overview of functions provided#

// typedefs

typedef float spc_;
typedef double rpc_;
typedef int ipc_;

// structs

struct bqp_control_type;
struct bqp_inform_type;
struct bqp_time_type;

// function calls

void bqp_initialize(void **data, struct bqp_control_type* control, ipc_ *status);
void bqp_read_specfile(struct bqp_control_type* control, const char specfile[]);

void bqp_import(
    struct bqp_control_type* control,
    void **data,
    ipc_ *status,
    ipc_ n,
    const char H_type[],
    ipc_ ne,
    const ipc_ H_row[],
    const ipc_ H_col[],
    const ipc_ H_ptr[]
);

void bqp_import_without_h(
    struct bqp_control_type* control,
    void **data,
    ipc_ *status,
    ipc_ n
);

void bqp_reset_control(
    struct bqp_control_type* control,
    void **data,
    ipc_ *status
);

void bqp_solve_given_h(
    void **data,
    ipc_ *status,
    ipc_ n,
    ipc_ h_ne,
    const rpc_ H_val[],
    const rpc_ g[],
    const rpc_ f,
    const rpc_ x_l[],
    const rpc_ x_u[],
    rpc_ x[],
    rpc_ z[],
    ipc_ x_stat[]
);

void bqp_solve_reverse_h_prod(
    void **data,
    ipc_ *status,
    ipc_ n,
    const rpc_ g[],
    const rpc_ f,
    const rpc_ x_l[],
    const rpc_ x_u[],
    rpc_ x[],
    rpc_ z[],
    ipc_ x_stat[],
    rpc_ v[],
    const rpc_ prod[],
    ipc_ nz_v[],
    ipc_ *nz_v_start,
    ipc_ *nz_v_end,
    const ipc_ nz_prod[],
    ipc_ nz_prod_end
);

void bqp_information(void **data, struct bqp_inform_type* inform, ipc_ *status);

void bqp_terminate(
    void **data,
    struct bqp_control_type* control,
    struct bqp_inform_type* inform
);

typedefs#

typedef float spc_

spc_ is real single precision

typedef double rpc_

rpc_ is the real working precision used, but may be changed to float by defining the preprocessor variable SINGLE.

typedef int ipc_

ipc_ is the default integer word length used, but may be changed to int64_t by defining the preprocessor variable INTEGER_64.

function calls#

void bqp_initialize(void **data, struct bqp_control_type* control, ipc_ *status)

Set default control values and initialize private data

Parameters:

data

holds private internal data

control

is a struct containing control information (see bqp_control_type)

status

is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are (currently):

0
The initialization was successful.

void bqp_read_specfile(struct bqp_control_type* control, const char specfile[])

Read the content of a specification file, and assign values associated with given keywords to the corresponding control parameters. An in-depth discussion of specification files is available, and a detailed list of keywords with associated default values is provided in $GALAHAD/src/bqp/BQP.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/bqp.pdf for a list of how these keywords relate to the components of the control structure.

Parameters:

control	is a struct containing control information (see bqp_control_type)
specfile	is a character string containing the name of the specification file

void bqp_import(
    struct bqp_control_type* control,
    void **data,
    ipc_ *status,
    ipc_ n,
    const char H_type[],
    ipc_ ne,
    const ipc_ H_row[],
    const ipc_ H_col[],
    const ipc_ H_ptr[]
)

Import problem data into internal storage prior to solution.

Parameters:

control	is a struct whose members provide control paramters for the remaining prcedures (see bqp_control_type)
data	holds private internal data
status	is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are: 1 The import was successful, and the package is ready for the solve phase -1 An allocation error occurred. A message indicating the offending array is written on unit control.error, and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -2 A deallocation error occurred. A message indicating the offending array is written on unit control.error and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -3 The restriction n > 0 or requirement that type contains its relevant string ‘dense’, ‘coordinate’, ‘sparse_by_rows’ or ‘diagonal’ has been violated.
n	is a scalar variable of type ipc_, that holds the number of variables.
H_type	is a one-dimensional array of type char that specifies the symmetric storage scheme used for the Hessian. It should be one of ‘coordinate’, ‘sparse_by_rows’, ‘dense’, ‘diagonal’ or ‘absent’, the latter if access to the Hessian is via matrix-vector products; lower or upper case variants are allowed.
ne	is a scalar variable of type ipc_, that holds the number of entries in the lower triangular part of H in the sparse co-ordinate storage scheme. It need not be set for any of the other three schemes.
H_row	is a one-dimensional array of size ne and type ipc_, that holds the row indices of the lower triangular part of H in the sparse co-ordinate storage scheme. It need not be set for any of the other three schemes, and in this case can be NULL
H_col	is a one-dimensional array of size ne and type ipc_, that holds the column indices of the lower triangular part of H in either the sparse co-ordinate, or the sparse row-wise storage scheme. It need not be set when the dense or diagonal storage schemes are used, and in this case can be NULL
H_ptr	is a one-dimensional array of size n+1 and type ipc_, that holds the starting position of each row of the lower triangular part of H, as well as the total number of entries, in the sparse row-wise storage scheme. It need not be set when the other schemes are used, and in this case can be NULL

