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C_API.jl
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# Copyright (c) 2016 Changhyun Kwon, Oscar Dowson, and contributors
#
# Use of this source code is governed by an MIT-style license that can be found
# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
# PATH uses the Float64 value 1e20 to represent +infinity.
const INFINITY = 1e20
###
### License.h
###
function c_api_License_SetString(license::String)
return @ccall PATH_SOLVER.License_SetString(license::Ptr{Cchar})::Cint
end
###
### Output_Interface.h
###
const c_api_Output_Log = Cint(1 << 0)
const c_api_Output_Status = Cint(1 << 1)
const c_api_Output_Listing = Cint(1 << 2)
mutable struct OutputData
io::IO
end
mutable struct OutputInterface
output_data::Ptr{Cvoid}
print::Ptr{Cvoid}
flush::Ptr{Cvoid}
end
# flush argument is optional and appears unused. I could not trigger
# a test that used it.
# function _c_flush(data::Ptr{Cvoid}, mode::Cint)
# output_data = unsafe_pointer_to_objref(data)::OutputData
# flush(output_data.io)
# return
# end
function _c_print(data::Ptr{Cvoid}, mode::Cint, msg::Ptr{Cchar})
if (
mode & c_api_Output_Log == c_api_Output_Log ||
# TODO(odow): decide whether to print the Output_Status. It has a lot of
# information...
# mode & c_api_Output_Status == c_api_Output_Status ||
mode & c_api_Output_Listing == c_api_Output_Listing
)
output_data = unsafe_pointer_to_objref(data)::OutputData
print(output_data.io, unsafe_string(msg))
end
return
end
function OutputInterface(output_data)
_C_PRINT = @cfunction(_c_print, Cvoid, (Ptr{Cvoid}, Cint, Ptr{Cchar}))
_C_FLUSH = C_NULL # flush argument is optional
# To make pointer_from_objref legal, you must ensure that output_data AND
# the Output_Interface object outlive any ccalls. We do this in solve_mcp
# using `gc_root`.
return OutputInterface(pointer_from_objref(output_data), _C_PRINT, _C_FLUSH)
end
function c_api_Output_SetInterface(o::OutputInterface)
return @ccall(
PATH_SOLVER.Output_SetInterface(o::Ref{OutputInterface})::Cvoid,
)
end
###
### Options.h
###
mutable struct Options
ptr::Ptr{Cvoid}
function Options(ptr::Ptr{Cvoid})
o = new(ptr)
finalizer(c_api_Options_Destroy, o)
return o
end
end
Base.cconvert(::Type{Ptr{Cvoid}}, x::Options) = x
Base.unsafe_convert(::Type{Ptr{Cvoid}}, x::Options) = x.ptr
function c_api_Options_Create()
return Options(@ccall PATH_SOLVER.Options_Create()::Ptr{Cvoid})
end
function c_api_Options_Destroy(o::Options)
return @ccall PATH_SOLVER.Options_Destroy(o::Ptr{Cvoid})::Cvoid
end
function c_api_Options_Default(o::Options)
return @ccall PATH_SOLVER.Options_Default(o::Ptr{Cvoid})::Cvoid
end
function c_api_Options_Display(o::Options)
return @ccall PATH_SOLVER.Options_Display(o::Ptr{Cvoid})::Cvoid
end
function c_api_Options_Read(o::Options, filename::String)
return @ccall(
PATH_SOLVER.Options_Read(o::Ptr{Cvoid}, filename::Ptr{Cchar})::Cvoid,
)
end
function c_api_Path_AddOptions(o::Options)
return @ccall PATH_SOLVER.Path_AddOptions(o::Ptr{Cvoid})::Cvoid
end
###
### Presolve_Interface.h
###
const PRESOLVE_LINEAR = 0
const PRESOLVE_NONLINEAR = 1
mutable struct PresolveData
jac_typ::Function
end
function _c_jac_typ(data_ptr::Ptr{Cvoid}, nnz::Cint, typ_ptr::Ptr{Cint})
data = unsafe_pointer_to_objref(data_ptr)::PresolveData
data.jac_typ(nnz, unsafe_wrap(Array{Cint}, typ_ptr, nnz))
