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1 // QLD.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994, 1995 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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238
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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 #include <math.h> |
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29 #include <iostream.h> |
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30 |
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31 #include "dMatrix.h" |
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32 #include "dColVector.h" |
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33 #include "dRowVector.h" |
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34 #include "QLD.h" |
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35 #include "f77-uscore.h" |
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36 |
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37 extern "C" |
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38 { |
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39 int F77_FCN (qld) (int*, int*, int*, int*, int*, double*, double*, |
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40 double*, double*, double*, double*, double*, |
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41 double*, int*, int*, int*, double*, int*, int*, |
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42 int*); |
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43 } |
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44 |
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45 Vector |
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46 QLD::minimize (double& objf, int& inform) |
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47 { |
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48 int n = x.capacity (); |
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49 |
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50 Matrix A1 = lc.eq_constraint_matrix (); |
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51 Vector b1 = lc.eq_constraint_vector (); |
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52 |
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53 Matrix A2 = lc.ineq_constraint_matrix (); |
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54 Vector b2 = lc.ineq_constraint_vector (); |
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55 |
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56 int me = A1.rows (); |
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57 int m = me + A2.rows (); |
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58 |
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59 cout << "n: " << n << "\n"; |
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60 cout << "m: " << m << "\n"; |
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61 cout << "me: " << me << "\n"; |
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62 |
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63 A1.stack (A2); |
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64 b1.stack (b2); |
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65 |
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66 int lwar = n*(3*n + 15)/2 + m + 100; |
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67 int liwar = n + 100; |
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68 |
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69 double *war = new double [lwar]; |
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70 int *iwar = new int [liwar]; |
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71 |
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72 iwar[0] = 0; |
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73 |
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74 double *u = new double [m+n+n + 100]; |
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75 |
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76 int iout = 0; |
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77 |
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78 double *px = x.fortran_vec (); |
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79 double *ph = H.fortran_vec (); |
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80 |
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81 cout << x; |
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82 cout << H; |
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83 cout << c; |
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84 |
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85 double *pc = 0; |
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86 if (c.capacity () > 0) |
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87 pc = c.fortran_vec (); |
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88 |
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89 double *pa = 0; |
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90 if (A1.rows () > 0 && A1.columns () > 0) |
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91 pa = A1.fortran_vec (); |
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92 |
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93 double *pb = 0; |
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94 if (b1.capacity () > 0) |
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95 pb = b1.fortran_vec (); |
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96 |
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97 Vector xlb = bnds.lower_bounds (); |
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98 Vector xub = bnds.upper_bounds (); |
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99 if (xlb.capacity () <= 0) |
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100 { |
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101 xlb.resize (n, -1.0e30); |
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102 xub.resize (n, 1.0e30); |
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103 } |
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104 double *pxl = xlb.fortran_vec (); |
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105 double *pxu = xub.fortran_vec (); |
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106 |
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107 int mmax = m > 0 ? m : 1; |
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108 |
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109 iprint = 1; |
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110 F77_FCN (qld) (&m, &me, &mmax, &n, &n, ph, pc, pa, pb, pxl, pxu, px, |
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111 u, &iout, &inform, &iprint, war, &lwar, iwar, &liwar); |
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112 |
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113 delete war; |
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114 delete iwar; |
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115 delete u; |
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116 |
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117 objf = (x.transpose () * H * x) / 2.0; |
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118 if (c.capacity () > 0) |
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119 objf += c.transpose () * x; |
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120 |
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121 return x; |
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122 } |
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123 |
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124 void |
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125 QLD::set_default_options (void) |
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126 { |
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127 iprint = 0; |
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128 } |
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129 |
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130 /* |
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131 ;;; Local Variables: *** |
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132 ;;; mode: C++ *** |
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133 ;;; page-delimiter: "^/\\*" *** |
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134 ;;; End: *** |
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135 */ |
