XPRSloadmiqcqp, XPRSloadmiqcqp64
Purpose
Used to load a mixed integer quadratic problem with quadratic constraints into the Optimizer data structure. Such a problem may have quadratic terms in its objective function as well as in its constraints. Integer, binary, partial integer, semi-continuous and semi-continuous integer variables can be defined, together with sets of type 1 and 2. The reference row values for the set members are passed as an array rather than specifying a reference row.
Topic areas
Synopsis
int XPRS_CC XPRSloadmiqcqp(XPRSprob prob, const char * probname, int ncols, int nrows, const char rowtype[], const double rhs[], const double rng[], const double objcoef[], const int start[], const int collen[], const int rowind[], const double rowcoef[], const double lb[], const double ub[], int nobjqcoefs, const int objqcol1[], const int objqcol2[], const double objqcoef[], int nqrows, const int qrowind[], const int nrowqcoefs[], const int rowqcol1[], const int rowqcol2[], const double rowqcoef[], const int nentities, const int nsets, const char coltype[], const int entind[], const double limit[], const char settype[], const int setstart[], const int setind[], const double refval[]);
int XPRS_CC XPRSloadmiqcqp64(XPRSprob prob, const char * probname, int ncols, int nrows, const char rowtype[], const double rhs[], const double rng[], const double objcoef[], const XPRSint64 start[], const int collen[], const int rowind[], const double rowcoef[], const double lb[], const double ub[], XPRSint64 nobjqcoefs, const int objqcol1[], const int objqcol2[], const double objqcoef[], int nqrows, const int qrowind[], const XPRSint64 nrowqcoefs[], const int rowqcol1[], const int rowqcol2[], const double rowqcoef[], const int nentities, const int nsets, const char coltype[], const int entind[], const double limit[], const char settype[], const XPRSint64 setstart[], const int setind[], const double refval[]);
Arguments
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prob
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The current problem.
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probname
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A string of up to
MAXPROBNAMELENGTH characters containing a name for the problem.
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ncols
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Number of structural columns in the matrix.
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nrows
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Number of rows in the matrix (not including the objective row). Objective coefficients must be supplied in the
objcoef array, and the objective function should not be included in any of the other arrays.
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rowtype
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Character array of length
nrows containing the row types:
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rhs
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Double array of length
nrows containing the right hand side coefficients of the rows. The right hand side value for a range row gives the
upper bound on the row.
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rng
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Double array of length
nrows containing the range values for range rows. Values for all other rows will be ignored. May be NULL if there are no ranged constraints. The lower bound on a range row is the right hand side value minus the range value. The sign of the range value is ignored - the absolute value is used in all cases.
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objcoef
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Double array of length
ncols containing the objective function coefficients. This can be
NULL to set all objective coefficients to 0 (zero).
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start
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Integer array containing the offsets in the
rowind and
rowcoef arrays of the start of the elements for each column. This array is of length
ncols or, if
collen is NULL,
length ncols+1. If
collen is NULL the extra entry of
start,
start[ncols], contains the position in the
rowind and
rowcoef arrays at which an extra column would start, if it were present. In C, this value is also the length of the
rowind and
rowcoef arrays.
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collen
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Integer array of length
ncols containing the number of nonzero elements in each column. May be NULL if all elements are contiguous and
start[ncols] contains the offset where the elements for column
ncols+1 would start. This array is not required if the non-zero coefficients in the
rowind and
rowcoef arrays are continuous, and the
start array has
ncols+1 entries as described above. It may be NULL if not required.
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rowind
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Integer array containing the row indices for the nonzero elements in each column. If the indices are input contiguously, with the columns in ascending order, the length of the
rowind is
start[ncols-1]+collen[ncols-1] or, if
collen is NULL,
start[ncols].
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rowcoef
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Double array containing the nonzero element values; length as for
rowind.
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lb
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Double array of length
ncols containing the lower bounds on the columns. Use
XPRS_MINUSINFINITY to represent a lower bound of minus infinity. If this is
NULL then all lower bounds are 0 (zero).
