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1 // f-qpsol.cc -*- C++ -*- |
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2 /* |
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3 |
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296
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4 Copyright (C) 1993, 1994 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. |
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21 |
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22 */ |
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23 |
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240
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24 #ifdef HAVE_CONFIG_H |
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25 #include "config.h" |
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26 #endif |
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27 |
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28 #ifndef QPSOL_MISSING |
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29 |
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289
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30 #include <strstream.h> |
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31 |
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32 #include "QPSOL.h" |
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33 |
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34 #include "tree-const.h" |
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35 #include "variables.h" |
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36 #include "gripes.h" |
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37 #include "error.h" |
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38 #include "utils.h" |
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289
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39 #include "pager.h" |
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544
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40 #include "help.h" |
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519
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41 #include "defun-dld.h" |
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42 |
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43 // This should probably be defined in some shared file and declared in |
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44 // a header file... |
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45 extern int linear_constraints_ok (const ColumnVector& x, |
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46 const ColumnVector& llb, const Matrix& c, |
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47 const ColumnVector& lub, char *warn_for, |
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48 int warn); |
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49 |
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289
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50 static QPSOL_options qpsol_opts; |
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51 |
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519
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52 #if defined (QPSOL_MISSING) |
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53 DEFUN_DLD ("qpsol", Fqpsol, Sqpsol, 9, 3, |
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54 "This function requires QPSOL, which is not freely\n\ |
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55 redistributable. For more information, read the file\n\ |
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56 libcruft/qpsol/README.MISSING in the source distribution.") |
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57 #else |
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58 DEFUN_DLD ("qpsol", Fqpsol, Sqpsol, 9, 3, |
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59 "[X, OBJ, INFO, LAMBDA] = qpsol (X, H, C [, LB, UB] [, LB, A, UB])\n\ |
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60 \n\ |
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61 Groups of arguments surrounded in `[]' are optional, but\n\ |
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62 must appear in the same relative order shown above.") |
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63 #endif |
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64 { |
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65 /* |
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66 |
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67 Handle all of the following: |
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68 |
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69 1. qpsol (x, H, c) |
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70 2. qpsol (x, H, c, lb, ub) |
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71 3. qpsol (x, H, c, lb, ub, llb, A, lub) |
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72 4. qpsol (x, H, c, llb, A, lub) |
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73 |
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74 */ |
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75 |
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497
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76 Octave_object retval; |
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77 |
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519
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78 #if defined (QPSOL_MISSING) |
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79 |
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80 // Force a bad value of inform, and empty matrices for x, phi, and lambda. |
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81 |
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82 retval.resize (4, Matrix ()); |
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83 |
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84 retval(2) = -1.0; |
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85 |
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86 print_usage ("qpsol"); |
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87 |
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88 #else |
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89 |
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506
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90 int nargin = args.length (); |
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91 |
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519
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92 if (nargin < 4 || nargin == 5 || nargin == 8 || nargin > 9 |
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93 || nargout > 4) |
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94 { |
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95 print_usage ("qpsol"); |
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96 return retval; |
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97 } |
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98 |
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497
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99 ColumnVector x = args(1).to_vector (); |
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100 if (x.capacity () == 0) |
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101 { |
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102 error ("qpsol: expecting vector as first argument"); |
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103 return retval; |
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104 } |
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105 |
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497
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106 Matrix H = args(2).to_matrix (); |
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107 if (H.rows () != H.columns () || H.rows () != x.capacity ()) |
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108 { |
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109 error ("qpsol: H must be a square matrix consistent with the size of x"); |
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110 return retval; |
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111 } |
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112 |
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113 ColumnVector c = args(3).to_vector (); |
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114 if (c.capacity () != x.capacity ()) |
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115 { |
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116 error ("qpsol: c must be a vector the same size as x"); |
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117 return retval; |
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118 } |
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119 |
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120 Bounds bounds; |
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121 if (nargin == 6 || nargin == 9) |
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122 { |
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123 ColumnVector lb = args(4).to_vector (); |
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124 ColumnVector ub = args(5).to_vector (); |
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125 |
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126 int lb_len = lb.capacity (); |
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127 int ub_len = ub.capacity (); |
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128 if (lb_len != ub_len || lb_len != x.capacity ()) |
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129 { |
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213
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130 error ("qpsol: lower and upper bounds and decision variable vector"); |
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131 error ("must all have the same number of elements"); |
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132 return retval; |
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133 } |
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134 |
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135 bounds.resize (lb_len); |
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136 bounds.set_lower_bounds (lb); |
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137 bounds.set_upper_bounds (ub); |
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138 } |
