cqp_control_type structure

#include <galahad_cqp.h>

struct cqp_control_type {
    // components

    bool f_indexing;
    ipc_ error;
    ipc_ out;
    ipc_ print_level;
    ipc_ start_print;
    ipc_ stop_print;
    ipc_ maxit;
    ipc_ infeas_max;
    ipc_ muzero_fixed;
    ipc_ restore_problem;
    ipc_ indicator_type;
    ipc_ arc;
    ipc_ series_order;
    ipc_ sif_file_device;
    ipc_ qplib_file_device;
    rpc_ infinity;
    rpc_ stop_abs_p;
    rpc_ stop_rel_p;
    rpc_ stop_abs_d;
    rpc_ stop_rel_d;
    rpc_ stop_abs_c;
    rpc_ stop_rel_c;
    rpc_ perturb_h;
    rpc_ prfeas;
    rpc_ dufeas;
    rpc_ muzero;
    rpc_ tau;
    rpc_ gamma_c;
    rpc_ gamma_f;
    rpc_ reduce_infeas;
    rpc_ obj_unbounded;
    rpc_ potential_unbounded;
    rpc_ identical_bounds_tol;
    rpc_ mu_pounce;
    rpc_ indicator_tol_p;
    rpc_ indicator_tol_pd;
    rpc_ indicator_tol_tapia;
    rpc_ cpu_time_limit;
    rpc_ clock_time_limit;
    bool remove_dependencies;
    bool treat_zero_bounds_as_general;
    bool treat_separable_as_general;
    bool just_feasible;
    bool getdua;
    bool puiseux;
    bool every_order;
    bool feasol;
    bool balance_initial_complentarity;
    bool crossover;
    bool space_critical;
    bool deallocate_error_fatal;
    bool generate_sif_file;
    bool generate_qplib_file;
    char sif_file_name[31];
    char qplib_file_name[31];
    char prefix[31];
    struct fdc_control_type fdc_control;
    struct sbls_control_type sbls_control;
    struct fit_control_type fit_control;
    struct roots_control_type roots_control;
    struct cro_control_type cro_control;
};

detailed documentation

control derived type as a C struct

components

bool f_indexing

use C or Fortran sparse matrix indexing

ipc_ error

error and warning diagnostics occur on stream error

ipc_ out

general output occurs on stream out

ipc_ print_level

the level of output required is specified by print_level

• \(\leq\) 0 gives no output,

• = 1 gives a one-line summary for every iteration,

• = 2 gives a summary of the inner iteration for each iteration,

• \(\geq\) 3 gives increasingly verbose (debugging) output

ipc_ start_print

any printing will start on this iteration

ipc_ stop_print

any printing will stop on this iteration

ipc_ maxit

at most maxit inner iterations are allowed

ipc_ infeas_max

the number of iterations for which the overall infeasibility of the problem is not reduced by at least a factor .reduce_infeas before the problem is flagged as infeasible (see reduce_infeas)

ipc_ muzero_fixed

the initial value of the barrier parameter will not be changed for the first muzero_fixed iterations

ipc_ restore_problem

indicate whether and how much of the input problem should be restored on output. Possible values are

• 0 nothing restored

• 1 scalar and vector parameters

• 2 all parameters

ipc_ indicator_type

specifies the type of indicator function used. Possible values are

• 1 primal indicator: a constraint is active if and only if the distance to its nearest bound \(\leq\).indicator_p_tol

• 2 primal-dual indicator: a constraint is active if and only if the distance to its nearest bound \(\leq\).indicator_tol_pd \* size of corresponding multiplier

• 3 primal-dual indicator: a constraint is active if and only if the distance to its nearest bound \(\leq\).indicator_tol_tapia \* distance to same bound at previous iteration

ipc_ arc

which residual trajectory should be used to aim from the current iterate to the solution. Possible values are

• 1 the Zhang linear residual trajectory

• 2 the Zhao-Sun quadratic residual trajectory

• 3 the Zhang arc ultimately switching to the Zhao-Sun residual trajectory

• 4 the mixed linear-quadratic residual trajectory

• 5 the Zhang arc ultimately switching to the mixed linear-quadratic residual trajectory

ipc_ series_order

the order of (Taylor/Puiseux) series to fit to the path data

ipc_ sif_file_device

specifies the unit number to write generated SIF file describing the current problem

ipc_ qplib_file_device

specifies the unit number to write generated QPLIB file describing the current problem

