view src/qpsol.cc @ 1:78fd87e624cb

[project @ 1993-08-08 01:13:40 by jwe] Initial revision
author jwe
date Sun, 08 Aug 1993 01:13:40 +0000
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children d68036bcad4c
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// tc-qpsol.cc                                           -*- C++ -*-
/*

Copyright (C) 1993 John W. Eaton

This file is part of Octave.

Octave is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 2, or (at your option) any
later version.

Octave is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
for more details.

You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING.  If not, write to the Free
Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.

*/

#ifdef __GNUG__
#pragma implementation
#endif

#ifndef QPSOL_MISSING

#include "QPSOL.h"

#include "tree-const.h"
#include "variables.h"
#include "gripes.h"
#include "error.h"
#include "utils.h"

// This should probably be defined in some shared file and declared in
// a header file...
extern int linear_constraints_ok (const ColumnVector& x,
				  const ColumnVector& llb, const Matrix& c,
				  const ColumnVector& lub, char *warn_for,
				  int warn);

#ifdef WITH_DLD
tree_constant *
builtin_qpsol_2 (tree_constant *args, int nargin, int nargout)
{
  return qpsol (args, nargin, nargout);
}
#endif

tree_constant *
qpsol (tree_constant *args, int nargin, int nargout)
{
/*

Handle all of the following:

  1. qpsol (x, H, c)
  2. qpsol (x, H, c, lb, ub)
  3. qpsol (x, H, c, lb, ub, llb, A, lub)
  4. qpsol (x, H, c,         llb, A, lub)

*/

// Assumes that we have been given the correct number of arguments.

  tree_constant *retval = NULL_TREE_CONST;

  ColumnVector x = args[1].to_vector ();
  if (x.capacity () == 0)
    {
      message ("qpsol", "expecting vector as first argument");
      return retval;
    }

  Matrix H = args[2].to_matrix ();
  if (H.rows () != H.columns () || H.rows () != x.capacity ())
    {
      message ("qpsol", "H must be a square matrix consistent with the\
 size of x");
      return retval;
    }

  ColumnVector c = args[3].to_vector ();
  if (c.capacity () != x.capacity ())
    {
      message ("qpsol", "c must be a vector the same size as x");
      return retval;
    }

  Bounds bounds;
  if (nargin == 6 || nargin == 9)
    {
      ColumnVector lb = args[4].to_vector ();
      ColumnVector ub = args[5].to_vector ();

      int lb_len = lb.capacity ();
      int ub_len = ub.capacity ();
      if (lb_len != ub_len || lb_len != x.capacity ())
	{
	  message ("qpsol", "lower and upper bounds and decision variable\n\
       vector must all have the same number of elements");
	  return retval;
	}

      bounds.resize (lb_len);
      bounds.set_lower_bounds (lb);
      bounds.set_upper_bounds (ub);
    }

  ColumnVector soln;
  double objf;
  ColumnVector lambda;
  int inform;

  if (nargin == 4)
    {
      // 1. qpsol (x, H, c)

      QPSOL qp (x, H, c);
      soln = qp.minimize (objf, inform, lambda);

      goto solved;
    }

  if (nargin == 6)
    {
      //  2. qpsol (x, H, c, lb, ub)

      QPSOL qp (x, H, c, bounds);
      soln = qp.minimize (objf, inform, lambda);

      goto solved;
    }

  if (nargin == 7 || nargin == 9)
    {
      ColumnVector lub = args[nargin-1].to_vector ();
      Matrix A = args[nargin-2].to_matrix ();
      ColumnVector llb = args[nargin-3].to_vector ();

      LinConst linear_constraints (llb, A, lub);

      if (! linear_constraints_ok (x, llb, A, lub, "qpsol", 1))
	return retval;

      if (nargin == 9)
	{
	  // 3. qpsol (x, H, c, lb, ub, llb, A, lub)

	  QPSOL qp (x, H, c, bounds, linear_constraints);
	  soln = qp.minimize (objf, inform, lambda);
	}
      else
	{
	  // 4. qpsol (x, H, c,         llb, A, lub)

	 QPSOL qp (x, H, c, linear_constraints);
	 soln = qp.minimize (objf, inform, lambda);
       }
      goto solved;
    }

  return retval;

 solved:

  retval = new tree_constant [nargout+1];
  retval[0] = tree_constant (soln, 1);
  if (nargout > 1)
    retval[1] = tree_constant (objf);
  if (nargout > 2)
    retval[2] = tree_constant ((double) inform);
  if (nargout > 3)
    retval[3] = tree_constant (lambda);

  return retval;
}

#endif

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