# Copyright (c) 2012 by Zuse-Institute Berlin and the Technical University of Denmark. # All rights reserved. # # Redistribution and use in source and binary forms, with or without # modification, are permitted provided that the following conditions are met: # 1. Redistributions of source code must retain the above copyright # notice, this list of conditions and the following disclaimer. # 2. Redistributions in binary form must reproduce the above copyright # notice, this list of conditions and the following disclaimer in the # documentation and/or other materials provided with the distribution. # 3. Neither the name of the copyright holders nor contributors may not # be used to endorse or promote products derived from this software # without specific prior written permission. # # THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND # ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED # WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE # DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDERS NOR CONTRIBUTORS BE LIABLE # FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES # (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; # LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND # ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT # (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS # SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. import mosek from data.CBFsolution import CBFsolution class solver: def __init__(self, printer): self.printer = printer self.env = mosek.Env() self.task = None self.cbfsupport = False def read(self, file, cbfdata): self.cbfdata = cbfdata self.task = self.env.Task(0, 0) #self.task.set_Stream(mosek.streamtype.log, self.printer) #self.task.putdouparam(mosek.dparam.mio_tol_abs_gap, float('Inf')) self.task.putdouparam(mosek.dparam.optimizer_max_time, 600) if self.cbfsupport: self.task.readdata(file) else: self.__read_through_pythonapi(cbfdata) def optimize(self): self.task.optimize() #self.task.solutionsummary(mosek.streamtype.log) def getsolution(self): sol = CBFsolution() varnum = self.cbfdata.varnum intvarnum = self.cbfdata.intvarnum mapnum = self.cbfdata.mapnum prosta = '' solsta = '' xx = mosek.array.zeros(varnum, float) slx = mosek.array.zeros(mapnum, float) sux = mosek.array.zeros(mapnum, float) snx = mosek.array.zeros(mapnum, float) # Get solution from MOSEK if intvarnum >= 1 and self.task.solutiondef(mosek.soltype.itg): prosta = self.task.getprosta(mosek.soltype.itg) solsta = self.task.getsolsta(mosek.soltype.itg) self.task.getxxslice(mosek.soltype.itg, 0, varnum, xx) sol.primvar = xx if solsta == mosek.solsta.integer_optimal: sol.claim = sol.claimlist[0] elif prosta == mosek.prosta.prim_infeas: sol.claim = sol.claimlist[1] elif prosta == mosek.prosta.ill_posed: sol.claim = sol.claimlist[2] elif self.task.solutiondef(mosek.soltype.itr): prosta = self.task.getprosta(mosek.soltype.itr) self.task.getxxslice(mosek.soltype.itr, 0, varnum, xx) self.task.getslxslice(mosek.soltype.itr, varnum, varnum+mapnum, slx) self.task.getsuxslice(mosek.soltype.itr, varnum, varnum+mapnum, sux) self.task.getsnxslice(mosek.soltype.itr, varnum, varnum+mapnum, snx) sol.primvar = xx sol.dualvar = [snxval+slxval+(-suxval) for snxval,suxval,slxval in zip(snx,sux,slx)] if prosta == mosek.prosta.ill_posed: sol.claim = sol.claimlist[2] return(sol) def __read_through_pythonapi(self, cbfdata): # Append row, columns and non-zeros self.task.appendcons(cbfdata.mapnum) self.task.appendvars(cbfdata.varnum + cbfdata.mapnum) self.task.putmaxnumanz(cbfdata.annz + cbfdata.mapnum) # Objective sense if self.cbfdata.obj == 'MAX': self.task.putobjsense(mosek.objsense.maximize) else: self.task.putobjsense(mosek.objsense.minimize) # Objective (cx) self.task.putcfix(cbfdata.objbval) self.task.putclist(cbfdata.objasubj, cbfdata.objaval) # Constraints (Ax - s = -b) rhs = [-x for x in cbfdata.bval] self.task.putaijlist(cbfdata.asubi, cbfdata.asubj, cbfdata.aval) self.task.putaijlist(range(cbfdata.mapnum), range(cbfdata.varnum, cbfdata.varnum + cbfdata.mapnum), [-1.0]*cbfdata.mapnum) self.task.putboundlist(mosek.accmode.con, range(cbfdata.mapnum), [mosek.boundkey.fx]*cbfdata.mapnum, [0.0]*cbfdata.mapnum, [0.0]*cbfdata.mapnum) self.task.putboundlist(mosek.accmode.con, cbfdata.bsubi, [mosek.boundkey.fx]*cbfdata.bnnz, rhs, rhs) # Integer variables self.task.putvartypelist(cbfdata.intvar, [mosek.variabletype.type_int]*cbfdata.intvarnum) # Variable bounds and conic domains bkdict = dict([('F',mosek.boundkey.fr), ('L+',mosek.boundkey.lo), ('L-',mosek.boundkey.up), ('L=',mosek.boundkey.fx)]) j = 0 for k in range(cbfdata.varstacknum): if cbfdata.varstackdomain[k] == 'Q': self.task.appendcone(mosek.conetype.quad, 0.0, range(j, j+cbfdata.varstackdim[k])) simplebound = mosek.boundkey.fr elif cbfdata.varstackdomain[k] == 'QR': self.task.appendcone(mosek.conetype.rquad, 0.0, range(j, j+cbfdata.varstackdim[k])) simplebound = mosek.boundkey.fr else: simplebound = bkdict[cbfdata.varstackdomain[k]] for km in range(cbfdata.varstackdim[k]): self.task.putbound(mosek.accmode.var, j, simplebound, 0.0, 0.0) j += 1 for k in range(cbfdata.mapstacknum): if cbfdata.mapstackdomain[k] == 'Q': self.task.appendcone(mosek.conetype.quad, 0.0, range(j, j+cbfdata.mapstackdim[k])) simplebound = mosek.boundkey.fr elif cbfdata.mapstackdomain[k] == 'QR': self.task.appendcone(mosek.conetype.rquad, 0.0, range(j, j+cbfdata.mapstackdim[k])) simplebound = mosek.boundkey.fr else: simplebound = bkdict[cbfdata.mapstackdomain[k]] for km in range(cbfdata.mapstackdim[k]): self.task.putbound(mosek.accmode.var, j, simplebound, 0.0, 0.0) j += 1