INFEASIBLE) {
        m->d_qp.unified_return_status = SOLVER_RET_INFEASIBLE;
      }
 
      m->fstats.at("solver").toc();
      m->fstats.at("postprocessing").tic();
 
      casadi_int problem_type = CPXXgetprobtype(m->env, m->lp);
 
      // The solver switched to a MIQP
      if (problem_type == CPXPROB_MIQP) {
 
          // Get objective value
          if (CPXXgetobjval(m->env, m->lp, &f)) {
            casadi_error("CPXXgetobjval failed");
          }
 
          // Get primal solution
          casadi_int cur_numcols = CPXXgetnumcols(m->env, m->lp);
          if (CPXXgetx(m->env, m->lp, x, 0, cur_numcols-1)) {
            casadi_error("CPXXgetx failed");
          }
 
          // Not a number as dual variables (not calculated with MIQP algorithm)
          casadi_fill(lam_a, na_, nan);
          casadi_fill(lam_x, nx_, nan);
          if (verbose_) casadi_message("CPLEX does not compute dual variables for nonconvex QPs");
 
      } else {
 
          // Retrieving solution
          int sol_ret = CPXXsolution(m->env, m->lp, &solstat, &f, x, lam_a, get_ptr(slack), lam_x);
          if (sol_ret == CPXERR_NO_SOLN || sol_ret == CPXERR_NO_SOLN) {
            m->d_qp.unified_return_status = SOLVER_RET_INFEASIBLE;
          }
 
          if (sol_ret) {
            m->d_qp.success = false;
          }
      }
    }
 
    // Retrieving the basis
    if (qp_method_ != 0 && qp_method_ != 4) {
      (void)CPXXgetbase(m->env, m->lp, get_ptr(m->cstat), get_ptr(m->rstat));
    }
 
    // Flip the sign of the multipliers
    casadi_scal(na_, -1., lam_a);
    casadi_scal(nx_, -1., lam_x);
 
    m->return_status = CPXXgetstat(m->env, m->lp);
    m->d_qp.success  = m->return_status==CPX_STAT_OPTIMAL;
    m->d_qp.success |= m->return_status==CPX_STAT_FIRSTORDER;
    m->d_qp.success |= m->return_status==CPXMIP_OPTIMAL;
    m->d_qp.success |= m->return_status==CPXMIP_OPTIMAL_TOL;
 
    if (verbose_) {
      char status_string[CPXMESSAGEBUFSIZE];
      CPXXgetstatstring(m->env, m->return_status, status_string);
      casadi_message(std::string("CPLEX return status: ") + status_string);
    }
 
    // Next time we warm start
    if (warm_start_) {
      m->is_warm = true;
    }
 
    // Get the outputs
    if (res[CONIC_COST]) *res[CONIC_COST] = f;
    casadi_copy(lam_a, na_, res[CONIC_LAM_A]);
    casadi_copy(lam_x, nx_, res[CONIC_LAM_X]);
    casadi_copy(x, nx_, res[CONIC_X]);
 
    m->fstats.at("postprocessing").toc();
 
    return 0;
  }
 
  CplexInterface::~CplexInterface() {
    clear_mem();
  }
 
  Dict CplexInterface::get_stats(void* mem) const {
    Dict stats = Conic::get_stats(mem);
    auto m = static_cast<CplexMemory*>(mem);
 
    char status_string[CPXMESSAGEBUFSIZE];
    CPXXgetstatstring(m->env, m->return_status, status_string);
    stats["return_status"] = std::string(status_string);
 
    return stats;
  }
 
 
  CplexMemory::CplexMemory() {
    // Setting warm-start flag
    this->is_warm = false;
 
    // Set pointer to zero to avoid deleting a nonexisting instance
    this->env = nullptr;
    this->lp = nullptr;
  }
 
  CplexMemory::~CplexMemory() {
    // Return flag
    casadi_int status;
 
    // Only free if Cplex problem if it has been allocated
    if (this->lp!=nullptr) {
      status = CPXXfreeprob(this->env, &this->lp);
      if (status!=0) {
        uerr() << "CPXXfreeprob failed, error code " << status << ".\n";
      }
      this->lp = nullptr;
    }
 
    // Closing down license
    if (this->env!=nullptr) {
      status = CPXXcloseCPLEX(&this->env);
      if (status!=0) {
        uerr() << "CPXXcloseCPLEX failed, error code " << status << ".\n";
      }
      this->env = nullptr;
    }
  }
 
  CplexInterface::CplexInterface(DeserializingStream& s) : Conic(s) {
    s.version("CplexInterface", 1);
    s.unpack("CplexInterface::opts", opts_);
    s.unpack("CplexInterface::qp_method", qp_method_);
    s.unpack("CplexInterface::dump_to_file", dump_to_file_);
    s.unpack("CplexInterface::tol", tol_);
    s.unpack("CplexInterface::dep_check", dep_check_);
    s.unpack("CplexInterface::warm_start", warm_start_);
    s.unpack("CplexInterface::mip_start", mip_start_);
    s.unpack("CplexInterface::mip", mip_);
    s.unpack("CplexInterface::ctype", ctype_);
    s.unpack("CplexInterface::sos_weights", sos_weights_);
    s.unpack("CplexInterface::sos_beg", sos_beg_);
    s.unpack("CplexInterface::sos_ind", sos_ind_);
    s.unpack("CplexInterface::sos_types", sos_types_);
    Conic::deserialize(s, sdp_to_socp_mem_);
  }
 
  void CplexInterface::serialize_body(SerializingStream &s) const {
    Conic::serialize_body(s);
 
    s.version("CplexInterface", 1);
    s.pack("CplexInterface::opts", opts_);
    s.pack("CplexInterface::qp_method", qp_method_);
    s.pack("CplexInterface::dump_to_file", dump_to_file_);
    s.pack("CplexInterface::tol", tol_);
    s.pack("CplexInterface::dep_check", dep_check_);
    s.pack("CplexInterface::warm_start", warm_start_);
    s.pack("CplexInterface::mip_start", mip_start_);
    s.pack("CplexInterface::mip", mip_);
    s.pack("CplexInterface::ctype", ctype_);
    s.pack("CplexInterface::sos_weights", sos_weights_);
    s.pack("CplexInterface::sos_beg", sos_beg_);
    s.pack("CplexInterface::sos_ind", sos_ind_);
    s.pack("CplexInterface::sos_types", sos_types_);
    Conic::serialize(s, sdp_to_socp_mem_);
  }
 
} // end namespace casadi