|
7
|
1 // f-qpsol.cc -*- C++ -*- |
|
1
|
2 /* |
|
|
3 |
|
1009
|
4 Copyright (C) 1993, 1994, 1995 John W. Eaton |
|
1
|
5 |
|
|
6 This file is part of Octave. |
|
|
7 |
|
|
8 Octave is free software; you can redistribute it and/or modify it |
|
|
9 under the terms of the GNU General Public License as published by the |
|
|
10 Free Software Foundation; either version 2, or (at your option) any |
|
|
11 later version. |
|
|
12 |
|
|
13 Octave is distributed in the hope that it will be useful, but WITHOUT |
|
|
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
|
|
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
|
|
16 for more details. |
|
|
17 |
|
|
18 You should have received a copy of the GNU General Public License |
|
|
19 along with Octave; see the file COPYING. If not, write to the Free |
|
|
20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. |
|
|
21 |
|
|
22 */ |
|
|
23 |
|
240
|
24 #ifdef HAVE_CONFIG_H |
|
1192
|
25 #include <config.h> |
|
1
|
26 #endif |
|
|
27 |
|
289
|
28 #include <strstream.h> |
|
|
29 |
|
1
|
30 #include "QPSOL.h" |
|
|
31 |
|
|
32 #include "tree-const.h" |
|
|
33 #include "variables.h" |
|
|
34 #include "gripes.h" |
|
|
35 #include "error.h" |
|
|
36 #include "utils.h" |
|
289
|
37 #include "pager.h" |
|
544
|
38 #include "help.h" |
|
519
|
39 #include "defun-dld.h" |
|
1
|
40 |
|
646
|
41 #ifndef QPSOL_MISSING |
|
|
42 |
|
1
|
43 // This should probably be defined in some shared file and declared in |
|
|
44 // a header file... |
|
|
45 extern int linear_constraints_ok (const ColumnVector& x, |
|
|
46 const ColumnVector& llb, const Matrix& c, |
|
|
47 const ColumnVector& lub, char *warn_for, |
|
|
48 int warn); |
|
|
49 |
|
289
|
50 static QPSOL_options qpsol_opts; |
|
|
51 |
|
646
|
52 #endif |
|
|
53 |
|
519
|
54 #if defined (QPSOL_MISSING) |
|
701
|
55 DEFUN_DLD_BUILTIN ("qpsol", Fqpsol, Sqpsol, 9, 3, |
|
519
|
56 "This function requires QPSOL, which is not freely\n\ |
|
|
57 redistributable. For more information, read the file\n\ |
|
|
58 libcruft/qpsol/README.MISSING in the source distribution.") |
|
|
59 #else |
|
701
|
60 DEFUN_DLD_BUILTIN ("qpsol", Fqpsol, Sqpsol, 9, 3, |
|
519
|
61 "[X, OBJ, INFO, LAMBDA] = qpsol (X, H, C [, LB, UB] [, LB, A, UB])\n\ |
|
|
62 \n\ |
|
|
63 Groups of arguments surrounded in `[]' are optional, but\n\ |
|
|
64 must appear in the same relative order shown above.") |
|
|
65 #endif |
|
1
|
66 { |
|
|
67 /* |
|
|
68 |
|
|
69 Handle all of the following: |
|
|
70 |
|
|
71 1. qpsol (x, H, c) |
|
|
72 2. qpsol (x, H, c, lb, ub) |
|
|
73 3. qpsol (x, H, c, lb, ub, llb, A, lub) |
|
|
74 4. qpsol (x, H, c, llb, A, lub) |
|
|
75 |
|
|
76 */ |
|
|
77 |
|
497
|
78 Octave_object retval; |
|
1
|
79 |
|
519
|
80 #if defined (QPSOL_MISSING) |
|
|
81 |
|
|
82 // Force a bad value of inform, and empty matrices for x, phi, and lambda. |
|
|
83 |
|
|
84 retval.resize (4, Matrix ()); |
|
|
85 |
|
|
86 retval(2) = -1.0; |
|
|
87 |
|
|
88 print_usage ("qpsol"); |
|
|
89 |
|
|
90 #else |
|
|
91 |
|
506
|
92 int nargin = args.length (); |
|
|
93 |
|
712
|
94 if (nargin < 3 || nargin == 4 || nargin == 7 || nargin > 8 |
|
519
|
95 || nargout > 4) |
|
|
96 { |
|
|
