BPMPD_MEX

A Matlab MEX Interface for the BPMPD Interior Point Solver

by Carlos E. Murillo-Sánchez

BPMPD_MEX is a Matlab MEX interface to BPMPD, an interior point solver for quadratic programming developed by Csaba Mészáros at the MTA SZTAKI, Computer and Automation Research Institute, Hungarian Academy of Sciences, Budapest, Hungary.

This MEX interface for BPMPD has been coded by Carlos E. Murillo-Sánchez, while he was at Cornell University. It does not provide all of the functionality of BPMPD, however. In particular, note that the stand-alone BPMPD program is designed to read and write results and data from MPS and QPS format files, but the MEX interface implementation does not allow reading data from these files into Matlab.

The current version of the MEX interface is based on version 2.21 of the BPMPD solver.

Installation

If you are using a pre-compiled MEX file supplied for HPUX, Linux, Mac OS X, Solaris or Windows:

1. Unzip the downloaded file.
2. Place the *.m and bp.dll or bp.mex* files in a location on your Matlab path.

If you are compiling the interface:

1. Unzip the downloaded file.
2. Copy the 3 files in the src directory to the BPMPD source directory.
3. Edit the makefile to select the choices appropriate for your platform.
4. Type: make
5. Run Matlab and try to execute the script called test5.m.
6. If all is well, place the MEX file along with the *.m files in a location on your Matlab path.

If you do compile the interface for a platform other than the ones for which we provide pre-compiled versions, please let us know.

Notes

• For help on the calling syntax, type: help bp.
• For help on the options, type: help bpopt.
• The file test5.m assumes that you have lp.m from the Optimization Toolbox Version 1.x/2.x.
• The sign convention for the multipliers is different in BPMPD than in Matlab's Optimization Toolbox.
• In writing the interface, I assumed that the fortran compiler being used supports the %VAL() construct. See the fortran section of the matlab external interface guide for more details. If your compiler does not support this construct, then you will have to modify bpg.f so that all input arguments are copied to local versions using the subroutines mxCopyPtrToReal8 and mxCopyReal8ToPtr. You may have to modify the dynamic allocation of memory as well and make it static.
• The dynamic allocation is very conservative, and hopefully you will never find a problem where the needed memory was underestimated. If you do, then you have to recompile the MEX interface after setting the variable L in bpg.f to something larger, perhaps 20 or 30. On the other hand, if memory is a problem in your system you may want to decrease it to, say L=10 and see what happens. (Note: repeated calling of subroutine bp() with increasing values of L whenever bp() returns a not-enough-memory error should have been introduced by now; I have put it on hold because the default value of L has always worked for me). The default value of L used for the pre-compiled versions is 15.
• The interface assumes that the quadratic objective matrix is symmetric, and passes only the lower triangular part of the input matrix to BPMPD. Thus, using Q or tril(Q) as data for BPMPD has the same effect.
• The provided MEX file seems to work fine under versions 4.2c through 7.x of Matlab, though we haven't tested every version on every platform.
• If you want to change some of the default parameters in the options vector, you will probably need to obtain BPMPD from Csaba Mészáros in order to have access to the complete documentation. There are 80 parameters that can be set by the user.

File List

Support

General questions about BPMPD should be addressed to Csaba Mészáros.

Questions specific to the MEX interface should be addressed to Carlos E. Murillo-Sánchez via the MATPOWER mailing list.

MATPOWER is a power system simulation package which can take advantage of BPMPD_MEX.

Known Issues

It appears that there may be a bug in version 2.21 of the BPMPD solver in the presolve option which aggregates to eliminate free variables. This option was turned on by default in version 2.21 of the MEX interface. The effect of the bug is to sometimes give incorrect (infeasible) solutions to DC OPF problems in MATPOWER. This is the only context in which we have observed this bug in the course of several years of using BPMPD_MEX.

Turning off this presolve option, by unsetting the 9th bit of bpopt(64), appears to eliminate the problem of incorrect DC OPF solutions. Version 2.21.1 of this MEX interface now has this option turned off by default and so should not exhibit the problem.

In addition, version 3.0b4 and later of MATPOWER provides a workaround to this bug by including a feasibility check following the call to bp() in the wrapper functions mp_qp() and mp_lp(). If bp() has returned an infeasible solution, it attempts to solve the problem using the appropriate solver from the Optimization Toolbox (quadprog, linprog, qp or lp) instead.

While we have never encountered the bug in the context of sqppf() in the MINOPF solver, version 3.0b4 of the MINOPF package eliminates direct calls to bp() and instead uses the wrapper function mp_qp() with its post-solution feasibility check.

It is strongly recommended that you upgrade to BPMPD_MEX 2.21.1 or later, MATPOWER 3.0b4 or later, and MINOPF 3.0b4 or later, especially if you use MATPOWER with BPMPD for solving DC optimal power flow problems.

Build Environment

Frequently Asked Questions

Q: Why am I getting the following error when running on Windows?
Invalid MEX-file 'C:\bpmpdmex2.21.1_w32\bp.mexw32': This application has failed to start because the application configuration is incorrect. Reinstalling the application may fix this problem.

A: You need to install the latest Microsoft Visual C++ 2005 Redistributable, available from:
http://www.microsoft.com/downloads/details.aspx?displaylang=en&FamilyID=200b2fd9-ae1a-4a14-984d-389c36f85647