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A  Example source files

Source code for the simple client application. Notice that the preprocessor flag MCC4 has to be defined when compiling this file for use with MCC 4.

Source code for application.c

/*
 * TOMLAB SA SHARED LIBRARY EXAMPLE
 * application.c
 *
 * If the preprocessor flag MCC4 is defined, then compile code
 * supported by MCC4, else compile code supported by MCC3.
 *
 *
 * Fredrik Hellman, Tomlab Optimization Inc, E-mail: tomlab@tomopt.com
 * Copyright (c) 1999-2004 by Tomlab Optimization Inc., $Release: 4.5.0$
 * Written Nov 11, 2004.   Last modified Nov 11, 2004.
 */

#include "libcplexqp.h"
#include <stdio.h>

int main()
{
  mxArray *F, *c, *A, *b_L, *b_U, *x_L, *x_U;
  mxArray *x, *f;

  double Fdata[2*2] = {2, 2, 2, 2};
  double cdata[2] = {2, 6};
  double Adata[3*2] = {1, 1, 0, 1, 0, 1};
  double b_Ldata[3] = {3, 0, 0};
  double b_Udata[3] = {1e20, 1e20, 1e20};
  double x_Ldata[2] = {-1, -1};
  double x_Udata[2] = {100, 100};

#ifdef MCC4
  printf("Initializing application...\n");

  /* This initialization must be made at the beginning in order
   * to be able to use the mx/mex routines */

  mclInitializeApplication(NULL,0);
#endif

  printf("Initializing stand alone library...\n");

#ifdef MCC4
  if (!libcplexqpInitialize())
  {
    fprintf(stderr,"Could not initialize the cplexqp library.");
    return -1;
  }
#else
  libcplexqpInitialize();
#endif

  printf("Creating user data matrices...\n");

  /* Create MATLAB input matrices */
  F   = mxCreateDoubleMatrix(2, 2, mxREAL);
  c   = mxCreateDoubleMatrix(2, 1, mxREAL);
  A   = mxCreateDoubleMatrix(3, 2, mxREAL);
  b_L = mxCreateDoubleMatrix(3, 1, mxREAL);
  b_U = mxCreateDoubleMatrix(3, 1, mxREAL);
  x_L = mxCreateDoubleMatrix(2, 1, mxREAL);
  x_U = mxCreateDoubleMatrix(2, 1, mxREAL);

  /* Copy the user data into the MATLAB matrices */
  memcpy(mxGetPr(F)  ,   Fdata, 2*2*sizeof(double));
  memcpy(mxGetPr(c)  ,   cdata, 2*1*sizeof(double));
  memcpy(mxGetPr(A)  ,   Adata, 3*2*sizeof(double));
  memcpy(mxGetPr(b_L), b_Ldata, 3*1*sizeof(double));
  memcpy(mxGetPr(b_U), b_Udata, 3*1*sizeof(double));
  memcpy(mxGetPr(x_L), x_Ldata, 2*1*sizeof(double));
  memcpy(mxGetPr(x_U), x_Udata, 2*1*sizeof(double));

  /* Call the Solveqp-routine */
  x = f = NULL;

  printf("Calling the solve routine...\n");

#ifdef MCC4
  mlfSolveqp(2, &x, &f, F, c, A, b_L, b_U, x_L, x_U);
#else
  x = mlfSolveqp(&f, F, c, A, b_L, b_U, x_L, x_U);
#endif

  if(x)
  {
    if(mxGetN(x)*mxGetM(x) >= 2)
    {
      printf("\nSoulution vector x:\n");
      printf("  %f  %f", mxGetPr(x)[0], mxGetPr(x)[1]);
    }
    mxDestroyArray(x);
  }
  if(f)
  {
    if(!mxIsEmpty(f))
    {
      printf("\n\nObjective function value f:\n");
      printf("  %f", mxGetPr(f)[0]);
    }
    mxDestroyArray(f);
  }

  printf("\n\nTerminating stand alone library...\n");
  libcplexqpTerminate();

  mxDestroyArray(F);
  mxDestroyArray(c);
  mxDestroyArray(A);
  mxDestroyArray(b_L);
  mxDestroyArray(b_U);
  mxDestroyArray(x_L);
  mxDestroyArray(x_U);

#ifdef MCC4
  printf("Terminating application...\n");
  mclTerminateApplication();
#endif

  return 0;
}

/*
 * MODIFICATION LOG:
 *
 * 041112 frhe  Written
 */

Source code for the interface function solveqp.m:

% solveqp
%
% m-function to simplify the interface between C and MATLAB. It
% takes QP problem data as input, creates and solves a problem and
% returns the results of interest.
%
% Fredrik Hellman, Tomlab Optimization Inc, E-mail: tomlab@tomopt.com
% Copyright (c) 1999-2004 by Tomlab Optimization Inc., $Release: 4.5.0$
% Written Nov 11, 2004.   Last modified Nov 11, 2004.
%
function [x, f] = solveqp(F, c, A, b_L, b_U, x_L, x_U)

Prob = qpAssign(F, c, A, b_L, b_U, x_L, x_U);

Result = tomRun('cplex', Prob, [], 0);

x = Result.x_k;
f = Result.f_k;

% MODIFICATION LOG:
%
% 041112 frhe  Written

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