Originally posted by: JohanLöfberg
The data sent by YALMIP to CPLEX can be extracted if you use set the option 'savedebug' to 1 in sdpsettings. The data will then be saved in a struct in a file called cplexdebug.mat in your current directory
The data can then be extracted
H = model.H;
f = model.f;
Aineq = model.Aineq;
bineq = model.bineq;
Aeq = model.Aeq;
beq = model.beq;
lb = model.lb;
ub = model.ub;
x0 = model.x0;
options.cplex = model.options;
options.verbose = model.verbose;
integer_variables = model.integer_variables;
binary_variables = model.binary_variables;
semicont_variables = model.semicont_variables;
ctype = model.ctype;
K = model.K;
and you can make a call to cplex (depending on LP or QP and whether you have integer variables or not, YALMIP would make some of these calls
[x,fval,exitflag,output,lambda] = cplexlp(f,Aineq,bineq,Aeq,beq,lb,ub,x0,options.cplex);
[x,fval,exitflag,output,lambda] = cplexqp(H,f,Aineq,bineq,Aeq,beq,lb,ub,x0,options.cplex);
[x,fval,exitflag,output] = cplexmilp(f,Aineq,bineq,Aeq,beq,K.sos.type,K.sos.variables,K.sos.weight,lb,ub,ctype',x0,options.cplex);
[x,fval,exitflag,output] = cplexmiqp(H,f,Aineq,bineq,Aeq,beq,K.sos.type,K.sos.variables,K.sos.weight,lb,ub,ctype',x0,options.cplex);
#CPLEXOptimizers#DecisionOptimization