97 print_usage ("qpsol"); |
|
|
98 return retval; |
|
|
99 } |
|
|
100 |
|
712
|
101 ColumnVector x = args(0).vector_value (); |
|
636
|
102 |
|
|
103 if (error_state || x.capacity () == 0) |
|
1
|
104 { |
|
157
|
105 error ("qpsol: expecting vector as first argument"); |
|
1
|
106 return retval; |
|
|
107 } |
|
|
108 |
|
712
|
109 Matrix H = args(1).matrix_value (); |
|
636
|
110 |
|
|
111 if (error_state || H.rows () != H.columns () || H.rows () != x.capacity ()) |
|
1
|
112 { |
|
213
|
113 error ("qpsol: H must be a square matrix consistent with the size of x"); |
|
1
|
114 return retval; |
|
|
115 } |
|
|
116 |
|
712
|
117 ColumnVector c = args(2).vector_value (); |
|
636
|
118 |
|
|
119 if (error_state || c.capacity () != x.capacity ()) |
|
1
|
120 { |
|
157
|
121 error ("qpsol: c must be a vector the same size as x"); |
|
1
|
122 return retval; |
|
|
123 } |
|
|
124 |
|
|
125 Bounds bounds; |
|
712
|
126 if (nargin == 5 || nargin == 8) |
|
1
|
127 { |
|
712
|
128 ColumnVector lb = args(3).vector_value (); |
|
|
129 ColumnVector ub = args(4).vector_value (); |
|
1
|
130 |
|
|
131 int lb_len = lb.capacity (); |
|
|
132 int ub_len = ub.capacity (); |
|
636
|
133 |
|
|
134 if (error_state || lb_len != ub_len || lb_len != x.capacity ()) |
|
1
|
135 { |
|
213
|
136 error ("qpsol: lower and upper bounds and decision variable vector"); |
|
|
137 error ("must all have the same number of elements"); |
|
1
|
138 return retval; |
|
|
139 } |
|
|
140 |
|
|
141 bounds.resize (lb_len); |
|
|
142 bounds.set_lower_bounds (lb); |
|
|
143 bounds.set_upper_bounds (ub); |
|
|
144 } |
|
|
145 |
|
|
146 ColumnVector soln; |
|
|
147 double objf; |
|
|
148 ColumnVector lambda; |
|
|
149 int inform; |
|
|
150 |
|
712
|
151 if (nargin == 3) |
|
1
|
152 { |
|
|
153 // 1. qpsol (x, H, c) |
|
|
154 |
|
|
155 QPSOL qp (x, H, c); |
|
289
|
156 qp.copy (qpsol_opts); |
|
1
|
157 soln = qp.minimize (objf, inform, lambda); |
|
|
158 |
|
|
159 goto solved; |
|
|
160 } |
|
|
161 |
|
712
|
162 if (nargin == 5) |
|
1
|
163 { |
|
|
164 // 2. qpsol (x, H, c, lb, ub) |
|
|
165 |
|
|
166 QPSOL qp (x, H, c, bounds); |
|
289
|
167 qp.copy (qpsol_opts); |
|
1
|
168 soln = qp.minimize (objf, inform, lambda); |
|
|
169 |
|
|
170 goto solved; |
|
|
171 } |
|
|
172 |
|
712
|
173 if (nargin == 6 || nargin == 8) |
|
1
|
174 { |
|
945
|
175 ColumnVector lub = args(nargin-1).vector_value (); |
|
|
176 ColumnVector llb = args(nargin-3).vector_value (); |
|
1
|
177 |
|
636
|
178 if (error_state || llb.capacity () == 0 || lub.capacity () == 0) |
|
157
|
179 { |
|
|
180 error ("qpsol: bounds for linear constraints must be vectors"); |
|
|
181 return retval; |
|
|
182 } |
|
|
183 |
|
945
|
184 Matrix A = args(nargin-2).matrix_value (); |
|
636
|
185 |
|
|
186 if (error_state) |
|
|
187 { |
|
|
188 error ("qpsol: invalid linear constraint matrix"); |
|
|
189 return retval; |
|
|
190 } |
|
|
191 |
|
1
|
192 if (! linear_constraints_ok (x, llb, A, lub, "qpsol", 1)) |
|
|
193 return retval; |
|
|
194 |
|
156
|
195 LinConst linear_constraints (llb, A, lub); |
|
|
196 |
|
712
|
197 if (nargin == 8) |
|
1
|
198 { |
|
|
199 // 3. qpsol (x, H, c, lb, ub, llb, A, lub) |
|
|
200 |
|
|
