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Implementing the polygon examples as a black box function

Description
Demonstrates how black box functions may be optimized using Xpress NonLinear, using tokeanised input

Further explanation of this example: 'Xpress NonLinear Reference Manual'

PolygonUserFunction.zip[download all files]

Source Files





Polygon_userfunc.c

/***********************************************************************
   Xpress Optimizer Examples
   =========================

   file Polygon_userfunc.c
   ```````````````````````
   Implement the polygon example using a user function.

   Maximize the area of polygon of N vertices and diameter of 1
   The position of vertices is indicated as (rho,theta) coordinates
   where rho denotes the distance to the base point
   (vertex with number N) and theta the angle from the x-axis.
   A user (black box) function is used to implement the problem.

   (c) 2017 Fair Isaac Corporation
***********************************************************************/

#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include <math.h>

#include "xprs.h"
#include "xslp.h"

#define MAXROW 20
#define MAXCOL 20
#define MAXELT 50
#define MAXTOKEN 200
#define MAXFORMULA 20

#define PI 3.14159

void XPRS_CC XSLPMessage(XSLPprob my_prob, void* my_object, const char* msg,
  int len, int msg_type);

/* Perform the Xpress specified function call and check its return value. */
#define CHECK_XPRSCALL(call)                             \
  do {                                                   \
    int result_ = call;                                  \
    if ( result_ != 0 ) {                                \
      fprintf(stderr, "Line %d: Failed call to `%s`.\n", \
              __LINE__, #call);                          \
      goto returnWithError;                              \
    }                                                    \
  } while (0)

double XPRS_CC MyFunc(double* Values, void* Context);

int main(int argc, char* argv[]) {
  XPRSprob xprob = NULL;
  XSLPprob sprob = NULL;

  int nRow, nCol, nSide, nElement, nToken, nformula, nRowName, nColName;
  int iRow, Sin, Cos;
  char RowType[MAXROW];
  double RHS[MAXROW], OBJ[MAXCOL], Element[MAXELT], Lower[MAXCOL], Upper[MAXCOL];
  int ColStart[MAXCOL + 1], RowIndex[MAXELT], ColIndex[MAXCOL];
  int FormulaStart[MAXFORMULA + 1];
  int Type[MAXTOKEN];
  double Value[MAXTOKEN];

  int VarType[MAXCOL];
  double InitialValue[MAXCOL];

  int functionID;

  int ReturnValue = 1;
  int i, j;
  char RowNames[500], ColNames[500];
  void* Func;

  int nMyFuncArguments;

  /* Initialisation */
  CHECK_XPRSCALL(XPRSinit(NULL));
  CHECK_XPRSCALL(XSLPinit());
  CHECK_XPRSCALL(XPRScreateprob(&xprob));
  CHECK_XPRSCALL(XSLPcreateprob(&sprob, &xprob));

  /* XSLPsetcbmessage */
  CHECK_XPRSCALL(XSLPsetcbmessage(sprob, XSLPMessage, NULL));

  nSide = 5;
  nRowName = 0;

  /* Rows */
  nRow = nSide - 2 + (nSide - 1) * (nSide - 2) / 2 + 1;
  for (i = 0; i < nRow; i++) RHS[i] = 0;

  nRow = 0;
  RowType[nRow++] = 'E'; /* OBJEQ */
  nRowName = nRowName + 1 + sprintf(&RowNames[nRowName], "OBJEQ");
  for (i = 1; i < nSide - 1; i++) {
