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1 // tc-qpsol.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1993 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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24 #ifdef __GNUG__ |
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25 #pragma implementation |
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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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30 #include "QPSOL.h" |
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31 |
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32 #include "tree-const.h" |
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33 #include "variables.h" |
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34 #include "gripes.h" |
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35 #include "error.h" |
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36 #include "utils.h" |
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37 |
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38 // This should probably be defined in some shared file and declared in |
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39 // a header file... |
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40 extern int linear_constraints_ok (const ColumnVector& x, |
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41 const ColumnVector& llb, const Matrix& c, |
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42 const ColumnVector& lub, char *warn_for, |
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43 int warn); |
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44 |
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45 #ifdef WITH_DLD |
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46 tree_constant * |
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47 builtin_qpsol_2 (tree_constant *args, int nargin, int nargout) |
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48 { |
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49 return qpsol (args, nargin, nargout); |
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50 } |
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51 #endif |
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52 |
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53 tree_constant * |
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54 qpsol (tree_constant *args, int nargin, int nargout) |
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55 { |
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56 /* |
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57 |
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58 Handle all of the following: |
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59 |
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60 1. qpsol (x, H, c) |
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61 2. qpsol (x, H, c, lb, ub) |
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62 3. qpsol (x, H, c, lb, ub, llb, A, lub) |
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63 4. qpsol (x, H, c, llb, A, lub) |
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64 |
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65 */ |
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66 |
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67 // Assumes that we have been given the correct number of arguments. |
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68 |
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69 tree_constant *retval = NULL_TREE_CONST; |
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70 |
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71 ColumnVector x = args[1].to_vector (); |
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72 if (x.capacity () == 0) |
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73 { |
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74 message ("qpsol", "expecting vector as first argument"); |
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75 return retval; |
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76 } |
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77 |
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78 Matrix H = args[2].to_matrix (); |
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79 if (H.rows () != H.columns () || H.rows () != x.capacity ()) |
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80 { |
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81 message ("qpsol", "H must be a square matrix consistent with the\ |
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82 size of x"); |
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83 return retval; |
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84 } |
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85 |
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86 ColumnVector c = args[3].to_vector (); |
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87 if (c.capacity () != x.capacity ()) |
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88 { |
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89 message ("qpsol", "c must be a vector the same size as x"); |
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90 return retval; |
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91 } |
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92 |
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93 Bounds bounds; |
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94 if (nargin == 6 || nargin == 9) |
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95 { |
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96 ColumnVector lb = args[4].to_vector (); |
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97 ColumnVector ub = args[5].to_vector (); |
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98 |
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99 int lb_len = lb.capacity (); |
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100 int ub_len = ub.capacity (); |
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101 if (lb_len != ub_len || lb_len != x.capacity ()) |
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102 { |
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103 message ("qpsol", "lower and upper bounds and decision variable\n\ |
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104 vector must all have the same number of elements"); |
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105 return retval; |
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106 } |
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107 |
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108 bounds.resize (lb_len); |
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109 bounds.set_lower_bounds (lb); |
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110 bounds.set_upper_bounds (ub); |
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111 } |
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112 |
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113 ColumnVector soln; |
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114 double objf; |
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115 ColumnVector lambda; |
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116 int inform; |
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117 |
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118 if (nargin == 4) |
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119 { |
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120 // 1. qpsol (x, H, c) |
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121 |
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122 QPSOL qp (x, H, c); |
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123 soln = qp.minimize (objf, inform, lambda); |
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124 |
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125 goto solved; |
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126 } |
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127 |
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128 if (nargin == 6) |
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129 { |
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130 // 2. qpsol (x, H, c, lb, ub) |
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131 |
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132 QPSOL qp (x, H, c, bounds); |
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133 soln = qp.minimize (objf, inform, lambda); |
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134 |
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135 goto solved; |
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136 } |
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137 |
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138 if (nargin == 7 || nargin == 9) |
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139 { |
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140 ColumnVector lub = args[nargin-1].to_vector (); |
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141 Matrix A = args[nargin-2].to_matrix (); |
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142 ColumnVector llb = args[nargin-3].to_vector (); |
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143 |
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144 LinConst linear_constraints (llb, A, lub); |
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145 |
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146 if (! linear_constraints_ok (x, llb, A, lub, "qpsol", 1)) |
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147 return retval; |
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148 |
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149 if (nargin == 9) |
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150 { |
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151 // 3. qpsol (x, H, c, lb, ub, llb, A, lub) |
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152 |
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153 QPSOL qp (x, H, c, bounds, linear_constraints); |
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154 soln = qp.minimize (objf, inform, lambda); |
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155 } |
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156 else |
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157 { |
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158 // 4. qpsol (x, H, c, llb, A, lub) |
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159 |
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160 QPSOL qp (x, H, c, linear_constraints); |
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161 soln = qp.minimize (objf, inform, lambda); |
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162 } |
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163 goto solved; |
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164 } |
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165 |
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166 return retval; |
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167 |
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168 solved: |
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169 |
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170 retval = new tree_constant [nargout+1]; |
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171 retval[0] = tree_constant (soln, 1); |
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172 if (nargout > 1) |
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173 retval[1] = tree_constant (objf); |
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174 if (nargout > 2) |
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175 retval[2] = tree_constant ((double) inform); |
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176 if (nargout > 3) |
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177 retval[3] = tree_constant (lambda); |
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178 |
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179 return retval; |
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180 } |
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181 |
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182 #endif |
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183 |
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184 /* |
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185 ;;; Local Variables: *** |
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186 ;;; mode: C++ *** |
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187 ;;; page-delimiter: "^/\\*" *** |
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188 ;;; End: *** |
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189 */ |
