#include <ilcplex/cplex.h>
#include <stdlib.h>

/* Bring in the declarations for the string functions */

#include <string.h>

/* Include declaration for function at end of program */

#ifndef  CPX_PROTOTYPE_MIN

static int
   setproblemdata (char **probname_p, int *numcols_p, int *numrows_p, 
                   int *objsen_p, double **obj_p, double **rhs_p, 
                   char **sense_p, int **matbeg_p, int **matcnt_p, 
                   int **matind_p, double **matval_p, double **lb_p, 
                   double **ub_p, int **qmatbeg_p, int **qmatcnt_p, 
                   int **qmatind_p, double **qmatval_p);

static void
   free_and_null (char **ptr);
#else

static int
   setproblemdata ();

static void
   free_and_null ();

#endif


/* The problem we are optimizing will have 2 rows, 3 columns,
   6 nonzeros, and 7 nonzeros in the quadratic coefficient matrix. */

#define NUMROWS    2
#define NUMCOLS    3
#define NUMNZ      6
#define NUMQNZ     7

#ifndef  CPX_PROTOTYPE_MIN
int
main (void)
#else
int
main ()
#endif
{
   /* Declare pointers for the variables and arrays that will contain
      the data which define the LP problem.  The setproblemdata() routine
      allocates space for the problem data.  */

   char     *probname = NULL;  
   int      numcols;
   int      numrows;
   int      objsen;
   double   *obj = NULL;
   double   *rhs = NULL;
   char     *sense = NULL;
   int      *matbeg = NULL;
   int      *matcnt = NULL;
   int      *matind = NULL;
   double   *matval = NULL;
   double   *lb = NULL;
   double   *ub = NULL;
   int      *qmatbeg = NULL;
   int      *qmatcnt = NULL;
   int      *qmatind = NULL;
   double   *qmatval = NULL;

   /* Declare and allocate space for the variables and arrays where we
      will store the optimization results including the status, objective
      value, variable values, dual values, row slacks and variable
      reduced costs. */

   int      solstat;
   double   objval;
   double   x[NUMCOLS];
   double   pi[NUMROWS];
   double   slack[NUMROWS];
   double   dj[NUMCOLS];


   CPXENVptr     env = NULL;
   CPXLPptr      lp = NULL;
   int           status;
   int           i, j;
   int           cur_numrows, cur_numcols;

   /* Initialize the CPLEX environment */

   env = CPXopenCPLEX (&status);

   /* If an error occurs, the status value indicates the reason for
      failure.  A call to CPXgeterrorstring will produce the text of
      the error message.  Note that CPXopenCPLEX produces no output,
      so the only way to see the cause of the error is to use
      CPXgeterrorstring.  For other CPLEX routines, the errors will
      be seen if the CPX_PARAM_SCRIND indicator is set to CPX_ON.  */

   if ( env == NULL ) {
   char  errmsg[1024];
      fprintf (stderr, "Could not open CPLEX environment.\n");
      CPXgeterrorstring (env, status, errmsg);
      fprintf (stderr, "%s", errmsg);
      goto TERMINATE;
   }

   /* Turn on output to the screen */

   status = CPXsetintparam (env, CPX_PARAM_SCRIND, CPX_ON);
   if ( status ) {
      fprintf (stderr, 
               "Failure to turn on screen indicator, error %d.\n", status);
      goto TERMINATE;
   }

   /* Fill in the data for the problem.  */

   status = setproblemdata (&probname, &numcols, &numrows, &objsen, &obj, 
                            &rhs, &sense, &matbeg, &matcnt, &matind,
                            &matval, &lb, &ub, &qmatbeg, &qmatcnt,
                            &qmatind, &qmatval);
   if ( status ) {
      fprintf (stderr, "Failed to build problem data arrays.\n");
      goto TERMINATE;
   }

   /* Create the problem. */

   lp = CPXcreateprob (env, &status, probname);

