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 REAL_32
or (if supported) to
__real128
using the variable REAL_128
.
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 and structure names#
The function and structure names described below are appropriate for the
default real working precision (double
) and integer word length
(int32_t
). To use the functions and structures with different precisions
and integer word lengths, an additional suffix must be added to their names
(and the arguments set accordingly). The appropriate suffices are:
_s
for single precision (float
) reals and
standard 32-bit (int32_t
) integers;
_q
for quadruple precision (__real128
) reals (if supported) and
standard 32-bit (int32_t
) integers;
_64
for standard precision (double
) reals and
64-bit (int64_t
) integers;
_s_64
for single precision (float
) reals and
64-bit (int64_t
) integers; and
_q_64
for quadruple precision (__real128
) reals (if supported) and
64-bit (int64_t
) integers.
Thus a call to bqp_initialize
below will instead be
void bqp_initialize_s_64(void **data, struct bqp_control_type_s_64* control, int64_t *status)
if single precision (float
) reals and 64-bit (int64_t
) integers are
required. Thus it is possible to call functions for this package
with more that one precision and/or integer word length at same time. An
example is provided for the package expo
,
and the obvious modifications apply equally here.
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):
|
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:
|
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:
|
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:
|
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:
|
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 \(x^u\) on the variables \(x\). The j-th component of x_u, j = 0, … , n-1, contains \(x^u_j\). |
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:
|
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):
|
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) |