qpa_control_type structure#
struct qpa_control_type{T} f_indexing::Bool error::Int32 out::Int32 print_level::Int32 start_print::Int32 stop_print::Int32 maxit::Int32 factor::Int32 max_col::Int32 max_sc::Int32 indmin::Int32 valmin::Int32 itref_max::Int32 infeas_check_interval::Int32 cg_maxit::Int32 precon::Int32 nsemib::Int32 full_max_fill::Int32 deletion_strategy::Int32 restore_problem::Int32 monitor_residuals::Int32 cold_start::Int32 sif_file_device::Int32 infinity::T feas_tol::T obj_unbounded::T increase_rho_g_factor::T infeas_g_improved_by_factor::T increase_rho_b_factor::T infeas_b_improved_by_factor::T pivot_tol::T pivot_tol_for_dependencies::T zero_pivot::T inner_stop_relative::T inner_stop_absolute::T multiplier_tol::T cpu_time_limit::T clock_time_limit::T treat_zero_bounds_as_general::Bool solve_qp::Bool solve_within_bounds::Bool randomize::Bool array_syntax_worse_than_do_loop::Bool space_critical::Bool deallocate_error_fatal::Bool generate_sif_file::Bool symmetric_linear_solver::NTuple{31,Cchar} sif_file_name::NTuple{31,Cchar} prefix::NTuple{31,Cchar} each_interval::Bool sls_control::sls_control_type{T}
detailed documentation#
control derived type as a Julia structure
components#
Bool f_indexing
use C or Fortran sparse matrix indexing
Int32 error
error and warning diagnostics occur on stream error
Int32 out
general output occurs on stream out
Int32 print_level
the level of output required is specified by print_level
Int32 start_print
any printing will start on this iteration
Int32 stop_print
any printing will stop on this iteration
Int32 maxit
at most maxit inner iterations are allowed
Int32 factor
the factorization to be used. Possible values are 0 automatic 1 Schur-complement factorization 2 augmented-system factorization
Int32 max_col
the maximum number of nonzeros in a column of A which is permitted with the Schur-complement factorization
Int32 max_sc
the maximum permitted size of the Schur complement before a refactorization is performed
Int32 indmin
an initial guess as to the integer workspace required by SLS (OBSOLETE)
Int32 valmin
an initial guess as to the real workspace required by SLS (OBSOLETE)
Int32 itref_max
the maximum number of iterative refinements allowed (OBSOLETE)
Int32 infeas_check_interval
the infeasibility will be checked for improvement every infeas_check_interval iterations (see infeas_g_improved_by_factor and infeas_b_improved_by_factor below)
Int32 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
Int32 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
Int32 nsemib
the semi-bandwidth of a band preconditioner, if appropriate
Int32 full_max_fill
if the ratio of the number of nonzeros in the factors of the reference matrix to the number of nonzeros in the matrix itself exceeds full_max_fill, and the preconditioner is being selected automatically (precon = 0), a banded approximation will be used instead
Int32 deletion_strategy
the constraint deletion strategy to be used. Possible values are:
0 most violated of all 1 LIFO (last in, first out) k LIFO(k) most violated of the last k in LIFO
Int32 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
Int32 monitor_residuals
the frequency at which residuals will be monitored
Int32 cold_start
indicates whether a cold or warm start should be made. Possible values are
0 warm start - the values set in C_stat and B_stat indicate which constraints will be included in the initial working set. 1 cold start from the value set in X; constraints active at X will determine the initial working set. 2 cold start with no active constraints 3 cold start with only equality constraints active 4 cold start with as many active constraints as possible
Int32 sif_file_device
specifies the unit number to write generated SIF file describing the current problem
T infinity
any bound larger than infinity in modulus will be regarded as infinite
T feas_tol
any constraint violated by less than feas_tol will be considered to be satisfied
T obj_unbounded
if the objective function value is smaller than obj_unbounded, it will be flagged as unbounded from below.
T increase_rho_g_factor
if the problem is currently infeasible and solve_qp (see below) is .TRUE. the current penalty parameter for the general constraints will be increased by increase_rho_g_factor when needed
T infeas_g_improved_by_factor
if the infeasibility of the general constraints has not dropped by a fac of infeas_g_improved_by_factor over the previous infeas_check_interval iterations, the current corresponding penalty parameter will be increase
T increase_rho_b_factor
if the problem is currently infeasible and solve_qp or solve_within_boun (see below) is .TRUE., the current penalty parameter for the simple boun constraints will be increased by increase_rho_b_factor when needed
T infeas_b_improved_by_factor
if the infeasibility of the simple bounds has not dropped by a factor of infeas_b_improved_by_factor over the previous infeas_check_interval iterations, the current corresponding penalty parameter will be increase
T pivot_tol
the threshold pivot used by the matrix factorization. See the documentation for SLS for details (OBSOLE
T pivot_tol_for_dependencies
the threshold pivot used by the matrix factorization when attempting to detect linearly dependent constraints.
T zero_pivot
any pivots smaller than zero_pivot in absolute value will be regarded to zero when attempting to detect linearly dependent constraints (OBSOLE
T 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 )
T inner_stop_absolute
see inner_stop_relative
T multiplier_tol
any dual variable or Lagrange multiplier which is less than multiplier_t outside its optimal interval will be regarded as being acceptable when checking for optimality
T cpu_time_limit
the maximum CPU time allowed (-ve means infinite)
T clock_time_limit
the maximum elapsed clock time allowed (-ve means infinite)
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 solve_qp
if solve_qp is .TRUE., the value of prob.rho_g and prob.rho_b will be increased as many times as are needed to ensure that the output solution is feasible, and thus aims to solve the quadratic program (2)-(4)
Bool solve_within_bounds
if solve_within_bounds is .TRUE., the value of prob.rho_b will be increased as many times as are needed to ensure that the output solution is feasible with respect to the simple bounds, and thus aims to solve the bound-constrained quadratic program (4)-(5)
Bool randomize
if randomize is .TRUE., the constraint bounds will be perturbed by small random quantities during the first stage of the solution process. Any randomization will ultimately be removed. Randomization helps when solving degenerate problems
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 (OBSOLETE)
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 symmetric_linear_solver[31]
indefinite linear equation solver
NTuple{31,Cchar} sif_file_name
definite linear equation solver
name of generated SIF file containing input problem
NTuple{31,Cchar} prefix
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’
Bool each_interval
component specifically for parametric problems (not used at present)
struct sls_control_type sls_control
control parameters for SLS