   /* A returned pointer of NULL may mean that not enough memory
      was available or there was some other problem.  In the case of 
      failure, an error message will have been written to the error 
      channel from inside CPLEX.  In this example, the setting of
      the parameter CPX_PARAM_SCRIND causes the error message to
      appear on stdout.  */

   if ( lp == NULL ) {
      fprintf (stderr, "Failed to create problem.\n");
      goto TERMINATE;
   }

   /* Now copy the LP part of the problem data into the lp */

   status = CPXcopylp (env, lp, numcols, numrows, objsen, obj, rhs, 
                       sense, matbeg, matcnt, matind, matval,
                       lb, ub, NULL);

   if ( status ) {
      fprintf (stderr, "Failed to copy problem data.\n");
      goto TERMINATE;
   }

   status = CPXcopyquad (env, lp, qmatbeg, qmatcnt, qmatind, qmatval);
   if ( status ) {
      fprintf (stderr, "Failed to copy quadratic matrix.\n");
      goto TERMINATE;
   }

   /* Optimize the problem and obtain solution. */

   status = CPXbaropt (env, lp);
   if ( status ) {
      fprintf (stderr, "Failed to optimize QP.\n");
      goto TERMINATE;
   }

   status = CPXsolution (env, lp, &solstat, &objval, x, pi, slack, dj);
   if ( status ) {
      fprintf (stderr, "Failed to obtain solution.\n");
      goto TERMINATE;
   }


   /* Write the output to the screen. */

   printf ("\nSolution status = %d\n", solstat);
   printf ("Solution value  = %f\n\n", objval);

   /* The size of the problem should be obtained by asking CPLEX what
      the actual size is, rather than using what was passed to CPXcopylp.
      cur_numrows and cur_numcols store the current number of rows and
      columns, respectively.  */

   cur_numrows = CPXgetnumrows (env, lp);
   cur_numcols = CPXgetnumcols (env, lp);
   for (i = 0; i < cur_numrows; i++) {
      printf ("Row %d:  Slack = %10f  Pi = %10f\n", i, slack[i], pi[i]);
   }

   for (j = 0; j < cur_numcols; j++) {
      printf ("Column %d:  Value = %10f  Reduced cost = %10f\n",
              j, x[j], dj[j]);
   }

   /* Finally, write a copy of the problem to a file. */

   status = CPXwriteprob (env, lp, "qpex1.lp", NULL);
   if ( status ) {
      fprintf (stderr, "Failed to write LP to disk.\n");
      goto TERMINATE;
   }
   
TERMINATE:

   /* Free up the problem as allocated by CPXcreateprob, if necessary */

   if ( lp != NULL ) {
      status = CPXfreeprob (env, &lp);
      if ( status ) {
         fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
      }
   }

   /* Free up the CPLEX environment, if necessary */

   if ( env != NULL ) {
      status = CPXcloseCPLEX (&env);

      /* Note that CPXcloseCPLEX produces no output,
         so the only way to see the cause of the error is to use
         CPXgeterrorstring.  For other CPLEX routines, the errors will
         be seen if the CPX_PARAM_SCRIND indicator is set to CPX_ON. */

      if ( status ) {
         char  errmsg[1024];
         fprintf (stderr, "Could not close CPLEX environment.\n");
         CPXgeterrorstring (env, status, errmsg);
         fprintf (stderr, "%s", errmsg);
      }
   }
     
   /* Free up the problem data arrays, if necessary. */

   free_and_null ((char **) &probname);
   free_and_null ((char **) &obj);
   free_and_null ((char **) &rhs);
   free_and_null ((char **) &sense);
   free_and_null ((char **) &matbeg);
   free_and_null ((char **) &matcnt);
   free_and_null ((char **) &matind);
   free_and_null ((char **) &matval);
   free_and_null ((char **) &lb);
   free_and_null ((char **) &ub);
   free_and_null ((char **) &qmatbeg);
   free_and_null ((char **) &qmatcnt);
   free_and_null ((char **) &qmatind);
   free_and_null ((char **) &qmatval);
     
   return (status);

}  /* END main */


/* This function fills in the data structures for the quadratic program:

