cplex_interface.hpp

/*
 *    This file is part of CasADi.
 *
 *    CasADi -- A symbolic framework for dynamic optimization.
 *    Copyright (C) 2010-2023 Joel Andersson, Joris Gillis, Moritz Diehl,
 *                            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
 *
 */
 
#ifndef CASADI_CPLEX_INTERFACE_HPP
#define CASADI_CPLEX_INTERFACE_HPP
 
#include "casadi/core/conic_impl.hpp"
#include <casadi/interfaces/cplex/casadi_conic_cplex_export.h>
#include "ilcplex/cplexx.h"
 
#include <string>
 
 
namespace casadi {
 
  struct CASADI_CONIC_CPLEX_EXPORT CplexMemory : public ConicMemory {
    bool is_warm;
 
    casadi_int objsen;
 
    std::vector<char> sense;
 
    std::vector<int> matcnt;
 
    std::vector<double> rhs;
 
    std::vector<double> rngval;
 
    std::vector<int> qmatcnt;
 
    std::vector<int> cstat;
 
    std::vector<int> rstat;
 
    CPXENVptr env;
    CPXLPptr lp;
 
    std::vector<CPXDIM> a_row, h_row;
    std::vector<CPXNNZ> a_colind, h_colind;
 
    std::vector<CPXNNZ> socp_colind;
    std::vector<CPXDIM> socp_qind, socp_lind, socp_row;
    std::vector<double> socp_qval, socp_lbound, socp_lval, socp_lbx;
 
    int return_status;
 
    CplexMemory();
 
    ~CplexMemory();
  };
 
  class CASADI_CONIC_CPLEX_EXPORT CplexInterface : public Conic {
  public:
    static Conic* creator(const std::string& name,
                                     const std::map<std::string, Sparsity>& st) {
      return new CplexInterface(name, st);
    }
 
    explicit CplexInterface(const std::string& name,
                            const std::map<std::string, Sparsity>& st);
 
    ~CplexInterface() override;
 
    // Get name of the plugin
    const char* plugin_name() const override { return "cplex";}
 
    // Get name of the class
    std::string class_name() const override { return "CplexInterface";}
 
 
    static const Options options_;
    const Options& get_options() const override { return options_;}
 
    // Initialize the solver
    void init(const Dict& opts) override;
 
    void* alloc_mem() const override { return new CplexMemory();}
 
    int init_mem(void* mem) const override;
 
    void free_mem(void *mem) const override { delete static_cast<CplexMemory*>(mem);}
 
    // Solve the QP
    int solve(const double** arg, double** res,
      casadi_int* iw, double* w, void* mem) const override;
 
    bool integer_support() const override { return true;}
 
    bool psd_support() const override { return true;}
 
    Dict get_stats(void* mem) const override;
 
    Dict opts_;
 
    casadi_int qp_method_;
    bool dump_to_file_;
    std::string dump_filename_;
    double tol_;
    casadi_int dep_check_;
    bool warm_start_;
    bool mip_start_;
 
    // Are we solving a mixed-integer problem?
    bool mip_;
    std::vector<char> ctype_;
 
    static const std::string meta_doc;
 
    SDPToSOCPMem sdp_to_socp_mem_;
 
    void serialize_body(SerializingStream &s) const override;
 
    static ProtoFunction* deserialize(DeserializingStream& s) { return new CplexInterface(s); }
 
    // SOS structure
    std::vector< double > sos_weights_;
    std::vector<casadi_int> sos_beg_;
    std::vector<int> sos_ind_;
    std::vector<char> sos_types_;
 
  protected:
    explicit CplexInterface(DeserializingStream& s);
  };
} // end namespace casadi
#endif // CASADI_CPLEX_INTERFACE_HPP