rpc_ infinity

any bound larger than infinity in modulus will be regarded as infinite

rpc_ stop_abs_p

the required absolute and relative accuracies for the primal infeasibility

rpc_ stop_rel_p

see stop_abs_p

rpc_ stop_abs_d

the required absolute and relative accuracies for the dual infeasibility

rpc_ stop_rel_d

see stop_abs_d

rpc_ stop_abs_c

the required absolute and relative accuracies for the complementarity

rpc_ stop_rel_c

see stop_abs_c

rpc_ perturb_h

.perturb_h will be added to the Hessian

rpc_ prfeas

initial primal variables will not be closer than .prfeas from their bounds

rpc_ dufeas

initial dual variables will not be closer than .dufeas from their bounds

rpc_ muzero

the initial value of the barrier parameter. If muzero is not positive, it will be reset to an appropriate value

rpc_ tau

the weight attached to primal-dual infeasibility compared to complementa when assessing step acceptance

rpc_ gamma_c

individual complementarities will not be allowed to be smaller than gamma_c times the average value

rpc_ gamma_f

the average complementarity will not be allowed to be smaller than gamma_f times the primal/dual infeasibility

rpc_ reduce_infeas

if the overall infeasibility of the problem is not reduced by at least a factor .reduce_infeas over .infeas_max iterations, the problem is flagged as infeasible (see infeas_max)

rpc_ obj_unbounded

if the objective function value is smaller than obj_unbounded, it will be flagged as unbounded from below.

rpc_ potential_unbounded

if W=0 and the potential function value is smaller than .potential_unbounded \(\ast\) number of one-sided bounds, the analytic center will be flagged as unbounded

rpc_ identical_bounds_tol

any pair of constraint bounds \((c_l,c_u)\) or \((x_l,x_u)\) that are closer than .identical_bounds_tol will be reset to the average of their values

rpc_ mu_pounce

start terminal extrapolation when mu reaches mu_pounce

rpc_ indicator_tol_p

if .indicator_type = 1, a constraint/bound will be deemed to be active if and only if the distance to its nearest bound \(\leq\).indicator_p_tol

rpc_ indicator_tol_pd

if .indicator_type = 2, a constraint/bound will be deemed to be active if and only if the distance to its nearest bound \(\leq\).indicator_tol_pd \* size of corresponding multiplier

rpc_ indicator_tol_tapia

if .indicator_type = 3, a constraint/bound will be deemed to be active if and only if the distance to its nearest bound \(\leq\).indicator_tol_tapia \* distance to same bound at previous iteration

rpc_ cpu_time_limit

the maximum CPU time allowed (-ve means infinite)

rpc_ clock_time_limit

the maximum elapsed clock time allowed (-ve means infinite)

bool remove_dependencies

the equality constraints will be preprocessed to remove any linear dependencies if true

bool treat_zero_bounds_as_general

any problem bound with the value zero will be treated as if it were a general value if true

bool treat_separable_as_general

if .just_feasible is true, the algorithm will stop as soon as a feasible point is found. Otherwise, the optimal solution to the problem will be found

bool just_feasible

if .treat_separable_as_general, is true, any separability in the problem structure will be ignored

bool getdua

if .getdua, is true, advanced initial values are obtained for the dual variables

bool puiseux

decide between Puiseux and Taylor series approximations to the arc

bool every_order

try every order of series up to series_order?

bool feasol

if .feasol is true, the final solution obtained will be perturbed so that variables close to their bounds are moved onto these bounds

bool balance_initial_complentarity

if .balance_initial_complentarity is true, the initial complemetarity is required to be balanced

bool crossover

if .crossover is true, cross over the solution to one defined by linearly-independent constraints if possible

bool space_critical

if .space_critical true, every effort will be made to use as little space as possible. This may result in longer computation time

bool deallocate_error_fatal

if .deallocate_error_fatal is true, any array/pointer deallocation error will terminate execution. Otherwise, computation will continue

bool generate_sif_file

if .generate_sif_file is .true. if a SIF file describing the current problem is to be generated

bool generate_qplib_file

if .generate_qplib_file is .true. if a QPLIB file describing the current problem is to be generated

char sif_file_name[31]

name of generated SIF file containing input problem

char qplib_file_name[31]

name of generated QPLIB file containing input problem

char prefix[31]

all output lines will be prefixed by .prefix(2:LEN(TRIM(.prefix))-1) where .prefix contains the required string enclosed in quotes, e.g. “string” or ‘string’

struct fdc_control_type fdc_control

control parameters for FDC

struct sbls_control_type sbls_control

control parameters for SBLS

struct fit_control_type fit_control

control parameters for FIT

struct roots_control_type roots_control

control parameters for ROOTS

struct cro_control_type cro_control

control parameters for CRO