      Maximize
       obj: x1 + 2 x2 + 3 x3
              - 0.5 ( 33x1*x1 + 22*x2*x2 + 11*x3*x3
                   -  12*x1*x2 - 23*x2*x3 )
      Subject To
       c1: - x1 + x2 + x3 <= 20
       c2: x1 - 3 x2 + x3 <= 30
      Bounds
       0 <= x1 <= 40
      End
 */


#ifndef  CPX_PROTOTYPE_MIN
static int
setproblemdata (char **probname_p, int *numcols_p, int *numrows_p, 
                int *objsen_p, double **obj_p, double **rhs_p, 
                char **sense_p, int **matbeg_p, int **matcnt_p, 
                int **matind_p, double **matval_p, double **lb_p, 
                double **ub_p, int **qmatbeg_p, int **qmatcnt_p, 
                int **qmatind_p, double **qmatval_p)
#else
static int
setproblemdata (probname_p, numcols_p, numrows_p, objsen_p, obj_p, 
                rhs_p, sense_p, matbeg_p, matcnt_p, matind_p, matval_p, 
                lb_p, ub_p, qmatbeg_p, qmatcnt_p, qmatind_p, qmatval_p)
char    **probname_p;
int     *numcols_p;
int     *numrows_p;
int     *objsen_p;
double  **obj_p;
double  **rhs_p;
char    **sense_p;
int     **matbeg_p;
int     **matcnt_p;
int     **matind_p;
double  **matval_p;
double  **lb_p;
double  **ub_p;
int     **qmatbeg_p;
int     **qmatcnt_p;
int     **qmatind_p;
double  **qmatval_p;
#endif
{
   char     *zprobname = NULL;     /* Problem name <= 16 characters */        
   double   *zobj = NULL;
   double   *zrhs = NULL;
   char     *zsense = NULL;
   int      *zmatbeg = NULL;
   int      *zmatcnt = NULL;
   int      *zmatind = NULL;
   double   *zmatval = NULL;
   double   *zlb = NULL;
   double   *zub = NULL;
   int      *zqmatbeg = NULL;
   int      *zqmatcnt = NULL;
   int      *zqmatind = NULL;
   double   *zqmatval = NULL;
   int      status = 0;

   zprobname = (char *) malloc (16 * sizeof(char)); 
   zobj      = (double *) malloc (NUMCOLS * sizeof(double));
   zrhs      = (double *) malloc (NUMROWS * sizeof(double));
   zsense    = (char *) malloc (NUMROWS * sizeof(char)); 
   zmatbeg   = (int *) malloc (NUMCOLS * sizeof(int));   
   zmatcnt   = (int *) malloc (NUMCOLS * sizeof(int));   
   zmatind   = (int *) malloc (NUMNZ * sizeof(int));   
   zmatval   = (double *) malloc (NUMNZ * sizeof(double));
   zlb       = (double *) malloc (NUMCOLS * sizeof(double));
   zub       = (double *) malloc (NUMCOLS * sizeof(double));
   zqmatbeg  = (int *) malloc (NUMCOLS * sizeof(int)); 
   zqmatcnt  = (int *) malloc (NUMCOLS * sizeof(int)); 
   zqmatind  = (int *) malloc (NUMQNZ * sizeof(int)); 
   zqmatval  = (double *) malloc (NUMQNZ * sizeof(double)); 

   if ( zprobname == NULL || zobj     == NULL ||
        zrhs      == NULL || zsense   == NULL ||
        zmatbeg   == NULL || zmatcnt  == NULL ||
        zmatind   == NULL || zmatval  == NULL ||
        zlb       == NULL || zub      == NULL ||
        zqmatbeg  == NULL || zqmatcnt == NULL ||
        zqmatind  == NULL || zqmatval == NULL  )  {
      status = 1;
      goto TERMINATE;
   }

   strcpy (zprobname, "example");