    RowType[nRow++] = 'G'; /* T2T1 .. T4T3 */
    RHS[i] = 0.001;
    nRowName = nRowName + 1 + sprintf(&RowNames[nRowName], "T%dT%d", i + 1, i);
  }

  for (i = 1; i < nSide - 1; i++) {
    for (j = i + 1; j < nSide; j++) {
      RowType[nRow] = 'L';
      RHS[nRow++] = 1.0;
      nRowName = nRowName + 1 + sprintf(&RowNames[nRowName], "V%dV%d", i, j);
    }
  }
  RowType[nRow] = '\0';

  /* Columns */
  nColName = 0;
  nCol = (nSide - 1) * 2 + 2;
  nElement = 0;
  for (i = 0; i < nCol; i++) {
    OBJ[i] = 0;					  /* objective function */
    Lower[i] = 0;				  /* lower bound normally zero */
    Upper[i] = XPRS_PLUSINFINITY; /* upper bound infinity */
  }

  /* OBJX */
  nCol = 0;
  ColStart[nCol] = nElement;
  OBJ[nCol] = 1.0;
  Lower[nCol++] = XPRS_MINUSINFINITY; /* free column */
  Element[nElement] = -1.0;
  RowIndex[nElement++] = 0;
  nColName = nColName + 1 + sprintf(&ColNames[nColName], "OBJX");

  /* THETA1 - THETA 4 */
  iRow = 0;
  for (i = 1; i < nSide; i++) {
    nColName = nColName + 1 + sprintf(&ColNames[nColName], "THETA%d", i);
    InitialValue[nCol] = PI * ((double)(i)) / ((double)(nSide));
    VarType[nCol] = 4;
    ColStart[nCol++] = nElement;
    if (i < nSide - 1) {
      Element[nElement] = -1;
      RowIndex[nElement++] = iRow + 1;
    }
    if (i > 1) {
      Element[nElement] = 1;
      RowIndex[nElement++] = iRow;
    }
    iRow++;
  }

  Upper[nCol - 1] = PI;

  /* Remaining columns come later */
  for (i = 1; i < nSide; i++) {
    Lower[nCol] = 0.01;	  /* lower bound */
    Upper[nCol] = 1;
    InitialValue[nCol] = 1;
    VarType[nCol] = 4;
    ColStart[nCol++] = nElement;
    nColName = nColName + 1 + sprintf(&ColNames[nColName], "RHO%d", i);
  }
  ColStart[nCol] = nElement;

  CHECK_XPRSCALL(XPRSsetintcontrol(xprob, XPRS_CSTYLE, 1));
  CHECK_XPRSCALL(XPRSsetintcontrol(xprob, XPRS_MPSNAMELENGTH, 16));

  CHECK_XPRSCALL(XPRSloadlp(xprob, "Polygon", nCol, nRow, RowType, RHS, NULL, OBJ,
                 ColStart, NULL, RowIndex, Element, Lower, Upper));
  CHECK_XPRSCALL(XPRSaddnames(xprob, 1, RowNames, 0, nRow - 1));
  CHECK_XPRSCALL(XPRSaddnames(xprob, 2, ColNames, 0, nCol - 1));

  /* Find index for SIN and COS */
  CHECK_XPRSCALL(XSLPgetindex(sprob, XSLP_INTERNALFUNCNAMES, "SIN", &Sin));
  CHECK_XPRSCALL(XSLPgetindex(sprob, XSLP_INTERNALFUNCNAMES, "COS", &Cos));

  /* Define user function */
  nToken = 0;

  nMyFuncArguments = 2 * (nSide - 1);
  CHECK_XPRSCALL(XSLPadduserfunction(sprob, "MyArea", XSLP_USERFUNCTION_VECMAP, 2 * (nSide - 1), 1, 0, (XPRSfunctionptr) &MyFunc, &nMyFuncArguments, &functionID));

  /* Build up nonlinear coefficients */
  /* Area */
  nToken = 0;
  nformula = 0;
  RowIndex[nformula] = 0;
  FormulaStart[nformula++] = nToken;
  Type[nToken] = XSLP_RB;
  Value[nToken++] = 0;
  for (i = nSide - 1; i > 0; i--) {
    Type[nToken] = XSLP_COL;
    Value[nToken++] = i;
    Type[nToken] = XSLP_COL;
    Value[nToken++] = nSide + i - 1;
  }
  Type[nToken] = XSLP_FUN;
  Value[nToken++] = functionID;
  Type[nToken] = XSLP_EOF;
  Value[nToken++] = 0;

  /* Distances */
  for (i = 1; i < nSide - 1; i++) {
    for (j = i + 1; j < nSide; j++) {
      RowIndex[nformula] = iRow++;
      FormulaStart[nformula++] = nToken;

