merge dev/qcqp to master

.gitignore

@@ -13,3 +13,4 @@ build/*
 build_merge/*
 extra/glpk*
 cplex.log
+.DS_Store

CMakeLists.txt

@@ -57,11 +57,11 @@ if (NOT ${CPLEX_LIB_DIR} STREQUAL "")
 endif()
 
 if(NOT ${GUROBI_LIB_DIR} STREQUAL "")
-	find_library(GUROBILIB NAMES gurobi90 PATHS ${GUROBI_LIB_DIR})
+	find_library(GUROBILIB NAMES gurobi91 PATHS ${GUROBI_LIB_DIR})
 	if(GUROBILIB)
 		message(STATUS "Found ${GUROBILIB}")
 	else()
-		message(FATAL_ERROR "Could NOT find libgurobi90: DSP only supports version 9 or later.")
+		message(FATAL_ERROR "Could NOT find libgurobi91: DSP only supports version 9 or later.")
 	endif()
 endif()
 

examples/dro/drfarmer.cor

@@ -0,0 +1,30 @@
+*23456789 123456789 123456789 123456789 123456789 123456789
+NAME          FARMER   
+ROWS
+ N  OBJROW
+ L  cons0
+ G  cons1
+ G  cons2
+ L  cons3
+COLUMNS
+    x0        OBJROW     150            cons0      1          
+    x0        cons1      3                     
+    x1        OBJROW     230            cons0      1
+    x1        cons2      3.6 
+    x2        OBJROW     260            cons0      1
+    x2        cons3     -24
+    x3        OBJROW     238            cons1      1     
+    x4        OBJROW     210            cons2      1           
+    x5        OBJROW    -170            cons1     -1        
+    x6        OBJROW    -150            cons2     -1        
+    x7        OBJROW    -36             cons3      1          
+    x8        OBJROW    -10             cons3      1          
+RHS
+    RHS1      cons0      500.5          cons1      200       
+    RHS1      cons2      240       
+BOUNDS
+ UI BOUND     x0         1e+30
+ UI BOUND     x1         1e+30
+ UI BOUND     x2         1e+30
+ UP BOUND     x7         6000       
+ENDATA

examples/dro/drfarmer.sto

@@ -0,0 +1,16 @@
+*23456789 123456789 123456789 123456789 123456789 123456789
+STOCH         FARMER
+SCENARIOS
+ SC SCEN01    ROOT            0.5   PERIOD2          
+    x0        cons1           3                    
+    x1        cons2           3.6                   
+    x2        cons3          -24 
+ SC SCEN02    ROOT            0.5   PERIOD2          
+    x0        cons1           2.5                    
+    x1        cons2           3                   
+    x2        cons3          -20 
+ SC SCEN03    ROOT            0   PERIOD2          
+    x0        cons1           2                    
+    x1        cons2           2.4                   
+    x2        cons3          -16.  
+ENDATA

examples/dro/drfarmer.tim

@@ -0,0 +1,6 @@
+*23456789 123456789 123456789 123456789 123456789 123456789
+TIME          FARMER
+PERIODS       IMPLICIT
+    x0        OBJROW                   PERIOD1
+    x3        cons1                    PERIOD2	
+ENDATA

examples/quad/drfarmer.cor

@@ -0,0 +1,9 @@
+NAME	FARMER
+ROWS
+ L QC0
+COLUMNS
+RHS
+   RHS      QC0      1600
+QCMATRIX   QC0
+   x5 x5 1
+ENDATA

examples/quad/drfarmer.sto

@@ -0,0 +1,9 @@
+STOCH         FARMER
+SCENARIOS
+SC SCEN01    ROOT            0.5   PERIOD2          
+   x5   x5 QC0   1
+SC SCEN02    ROOT            0.5   PERIOD2          
+   x5   x5 QC0   1
+SC SCEN03    ROOT            0.0   PERIOD2          
+   x5   x5 QC0   1
+ENDATA

examples/quad/drfarmer.tim

@@ -0,0 +1,6 @@
+*23456789 123456789 123456789 123456789 123456789 123456789
+TIME          FARMER
+PERIODS       IMPLICIT
+    QC0                      PERIOD1
+    QC0                      PERIOD2	
+ENDATA

examples/quad/farmer4.cor

@@ -6,14 +6,14 @@ ROWS
 COLUMNS
 RHS
    RHS      QC0      1600
-   RHS      QC1      3600
+   RHS      QC1      6400
    RHS      QC2      1600
 QCMATRIX   QC0
-   x1 x1 1
-   x5 x5 2
-QCMATRIX   QC1
    x1 x1 2
    x2 x2 1
+QCMATRIX   QC1
+   x1 x1 1
+   x5 x5 2
 QCMATRIX   QC2
    x5 x5 1
 ENDATA

examples/quad/farmer4.tim

@@ -2,5 +2,5 @@
 TIME          FARMER
 PERIODS       IMPLICIT
     QC0                      PERIOD1
-    QC2                      PERIOD2	
+    QC1                      PERIOD2	
 ENDATA

src/DspCInterface.cpp

@@ -136,9 +136,9 @@ int readDro(DspApiEnv * env, const char * dro)
 }
 
 /** read quad files */
-int readQuad(DspApiEnv * env, const char * smps, const char * quad)
+int readQuad(DspApiEnv * env, const char * smps, const char * quad, bool chg_to_socp)
 {
-	return getTssModel(env)->readQuad(smps, quad);
+	return getTssModel(env)->readQuad(smps, quad, chg_to_socp);
 }
 
 /** load first-stage problem */

src/DspCInterface.h

@@ -63,7 +63,7 @@ int readSmps(DspApiEnv * env, const char * smps);
 int readDro(DspApiEnv * env, const char * dro);
 
 /** read quad files */
-int readQuad(DspApiEnv * env, const char * smps, const char * quad);
+int readQuad(DspApiEnv * env, const char * smps, const char * quad, bool chg_to_socp = true);
 
 /** load first-stage problem */
 void loadFirstStage(