return
end
mutable struct Presolve_Interface
presolve_data::Ptr{Cvoid}
start_pre::Ptr{Cvoid}
start_post::Ptr{Cvoid}
finish_pre::Ptr{Cvoid}
finish_post::Ptr{Cvoid}
jac_typ::Ptr{Cvoid}
con_typ::Ptr{Cvoid}
# To make pointer_from_objref legal, you must ensure that presolve_data AND
# the Presolve_Interface object outlive any ccalls. We do this in solve_mcp
# using `gc_root`.
function Presolve_Interface(presolve_data::PresolveData)
return new(
pointer_from_objref(presolve_data),
C_NULL,
C_NULL,
C_NULL,
C_NULL,
@cfunction(_c_jac_typ, Cvoid, (Ptr{Cvoid}, Cint, Ptr{Cint})),
C_NULL,
)
end
end
###
### MCP_Interface.h
###
mutable struct InterfaceData
n::Cint
nnz::Cint
F::Function
J::Function
lb::Vector{Cdouble}
ub::Vector{Cdouble}
z::Vector{Cdouble}
variable_names::Vector{String}
constraint_names::Vector{String}
end
function _c_problem_size(
id_ptr::Ptr{Cvoid},
n_ptr::Ptr{Cint},
nnz_ptr::Ptr{Cint},
)
id_data = unsafe_pointer_to_objref(id_ptr)::InterfaceData
unsafe_store!(n_ptr, id_data.n)
unsafe_store!(nnz_ptr, id_data.nnz)
return
end
function _c_bounds(
id_ptr::Ptr{Cvoid},
n::Cint,
z_ptr::Ptr{Cdouble},
lb_ptr::Ptr{Cdouble},
ub_ptr::Ptr{Cdouble},
)
id_data = unsafe_pointer_to_objref(id_ptr)::InterfaceData
copy!(unsafe_wrap(Array{Cdouble}, z_ptr, n), id_data.z)
copy!(unsafe_wrap(Array{Cdouble}, lb_ptr, n), id_data.lb)
copy!(unsafe_wrap(Array{Cdouble}, ub_ptr, n), id_data.ub)
return
end
function _c_function_evaluation(
id_ptr::Ptr{Cvoid},
n::Cint,
x_ptr::Ptr{Cdouble},
f_ptr::Ptr{Cdouble},
)
id_data = unsafe_pointer_to_objref(id_ptr)::InterfaceData
x = unsafe_wrap(Array{Cdouble}, x_ptr, n)
f = unsafe_wrap(Array{Cdouble}, f_ptr, n)
return id_data.F(n, x, f)
end
function _c_jacobian_evaluation(
id_ptr::Ptr{Cvoid},
n::Cint,
x_ptr::Ptr{Cdouble},
wantf::Cint,
f_ptr::Ptr{Cdouble},
nnz_ptr::Ptr{Cint},
col_ptr::Ptr{Cint},
len_ptr::Ptr{Cint},
row_ptr::Ptr{Cint},
data_ptr::Ptr{Cdouble},
)
id_data = unsafe_pointer_to_objref(id_ptr)::InterfaceData
x = unsafe_wrap(Array{Cdouble}, x_ptr, n)
err = Cint(0)
if wantf > 0
f = unsafe_wrap(Array{Cdouble}, f_ptr, n)
err += id_data.F(n, x, f)
end
nnz = unsafe_load(nnz_ptr)::Cint
col = unsafe_wrap(Array{Cint}, col_ptr, n)
len = unsafe_wrap(Array{Cint}, len_ptr, n)
row = unsafe_wrap(Array{Cint}, row_ptr, nnz)
data = unsafe_wrap(Array{Cdouble}, data_ptr, nnz)
err += id_data.J(n, nnz, x, col, len, row, data)
unsafe_store!(nnz_ptr, Cint(sum(len)))
return err
end
function _c_variable_name(
id_ptr::Ptr{Cvoid},
i::Cint,
buf_ptr::Ptr{UInt8},
buf_size::Cint,
)
id_data = unsafe_pointer_to_objref(id_ptr)::InterfaceData
data = fill(UInt8('\0'), buf_size)
units = codeunits(id_data.variable_names[i])
for j in 1:min(length(units), buf_size)-1
data[j] = units[j]
end
GC.@preserve data begin
unsafe_copyto!(buf_ptr, pointer(data), buf_size)
end
return
end
function _c_constraint_name(
id_ptr::Ptr{Cvoid},
i::Cint,
buf_ptr::Ptr{UInt8},
buf_size::Cint,
)
id_data = unsafe_pointer_to_objref(id_ptr)::InterfaceData
data = fill(UInt8('\0'), buf_size)
units = codeunits(id_data.constraint_names[i])
for j in 1:min(length(units), buf_size)-1
data[j] = units[j]
end
GC.@preserve data begin
unsafe_copyto!(buf_ptr, pointer(data), buf_size)
end
return
end
"""
MCP_Interface
A storage struct that is used to pass problem-specific functions to PATH.
