callable functions#

    function bqpb_initialize(T, data, control, status)

Set default control values and initialize private data

Parameters:

data

holds private internal data

control

is a structure containing control information (see bqpb_control_type)

status

is a scalar variable of type Int32 that gives the exit status from the package. Possible values are (currently):

0
The initialization was successful.

    function bqpb_read_specfile(T, control, 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/bqpb/BQPB.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/bqpb.pdf for a list of how these keywords relate to the components of the control structure.

Parameters:

control	is a structure containing control information (see bqpb_control_type)
specfile	is a one-dimensional array of type Vararg{Cchar} that must give the name of the specification file

    function bqpb_import(T, control, data, status, n,
                         H_type, H_ne, H_row, H_col, H_ptr)

Import problem data into internal storage prior to solution.

Parameters:

control	is a structure whose members provide control parameters for the remaining procedures (see bqpb_control_type)
data	holds private internal data
status	is a scalar variable of type Int32 that gives the exit status from the package. Possible values are: 0 The import was successful -1 An allocation error occurred. A message indicating the offending array is written on unit control.error, and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -2 A deallocation error occurred. A message indicating the offending array is written on unit control.error and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -3 The restriction n > 0 or requirement that a H_type contains its relevant string ‘dense’, ‘coordinate’, ‘sparse_by_rows’, ‘diagonal’, ‘scaled_identity’, ‘identity’, ‘zero’ or ‘none’ has been violated. -23 An entry from the strict upper triangle of $H$ has been specified.
n	is a scalar variable of type Int32 that holds the number of variables.
m	is a scalar variable of type Int32 that holds the number of general linear constraints.
H_type	is a one-dimensional array of type Vararg{Cchar} 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 Int32 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 Int32 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 C_NULL.
H_col	is a one-dimensional array of size H_ne and type Int32 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 C_NULL.
H_ptr	is a one-dimensional array of size n+1 and type Int32 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 C_NULL.

    function bqpb_reset_control(T, control, data, status)

Reset control parameters after import if required.

Parameters:

control

is a structure whose members provide control parameters for the remaining procedures (see bqpb_control_type)

data

holds private internal data

status

is a scalar variable of type Int32 that gives the exit status from the package. Possible values are:

0
The import was successful.

    function bqpb_solve_qp(T, data, status, n, h_ne, H_val, g, f,
                            x_l, x_u, x, z, x_stat)

Solve the bound-constrained quadratic program when the Hessian $H$ is available.

Parameters:

data	holds private internal data
status	is a scalar variable of type Int32 that gives the entry and exit status from the package. Possible exit values are: 0 The run was successful. -1 An allocation error occurred. A message indicating the offending array is written on unit control.error, and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -2 A deallocation error occurred. A message indicating the offending array is written on unit control.error and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -3 The restriction n > 0 or requirement that a H_type contains its relevant string ‘dense’, ‘coordinate’, ‘sparse_by_rows’, ‘diagonal’, ‘scaled_identity’, ‘identity’, ‘zero’ or ‘none’ has been violated. -5 The simple-bound constraints are inconsistent. -9 The analysis phase of the factorization failed; the return status from the factorization package is given in the component inform.factor_status -10 The factorization failed; the return status from the factorization package is given in the component inform.factor_status. -11 The solution of a set of linear equations using factors from the factorization package failed; the return status from the factorization package is given in the component inform.factor_status. -16 The problem is so ill-conditioned that further progress is impossible. -17 The step is too small to make further impact. -18 Too many iterations have been performed. This may happen if control.maxit is too small, but may also be symptomatic of a badly scaled problem. -19 The CPU time limit has been reached. This may happen if control.cpu_time_limit is too small, but may also be symptomatic of a badly scaled problem. -23 An entry from the strict upper triangle of $H$ has been specified.
n	is a scalar variable of type Int32 that holds the number of variables
h_ne	is a scalar variable of type Int32 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 T 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 T that holds the linear term $g$ of the objective function. The j-th component of `g`, j = 1, … , n, contains $g_j$.
f	is a scalar of type T that holds the constant term $f$ of the objective function.
x_l	is a one-dimensional array of size n and type T that holds the lower bounds $x^l$ on the variables $x$. The j-th component of `x_l`, j = 1, … , n, contains $x^l_j$.
x_u	is a one-dimensional array of size n and type T that holds the upper bounds $x^l$ on the variables $x$. The j-th component of `x_u`, j = 1, … , n, contains $x^l_j$.
x	is a one-dimensional array of size n and type T that holds the values $x$ of the optimization variables. The j-th component of `x`, j = 1, … , n, contains $x_j$.
z	is a one-dimensional array of size n and type T that holds the values $z$ of the dual variables. The j-th component of `z`, j = 1, … , n, contains $z_j$.
x_stat	is a one-dimensional array of size n and type Int32 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.

