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7
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1 // f-qpsol.cc -*- C++ -*- |
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1
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2 /* |
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3 |
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1009
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4 Copyright (C) 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, 59 Temple Place - Suite 330, Boston, MA 02111-1307, 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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1192
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25 #include <config.h> |
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1
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26 #endif |
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27 |
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289
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28 #include <strstream.h> |
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29 |
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1
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30 #include "QPSOL.h" |
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31 |
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1352
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32 #include "defun-dld.h" |
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1
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33 #include "error.h" |
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1352
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34 #include "gripes.h" |
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35 #include "help.h" |
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289
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36 #include "pager.h" |
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1352
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37 #include "tree-const.h" |
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38 #include "utils.h" |
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39 #include "variables.h" |
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1
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40 |
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646
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41 #ifndef QPSOL_MISSING |
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42 |
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1
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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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646
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52 #endif |
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53 |
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519
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54 #if defined (QPSOL_MISSING) |
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701
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55 DEFUN_DLD_BUILTIN ("qpsol", Fqpsol, Sqpsol, 9, 3, |
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519
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56 "This function requires QPSOL, which is not freely\n\ |
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57 redistributable. For more information, read the file\n\ |
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58 libcruft/qpsol/README.MISSING in the source distribution.") |
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59 #else |
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701
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60 DEFUN_DLD_BUILTIN ("qpsol", Fqpsol, Sqpsol, 9, 3, |
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519
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61 "[X, OBJ, INFO, LAMBDA] = qpsol (X, H, C [, LB, UB] [, LB, A, UB])\n\ |
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62 \n\ |
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63 Groups of arguments surrounded in `[]' are optional, but\n\ |
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64 must appear in the same relative order shown above.") |
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65 #endif |
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1
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66 { |
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67 /* |
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68 |
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69 Handle all of the following: |
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70 |
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71 1. qpsol (x, H, c) |
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72 2. qpsol (x, H, c, lb, ub) |
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73 3. qpsol (x, H, c, lb, ub, llb, A, lub) |
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74 4. qpsol (x, H, c, llb, A, lub) |
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75 |
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76 */ |
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77 |
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497
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78 Octave_object retval; |
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1
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79 |
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519
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80 #if defined (QPSOL_MISSING) |
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81 |
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1357
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82 // Force a bad value of inform, and empty matrices for x, phi, and |
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83 // lambda. |
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519
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84 |
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85 retval.resize (4, Matrix ()); |
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86 |
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87 retval(2) = -1.0; |
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88 |
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89 print_usage ("qpsol"); |
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90 |
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91 #else |
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92 |
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506
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93 int nargin = args.length (); |
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94 |
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712
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95 if (nargin < 3 || nargin == 4 || nargin == 7 || nargin > 8 |
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519
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96 || nargout > 4) |
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97 { |
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98 print_usage ("qpsol"); |
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99 return retval; |
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100 } |
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101 |
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712
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102 ColumnVector x = args(0).vector_value (); |
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636
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103 |
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104 if (error_state || x.capacity () == 0) |
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1
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105 { |
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157
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106 error ("qpsol: expecting vector as first argument"); |
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107 return retval; |
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108 } |
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109 |
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712
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110 Matrix H = args(1).matrix_value (); |
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636
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111 |
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112 if (error_state || H.rows () != H.columns () || H.rows () != x.capacity ()) |
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1
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113 { |
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213
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114 error ("qpsol: H must be a square matrix consistent with the size of x"); |
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115 return retval; |
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116 } |
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117 |
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712
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118 ColumnVector c = args(2).vector_value (); |
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636
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119 |
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120 if (error_state || c.capacity () != x.capacity ()) |
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1
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121 { |
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157
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122 error ("qpsol: c must be a vector the same size as x"); |
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123 return retval; |
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124 } |
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125 |
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126 Bounds bounds; |
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712
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127 if (nargin == 5 || nargin == 8) |
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1
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128 { |
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712
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129 ColumnVector lb = args(3).vector_value (); |
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130 ColumnVector ub = args(4).vector_value (); |
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131 |
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132 int lb_len = lb.capacity (); |
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133 int ub_len = ub.capacity (); |
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636
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134 |
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135 if (error_state || lb_len != ub_len || lb_len != x.capacity ()) |
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136 { |
