overview of functions provided#
// typedefs typedef float spc_; typedef double rpc_; typedef int ipc_; // structs struct qpa_control_type; struct qpa_inform_type; struct qpa_time_type; // function calls void qpa_initialize(void **data, struct qpa_control_type* control, ipc_ *status); void qpa_read_specfile(struct qpa_control_type* control, const char specfile[]); void qpa_import( struct qpa_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 qpa_reset_control( struct qpa_control_type* control, void **data, ipc_ *status ); void qpa_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 qpa_solve_l1qp( void **data, ipc_ *status, ipc_ n, ipc_ m, ipc_ h_ne, const rpc_ H_val[], const rpc_ g[], const rpc_ f, const rpc_ rho_g, const rpc_ rho_b, 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 qpa_solve_bcl1qp( void **data, ipc_ *status, ipc_ n, ipc_ m, ipc_ h_ne, const rpc_ H_val[], const rpc_ g[], const rpc_ f, const rpc_ rho_g, 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 qpa_information(void **data, struct qpa_inform_type* inform, ipc_ *status); void qpa_terminate( void **data, struct qpa_control_type* control, struct qpa_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 qpa_initialize(void **data, struct qpa_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 qpa_control_type) |
status |
is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are (currently):
|
void qpa_read_specfile(struct qpa_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/qpa/QPA.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/qpa.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 qpa_control_type) |
specfile |
is a character string containing the name of the specification file |
void qpa_import( struct qpa_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 qpa_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’, ‘identity’, ‘zero’ or ‘none’, the latter pair if \(H=0\); 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 qpa_reset_control( struct qpa_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 qpa_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 qpa_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 (2)-(4).
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 current 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. On entry, if control.cold_start = 0, x_stat should be set as above to provide a guide to the initial working set. |
c_stat |
is a one-dimensional array of size m and type ipc_, that gives the current 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. On entry, if control.cold_start = 0, c_stat should be set as above to provide a guide to the initial working set. |
void qpa_solve_l1qp( void **data, ipc_ *status, ipc_ n, ipc_ m, ipc_ h_ne, const rpc_ H_val[], const rpc_ g[], const rpc_ f, const rpc_ rho_g, const rpc_ rho_b, 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 l_1 quadratic program (1).
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. |
rho_g |
is a scalar of type rpc_, that holds the parameter \(\rho_g\) associated with the linear constraints. |
rho_b |
is a scalar of type rpc_, that holds the parameter \(\rho_b\) associated with the simple bound constraints. |
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 current 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. On entry, if control.cold_start = 0, x_stat should be set as above to provide a guide to the initial working set. |
c_stat |
is a one-dimensional array of size m and type ipc_, that gives the current 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. On entry, if control.cold_start = 0, c_stat should be set as above to provide a guide to the initial working set. |
void qpa_solve_bcl1qp( void **data, ipc_ *status, ipc_ n, ipc_ m, ipc_ h_ne, const rpc_ H_val[], const rpc_ g[], const rpc_ f, const rpc_ rho_g, 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 bound-constrained l_1 quadratic program (4)-(5)
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. |
rho_g |
is a scalar of type rpc_, that holds the parameter \(\rho_g\) associated with the linear constraints. |
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 current 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. On entry, if control.cold_start = 0, x_stat should be set as above to provide a guide to the initial working set. |
c_stat |
is a one-dimensional array of size m and type ipc_, that gives the current 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. On entry, if control.cold_start = 0, c_stat should be set as above to provide a guide to the initial working set. |
void qpa_information(void **data, struct qpa_inform_type* inform, ipc_ *status)
Provides output information
Parameters:
data |
holds private internal data |
inform |
is a struct containing output information (see qpa_inform_type) |
status |
is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are (currently):
|
void qpa_terminate( void **data, struct qpa_control_type* control, struct qpa_inform_type* inform )
Deallocate all internal private storage
Parameters:
data |
holds private internal data |
control |
is a struct containing control information (see qpa_control_type) |
inform |
is a struct containing output information (see qpa_inform_type) |