qpb_control_type structure#

#include <galahad_qpb.h>

struct qpb_control_type {
    // components

    bool f_indexing;
    ipc_ error;
    ipc_ out;
    ipc_ print_level;
    ipc_ start_print;
    ipc_ stop_print;
    ipc_ maxit;
    ipc_ itref_max;
    ipc_ cg_maxit;
    ipc_ indicator_type;
    ipc_ restore_problem;
    ipc_ extrapolate;
    ipc_ path_history;
    ipc_ factor;
    ipc_ max_col;
    ipc_ indmin;
    ipc_ valmin;
    ipc_ infeas_max;
    ipc_ precon;
    ipc_ nsemib;
    ipc_ path_derivatives;
    ipc_ fit_order;
    ipc_ sif_file_device;
    rpc_ infinity;
    rpc_ stop_p;
    rpc_ stop_d;
    rpc_ stop_c;
    rpc_ theta_d;
    rpc_ theta_c;
    rpc_ beta;
    rpc_ prfeas;
    rpc_ dufeas;
    rpc_ muzero;
    rpc_ reduce_infeas;
    rpc_ obj_unbounded;
    rpc_ pivot_tol;
    rpc_ pivot_tol_for_dependencies;
    rpc_ zero_pivot;
    rpc_ identical_bounds_tol;
    rpc_ inner_stop_relative;
    rpc_ inner_stop_absolute;
    rpc_ initial_radius;
    rpc_ mu_min;
    rpc_ inner_fraction_opt;
    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 center;
    bool primal;
    bool puiseux;
    bool feasol;
    bool array_syntax_worse_than_do_loop;
    bool space_critical;
    bool deallocate_error_fatal;
    bool generate_sif_file;
    char sif_file_name[31];
    char prefix[31];
    struct lsqp_control_type lsqp_control;
    struct fdc_control_type fdc_control;
    struct sbls_control_type sbls_control;
    struct gltr_control_type gltr_control;
    struct fit_control_type fit_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

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_ itref_max

the maximum number of iterative refinements allowed

ipc_ cg_maxit

the maximum number of CG iterations allowed. If cg_maxit < 0, this number will be reset to the dimension of the system + 1

ipc_ indicator_type

specifies the type of indicator function used. Pssible values are

  • 1 primal indicator: constraint active <=> distance to nearest bound <= .indicator_p_tol

  • 2 primal-dual indicator: constraint active <=> distance to nearest bound <= .indicator_tol_pd * size of corresponding multiplier

  • 3 primal-dual indicator: constraint active <=> distance to nearest bound <= .indicator_tol_tapia * distance to same bound at previous iteration

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_ extrapolate

should extrapolation be used to track the central path? Possible values

  • 0 never

  • 1 after the final major iteration

  • 2 at each major iteration

ipc_ path_history

the maximum number of previous path points to use when fitting the data

ipc_ factor

the factorization to be used. Possible values are

  • 0 automatic

  • 1 Schur-complement factorization

  • 2 augmented-system factorization

ipc_ max_col

the maximum number of nonzeros in a column of A which is permitted with the Schur-complement factorization

ipc_ indmin

an initial guess as to the integer workspace required by SBLS

ipc_ valmin

an initial guess as to the real workspace required by SBLS

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_ precon

the preconditioner to be used for the CG is defined by precon. Possible values are

  • 0 automatic

  • 1 no preconditioner, i.e, the identity within full factorization

  • 2 full factorization

  • 3 band within full factorization

  • 4 diagonal using the barrier terms within full factorization

ipc_ nsemib

the semi-bandwidth of a band preconditioner, if appropriate

ipc_ path_derivatives

the maximum order of path derivative to use

ipc_ fit_order

the order of (Puiseux) series to fit to the path data: <=0 to fit all data

ipc_ sif_file_device

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

rpc_ infinity

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

rpc_ stop_p

the required accuracy for the primal infeasibility

rpc_ stop_d

the required accuracy for the dual infeasibility

rpc_ stop_c

the required accuracy for the complementarity

rpc_ theta_d

tolerances used to terminate the inner iteration (for given mu): dual feasibility <= MAX( theta_d * mu ** beta, 0.99 * stop_d ) complementarity <= MAX( theta_c * mu ** beta, 0.99 * stop_d )

rpc_ theta_c

see theta_d

rpc_ beta

see theta_d

rpc_ prfeas

initial primal variables will not be closer than prfeas from their bound

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_ 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_ pivot_tol

the threshold pivot used by the matrix factorization. See the documentation for SBLS for details

rpc_ pivot_tol_for_dependencies

the threshold pivot used by the matrix factorization when attempting to detect linearly dependent constraints. See the documentation for FDC for details

rpc_ zero_pivot

any pivots smaller than zero_pivot in absolute value will be regarded to zero when attempting to detect linearly dependent constraints

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_ inner_stop_relative

the search direction is considered as an acceptable approximation to the minimizer of the model if the gradient of the model in the preconditioning(inverse) norm is less than max( inner_stop_relative * initial preconditioning(inverse) gradient norm, inner_stop_absolute )

rpc_ inner_stop_absolute

see inner_stop_relative

rpc_ initial_radius

the initial trust-region radius

rpc_ mu_min

start terminal extrapolation when mu reaches mu_min

rpc_ inner_fraction_opt

a search direction which gives at least inner_fraction_opt times the optimal model decrease will be found

rpc_ indicator_tol_p

if .indicator_type = 1, a constraint/bound will be deemed to be active <=> distance to nearest bound <= .indicator_p_tol

rpc_ indicator_tol_pd

if .indicator_type = 2, a constraint/bound will be deemed to be active <=> distance to nearest bound <= .indicator_tol_pd * size of corresponding multiplier

rpc_ indicator_tol_tapia

if .indicator_type = 3, a constraint/bound will be deemed to be active <=> distance to nearest bound <= .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 center

if .center is true, the algorithm will use the analytic center of the feasible set as its initial feasible point. Otherwise, a feasible point as close as possible to the initial point will be used. We recommend using the analytic center

bool primal

if .primal, is true, a primal barrier method will be used in place of t primal-dual method

bool puiseux

If extrapolation is to be used, decide between Puiseux and Taylor series.

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 array_syntax_worse_than_do_loop

if .array_syntax_worse_than_do_loop is true, f77-style do loops will be used rather than f90-style array syntax for vector operations

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

char sif_file_name[31]

name of generated SIF 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 lsqp_control_type lsqp_control

control parameters for LSQP

struct fdc_control_type fdc_control

control parameters for FDC

struct sbls_control_type sbls_control

control parameters for SBLS

struct gltr_control_type gltr_control

control parameters for GLTR

struct fit_control_type fit_control

control parameters for FIT