void bqp_import_without_h(
    struct bqp_control_type* control,
    void **data,
    ipc_ *status,
    ipc_ n
)

Import problem data into internal storage prior to solution.

Parameters:

control	is a struct whose members provide control paramters for the remaining prcedures (see bqp_control_type)
data	holds private internal data
status	is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are: 1 The import was successful, and the package is ready for the solve phase -1 An allocation error occurred. A message indicating the offending array is written on unit control.error, and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -2 A deallocation error occurred. A message indicating the offending array is written on unit control.error and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -3. The restriction n > 0 has been violated.
n	is a scalar variable of type ipc_, that holds the number of variables.

void bqp_reset_control(
    struct bqp_control_type* control,
    void **data,
    ipc_ *status
)

Reset control parameters after import if required.

Parameters:

control

is a struct whose members provide control paramters for the remaining prcedures (see bqp_control_type)

data

holds private internal data

status

is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are:

1
The import was successful, and the package is ready for the solve phase

void bqp_solve_given_h(
    void **data,
    ipc_ *status,
    ipc_ n,
    ipc_ h_ne,
    const rpc_ H_val[],
    const rpc_ g[],
    const rpc_ f,
    const rpc_ x_l[],
    const rpc_ x_u[],
    rpc_ x[],
    rpc_ z[],
    ipc_ x_stat[]
)

Solve the bound-constrained quadratic program when the Hessian $H$ is available.

Parameters:

data	holds private internal data
status	is a scalar variable of type ipc_, that gives the entry and exit status from the package. On initial entry, status must be set to 1. Possible exit values are: 0 The run was successful. -1 An allocation error occurred. A message indicating the offending array is written on unit control.error, and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -2 A deallocation error occurred. A message indicating the offending array is written on unit control.error and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -3 The restriction n > 0 or requirement that a type contains its relevant string ‘dense’, ‘coordinate’, ‘sparse_by_rows’ or ‘diagonal’ has been violated. -4 The simple-bound constraints are inconsistent. -9 The analysis phase of the factorization failed; the return status from the factorization package is given in the component inform.factor_status -10 The factorization failed; the return status from the factorization package is given in the component inform.factor_status. -11 The solution of a set of linear equations using factors from the factorization package failed; the return status from the factorization package is given in the component inform.factor_status. -16 The problem is so ill-conditioned that further progress is impossible. -17 The step is too small to make further impact. -18 Too many iterations have been performed. This may happen if control.maxit is too small, but may also be symptomatic of a badly scaled problem. -19 The CPU time limit has been reached. This may happen if control.cpu_time_limit is too small, but may also be symptomatic of a badly scaled problem. -20 The Hessian matrix $H$ appears to be indefinite. specified. -23 An entry from the strict upper triangle of $H$ has been
n	is a scalar variable of type ipc_, that holds the number of variables
h_ne	is a scalar variable of type ipc_, that holds the number of entries in the lower triangular part of the Hessian matrix $H$.
H_val	is a one-dimensional array of size h_ne and type rpc_, that holds the values of the entries of the lower triangular part of the Hessian matrix $H$ in any of the available storage schemes.
g	is a one-dimensional array of size n and type rpc_, that holds the linear term $g$ of the objective function. The j-th component of g, j = 0, … , n-1, contains $g_j$.
f	is a scalar of type rpc_, that holds the constant term $f$ of the objective function.
x_l	is a one-dimensional array of size n and type rpc_, that holds the lower bounds $x^l$ on the variables $x$. The j-th component of x_l, j = 0, … , n-1, contains $x^l_j$.
x_u	is a one-dimensional array of size n and type rpc_, that holds the upper bounds $x^l$ on the variables $x$. The j-th component of x_u, j = 0, … , n-1, contains $x^l_j$.
x	is a one-dimensional array of size n and type rpc_, that holds the values $x$ of the optimization variables. The j-th component of x, j = 0, … , n-1, contains $x_j$.
z	is a one-dimensional array of size n and type rpc_, that holds the values $z$ of the dual variables. The j-th component of z, j = 0, … , n-1, contains $z_j$.
x_stat	is a one-dimensional array of size n and type ipc_, that gives the optimal status of the problem variables. If x_stat(j) is negative, the variable $x_j$ most likely lies on its lower bound, if it is positive, it lies on its upper bound, and if it is zero, it lies between its bounds.

