overview of functions provided#
// typedefs typedef float spc_; typedef double rpc_; typedef int ipc_; // structs struct dqp_control_type; struct dqp_inform_type; struct dqp_time_type; // function calls void dqp_initialize(void **data, struct dqp_control_type* control, ipc_ *status); void dqp_read_specfile(struct dqp_control_type* control, const char specfile[]); void dqp_import( struct dqp_control_type* control, void **data, ipc_ *status, ipc_ n, ipc_ m, const char H_type[], ipc_ H_ne, const ipc_ H_row[], const ipc_ H_col[], const ipc_ H_ptr[], const char A_type[], ipc_ A_ne, const ipc_ A_row[], const ipc_ A_col[], const ipc_ A_ptr[] ); void dqp_reset_control( struct dqp_control_type* control, void **data, ipc_ *status ); void dqp_solve_qp( void **data, ipc_ *status, ipc_ n, ipc_ m, ipc_ h_ne, const rpc_ H_val[], const rpc_ g[], const rpc_ f, ipc_ a_ne, const rpc_ A_val[], const rpc_ c_l[], const rpc_ c_u[], const rpc_ x_l[], const rpc_ x_u[], rpc_ x[], rpc_ c[], rpc_ y[], rpc_ z[], ipc_ x_stat[], ipc_ c_stat[] ); void dqp_solve_sldqp( void **data, ipc_ *status, ipc_ n, ipc_ m, const rpc_ w[], const rpc_ x0[], const rpc_ g[], const rpc_ f, ipc_ a_ne, const rpc_ A_val[], const rpc_ c_l[], const rpc_ c_u[], const rpc_ x_l[], const rpc_ x_u[], rpc_ x[], rpc_ c[], rpc_ y[], rpc_ z[], ipc_ x_stat[], ipc_ c_stat[] ); void dqp_information(void **data, struct dqp_inform_type* inform, ipc_ *status); void dqp_terminate( void **data, struct dqp_control_type* control, struct dqp_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 calls#
void dqp_initialize(void **data, struct dqp_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 dqp_control_type) |
status |
is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are (currently):
|
void dqp_read_specfile(struct dqp_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/dqp/DQP.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/dqp.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 dqp_control_type) |
specfile |
is a character string containing the name of the specification file |
void dqp_import( struct dqp_control_type* control, void **data, ipc_ *status, ipc_ n, ipc_ m, const char H_type[], ipc_ H_ne, const ipc_ H_row[], const ipc_ H_col[], const ipc_ H_ptr[], const char A_type[], ipc_ A_ne, const ipc_ A_row[], const ipc_ A_col[], const ipc_ A_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 dqp_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. |
m |
is a scalar variable of type ipc_, that holds the number of general linear constraints. |
H_type |
is a one-dimensional array of type char that specifies the symmetric storage scheme used for the Hessian, \(H\). It should be one of ‘coordinate’, ‘sparse_by_rows’, ‘dense’, ‘diagonal’, ‘scaled_identity’, or ‘identity’; lower or upper case variants are allowed. |
H_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 schemes. |
H_row |
is a one-dimensional array of size H_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 H_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, diagonal or (scaled) identity 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. |
A_type |
is a one-dimensional array of type char that specifies the unsymmetric storage scheme used for the constraint Jacobian, \(A\). It should be one of ‘coordinate’, ‘sparse_by_rows’ or ‘dense; lower or upper case variants are allowed. |
A_ne |
is a scalar variable of type ipc_, that holds the number of entries in \(A\) in the sparse co-ordinate storage scheme. It need not be set for any of the other schemes. |
A_row |
is a one-dimensional array of size A_ne and type ipc_, that holds the row indices of \(A\) in the sparse co-ordinate storage scheme. It need not be set for any of the other schemes, and in this case can be NULL. |
A_col |
is a one-dimensional array of size A_ne and type ipc_, that holds the column indices of \(A\) 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. |
A_ptr |
is a one-dimensional array of size n+1 and type ipc_, that holds the starting position of each row of \(A\), 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 dqp_reset_control( struct dqp_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 dqp_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 dqp_solve_qp( void **data, ipc_ *status, ipc_ n, ipc_ m, ipc_ h_ne, const rpc_ H_val[], const rpc_ g[], const rpc_ f, ipc_ a_ne, const rpc_ A_val[], const rpc_ c_l[], const rpc_ c_u[], const rpc_ x_l[], const rpc_ x_u[], rpc_ x[], rpc_ c[], rpc_ y[], rpc_ z[], ipc_ x_stat[], ipc_ c_stat[] )
