o.. _global:
overview of functions provided#
// typedefs typedef float spc_; typedef double rpc_; typedef int ipc_; // structs struct wcp_control_type; struct wcp_inform_type; struct wcp_time_type; // function calls void wcp_initialize(void **data, struct wcp_control_type *control, ipc_ *status); void wcp_read_specfile(struct wcp_control_type *control, const char specfile[]); void wcp_import( struct wcp_control_type *control, void **data, ipc_ *status, ipc_ n, ipc_ m, const char A_type[], ipc_ A_ne, const ipc_ A_row[], const ipc_ A_col[], const ipc_ A_ptr[] ); void wcp_reset_control( struct wcp_control_type *control, void **data, ipc_ *status ); void wcp_find_wcp( void **data, ipc_ *status, ipc_ n, ipc_ m, const rpc_ 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_l[], rpc_ y_u[], rpc_ z_l[], rpc_ z_u[], ipc_x_stat[], ipc_c_stat[] ); void wcp_information(void **data, struct wcp_inform_type *inform, ipc_*status); void wcp_terminate( void **data, struct wcp_control_type *control, struct wcp_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 wcp_initialize
below will instead be
void wcp_initialize_s_64(void **data, struct wcp_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 wcp_initialize(void **data, struct wcp_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 wcp_control_type) |
status |
is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are (currently):
|
void wcp_read_specfile(struct wcp_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/wcp/WCP.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/wcp.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 wcp_control_type) |
specfile |
is a character string containing the name of the specification file |
void wcp_import( struct wcp_control_type *control, void **data, ipc_ *status, ipc_ n, ipc_ m, 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 wcp_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. |
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 wcp_reset_control( struct wcp_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 wcp_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 wcp_find_wcp( void **data, ipc_ *status, ipc_ n, ipc_ m, const rpc_ 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_l[], rpc_ y_u[], rpc_ z_l[], rpc_ z_u[], ipc_ x_stat[], ipc_ c_stat[] )
Find a well-centered point in the feasible region
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. |
g |
is a one-dimensional array of size n and type rpc_, that holds the target vector \(g\). The j-th component of g, j = 0, … , n-1, contains \(g_j\). |
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, i = 0, … , m-1, contains \(c_i(x)\). |
y_l |
is a one-dimensional array of size n and type rpc_, that holds the values \(y^l\) of the Lagrange multipliers for the lower bounds on the general linear constraints. The j-th component of y_l, i = 0, … , m-1, contains \(y^l_i\). |
y_u |
is a one-dimensional array of size n and type rpc_, that holds the values \(y^u\) of the Lagrange multipliers for the upper bounds on the general linear constraints. The j-th component of y_u, i = 0, … , m-1, contains \(y^u_i\). |
z_l |
is a one-dimensional array of size n and type rpc_, that holds the values \(z^l\) of the dual variables for the lower bounds on the variables. The j-th component of z_l, j = 0, … , n-1, contains \(z^l_j\). |
z_u |
is a one-dimensional array of size n and type rpc_, that holds the values \(z^u\) of the dual variables for the upper bounds on the variables. The j-th component of z_u, j = 0, … , n-1, contains \(z^u_j\). |
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 \(a_i^T x\) 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 wcp_information(void **data, struct wcp_inform_type *inform, ipc_ *status)
Provides output information.
Parameters:
data |
holds private internal data |
inform |
is a struct containing output information (see wcp_inform_type) |
status |
is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are (currently):
|
void wcp_terminate( void **data, struct wcp_control_type *control, struct wcp_inform_type *inform )
Deallocate all internal private storage.
Parameters:
data |
holds private internal data |
control |
is a struct containing control information (see wcp_control_type) |
inform |
is a struct containing output information (see wcp_inform_type) |