void bqp_solve_reverse_h_prod(
    void **data,
    ipc_ *status,
    ipc_ n,
    const rpc_ g[],
    const rpc_ f,
    const rpc_ x_l[],
    const rpc_ x_u[],
    rpc_ x[],
    rpc_ z[],
    ipc_ x_stat[],
    rpc_ v[],
    const rpc_ prod[],
    ipc_ nz_v[],
    ipc_ *nz_v_start,
    ipc_ *nz_v_end,
    const ipc_ nz_prod[],
    ipc_ nz_prod_end
)

Solve the bound-constrained quadratic program when the products of the Hessian $H$ with specified vectors may be computed by the calling program.

Parameters:

data	holds private internal data
status	is a scalar variable of type ipc_, that gives the entry and exit status from the package. Possible exit values are: The run was successful. -1 An allocation error occurred. A message indicating the offending array is written on unit control.error, and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -2 A deallocation error occurred. A message indicating the offending array is written on unit control.error and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -3 The restriction n > 0 or requirement that a type contains its relevant string ‘dense’, ‘coordinate’, ‘sparse_by_rows’ or ‘diagonal’ has been violated. -4 The simple-bound constraints are inconsistent. -9 The analysis phase of the factorization failed; the return status from the factorization package is given in the component inform.factor_status -10 The factorization failed; the return status from the factorization package is given in the component inform.factor_status. -11 The solution of a set of linear equations using factors from the factorization package failed; the return status from the factorization package is given in the component inform.factor_status. -16 The problem is so ill-conditioned that further progress is impossible. -17 The step is too small to make further impact. -18 Too many iterations have been performed. This may happen if control.maxit is too small, but may also be symptomatic of a badly scaled problem. -19 The CPU time limit has been reached. This may happen if control.cpu_time_limit is too small, but may also be symptomatic of a badly scaled problem. -20 The Hessian matrix $H$ appears to be indefinite. specified. -23 An entry from the strict upper triangle of $H$ has been specified. 2 The product $Hv$ of the Hessian $H$ with a given output vector $v$ is required from the user. The vector $v$ will be stored in v and the product $Hv$ must be returned in prod, and bqp_solve_reverse_h_prod re-entered with all other arguments unchanged. 3 The product $Hv$ of the Hessian H with a given output vector $v$ is required from the user. Only components nz_v[nz_v_start-1:nz_v_end-1] of the vector $v$ stored in v are nonzero. The resulting product $Hv$ must be placed in prod, and bqp_solve_reverse_h_prod re-entered with all other arguments unchanged. 4 The product $Hv$ of the Hessian H with a given output vector $v$ is required from the user. Only components nz_v[nz_v_start-1:nz_v_end-1] of the vector $v$ stored in v are nonzero. The resulting nonzeros in the product $Hv$ must be placed in their appropriate comnponents of prod, while a list of indices of the nonzeros placed in nz_prod[0 : nz_prod_end-1]. bqp_solve_reverse_h_prod should then be re-entered with all other arguments unchanged. Typically v will be very sparse (i.e., nz_p_end-nz_p_start will be small).
n	is a scalar variable of type ipc_, that holds the number of variables
g	is a one-dimensional array of size n and type rpc_, that holds the linear term $g$ of the objective function. The j-th component of g, j = 0, … , n-1, contains $g_j$.
f	is a scalar of type rpc_, that holds the constant term $f$ of the objective function.
x_l	is a one-dimensional array of size n and type rpc_, that holds the lower bounds $x^l$ on the variables $x$. The j-th component of x_l, j = 0, … , n-1, contains $x^l_j$.
x_u	is a one-dimensional array of size n and type rpc_, that holds the upper bounds $x^l$ on the variables $x$. The j-th component of x_u, j = 0, … , n-1, contains $x^l_j$.
x	is a one-dimensional array of size n and type rpc_, that holds the values $x$ of the optimization variables. The j-th component of x, j = 0, … , n-1, contains $x_j$.
z	is a one-dimensional array of size n and type rpc_, that holds the values $z$ of the dual variables. The j-th component of z, j = 0, … , n-1, contains $z_j$.
x_stat	is a one-dimensional array of size n and type ipc_, that gives the optimal status of the problem variables. If x_stat(j) is negative, the variable $x_j$ most likely lies on its lower bound, if it is positive, it lies on its upper bound, and if it is zero, it lies between its bounds.
v	is a one-dimensional array of size n and type rpc_, that is used for reverse communication (see status=2-4 above for details)
prod	is a one-dimensional array of size n and type rpc_, that is used for reverse communication (see status=2-4 above for details)
nz_v	is a one-dimensional array of size n and type ipc_, that is used for reverse communication (see status=3-4 above for details)
nz_v_start	is a scalar of type ipc_, that is used for reverse communication (see status=3-4 above for details)
nz_v_end	is a scalar of type ipc_, that is used for reverse communication (see status=3-4 above for details)
nz_prod	is a one-dimensional array of size n and type ipc_, that is used for reverse communication (see status=4 above for details)
nz_prod_end	is a scalar of type ipc_, that is used for reverse communication (see status=4 above for details)