    function bqpb_solve_sldqp(T, data, status, n, w, x0, g, f, x_l, x_u,
                              x, z, x_stat)

Solve the shifted least-distance quadratic program

Parameters:

    function bqpb_information(T, data, inform, status)

Provides output information

Parameters:

data

holds private internal data

inform

is a structure containing output information (see bqpb_inform_type)

status

is a scalar variable of type Int32 that gives the exit status from the package. Possible values are (currently):

0
The values were recorded successfully

    function bqpb_terminate(T, data, control, inform)

Deallocate all internal private storage

Parameters:

data	holds private internal data
control	is a structure containing control information (see bqpb_control_type)
inform	is a structure containing output information (see bqpb_inform_type)

data	holds private internal data
status	is a scalar variable of type Int32 that gives the entry and exit status from the package. Possible exit values are: 0 The run was successful. -1 An allocation error occurred. A message indicating the offending array is written on unit control.error, and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -2 A deallocation error occurred. A message indicating the offending array is written on unit control.error and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -3 The restriction n > 0 or requirement that a H_type contains its relevant string ‘dense’, ‘coordinate’, ‘sparse_by_rows’, ‘diagonal’, ‘scaled_identity’, ‘identity’, ‘zero’ or ‘none’ has been violated. -5 The simple-bound constraints are inconsistent. -9 The analysis phase of the factorization failed; the return status from the factorization package is given in the component inform.factor_status -10 The factorization failed; the return status from the factorization package is given in the component inform.factor_status. -11 The solution of a set of linear equations using factors from the factorization package failed; the return status from the factorization package is given in the component inform.factor_status. -16 The problem is so ill-conditioned that further progress is impossible. -17 The step is too small to make further impact. -18 Too many iterations have been performed. This may happen if control.maxit is too small, but may also be symptomatic of a badly scaled problem. -19 The CPU time limit has been reached. This may happen if control.cpu_time_limit is too small, but may also be symptomatic of a badly scaled problem. -23 An entry from the strict upper triangle of \(H\) has been specified.
n	is a scalar variable of type Int32 that holds the number of variables
h_ne	is a scalar variable of type Int32 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 T 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 T that holds the linear term \(g\) of the objective function. The j-th component of `g`, j = 1, … , n, contains \(g_j\).
f	is a scalar of type T that holds the constant term \(f\) of the objective function.
x_l	is a one-dimensional array of size n and type T that holds the lower bounds \(x^l\) on the variables \(x\). The j-th component of `x_l`, j = 1, … , n, contains \(x^l_j\).
x_u	is a one-dimensional array of size n and type T that holds the upper bounds \(x^l\) on the variables \(x\). The j-th component of `x_u`, j = 1, … , n, contains \(x^l_j\).
x	is a one-dimensional array of size n and type T that holds the values \(x\) of the optimization variables. The j-th component of `x`, j = 1, … , n, contains \(x_j\).
z	is a one-dimensional array of size n and type T that holds the values \(z\) of the dual variables. The j-th component of `z`, j = 1, … , n, contains \(z_j\).
x_stat	is a one-dimensional array of size n and type Int32 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.