using cplex_miqp from MATPOWER with MATLAB

Hello, I have a MATLAB code that calls this function,

[v, fval, exitflag, output] = cplexmiqp(H, f, G, h, [], [], [], [], [], [], [], ctype );

Would anybody tell me if this is possibly the function being called, from MATPOWER miqps_cplex and what does ctype mean? to this one

function [x, f, eflag, output, lambda] = miqps_cplex(H, c, A, l, u, xmin, xmax, x0, vtype, opt)

from here: https://matpower.org/docs/ref/matpower6.0/miqps_cplex.html

Answer 1

[Saarthak Gupta]

Hi Giovanni,

I understand that you wish to grasp the correspondence between the functions “cplexmiqp” and “miqps_cplex”, and the purpose of the "ctype" parameter.

“cplexmiqp” and “miqps_cplex” are mixed integer quadratic program solvers belonging to the IBM ILOG CPLEX library and the MATPOWER library respectively. The "miqps_cplex" function acts as a wrapper that conforms to MATPOWER's standard format and is designed to utilize either CPLEXQP or CPLEXLP for problem-solving.

The call to “cplexmiqp” in your program corresponds to the following function signature:

cplexmiqp(H,f,Aineq,bineq,Aeq,beq,sostype,sosind,soswt,lb,ub,ctype)

And the call to “miqps_cplex” corresponds to the following function signature:

miqps_cplex(H, c, A, l, u, xmin, xmax, x0, vtype, opt)

Despite the differences in their signatures, both functions aim to fulfil the same role, adhering to the standards set by their respective libraries.

According to the documentation, the "ctype" parameter in "cplexmiqp" (referred to as "vtype" in "miqps_cplex") indicates whether x(j) should be binary, general integer, continuous, semi-continuous or semi-integer.

Please refer to the following documentations for further reference:

CPLEXMIQP: https://www.ibm.com/docs/en/icos/12.10.0?topic=functions-cplexmiqp

MIQPS_CPLEX: https://matpower.org/docs/ref/matpower6.0/miqps_cplex.html

Hope this helps!

Best Regards,

Saarthak