"""
mutable struct MCP_Interface
interface_data::Ptr{Cvoid}
problem_size::Ptr{Cvoid}
bounds::Ptr{Cvoid}
function_evaluation::Ptr{Cvoid}
jacobian_evaluation::Ptr{Cvoid}
# TODO(odow): the .h files I have don't include the hessian evaluation in
# MCP_Interface, but Standalone_Path.c includes it. Ask M.
# Ferris to look at the source.
# Answer: there is an #ifdef to turn it on or off. In the GAMS builds it
# appears to be on, but we should be careful when updating PATH
# versions.
hessian_evaluation::Ptr{Cvoid}
start::Ptr{Cvoid}
finish::Ptr{Cvoid}
variable_name::Ptr{Cvoid}
constraint_name::Ptr{Cvoid}
basis::Ptr{Cvoid}
function MCP_Interface(interface_data::InterfaceData)
_C_PROBLEM_SIZE = @cfunction(
_c_problem_size,
Cvoid,
(Ptr{Cvoid}, Ptr{Cint}, Ptr{Cint})
)
_C_BOUNDS = @cfunction(
_c_bounds,
Cvoid,
(Ptr{Cvoid}, Cint, Ptr{Cdouble}, Ptr{Cdouble}, Ptr{Cdouble})
)
_C_FUNCTION_EVALUATION = @cfunction(
_c_function_evaluation,
Cint,
(Ptr{Cvoid}, Cint, Ptr{Cdouble}, Ptr{Cdouble})
)
_C_JACOBIAN_EVALUATION = @cfunction(
_c_jacobian_evaluation,
Cint,
(
Ptr{Cvoid},
Cint,
Ptr{Cdouble},
Cint,
Ptr{Cdouble},
Ptr{Cint},
Ptr{Cint},
Ptr{Cint},
Ptr{Cint},
Ptr{Cdouble},
)
)
if isempty(interface_data.variable_names)
_C_VARIABLE_NAME = C_NULL
else
_C_VARIABLE_NAME = @cfunction(
_c_variable_name,
Cvoid,
(Ptr{Cvoid}, Cint, Ptr{Cuchar}, Cint)
)
end
if isempty(interface_data.constraint_names)
_C_CONSTRAINT_NAME = C_NULL
else
_C_CONSTRAINT_NAME = @cfunction(
_c_constraint_name,
Cvoid,
(Ptr{Cvoid}, Cint, Ptr{Cuchar}, Cint)
)
end
# To make pointer_from_objref legal, you must ensure that interface_data
# AND the MCP_Interface object outlive any ccalls. We do this in
# solve_mcp using `gc_root`.
return new(
pointer_from_objref(interface_data),
_C_PROBLEM_SIZE,
_C_BOUNDS,
_C_FUNCTION_EVALUATION,
_C_JACOBIAN_EVALUATION,
C_NULL,
C_NULL, # See TODO note in definition of fields above.
