callable functions#

    function wcp_initialize(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 wcp_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 wcp_read_specfile(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/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 structure containing control information (see wcp_control_type)

specfile

is a one-dimensional array of type Vararg{Cchar} that must give the name of the specification file

    function wcp_import(control, data, status, n, m, 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 wcp_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 restrictions n > 0 or m > 0 or requirement that a type contains its relevant string ‘dense’, ‘coordinate’, ‘sparse_by_rows’, ‘diagonal’, ‘scaled_identity’, ‘identity’, ‘zero’ or ‘none’ has been violated.

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.

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 wcp_reset_control(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 wcp_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 wcp_find_wcp(data, status, n, m, g, a_ne, A_val, c_l, c_u,
                           x_l, x_u, x, c, y_l, y_u, z_l, z_u, x_stat, c_stat)

Find a well-centered point in the feasible region

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 restrictions n > 0 and m > 0 or requirement that a type contains its relevant string ‘dense’, ‘coordinate’, ‘sparse_by_rows’, ‘diagonal’, ‘scaled_identity’, ‘identity’, ‘zero’ or ‘none’ has been violated.

  • -4

    The constraint bounds are inconsistent.

  • -5

    The constraints appear to have no feasible point.

  • -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.

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.

g

is a one-dimensional array of size n and type T that holds the target vector \(g\). The j-th component of g, j = 1, … , n, contains \(g_j\).

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_l, i = 1, … , m, contains \(c^l_i\).

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 c_u, i = 1, … , m, contains \(c^u_i\).

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 \(x_j\).

c

is a one-dimensional array of size m and type T that holds the residual \(c(x)\). The i-th component of `c, i = 1, … , m, contains \(c_i(x)\).

y_l

is a one-dimensional array of size n and type T 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 = 1, … , m, contains \(y^l_i\).

y_u

is a one-dimensional array of size n and type T 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 = 1, … , m, contains \(y^u_i\).

z_l

is a one-dimensional array of size n and type T 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 = 1, … , n, contains \(z^l_j\).

z_u

is a one-dimensional array of size n and type T 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 = 1, … , n, contains \(z^u_j\).

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.

c_stat

is a one-dimensional array of size m and type Int32 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.

    function wcp_information(data, inform, status)

Provides output information.

Parameters:

data

holds private internal data

inform

is a structure containing output information (see wcp_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 wcp_terminate_s(data, control, inform)

Deallocate all internal private storage.

Parameters:

data

holds private internal data

control

is a structure containing control information (see wcp_control_type)

inform

is a structure containing output information (see wcp_inform_type)