unconstrained option, LABS, n = 20, TTS = 2s

examples/Optimization/MINLP/LABS/LABS.cpp

@@ -21,55 +21,84 @@ int main(int argc, char * argv[]){
     if(argc>=2){
         n=stoi(argv[1]);
     }
-    Model<> m("LABS_"+to_string(n));
+    Model<> M_obj("M_obj_LABS_"+to_string(n));
+    Model<> M("LABS_"+to_string(n));
     var<> s("s", -1, 1);
     var<> z("z", -1, 1);
     var<int> y("y", 0, 1);
     var<> cs("cs", pos_);
     var<> c("c");
     indices s_ids = range(0,n-1);
-    indices c_ids = range(1,n-1);
-    indices z_ids("z_ids");
-    for (int i = 0; i<n-1; i++) {
-        for (int k = i+1; k<n; k++) {
-            z_ids.add(to_string(i)+","+to_string(k));
+
+    bool unconstrained = false;
+    if(unconstrained){
+        M_obj.add(y.in(s_ids));
+        func<> obj;        
+        for (int k = 1; k<=n-1; k++) {
+            func<> cterm;
+            for (int i = 0; i<n-k; i++) {
+                cterm += (2*y(to_string(i))-1)*(2*y(to_string(i+k))-1);
+            }
+            obj += pow(cterm,2);
         }
+        M_obj.min(obj);
+        M_obj.print();
+        solver<> g_sol(M_obj,ipopt);
+        g_sol.run();
+        M_obj.print_solution();
+        M_obj.round_solution();
+        M_obj.print_solution();
     }
-    m.add(s.in(s_ids), c.in(c_ids), z.in(z_ids));
-    m.add(y.in(s_ids));
-
-//    Constraint<> y_on_off("y_on_off");
-//    y_on_off = s - 2*y + 1;
-//    m.add(y_on_off.in(s_ids) == 0);
-
-    Constraint<> z_def("z_def");
-    z_def = z - (2*y.from(z_ids) - 1)*(2*y.to(z_ids) - 1);
-    m.add(z_def.in(z_ids) == 0);
-
-    indices z_sum("z_sum");
-    for (int k = 1; k<=n-1; k++) {
-        for (int i = 0; i<n-k; i++) {
-            z_sum.add_in_row(k-1, to_string(i)+","+to_string(i+k));
+    else{
+        indices c_ids = range(1,n-1);
+        indices z_ids("z_ids");
+        string idx;
+        for (int i = 0; i<n-1; i++) {
+            for (int k = i+1; k<n; k++) {
+                idx = to_string(i)+","+to_string(k);
+                z_ids.add(idx);
+            }
+        }
+        M.add(s.in(s_ids), c.in(c_ids), z.in(z_ids));
+        M.add(y.in(s_ids));
+
+
+    //    Constraint<> y_on_off("y_on_off");
+    //    y_on_off = s - 2*y + 1;
+    //    m.add(y_on_off.in(s_ids) == 0);
+
+        Constraint<> z_def("z_def");
+        z_def = z - (2*y.from(z_ids) - 1)*(2*y.to(z_ids) - 1);
+        M.add(z_def.in(z_ids) == 0);
+
+        indices z_sum("z_sum");
+        for (int k = 1; k<=n-1; k++) {
+            for (int i = 0; i<n-k; i++) {
+                z_sum.add_in_row(k-1, to_string(i)+","+to_string(i+k));
+            }
         }
+
+        Constraint<> c_def("c_def");
+        c_def = c - z.in(z_sum);
+        M.add(c_def.in(c_ids) == 0);
+
+    //    Constraint<> cs_def("cs_def");
+    //    cs_def = cs - c*c;
+    //    m.add(cs_def.in(c_ids) >= 0);
+
+    //    m.min(sum(cs));
+        param<> ones("1");
+        ones.in(c_ids);
+        ones = 1;
+        M.min(ones.tr()*c*c);
+
+        solver<> mip_solver(M,gurobi);
+//        solver<> nlp_solver(M,ipopt);
+        mip_solver.run();
+//        nlp_solver.run();
+//        M.print_solution();
+//        M.round_solution();
+        M.print_solution();
     }
 
-    Constraint<> c_def("c_def");
-    c_def = c - z.in(z_sum);
-    m.add(c_def.in(c_ids) == 0);
-
-//    Constraint<> cs_def("cs_def");
-//    cs_def = cs - c*c;
-//    m.add(cs_def.in(c_ids) >= 0);
-
-//    m.min(sum(cs));
-    param<> ones("1");
-    ones.in(c_ids);
-    ones = 1;
-    m.min(ones.tr()*c*c);
-
-//    m.print();
-    solver<> g_sol(m,gurobi);
-    g_sol.run();
-    m.print_solution();
-
 }