C_NULL,
_C_VARIABLE_NAME,
_C_CONSTRAINT_NAME,
C_NULL,
)
end
end
mutable struct MCP
n::Int
ptr::Ptr{Cvoid}
function MCP(n::Int, ptr::Ptr{Cvoid})
m = new(n, ptr)
finalizer(c_api_MCP_Destroy, m)
return m
end
end
Base.cconvert(::Type{Ptr{Cvoid}}, x::MCP) = x
Base.unsafe_convert(::Type{Ptr{Cvoid}}, x::MCP) = x.ptr
function c_api_MCP_Create(n::Int, nnz::Int)
ptr = @ccall PATH_SOLVER.MCP_Create(n::Cint, nnz::Cint)::Ptr{Cvoid}
return MCP(n, ptr)
end
function c_api_MCP_Jacobian_Structure_Constant(m::MCP, flag::Bool)
@ccall PATH_SOLVER.MCP_Jacobian_Structure_Constant(
m::Ptr{Cvoid},
flag::Cint,
)::Cvoid
return
end
function c_api_MCP_Jacobian_Data_Contiguous(m::MCP, flag::Bool)
@ccall PATH_SOLVER.MCP_Jacobian_Data_Contiguous(
m::Ptr{Cvoid},
flag::Cint,
)::Cvoid
return
end
function c_api_MCP_Destroy(m::MCP)
if m.ptr === C_NULL
return
end
@ccall PATH_SOLVER.MCP_Destroy(m::Ptr{Cvoid})::Cvoid
return
end
function c_api_MCP_SetInterface(m::MCP, interface::MCP_Interface)
@ccall PATH_SOLVER.MCP_SetInterface(
m::Ptr{Cvoid},
interface::Ref{MCP_Interface},
)::Cvoid
return
end
function c_api_MCP_SetPresolveInterface(m::MCP, interface::Presolve_Interface)
@ccall PATH_SOLVER.MCP_SetPresolveInterface(
m::Ptr{Cvoid},
interface::Ref{Presolve_Interface},
)::Cvoid
return
end
function c_api_MCP_GetX(m::MCP)
ptr = @ccall PATH_SOLVER.MCP_GetX(m::Ptr{Cvoid})::Ptr{Cdouble}
return copy(unsafe_wrap(Array{Cdouble}, ptr, m.n))
end
###
### Types.h
###
@enum(
MCP_Termination,
MCP_Solved = 1,
MCP_NoProgress,
MCP_MajorIterationLimit,
MCP_MinorIterationLimit,
MCP_TimeLimit,
MCP_UserInterrupt,
MCP_BoundError,
MCP_DomainError,
MCP_Infeasible,
MCP_Error,
MCP_LicenseError,
MCP_OK
)
mutable struct Information
# Double residual; /* Value of residual at final point */
residual::Cdouble
# Double distance; /* Distance between initial and final point */
distance::Cdouble
# Double steplength; /* Steplength taken */
steplength::Cdouble
# Double total_time; /* Amount of time spent in the code */
total_time::Cdouble
# Double basis_time; /* Amount of time spent factoring */
basis_time::Cdouble
# Double maximum_distance; /* Maximum distance from init point allowed */
maximum_distance::Cdouble
# Int major_iterations; /* Major iterations taken */
major_iterations::Cint
# Int minor_iterations; /* Minor iterations taken */
minor_iterations::Cint
# Int crash_iterations; /* Crash iterations taken */
crash_iterations::Cint
# Int function_evaluations; /* Function evaluations performed */
function_evaluations::Cint
# Int jacobian_evaluations; /* Jacobian evaluations performed */
jacobian_evaluations::Cint
# Int gradient_steps; /* Gradient steps taken */
gradient_steps::Cint
# Int restarts; /* Restarts used */
restarts::Cint
# Int generate_output; /* Mask where output can be displayed. */
generate_output::Cint
# Int generated_output; /* Mask where output displayed. */
generated_output::Cint
# Boolean forward; /* Move forward? */
forward::Bool
# Boolean backtrace; /* Back track? */
backtrace::Bool
# Boolean gradient; /* Take gradient step? */
gradient::Bool
# Boolean use_start; /* Use the starting point provided? */
use_start::Bool
# Boolean use_basics; /* Use the basis provided? */
use_basics::Bool
# Boolean used_start; /* Was the starting point given used? */
used_start::Bool
# Boolean used_basics; /* Was the initial basis given used? */
used_basics::Bool
function Information(;
generate_output::Integer = 0,
use_start::Bool = true,
use_basics::Bool = false,
)
return new(
0.0, # residual
0.0, # distance
0.0, # steplength
0.0, # total_time
0.0, # basis_time
0.0, # maximum_distance
0, # major_iterations
0, # minor_iterations
0, # crash_iterations
0, # function_evaluations
0, # jacobian_evaluations
0, # gradient_steps
0, # restarts
generate_output, # generate_output
0, # generated_output
false, # forward
false, # backtrace
false, # gradient
use_start, # use_start
use_basics, # use_basics
false, # used_start
false, # used_basics
)
end
end
###
### Path.h
###
"""
c_api_Path_CheckLicense(n::Int, nnz::Int)
Check that the current license (stored in the environment variable
`PATH_LICENSE_STRING` if present) is valid for problems with `n` variables and
`nnz` non-zeros in the Jacobian.