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139 |
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140 ColumnVector soln; |
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141 double objf; |
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142 ColumnVector lambda; |
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143 int inform; |
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144 |
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145 if (nargin == 4) |
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146 { |
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147 // 1. qpsol (x, H, c) |
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148 |
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149 QPSOL qp (x, H, c); |
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150 qp.copy (qpsol_opts); |
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151 soln = qp.minimize (objf, inform, lambda); |
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152 |
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153 goto solved; |
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154 } |
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155 |
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156 if (nargin == 6) |
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157 { |
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158 // 2. qpsol (x, H, c, lb, ub) |
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159 |
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160 QPSOL qp (x, H, c, bounds); |
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161 qp.copy (qpsol_opts); |
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162 soln = qp.minimize (objf, inform, lambda); |
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163 |
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164 goto solved; |
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165 } |
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166 |
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167 if (nargin == 7 || nargin == 9) |
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168 { |
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169 ColumnVector lub = args(nargin-1).to_vector (); |
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170 Matrix A = args(nargin-2).to_matrix (); |
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171 ColumnVector llb = args(nargin-3).to_vector (); |
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172 |
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173 if (llb.capacity () == 0 || lub.capacity () == 0) |
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174 { |
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175 error ("qpsol: bounds for linear constraints must be vectors"); |
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176 return retval; |
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177 } |
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178 |
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179 if (! linear_constraints_ok (x, llb, A, lub, "qpsol", 1)) |
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180 return retval; |
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181 |
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182 LinConst linear_constraints (llb, A, lub); |
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183 |
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184 if (nargin == 9) |
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185 { |
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186 // 3. qpsol (x, H, c, lb, ub, llb, A, lub) |
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187 |
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188 QPSOL qp (x, H, c, bounds, linear_constraints); |
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189 qp.copy (qpsol_opts); |
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190 soln = qp.minimize (objf, inform, lambda); |
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191 } |
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192 else |
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193 { |
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194 // 4. qpsol (x, H, c, llb, A, lub) |
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195 |
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196 QPSOL qp (x, H, c, linear_constraints); |
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197 qp.copy (qpsol_opts); |
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198 soln = qp.minimize (objf, inform, lambda); |
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199 } |
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200 goto solved; |
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201 } |
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202 |
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203 return retval; |
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204 |
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205 solved: |
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206 |
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207 retval.resize (nargout ? nargout : 1); |
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208 retval(0) = soln, 1; |
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209 if (nargout > 1) |
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516
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210 retval(1) = objf; |
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211 if (nargout > 2) |
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516
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212 retval(2) = (double) inform; |
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213 if (nargout > 3) |
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516
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214 retval(3) = lambda; |
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215 |
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216 #endif |
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217 |
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218 return retval; |
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219 } |
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220 |
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221 typedef void (QPSOL_options::*d_set_opt_mf) (double); |
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222 typedef void (QPSOL_options::*i_set_opt_mf) (int); |
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223 typedef double (QPSOL_options::*d_get_opt_mf) (void); |
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224 typedef int (QPSOL_options::*i_get_opt_mf) (void); |
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225 |
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226 #define MAX_TOKENS 2 |
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227 |
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228 struct QPSOL_OPTIONS |
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229 { |
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230 const char *keyword; |
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231 const char *kw_tok[MAX_TOKENS + 1]; |
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289
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232 int min_len[MAX_TOKENS + 1]; |
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233 int min_toks_to_match; |
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234 d_set_opt_mf d_set_fcn; |
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235 i_set_opt_mf i_set_fcn; |
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236 d_get_opt_mf d_get_fcn; |
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237 i_get_opt_mf i_get_fcn; |
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238 }; |
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239 |
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240 static QPSOL_OPTIONS qpsol_option_table [] = |
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289
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241 { |
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242 { "feasibility tolerance", |
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243 { "feasibility", "tolerance", 0, }, |
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289
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244 { 1, 0, 0, }, 1, |
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245 QPSOL_options::set_feasibility_tolerance, 0, |
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246 QPSOL_options::feasibility_tolerance, 0, }, |
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247 |
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248 { "infinite bound", |
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249 { "infinite", "bound", 0, }, |
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250 { 2, 0, 0, }, 1, |
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251 QPSOL_options::set_infinite_bound, 0, |
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252 QPSOL_options::infinite_bound, 0, }, |
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253 |
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254 { "iteration limit", |
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255 { "iteration", "limit", 0, }, |
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289
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256 { 2, 0, 0, }, 1, |
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257 0, QPSOL_options::set_iteration_limit, |
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258 0, QPSOL_options::iteration_limit, }, |
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259 |
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260 { "print level", |
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519
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261 { "print", "level", 0, }, |
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289
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262 { 1, 0, 0, }, 1, |
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263 0, QPSOL_options::set_print_level, |
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264 0, QPSOL_options::print_level, }, |
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265 |
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519
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266 { 0, |