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ub
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Double array of length
ncols containing the upper bounds on the columns. Use
XPRS_PLUSINFINITY to represent an upper bound of plus infinity. It this is
NULL then all upper bounds are infinite.
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nobjqcoefs
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Number of quadratic terms.
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objqcol1
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Integer array of size
nobjqcoefs containing the column index of the first variable in each quadratic term.
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objqcol2
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Integer array of size
nobjqcoefs containing the column index of the second variable in each quadratic term.
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objqcoef
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Double array of size
nobjqcoefs containing the quadratic coefficients.
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nqrows
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Number of rows containing quadratic matrices.
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qrowind
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Integer array of size
nqrows, containing the indices of rows with quadratic matrices in them. Note that the rows are expected to be defined in
rowtype as type
L.
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nrowqcoefs
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Integer array of size
nqrows, containing the number of nonzeros in each quadratic constraint matrix.
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rowqcol1
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Integer array of size
nqcelem, where
nqcelem equals the sum of the elements in
nrowqcoefs (i.e. the total number of quadratic matrix elements in all the constraints). It contains the first column indices of the quadratic matrices. Indices for the first matrix are listed from
0 to
nrowqcoefs[0]-1, for the second matrix from
nrowqcoefs[0] to
nrowqcoefs[0]+ nrowqcoefs[1]-1, etc.
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rowqcol2
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Integer array of size
nqcelem, containing the second index for the quadratic constraint matrices.
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rowqcoef
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Integer array of size
nqcelem, containing the coefficients for the quadratic constraint matrices.
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nentities
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Number of binary, integer, semi-continuous, semi-continuous integer and partial integer entities.
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nsets
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Number of SOS1 and SOS2 sets.
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coltype
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Character array of length
nentities containing the entity types:
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entind
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Integer array of length
nentities containing the column indices of the MIP entities.
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limit
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Double array of length
nentities containing the integer limits for the partial integer variables and lower bounds for semi-continuous and semi-continuous integer variables (any entries in the positions corresponding to binary and integer variables will be ignored). May be
NULL if not required.
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settype
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Character array of length
nsets containing the set types:
May be
NULL if not required.
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setstart
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Integer array containing the offsets in the
setind and
refval arrays indicating the start of the sets. This array is of length
nsets+1, the last member containing the offset where set
nsets+1 would start. May be
NULL if not required.
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setind
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Integer array of length
setstart[nsets]-1 containing the columns in each set. May be
NULL if not required.
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refval
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Double array of length
setstart[nsets]-1 containing the reference row entries for each member of the sets. These define the order for SOS2 constraints and may be used in branching for both types. May be
NULL if not required.
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Related controls
Integer
Double
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Number of extra columns to be allowed for.
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Number of extra matrix elements to be allowed for.
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Number of extra MIP entities to be allowed for.
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Number of extra rows to be allowed for.
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Status for nonbinding rows.
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Type of scaling.
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Double
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Tolerance on matrix elements.
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Further information
1. The objective function is of the form
cTx+ 0.5 xTQx. Note that only the upper or lower triangular part of the
Q matrix is specified, both for the objective and constraints.
2. The row and column indices follow the usual C convention of going from
0 to
nrows-1 and
0 to
ncols-1 respectively.
3. The double constants
XPRS_PLUSINFINITY and
XPRS_MINUSINFINITY are defined in the Optimizer library header file.
4. The row and column indices follow the usual C convention of going from
0 to
nrows-1 and
0 to
ncols-1 respectively.
5. The double constants
XPRS_PLUSINFINITY and
XPRS_MINUSINFINITY are defined in the Optimizer library header file.
6. Semi-continuous lower bounds are taken from the limit array. If this is
NULL then they are given a default value of
1.0. If a semi-continuous variable has a positive lower bound then this will be used as the semi-continuous lower bound and the lower bound on the variable will be set to zero.
Related topics
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