Returns a nonzero value on successful completion, and a zero value on failure.
"""
function c_api_Path_CheckLicense(n::Int, nnz::Int)
return @ccall PATH_SOLVER.Path_CheckLicense(n::Cint, nnz::Cint)::Cint
end
"""
c_api_Path_Version()
Return a string of the PATH version.
"""
function c_api_Path_Version()
return unsafe_string(@ccall PATH_SOLVER.Path_Version()::Ptr{Cchar})
end
"""
c_api_Path_Solve(m::MCP, info::Information)
Returns a MCP_Termination status.
"""
function c_api_Path_Solve(m::MCP, info::Information)
return @ccall(
PATH_SOLVER.Path_Solve(m::Ptr{Cvoid}, info::Ref{Information})::Cint,
)
end
###
### Standalone interface
###
"""
solve_mcp(
F::Function,
J::Function
lb::Vector{Cdouble},
ub::Vector{Cdouble},
z::Vector{Cdouble};
nnz::Int = length(lb)^2,
variable_name::Vector{String}=String[],
constraint_name::Vector{String}=String[],
silent::Bool = false,
generate_output::Integer = 0,
use_start::Bool = true,
use_basics::Bool = false,
jacobian_structure_constant::Bool = false,
jacobian_data_contiguous::Bool = false,
jacobian_linear_elements::Vector{Int} = Int[],
kwargs...
)
Mathematically, the mixed complementarity problem is to find an x such that
for each i, at least one of the following hold:
1. F_i(x) = 0, lb_i <= (x)_i <= ub_i
2. F_i(x) > 0, (x)_i = lb_i
3. F_i(x) < 0, (x)_i = ub_i
where F is a given function from R^n to R^n, and lb and ub are prescribed
lower and upper bounds.
## The `F` argument
`F` is a function that calculates the value of function ``F(x)`` and stores the
result in `f`. It must have the signature:
```julia
function F(n::Cint, x::Vector{Cdouble}, f::Vector{Cdouble})
for i in 1:n
f[i] = ... do stuff ...
end
return Cint(0)
end
```
## The `J` argument
`J` is a function that calculates the Jacobiann of the function ``F(x)``. The
Jacobian is a square sparse matrix. It must have the signature:
```julia
function J(
n::Cint,
nnz::Cint,
x::Vector{Cdouble},
col::Vector{Cint},
len::Vector{Cint},
row::Vector{Cint},
data::Vector{Cdouble},
)
# ...
return Cint(0)
end
```
where:
* `n` is the number of variables (which is also the number rows and columns in
the Jacobian matrix).
* `nnz` is the maximum number of non-zero terms in the Jacobian. This value is
chosen by the user as the `nnz` argumennt to `solve_mcp`.
* `x` is the value of the decision variables at which to evaluate the Jacobian.
The remaining arguments, `col`, `len`, `row`, and `data`, specify a sparse
column representation of the Jacobian matrix. These must be filled in by your
function.
* `col` is a length `n` vector, where `col[i]` is the 1-indexed position of the
start of the non-zeros in column `i` in the `data` vector.
* `len` is a length `n` vector, where `len[i]` is the number of non-zeros in
column `i`.
Together, `col` and `len` can be used to form a range of indices in `row` and
`data` corresponding to the non-zero elements of column `i` in the Jacobian.
Thus, we can iterate over the non-zeros in the Jacobian using:
```julia
for i in 1:n
for k in (col[i]):(col[i] + len[i] - 1)
row[k] = ... the 1-indexed row of the k'th non-zero in the Jacobian
data[k] = ... the value of the k'th non-zero in the Jacobian
end
end
```
To improve performance, see the `jacobian_structure_constant` and
`jacobian_data_contiguous` keyword arguments.
