Merge pull request #94 from tpfau/CPLEXMILP

Added functionality to use ibm CPLEX as MILP Solver and fixed an issue with the clone log file of ibm_cplex

Author: rmtfleming

solvers/changeCobraSolver.m

@@ -198,6 +198,13 @@
                 warning('MILP solver CPLEX through Tomlab not usable: tomRun.m not in Matlab path');
                 solverOK = false;
             end
+        case 'ibm_cplex'
+            try
+                ILOGcplex = Cplex('fba');% Initialize the CPLEX object
+            catch ME
+                solverOK = false;
+                warning('MILP solver CPLEX from IBM not usable: IBM CPLEX not installed or licence server not up');
+            end
         case 'glpk'
             if (~exist('glpkmex'))
                 warning('MILP solver glpk not usable: glpkmex not in Matlab path');

solvers/solveCobraLP.m

@@ -1060,9 +1060,9 @@
         end
         %1 = (Simplex or Barrier) Optimal solution is available.
         stat=origStat;
-       if exist('clone1.log','file')
-           delete('clone1.log')
-       end
+	if exist([pwd filesep 'clone1.log'],'file')
+            delete('clone1.log')
+        end
     case 'lindo'
         %%
         error('Solver type lindo is obsolete - use lindo_new or lindo_old instead');

solvers/solveCobraMILP.m

@@ -59,12 +59,11 @@
 
 % Markus Herrgard 1/23/07
 % Tim Harrington  05/18/12 Added support for the Gurobi 5.0 solver
-% <<<<<<< HEAD
 % Ronan (16/07/2013) default MPS parameters are no longer global variables
-% =======
 % Meiyappan Lakshmanan  11/14/14 Added support for the cplex_direct solver
 % cplex_direct solver accesible through CPLEX m-file and CPLEX C-interface
-% >>>>>>> 987a38606db2c6c47ed5421155258bb27fd34cbe
+% Thomas Pfau (12/11/2015) Added support for ibm_cplex (the IBM Matlab
+% interface) to the solvers.
 
 %% Process options
 
@@ -161,6 +160,8 @@
     parametersStructureFlag=0;
     [minNorm, printLevel, primalOnlyFlag, saveInput, feasTol, optTol] = ...
     getCobraSolverParams('LP',optParamNames(1:6));
+    %parameters will later be accessed and should be initialized.
+    parameters = '';
 end
 
 
@@ -348,8 +349,76 @@
         else
            solStat = -1; % Solution not optimal or solver problem
         end
+    case 'ibm_cplex'
+        cplexlp = Cplex();
+        if (~isempty(csense))
+            b_L(csense == 'E') = b(csense == 'E');
+            b_U(csense == 'E') = b(csense == 'E');
+            b_L(csense == 'G') = b(csense == 'G');
+            b_U(csense == 'G') = inf;
+            b_L(csense == 'L') = -inf;
+            b_U(csense == 'L') = b(csense == 'L');
+        elseif isfield(MILPproblem, 'b_L') && isfield(MILPproblem, 'b_U')
+            b_L = MILPproblem.b_L;
+            b_U = MILPproblem.b_U;
+        else
+            b_L = b;
+            b_U = b;
+        end
+        intVars = (vartype == 'B') | (vartype == 'I');
+        %intVars
+        %pause;
+        cplexlp.Model.A = A;
+        cplexlp.Model.rhs = b_U;
+        cplexlp.Model.lhs = b_L;
+        cplexlp.Model.ub = ub;
+        cplexlp.Model.lb = lb;
+        cplexlp.Model.obj = osense * c;
+        cplexlp.Model.name = 'CobraMILP';
+        cplexlp.Model.ctype = vartype';
+        cplexlp.Start.x = x0;
+        cplexlp.Param.mip.tolerances.mipgap.Cur =  solverParams.relMipGapTol;
+        cplexlp.Param.mip.tolerances.integrality.Cur =  solverParams.intTol;
+        cplexlp.Param.timelimit.Cur = solverParams.timeLimit;
+        cplexlp.Param.output.writelevel.Cur = solverParams.printLevel;
 
- case 'gurobi5'
+        outputfile = fopen(solverParams.logFile,'a');
+        cplexlp.DisplayFunc = @redirect;
+        
+        cplexlp.Param.simplex.tolerances.optimality.Cur = solverParams.optTol;
+        cplexlp.Param.mip.tolerances.absmipgap.Cur =  solverParams.absMipGapTol;
+        cplexlp.Param.simplex.tolerances.feasibility.Cur = solverParams.feasTol;
+        % Strict numerical tolerances
+        cplexlp.Param.emphasis.numerical.Cur = solverParams.NUMERICALEMPHASIS;
+        save('MILPProblem','cplexlp')
+     
+        % Set up callback to print out intermediate solutions
+        % only set this up if you know that you actually need these
+        % results.  Otherwise do not specify intSolInd and contSolInd
+        
+        % Solve problem
+        Result = cplexlp.solve();
+        
+        % Get results
+        x = Result.x;
+        f = osense*Result.objval;
+        stat = Result.status;
+        if (stat == 101 || stat == 102 || stat == 1)
+            solStat = 1; % Opt integer within tolerance
+        elseif (stat == 103 || stat == 3)
+            solStat = 0; % Integer infeas
+        elseif (stat == 118 || stat == 119 || stat == 2)
+            solStat = 2; % Unbounded
+        elseif (stat == 106 || stat == 106 || stat == 108 || stat == 110 || stat == 112 || stat == 114 || stat == 117)
+            solStat = -1; % No integer solution exists
+        else
+            solStat = 3; % Other problem, but integer solution exists
+        end
+ 	if exist([pwd filesep 'clone1.log'],'file')
+            delete('clone1.log')
+        end
+
+ case {'gurobi5','gurobi6'}
         %% gurobi 5
         % Free academic licenses for the Gurobi solver can be obtained from
         % http://www.gurobi.com/html/academic.html
@@ -417,9 +486,6 @@
            solStat = 2; % Unbounded
         elseif strcmp(resultgurobi.status,'INF_OR_UNBD')
            solStat = 0; % Gurobi reports infeasible *or* unbounded
-        elseif strcmp(resultgurobi.status,'SUBOPTIMAL')
-           solStat = -1; % Suboptimal solution
-           [x,f] = deal(resultgurobi.x,resultgurobi.objval);
         else
            solStat = -1; % Solution not optimal or solver problem
         end
@@ -589,6 +655,7 @@
         %[solution] = BuildMPS(Ale, ble, Aeq, beq, c, lb, ub, PbName,'MPSfilename',MPSfilename,'EleNames',EleNames,'EqtNames',EqtNames,'VarNames',VarNames);
 
         return
+        
     otherwise
         error(['Unknown solver: ' solver]);
 end
@@ -616,3 +683,11 @@
     end
 end
 
+%% Redirection function such that cplex redirects its output to the defined outputfile.
+function redirect(l)
+    % Write the line of log output
+    fprintf(outputfile, '%s\n', l);
+end
+
+end
+