void bqp_information(void **data, struct bqp_inform_type* inform, ipc_ *status)

Provides output information

Parameters:

data

holds private internal data

inform

is a struct containing output information (see bqp_inform_type)

status

is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are (currently):

0
The values were recorded successfully

void bqp_terminate(
    void **data,
    struct bqp_control_type* control,
    struct bqp_inform_type* inform
)

Deallocate all internal private storage

Parameters:

data	holds private internal data
control	is a struct containing control information (see bqp_control_type)
inform	is a struct containing output information (see bqp_inform_type)

data	holds private internal data
status	is a scalar variable of type ipc_, that gives the entry and exit status from the package. On initial entry, status must be set to 1. Possible exit values are: 0 The run was successful. -1 An allocation error occurred. A message indicating the offending array is written on unit control.error, and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -2 A deallocation error occurred. A message indicating the offending array is written on unit control.error and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -3 The restriction n > 0 or requirement that a type contains its relevant string ‘dense’, ‘coordinate’, ‘sparse_by_rows’ or ‘diagonal’ has been violated. -4 The simple-bound constraints are inconsistent. -9 The analysis phase of the factorization failed; the return status from the factorization package is given in the component inform.factor_status -10 The factorization failed; the return status from the factorization package is given in the component inform.factor_status. -11 The solution of a set of linear equations using factors from the factorization package failed; the return status from the factorization package is given in the component inform.factor_status. -16 The problem is so ill-conditioned that further progress is impossible. -17 The step is too small to make further impact. -18 Too many iterations have been performed. This may happen if control.maxit is too small, but may also be symptomatic of a badly scaled problem. -19 The CPU time limit has been reached. This may happen if control.cpu_time_limit is too small, but may also be symptomatic of a badly scaled problem. -20 The Hessian matrix \(H\) appears to be indefinite. specified. -23 An entry from the strict upper triangle of \(H\) has been
n	is a scalar variable of type ipc_, that holds the number of variables
h_ne	is a scalar variable of type ipc_, that holds the number of entries in the lower triangular part of the Hessian matrix \(H\).
H_val	is a one-dimensional array of size h_ne and type rpc_, that holds the values of the entries of the lower triangular part of the Hessian matrix \(H\) in any of the available storage schemes.
g	is a one-dimensional array of size n and type rpc_, that holds the linear term \(g\) of the objective function. The j-th component of g, j = 0, … , n-1, contains \(g_j\).
f	is a scalar of type rpc_, that holds the constant term \(f\) of the objective function.
x_l	is a one-dimensional array of size n and type rpc_, that holds the lower bounds \(x^l\) on the variables \(x\). The j-th component of x_l, j = 0, … , n-1, contains \(x^l_j\).
x_u	is a one-dimensional array of size n and type rpc_, that holds the upper bounds \(x^l\) on the variables \(x\). The j-th component of x_u, j = 0, … , n-1, contains \(x^l_j\).
x	is a one-dimensional array of size n and type rpc_, that holds the values \(x\) of the optimization variables. The j-th component of x, j = 0, … , n-1, contains \(x_j\).
z	is a one-dimensional array of size n and type rpc_, that holds the values \(z\) of the dual variables. The j-th component of z, j = 0, … , n-1, contains \(z_j\).
x_stat	is a one-dimensional array of size n and type ipc_, that gives the optimal status of the problem variables. If x_stat(j) is negative, the variable \(x_j\) most likely lies on its lower bound, if it is positive, it lies on its upper bound, and if it is zero, it lies between its bounds.