## Other positional arguments
* `lb`: a vector of the variable lower bounds
* `ub`: a vector of the variable upper bounds
* `z`: an initial starting point for the search. You can disable this by
passing an empty vector and settig `use_start = false`
## Keyword arguments
* `nnz`: the maximum number of non-zeros in the Jacobian matrix. If not
specified if defaults to the dense estimate of `n^2` where `n` is the number
of variables.
* `variable_name`: a vector of variable names. This can improve the legibility
of the output printed by PATH, particularly if there are issues associated
with a particular variable.
* `constraint_name`: a vector of constraint names. This can improve the
legibility of the output printed by PATH, particularly if there are issues
associated with a particular row of the `F` function.
* `silent`: set `silent = true` to disable printing.
* `generate_output`: an integer mask passed to the C API of PATH to dictate
with output can be displayed.
* `use_start`: set `use_start = false` to disable the use of the startint point
`z`.
* `use_basics`: set `use_basics = true` to use the basis provided.
* `jacobian_structure_constant`: if `true`, the sparsity pattern of the
Jacobian matrix must be constant between evaluations. You can improve
performance by setting this to `true` and filling the `col`, `len` and `row`
on the first evaluation only.
* `jacobian_data_contiguous`: if `true`, the Jacobian data is stored
contiguously from `1..nnz` in the `row` and `data` arrays of the Jacobian
callback. In most cases, you can improve performance by settinng this to
`true`. It is `false` by default for the general case.
* `jacobian_linear_elements`: a vector of the 1-indexed indices of the Jacobian
`data` array that appear linearly in the Jacobian, that is, their value is
independent of the point `x` at which the Jacobian is evaluated. If you set
this option, you must also set `jacobian_structure_constant = true`.
* `kwargs`: other options passed to directly to PATH.
"""
function solve_mcp(
F::Function,
J::Function,
lb::Vector{Cdouble},
ub::Vector{Cdouble},
z::Vector{Cdouble};
nnz::Int = length(lb)^2,
variable_names::Vector{String} = String[],
constraint_names::Vector{String} = String[],
silent::Bool = false,
generate_output::Integer = 0,
use_start::Bool = true,
use_basics::Bool = false,
jacobian_structure_constant::Bool = false,
jacobian_data_contiguous::Bool = false,
jacobian_linear_elements::Vector{Int} = Int[],
kwargs...,
)
@assert length(z) == length(lb) == length(ub)
n = length(z)
if c_api_Path_CheckLicense(n, nnz) == 0
return MCP_LicenseError, nothing, nothing
elseif nnz > typemax(Cint)
return MCP_Error, nothing, nothing
elseif n == 0
return MCP_Solved, nothing, nothing
end
# gc_root is used to store various objects to prevent them from being GC'd.
gc_root = IdDict()
GC.@preserve gc_root begin
out_io = silent ? IOBuffer() : stdout
output_data = OutputData(out_io)
# We shouldn't GC output_data until we exit the GC.@preserve block.
gc_root[output_data] = true
output_interface = OutputInterface(output_data)
# We shouldn't GC output_interface until we exit the GC.@preserve block.
gc_root[output_interface] = true
c_api_Output_SetInterface(output_interface)
o = c_api_Options_Create()
# Options has a finalizer. We don't want that to run until we exit the
# GC.@preserve block.
gc_root[o] = true
c_api_Path_AddOptions(o)
c_api_Options_Default(o)
m = c_api_MCP_Create(n, nnz)
if jacobian_structure_constant
c_api_MCP_Jacobian_Structure_Constant(m, true)
end
if jacobian_data_contiguous
c_api_MCP_Jacobian_Data_Contiguous(m, true)
end
id_data = InterfaceData(
Cint(n),
Cint(nnz),
F,
J,
lb,
ub,
z,
variable_names,
constraint_names,
)
# We shouldn't GC id_data until we exit the GC.@preserve block.
gc_root[id_data] = true
m_interface = MCP_Interface(id_data)
