qp_box.hpp

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qp_box Source Code

namespace CppAD { // BEGIN_CPPAD_NAMESPACE

// BEGIN PROTOTYPE
template <class Vector>
bool qp_box(
   size_t        level   ,
   const Vector& a       ,
   const Vector& b       ,
   const Vector& c       ,
   const Vector& C       ,
   const Vector& g       ,
   const Vector& G       ,
   double        epsilon ,
   size_t        maxitr  ,
   const Vector& xin     ,
   Vector&       xout    )
// END PROTOTYPE
{  double inf = std::numeric_limits<double>::infinity();
   //
   size_t n = a.size();
   size_t m = c.size();
   //
   CPPAD_ASSERT_KNOWN(level <= 2, "qp_interior: level is greater than 2");
   CPPAD_ASSERT_KNOWN(
      size_t(b.size()) == n, "qp_box: size of b is not n"
   );
   CPPAD_ASSERT_KNOWN(
      size_t(C.size()) == m * n, "qp_box: size of C is not m * n"
   );
   CPPAD_ASSERT_KNOWN(
      size_t(g.size()) == n, "qp_box: size of g is not n"
   );
   CPPAD_ASSERT_KNOWN(
      size_t(G.size()) == n * n, "qp_box: size of G is not n * n"
   );
   if( level > 0 )
   {  std::cout << "start qp_box\n";
      CppAD::abs_print_mat("a", n, 1, a);
      CppAD::abs_print_mat("b", n, 1, b);
      CppAD::abs_print_mat("c", m, 1, c);
      CppAD::abs_print_mat("C", m, n, C);
      CppAD::abs_print_mat("g", 1, n, g);
      CppAD::abs_print_mat("G", n, n, G);
      CppAD::abs_print_mat("xin", n, 1, xin);
   }
   //
   // count number of lower and upper limits
   size_t n_limit = 0;
   for(size_t j = 0; j < n; j++)
   {  CPPAD_ASSERT_KNOWN(G[j * n + j] >= 0.0, "qp_box: G_{j,j} < 0.0");
      if( -inf < a[j] )
         ++n_limit;
      if( b[j] < inf )
         ++n_limit;
   }
   //
   // C_int and c_int define the extended constraints
   Vector C_int((m + n_limit) * n ), c_int(m + n_limit);
   for(size_t i = 0; i < size_t(C_int.size()); i++)
      C_int[i] = 0.0;
   //
   // put C * x + c <= 0 in C_int, c_int
   for(size_t i = 0; i < m; i++)
   {  c_int[i] = c[i];
      for(size_t j = 0; j < n; j++)
         C_int[i * n + j] = C[i * n + j];
   }
   //
   // put I * x - b <= 0 in C_int, c_int
   size_t i_limit = 0;
   for(size_t j = 0; j < n; j++) if( b[j] < inf )
   {  c_int[m + i_limit]            = - b[j];
      C_int[(m + i_limit) * n + j]  = 1.0;
      ++i_limit;
   }
   //
   // put a - I * x <= 0 in C_int, c_int
   for(size_t j = 0; j < n; j++) if( -inf < a[j] )
   {  c_int[m + i_limit]           = a[j];
      C_int[(m + i_limit) * n + j] = -1.0;
      ++i_limit;
   }
   Vector yout(m + n_limit), sout(m + n_limit);
   size_t level_int = 0;
   if( level == 2 )
      level_int = 1;
   bool ok = qp_interior( level_int,
      c_int, C_int, g, G, epsilon, maxitr, xin, xout, yout, sout
   );
   if( level > 0 )
   {  if( level < 2 )
         CppAD::abs_print_mat("xout", n, 1, xout);
      if( ok )
         std::cout << "end q_box: ok = true\n";
      else
         std::cout << "end q_box: ok = false\n";
   }
   return ok;
}

} // END_CPPAD_NAMESPACE