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267 { 0, 0, 0, }, |
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289
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268 { 0, 0, 0, }, 0, |
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269 0, 0, 0, 0, }, |
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289
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270 }; |
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271 |
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272 static void |
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273 print_qpsol_option_list (void) |
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274 { |
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275 ostrstream output_buf; |
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276 |
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277 print_usage ("qpsol_options", 1); |
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278 |
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279 output_buf << "\n" |
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280 << "Options for qpsol include:\n\n" |
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281 << " keyword value\n" |
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282 << " ------- -----\n\n"; |
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283 |
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284 QPSOL_OPTIONS *list = qpsol_option_table; |
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285 |
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286 const char *keyword; |
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287 while ((keyword = list->keyword) != 0) |
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289
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288 { |
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289 output_buf.form (" %-40s ", keyword); |
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290 if (list->d_get_fcn) |
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291 { |
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292 double val = (qpsol_opts.*list->d_get_fcn) (); |
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293 if (val < 0.0) |
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294 output_buf << "computed automatically"; |
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295 else |
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296 output_buf << val; |
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297 } |
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298 else |
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299 { |
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300 int val = (qpsol_opts.*list->i_get_fcn) (); |
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301 if (val < 0) |
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302 output_buf << "depends on problem size"; |
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303 else |
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304 output_buf << val; |
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305 } |
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306 output_buf << "\n"; |
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307 list++; |
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308 } |
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309 |
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310 output_buf << "\n" << ends; |
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311 maybe_page_output (output_buf); |
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312 } |
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313 |
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314 static void |
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315 do_qpsol_option (char *keyword, double val) |
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316 { |
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317 QPSOL_OPTIONS *list = qpsol_option_table; |
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318 |
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319 while (list->keyword != 0) |
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289
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320 { |
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321 if (keyword_almost_match (list->kw_tok, list->min_len, keyword, |
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322 list->min_toks_to_match, MAX_TOKENS)) |
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323 { |
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324 if (list->d_set_fcn) |
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325 (qpsol_opts.*list->d_set_fcn) (val); |
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326 else |
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327 (qpsol_opts.*list->i_set_fcn) (NINT (val)); |
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328 |
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329 return; |
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330 } |
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331 list++; |
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332 } |
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333 |
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334 warning ("qpsol_options: no match for `%s'", keyword); |
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335 } |
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336 |
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519
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337 #if defined (QPSOL_MISSING) |
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338 DEFUN_DLD ("qpsol_options", Fqpsol_options, Sqpsol_options, -1, 1, |
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339 "This function requires QPSOL, which is not freely\n\ |
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340 redistributable. For more information, read the file\n\ |
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341 libcruft/qpsol/README.MISSING in the source distribution.") |
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342 #else |
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343 DEFUN_DLD ("qpsol_options", Fqpsol_options, Sqpsol_options, -1, 1, |
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344 "qpsol_options (KEYWORD, VALUE)\n |
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345 \n\ |
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346 Set or show options for qpsol. Keywords may be abbreviated\n\ |
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347 to the shortest match.") |
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348 #endif |
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272
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349 { |
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350 Octave_object retval; |
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272
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351 |
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519
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352 #if defined (QPSOL_MISSING) |
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353 |
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354 print_usage ("qpsol"); |
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355 |
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356 #else |
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357 |
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506
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358 int nargin = args.length (); |
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359 |
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289
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360 if (nargin == 1) |
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361 { |
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362 print_qpsol_option_list (); |
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363 } |
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364 else if (nargin == 3) |
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365 { |
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497
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366 if (args(1).is_string_type ()) |
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289
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367 { |
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497
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368 char *keyword = args(1).string_value (); |
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369 double val = args(2).double_value (); |
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289
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370 do_qpsol_option (keyword, val); |
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371 } |
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372 else |
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373 print_usage ("qpsol_options"); |
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374 } |
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375 else |
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376 { |
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377 print_usage ("qpsol_options"); |
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378 } |
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379 |
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519
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380 #endif |
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381 |
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272
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382 return retval; |
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383 } |
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384 |
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385 #endif |
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386 |
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387 /* |
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388 ;;; Local Variables: *** |
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389 ;;; mode: C++ *** |
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390 ;;; page-delimiter: "^/\\*" *** |
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391 ;;; End: *** |
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392 */ |