# We shouldn't GC m_interface until we exit the GC.@preserve block.
gc_root[m_interface] = true
c_api_MCP_SetInterface(m, m_interface)
if jacobian_structure_constant && !isempty(jacobian_linear_elements)
function presolve_fn(::Cint, types::Vector{Cint})
types[jacobian_linear_elements] .= PRESOLVE_LINEAR
return
end
presolve_data = PresolveData(presolve_fn)
# We shouldn't GC presolve_data until we exit the GC.@preserve block.
gc_root[presolve_data] = true
presolve_interface = Presolve_Interface(presolve_data)
# We shouldn't GC presolve_interface until we exit the GC.@preserve
# block.
gc_root[presolve_interface] = true
c_api_MCP_SetPresolveInterface(m, presolve_interface)
end
if length(kwargs) > 0
mktemp() do path, io
println(
io,
"* Automatically generated by PATH.jl. Do not edit.",
)
for (key, val) in kwargs
println(io, key, " ", val)
end
close(io)
return c_api_Options_Read(o, path)
end
end
c_api_Options_Display(o)
info = Information(;
generate_output = generate_output,
use_start = use_start,
use_basics = use_basics,
)
status = c_api_Path_Solve(m, info)
X = c_api_MCP_GetX(m)
end # GC.@preserve
# TODO(odow): I don't know why, but manually calling MCP_Destroy was
# necessary to avoid a segfault on Julia 1.0 when using LUSOL. I guess it's
# something to do with the timing of when things need to get freed on the
# PATH side? i.e., MCP_Destroy before other things?
c_api_MCP_Destroy(m)
m.ptr = C_NULL
return MCP_Termination(status), X, info
end
function _linear_function(M::AbstractMatrix, q::Vector)
if size(M, 1) != size(M, 2)
error("M not square! size = $(size(M))")
elseif size(M, 1) != length(q)
error("q is wrong shape. Expected $(size(M, 1)), got $(length(q)).")
end
return function F(n::Cint, x::Vector{Cdouble}, f::Vector{Cdouble})
f .= M * x .+ q
return Cint(0)
end
end
function _linear_jacobian(M::SparseArrays.SparseMatrixCSC{Cdouble,Cint})
# Size is checked with error message in _linear_function.
@assert size(M, 1) == size(M, 2)
return function J(
n::Cint,
nnz::Cint,
x::Vector{Cdouble},
col::Vector{Cint},
len::Vector{Cint},
row::Vector{Cint},
data::Vector{Cdouble},
)
@assert n == length(x) == length(col) == length(len) == size(M, 1)
@assert nnz == length(row) == length(data)
@assert nnz >= SparseArrays.nnz(M)
for i in 1:n
col[i] = M.colptr[i]
len[i] = M.colptr[i+1] - M.colptr[i]
end
for (i, v) in enumerate(SparseArrays.rowvals(M))
row[i] = v
end
for (i, v) in enumerate(SparseArrays.nonzeros(M))
data[i] = v
end
return Cint(0)
end
end
"""
solve_mcp(;
M::SparseArrays.SparseMatrixCSC{Cdouble, Cint},
q::Vector{Cdouble},
lb::Vector{Cdouble},
ub::Vector{Cdouble},
z::Vector{Cdouble};
kwargs...
)
Mathematically, the mixed complementarity problem is to find an x such that
for each i, at least one of the following hold:
1. F_i(x) = 0, lb_i <= (x)_i <= ub_i
2. F_i(x) > 0, (x)_i = lb_i
3. F_i(x) < 0, (x)_i = ub_i
where F is a function `F(x) = M * x + q` from R^n to R^n, and lb and ub are
prescribed lower and upper bounds.
`z` is an initial starting point for the search.
"""
function solve_mcp(
M::SparseArrays.SparseMatrixCSC{Cdouble,Cint},
q::Vector{Cdouble},
lb::Vector{Cdouble},
ub::Vector{Cdouble},
z::Vector{Cdouble};
nnz = SparseArrays.nnz(M),
kwargs...,
)
return solve_mcp(
_linear_function(M, q),
_linear_jacobian(M),
lb,
ub,
z;
nnz = nnz,
jacobian_structure_constant = true,
jacobian_data_contiguous = true,
jacobian_linear_elements = collect(1:nnz),
kwargs...,
)
end