201 QPSOL qp (x, H, c, bounds, linear_constraints); |
|
289
|
202 qp.copy (qpsol_opts); |
|
1
|
203 soln = qp.minimize (objf, inform, lambda); |
|
|
204 } |
|
|
205 else |
|
|
206 { |
|
|
207 // 4. qpsol (x, H, c, llb, A, lub) |
|
|
208 |
|
|
209 QPSOL qp (x, H, c, linear_constraints); |
|
289
|
210 qp.copy (qpsol_opts); |
|
1
|
211 soln = qp.minimize (objf, inform, lambda); |
|
|
212 } |
|
|
213 goto solved; |
|
|
214 } |
|
|
215 |
|
|
216 return retval; |
|
|
217 |
|
|
218 solved: |
|
|
219 |
|
497
|
220 retval.resize (nargout ? nargout : 1); |
|
516
|
221 retval(0) = soln, 1; |
|
1
|
222 if (nargout > 1) |
|
516
|
223 retval(1) = objf; |
|
1
|
224 if (nargout > 2) |
|
516
|
225 retval(2) = (double) inform; |
|
1
|
226 if (nargout > 3) |
|
516
|
227 retval(3) = lambda; |
|
1
|
228 |
|
519
|
229 #endif |
|
|
230 |
|
1
|
231 return retval; |
|
|
232 } |
|
|
233 |
|
646
|
234 #ifndef QPSOL_MISSING |
|
|
235 |
|
289
|
236 typedef void (QPSOL_options::*d_set_opt_mf) (double); |
|
|
237 typedef void (QPSOL_options::*i_set_opt_mf) (int); |
|
|
238 typedef double (QPSOL_options::*d_get_opt_mf) (void); |
|
|
239 typedef int (QPSOL_options::*i_get_opt_mf) (void); |
|
|
240 |
|
|
241 #define MAX_TOKENS 2 |
|
|
242 |
|
|
243 struct QPSOL_OPTIONS |
|
|
244 { |
|
540
|
245 const char *keyword; |
|
|
246 const char *kw_tok[MAX_TOKENS + 1]; |
|
289
|
247 int min_len[MAX_TOKENS + 1]; |
|
|
248 int min_toks_to_match; |
|
|
249 d_set_opt_mf d_set_fcn; |
|
|
250 i_set_opt_mf i_set_fcn; |
|
|
251 d_get_opt_mf d_get_fcn; |
|
|
252 i_get_opt_mf i_get_fcn; |
|
|
253 }; |
|
|
254 |
|
497
|
255 static QPSOL_OPTIONS qpsol_option_table [] = |
|
289
|
256 { |
|
|
257 { "feasibility tolerance", |
|
519
|
258 { "feasibility", "tolerance", 0, }, |
|
289
|
259 { 1, 0, 0, }, 1, |
|
519
|
260 QPSOL_options::set_feasibility_tolerance, 0, |
|
|
261 QPSOL_options::feasibility_tolerance, 0, }, |
|
289
|
262 |
|
|
263 { "infinite bound", |
|
519
|
264 { "infinite", "bound", 0, }, |
|
289
|
265 { 2, 0, 0, }, 1, |
|
519
|
266 QPSOL_options::set_infinite_bound, 0, |
|
|
267 QPSOL_options::infinite_bound, 0, }, |
|
289
|
268 |
|
|
269 { "iteration limit", |
|
519
|
270 { "iteration", "limit", 0, }, |
|
289
|
271 { 2, 0, 0, }, 1, |
|
519
|
272 0, QPSOL_options::set_iteration_limit, |
|
|
273 0, QPSOL_options::iteration_limit, }, |
|
289
|
274 |
|
|
275 { "print level", |
|
519
|
276 { "print", "level", 0, }, |
|
289
|
277 { 1, 0, 0, }, 1, |
|
519
|
278 0, QPSOL_options::set_print_level, |
|
|
279 0, QPSOL_options::print_level, }, |
|
289
|
280 |
|
519
|
281 { 0, |
|
|
282 { 0, 0, 0, }, |
|
289
|
283 { 0, 0, 0, }, 0, |
|
519
|
284 0, 0, 0, 0, }, |
|
289
|
285 }; |
|
|
286 |
|
|
287 static void |
|
|
288 print_qpsol_option_list (void) |
|
|
289 { |
|
|
290 ostrstream output_buf; |
|
|
291 |
|
|
292 print_usage ("qpsol_options", 1); |
|
|
293 |
|
|
294 output_buf << "\n" |
|
|
295 << "Options for qpsol include:\n\n" |
|
|
296 << " keyword value\n" |
|
|
297 << " ------- -----\n\n"; |
|
|
298 |
|
|
299 QPSOL_OPTIONS *list = qpsol_option_table; |
|
|
300 |
|
540
|
301 const char *keyword; |
|
519
|
302 while ((keyword = list->keyword) != 0) |
|
289
|
303 { |
|
|
