callable functions#
function qpa_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 qpa_control_type) |
status |
is a scalar variable of type Int32 that gives the exit status from the package. Possible values are (currently):
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function qpa_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/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 structure containing control information (see qpa_control_type) |
specfile |
is a one-dimensional array of type Vararg{Cchar} that must give the name of the specification file |
function qpa_import(T, control, data, status, n, m, H_type, H_ne, H_row, H_col, H_ptr, A_type, A_ne, A_row, A_col, A_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 qpa_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:
|
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. |
A_type |
is a one-dimensional array of type Vararg{Cchar} 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 Int32 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 Int32 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 C_NULL. |
A_col |
is a one-dimensional array of size A_ne and type Int32 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 C_NULL. |
A_ptr |
is a one-dimensional array of size n+1 and type Int32 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 C_NULL. |
function qpa_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 qpa_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:
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function qpa_solve_qp(T, data, status, n, m, h_ne, H_val, g, f, a_ne, A_val, c_l, c_u, x_l, x_u, x, c, y, z, x_stat, c_stat)
Solve the quadratic program (2)-(4).
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:
|
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_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 |
f |
is a scalar of type T that holds the constant term \(f\) of the objective function. |
a_ne |
is a scalar variable of type Int32 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 T 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 T that holds the lower bounds \(c^l\) on the constraints \(A x\). The i-th component of |
c_u |
is a one-dimensional array of size m and type T that holds the upper bounds \(c^l\) on the constraints \(A x\). The i-th component of |
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_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 |
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 |
c |
is a one-dimensional array of size m and type T that holds the residual \(c(x)\). The i-th component of |
y |
is a one-dimensional array of size n and type T that holds the values \(y\) of the Lagrange multipliers for the general linear constraints. The j-th component of |
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 |
x_stat |
is a one-dimensional array of size n and type Int32 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 Int32 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. |
function qpa_solve_l1qp(T, data, status, n, m, h_ne, H_val, g, f, rho_g, rho_b, a_ne, A_val, c_l, c_u, x_l, x_u, x, c, y, z, x_stat, c_stat)
Solve the l_1 quadratic program (1).
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:
|
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_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 |
f |
is a scalar of type T that holds the constant term \(f\) of the objective function. |
rho_g |
is a scalar of type T that holds the parameter \(\rho_g\) associated with the linear constraints. |
rho_b |
is a scalar of type T that holds the parameter \(\rho_b\) associated with the simple bound constraints. |
a_ne |
is a scalar variable of type Int32 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 T 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 T that holds the lower bounds \(c^l\) on the constraints \(A x\). The i-th component of |
c_u |
is a one-dimensional array of size m and type T that holds the upper bounds \(c^l\) on the constraints \(A x\). The i-th component of |
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_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 |
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 |
c |
is a one-dimensional array of size m and type T that holds the residual \(c(x)\). The i-th component of |
y |
is a one-dimensional array of size n and type T that holds the values \(y\) of the Lagrange multipliers for the general linear constraints. The j-th component of |
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 |
x_stat |
is a one-dimensional array of size n and type Int32 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 Int32 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. |
function qpa_solve_bcl1qp(T, data, status, n, m, h_ne, H_val, g, f, rho_g, a_ne, A_val, c_l, c_u, x_l, x_u, x, c, y, z, x_stat, 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 Int32 that gives the entry and exit status from the package. Possible exit values are:
|
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_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 |
f |
is a scalar of type T that holds the constant term \(f\) of the objective function. |
rho_g |
is a scalar of type T that holds the parameter \(\rho_g\) associated with the linear constraints. |
a_ne |
is a scalar variable of type Int32 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 T 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 T that holds the lower bounds \(c^l\) on the constraints \(A x\). The i-th component of |
c_u |
is a one-dimensional array of size m and type T that holds the upper bounds \(c^l\) on the constraints \(A x\). The i-th component of |
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_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 |
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 |
c |
is a one-dimensional array of size m and type T that holds the residual \(c(x)\). The i-th component of |
y |
is a one-dimensional array of size n and type T that holds the values \(y\) of the Lagrange multipliers for the general linear constraints. The j-th component of |
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 |
x_stat |
is a one-dimensional array of size n and type Int32 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 Int32 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. |
function qpa_information(T, data, inform, status)
Provides output information
Parameters:
data |
holds private internal data |
inform |
is a structure containing output information (see qpa_inform_type) |
status |
is a scalar variable of type Int32 that gives the exit status from the package. Possible values are (currently):
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function qpa_terminate(T, data, control, inform)
Deallocate all internal private storage
Parameters:
data |
holds private internal data |
control |
is a structure containing control information (see qpa_control_type) |
inform |
is a structure containing output information (see qpa_inform_type) |