Solve the 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. Possible exit values are:
|
n |
is a scalar variable of type ipc_, that holds the number of variables |
m |
is a scalar variable of type ipc_, that holds the number of general linear constraints. |
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. |
a_ne |
is a scalar variable of type ipc_, that holds the number of entries in the constraint Jacobian matrix \(A\). |
A_val |
is a one-dimensional array of size a_ne and type rpc_, that holds the values of the entries of the constraint Jacobian matrix \(A\) in any of the available storage schemes. |
c_l |
is a one-dimensional array of size m and type rpc_, that holds the lower bounds \(c^l\) on the constraints \(A x\). The i-th component of c_l, i = 0, … , m-1, contains \(c^l_i\). |
c_u |
is a one-dimensional array of size m and type rpc_, that holds the upper bounds \(c^l\) on the constraints \(A x\). The i-th component of c_u, i = 0, … , m-1, contains \(c^u_i\). |
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 \(x_j\). |
c |
is a one-dimensional array of size m and type rpc_, that holds the residual \(c(x)\). The i-th component of c, j = 0, … , n-1, contains \(c_j(x)\). |
y |
is a one-dimensional array of size n and type rpc_, that holds the values \(y\) of the Lagrange multipliers for the general linear constraints. The j-th component of y, j = 0, … , n-1, contains \(y_j\). |
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. |
c_stat |
is a one-dimensional array of size m and type ipc_, that gives the optimal status of the general linear constraints. If c_stat(i) is negative, the constraint value \(a_i^Tx\) 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 dqp_solve_sldqp( void **data, ipc_ *status, ipc_ n, ipc_ m, const rpc_ w[], const rpc_ x0[], const rpc_ g[], const rpc_ f, ipc_ a_ne, const rpc_ A_val[], const rpc_ c_l[], const rpc_ c_u[], const rpc_ x_l[], const rpc_ x_u[], rpc_ x[], rpc_ c[], rpc_ y[], rpc_ z[], ipc_ x_stat[], ipc_ c_stat[] )
Solve the shifted least-distance quadratic 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 |
m |
is a scalar variable of type ipc_, that holds the number of general linear constraints. |
w |
is a one-dimensional array of size n and type rpc_, that holds the values of the weights \(w\). |
x0 |
is a one-dimensional array of size n and type rpc_, that holds the values of the shifts \(x^0\). |
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. |
a_ne |
is a scalar variable of type ipc_, that holds the number of entries in the constraint Jacobian matrix \(A\). |
A_val |
is a one-dimensional array of size a_ne and type rpc_, that holds the values of the entries of the constraint Jacobian matrix \(A\) in any of the available storage schemes. |
c_l |
is a one-dimensional array of size m and type rpc_, that holds the lower bounds \(c^l\) on the constraints \(A x\). The i-th component of c_l, i = 0, … , m-1, contains \(c^l_i\). |
c_u |
is a one-dimensional array of size m and type rpc_, that holds the upper bounds \(c^l\) on the constraints \(A x\). The i-th component of c_u, i = 0, … , m-1, contains \(c^u_i\). |
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 \(x_j\). |
c |
is a one-dimensional array of size m and type rpc_, that holds the residual \(c(x)\). The i-th component of c, j = 0, … , n-1, contains \(c_j(x)\). |
y |
is a one-dimensional array of size n and type rpc_, that holds the values \(y\) of the Lagrange multipliers for the general linear constraints. The j-th component of y, j = 0, … , n-1, contains \(y_j\). |
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. |
c_stat |
is a one-dimensional array of size m and type ipc_, that gives the optimal status of the general linear constraints. If c_stat(i) is negative, the constraint value \(a_i^Tx\) 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 dqp_information(void **data, struct dqp_inform_type* inform, ipc_ *status)
Provides output information
Parameters:
data |
holds private internal data |
inform |
is a struct containing output information (see dqp_inform_type) |
status |
is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are (currently):
|
void dqp_terminate( void **data, struct dqp_control_type* control, struct dqp_inform_type* inform )
Deallocate all internal private storage
Parameters:
data |
holds private internal data |
control |
is a struct containing control information (see dqp_control_type) |
inform |
is a struct containing output information (see dqp_inform_type) |