304 output_buf.form (" %-40s ", keyword); |
|
|
305 if (list->d_get_fcn) |
|
|
306 { |
|
|
307 double val = (qpsol_opts.*list->d_get_fcn) (); |
|
|
308 if (val < 0.0) |
|
|
309 output_buf << "computed automatically"; |
|
|
310 else |
|
|
311 output_buf << val; |
|
|
312 } |
|
|
313 else |
|
|
314 { |
|
|
315 int val = (qpsol_opts.*list->i_get_fcn) (); |
|
|
316 if (val < 0) |
|
|
317 output_buf << "depends on problem size"; |
|
|
318 else |
|
|
319 output_buf << val; |
|
|
320 } |
|
|
321 output_buf << "\n"; |
|
|
322 list++; |
|
|
323 } |
|
|
324 |
|
|
325 output_buf << "\n" << ends; |
|
|
326 maybe_page_output (output_buf); |
|
|
327 } |
|
|
328 |
|
|
329 static void |
|
|
330 do_qpsol_option (char *keyword, double val) |
|
|
331 { |
|
|
332 QPSOL_OPTIONS *list = qpsol_option_table; |
|
|
333 |
|
519
|
334 while (list->keyword != 0) |
|
289
|
335 { |
|
|
336 if (keyword_almost_match (list->kw_tok, list->min_len, keyword, |
|
|
337 list->min_toks_to_match, MAX_TOKENS)) |
|
|
338 { |
|
|
339 if (list->d_set_fcn) |
|
|
340 (qpsol_opts.*list->d_set_fcn) (val); |
|
|
341 else |
|
1086
|
342 { |
|
|
343 if (xisnan (val)) |
|
|
344 { |
|
|
345 error ("qpsol_options: %s: expecting integer, found NaN", |
|
|
346 keyword); |
|
|
347 } |
|
|
348 else |
|
|
349 (qpsol_opts.*list->i_set_fcn) (NINT (val)); |
|
|
350 } |
|
289
|
351 return; |
|
|
352 } |
|
|
353 list++; |
|
|
354 } |
|
|
355 |
|
|
356 warning ("qpsol_options: no match for `%s'", keyword); |
|
|
357 } |
|
|
358 |
|
646
|
359 #endif |
|
|
360 |
|
519
|
361 #if defined (QPSOL_MISSING) |
|
701
|
362 DEFUN_DLD_BUILTIN ("qpsol_options", Fqpsol_options, Sqpsol_options, -1, 1, |
|
519
|
363 "This function requires QPSOL, which is not freely\n\ |
|
|
364 redistributable. For more information, read the file\n\ |
|
|
365 libcruft/qpsol/README.MISSING in the source distribution.") |
|
|
366 #else |
|
701
|
367 DEFUN_DLD_BUILTIN ("qpsol_options", Fqpsol_options, Sqpsol_options, -1, 1, |
|
519
|
368 "qpsol_options (KEYWORD, VALUE)\n |
|
|
369 \n\ |
|
|
370 Set or show options for qpsol. Keywords may be abbreviated\n\ |
|
|
371 to the shortest match.") |
|
|
372 #endif |
|
272
|
373 { |
|
497
|
374 Octave_object retval; |
|
272
|
375 |
|
519
|
376 #if defined (QPSOL_MISSING) |
|
|
377 |
|
|
378 print_usage ("qpsol"); |
|
|
379 |
|
|
380 #else |
|
|
381 |
|
506
|
382 int nargin = args.length (); |
|
|
383 |
|
712
|
384 if (nargin == 0) |
|
289
|
385 { |
|
|
386 print_qpsol_option_list (); |
|
636
|
387 return retval; |
|
289
|
388 } |
|
712
|
389 else if (nargin == 2) |
|
289
|
390 { |
|
712
|
391 char *keyword = args(0).string_value (); |
|
636
|
392 |
|
|
393 if (! error_state) |
|
289
|
394 { |
|
712
|
395 double val = args(1).double_value (); |
|
636
|
396 |
|
|
397 if (! error_state) |
|
|
398 { |
|
|
399 do_qpsol_option (keyword, val); |
|
|
400 return retval; |
|
|
401 } |
|
289
|
402 } |
|
|
403 } |
|
636
|
404 |
|
|
405 print_usage ("qpsol_options"); |
|
289
|
406 |
|
519
|
407 #endif |
|
|
408 |
|
272
|
409 return retval; |
|
|
410 } |
|
|
411 |
|
1
|
412 /* |
|
|
413 ;;; Local Variables: *** |
|
|
414 ;;; mode: C++ *** |
|
|
415 ;;; page-delimiter: "^/\\*" *** |
|
|
416 ;;; End: *** |
|
|
417 */ |