      Type[nToken] = XSLP_COL;
      Value[nToken++] = nSide + i - 1;
      Type[nToken] = XSLP_CON;
      Value[nToken++] = 2;
      Type[nToken] = XSLP_OP;
      Value[nToken++] = XSLP_EXPONENT;
      Type[nToken] = XSLP_COL;
      Value[nToken++] = nSide + j - 1;
      Type[nToken] = XSLP_CON;
      Value[nToken++] = 2;
      Type[nToken] = XSLP_OP;
      Value[nToken++] = XSLP_EXPONENT;
      Type[nToken] = XSLP_OP;
      Value[nToken++] = XSLP_PLUS;
      Type[nToken] = XSLP_CON;
      Value[nToken++] = 2;
      Type[nToken] = XSLP_COL;
      Value[nToken++] = nSide + i - 1;
      Type[nToken] = XSLP_OP;
      Value[nToken++] = XSLP_MULTIPLY;
      Type[nToken] = XSLP_COL;
      Value[nToken++] = nSide + j - 1;
      Type[nToken] = XSLP_OP;
      Value[nToken++] = XSLP_MULTIPLY;
      Type[nToken] = XSLP_RB;
      Value[nToken++] = 0;
      Type[nToken] = XSLP_COL;
      Value[nToken++] = j;
      Type[nToken] = XSLP_COL;
      Value[nToken++] = i;
      Type[nToken] = XSLP_OP;
      Value[nToken++] = XSLP_MINUS;
      Type[nToken] = XSLP_IFUN;
      Value[nToken++] = Cos;
      Type[nToken] = XSLP_OP;
      Value[nToken++] = XSLP_MULTIPLY;
      Type[nToken] = XSLP_OP;
      Value[nToken++] = XSLP_MINUS;
      Type[nToken] = XSLP_EOF;
      Value[nToken++] = 0;
    }
  }
  FormulaStart[nformula] = nToken;

  CHECK_XPRSCALL(XSLPloadformulas(sprob, nformula, RowIndex, FormulaStart, 1, Type, Value));

  for (i = 0; i < nCol; i++) {
    ColIndex[i] = i;
  }

  CHECK_XPRSCALL(XSLPloadvars(sprob, nCol - 1, &ColIndex[1], &VarType[1], NULL,
                 NULL, NULL, &InitialValue[1], NULL));

  CHECK_XPRSCALL(XSLPwriteprob(sprob, "Polygon_userfunc", ""));

  CHECK_XPRSCALL(XSLPmaxim(sprob, ""));
  CHECK_XPRSCALL(XSLPwriteslxsol(sprob, "Polygon_userfunc", ""));

  goto NormalReturn;
returnWithError:
  printf("\nError %d", ReturnValue);
  ReturnValue = -1;
NormalReturn:

  // Retrieve error from Xpress
  if (ReturnValue) {
    fprintf(stderr, "An error was detected during execution.\n");
    if (xprob && sprob) {
      int errorcode;
      char errorMessage[512];
      XSLPgetlasterror(sprob, &errorcode, errorMessage);
      if (errorcode == 0) {
        XPRSgetintattrib(xprob, XPRS_ERRORCODE, &errorcode);
        XPRSgetlasterror(xprob, errorMessage);
      }
      fprintf(stderr, "Optimizer returned error code '%i' with message:\n%s\n", errorcode, errorMessage);
    }
  }

  XSLPdestroyprob(sprob);
  XPRSdestroyprob(xprob);
  XSLPfree();
  XPRSfree();
  return(ReturnValue);
}

void XPRS_CC XSLPMessage(XSLPprob my_prob, void* my_object, const char* msg, int len, int msg_type) {
  switch (msg_type) {
  case 4: /* error */
  case 3: /* warning */
  case 2: /* dialogue */
  case 1: /* information */
    printf("%s\n", msg);
    break;
  default: /* exiting */
    fflush(stdout);
    break;
  }
}

double XPRS_CC MyFunc(double* Values, void* Context) {
  int i;
  double Area;
  int* nMyFuncArguments = (int*)Context;
  Area = 0;
  for (i = 3; i < (*nMyFuncArguments); i = i + 2) {
    Area = Area + 0.5 * Values[i - 3] * Values[i - 1] * sin(Values[i] - Values[i - 2]);
  }
  return Area;
}

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