   /* The code is formatted to make a visual correspondence 
      between the mathematical linear program and the specific data
      items.   */

     zobj[0]  = 1.0;   zobj[1]   = 2.0;   zobj[2] = 3.0;

   zmatbeg[0] = 0;     zmatbeg[1] = 2;    zmatbeg[2] = 4;
   zmatcnt[0] = 2;     zmatcnt[1] = 2;    zmatcnt[2] = 2;
      
   zmatind[0] = 0;     zmatind[2] = 0;    zmatind[4] = 0;     zsense[0] = `L';
   zmatval[0] = -1.0;  zmatval[2] = 1.0;  zmatval[4] = 1.0;   zrhs[0]   = 20.0;

   zmatind[1] = 1;     zmatind[3] = 1;    zmatind[5] = 1;     zsense[1] = `L';
   zmatval[1] = 1.0;   zmatval[3] = -3.0; zmatval[5] = 1.0;   zrhs[1]   = 30.0;

       zlb[0] = 0.0;       zlb[1] = 0.0;          zlb[2] = 0.0;
       zub[0] = 40.0;      zub[1] = CPX_INFBOUND; zub[2] = CPX_INFBOUND;

   /* Now set up the Q matrix.  Note that we set the values knowing that
    * we're doing a maximization problem, so negative values go on 
    * the diagonal.  Also, the off diagonal terms are each repeated,
    * by taking the algebraic term and dividing by 2 */

   zqmatbeg[0] = 0;     zqmatbeg[1] = 2;     zqmatbeg[2] = 5;  
   zqmatcnt[0] = 2;     zqmatcnt[1] = 3;     zqmatcnt[2] = 2;

   /* Matrix is set up visually.  Note that the x1*x3 term is 0, and is
    * left out of the matrix.  */

   zqmatind[0] = 0;     zqmatind[2] = 0;     
   zqmatval[0] = -33.0; zqmatval[2] = 6.0;  

   zqmatind[1] = 1;     zqmatind[3] = 1;     zqmatind[5] = 1;
   zqmatval[1] = 6.0;   zqmatval[3] = -22.0; zqmatval[5] = 11.5;

                        zqmatind[4] = 2;     zqmatind[6] = 2;
                        zqmatval[4] = 11.5;  zqmatval[6] = -11.0; 

TERMINATE:

   if ( status ) {
      free_and_null ((char **) &zprobname);
      free_and_null ((char **) &zobj);
      free_and_null ((char **) &zrhs);
      free_and_null ((char **) &zsense);
      free_and_null ((char **) &zmatbeg);
      free_and_null ((char **) &zmatcnt);
      free_and_null ((char **) &zmatind);
      free_and_null ((char **) &zmatval);
      free_and_null ((char **) &zlb);
      free_and_null ((char **) &zub);
      free_and_null ((char **) &zqmatbeg);
      free_and_null ((char **) &zqmatcnt);
      free_and_null ((char **) &zqmatind);
      free_and_null ((char **) &zqmatval);
   }
   else {
      *numcols_p   = NUMCOLS;
      *numrows_p   = NUMROWS;
      *objsen_p    = CPX_MAX;   /* The problem is maximization */
   
      *probname_p  = zprobname;
      *obj_p       = zobj;
      *rhs_p       = zrhs;
      *sense_p     = zsense;
      *matbeg_p    = zmatbeg;
      *matcnt_p    = zmatcnt;
      *matind_p    = zmatind;
      *matval_p    = zmatval;
      *lb_p        = zlb;
      *ub_p        = zub;
      *qmatbeg_p   = zqmatbeg;
      *qmatcnt_p   = zqmatcnt;
      *qmatind_p   = zqmatind;
      *qmatval_p   = zqmatval;
   }
   return (status);

}  /* END setproblemdata */



/* This simple routine frees up the pointer *ptr, and sets *ptr to NULL */

#ifndef  CPX_PROTOTYPE_MIN
static void
free_and_null (char **ptr)
#else
static void
free_and_null (ptr)
char  **ptr;
#endif
{
   if ( *ptr != NULL ) {
      free (*ptr);
      *ptr = NULL;
   }
} /* END free_and_null */