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213
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137 error ("qpsol: lower and upper bounds and decision variable vector"); |
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138 error ("must all have the same number of elements"); |
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1
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139 return retval; |
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140 } |
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141 |
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142 bounds.resize (lb_len); |
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143 bounds.set_lower_bounds (lb); |
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144 bounds.set_upper_bounds (ub); |
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145 } |
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146 |
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147 ColumnVector soln; |
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148 double objf; |
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149 ColumnVector lambda; |
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150 int inform; |
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151 |
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712
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152 if (nargin == 3) |
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1
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153 { |
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154 // 1. qpsol (x, H, c) |
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155 |
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156 QPSOL qp (x, H, c); |
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289
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157 qp.copy (qpsol_opts); |
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158 soln = qp.minimize (objf, inform, lambda); |
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159 |
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160 goto solved; |
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161 } |
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162 |
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712
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163 if (nargin == 5) |
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1
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164 { |
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165 // 2. qpsol (x, H, c, lb, ub) |
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166 |
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167 QPSOL qp (x, H, c, bounds); |
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289
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168 qp.copy (qpsol_opts); |
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1
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169 soln = qp.minimize (objf, inform, lambda); |
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170 |
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171 goto solved; |
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172 } |
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173 |
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712
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174 if (nargin == 6 || nargin == 8) |
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1
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175 { |
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945
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176 ColumnVector lub = args(nargin-1).vector_value (); |
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177 ColumnVector llb = args(nargin-3).vector_value (); |
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178 |
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636
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179 if (error_state || llb.capacity () == 0 || lub.capacity () == 0) |
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157
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180 { |
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181 error ("qpsol: bounds for linear constraints must be vectors"); |
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182 return retval; |
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183 } |
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184 |
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945
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185 Matrix A = args(nargin-2).matrix_value (); |
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636
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186 |
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187 if (error_state) |
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188 { |
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189 error ("qpsol: invalid linear constraint matrix"); |
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190 return retval; |
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191 } |
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192 |
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193 if (! linear_constraints_ok (x, llb, A, lub, "qpsol", 1)) |
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194 return retval; |
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195 |
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156
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196 LinConst linear_constraints (llb, A, lub); |
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197 |
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712
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198 if (nargin == 8) |
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1
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199 { |
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200 // 3. qpsol (x, H, c, lb, ub, llb, A, lub) |
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201 |
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202 QPSOL qp (x, H, c, bounds, linear_constraints); |
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289
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203 qp.copy (qpsol_opts); |
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204 soln = qp.minimize (objf, inform, lambda); |
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205 } |
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206 else |
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207 { |
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208 // 4. qpsol (x, H, c, llb, A, lub) |
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209 |
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210 QPSOL qp (x, H, c, linear_constraints); |
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289
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211 qp.copy (qpsol_opts); |
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212 soln = qp.minimize (objf, inform, lambda); |
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213 } |
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214 goto solved; |
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215 } |
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216 |
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217 return retval; |
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218 |
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219 solved: |
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220 |
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497
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221 retval.resize (nargout ? nargout : 1); |
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516
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222 retval(0) = soln, 1; |
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1
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223 if (nargout > 1) |
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516
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224 retval(1) = objf; |
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225 if (nargout > 2) |
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516
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226 retval(2) = (double) inform; |
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227 if (nargout > 3) |
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516
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228 retval(3) = lambda; |
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229 |
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519
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230 #endif |
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231 |
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232 return retval; |
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233 } |
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234 |
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646
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235 #ifndef QPSOL_MISSING |
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236 |
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289
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237 typedef void (QPSOL_options::*d_set_opt_mf) (double); |
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238 typedef void (QPSOL_options::*i_set_opt_mf) (int); |
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239 typedef double (QPSOL_options::*d_get_opt_mf) (void); |
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240 typedef int (QPSOL_options::*i_get_opt_mf) (void); |
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241 |
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242 #define MAX_TOKENS 2 |
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243 |
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244 struct QPSOL_OPTIONS |
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245 { |
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540
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246 const char *keyword; |
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247 const char *kw_tok[MAX_TOKENS + 1]; |
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289
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248 int min_len[MAX_TOKENS + 1]; |
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249 int min_toks_to_match; |
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250 d_set_opt_mf d_set_fcn; |
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251 i_set_opt_mf i_set_fcn; |
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252 d_get_opt_mf d_get_fcn; |
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253 i_get_opt_mf i_get_fcn; |
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254 }; |
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255 |
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497
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256 static QPSOL_OPTIONS qpsol_option_table [] = |
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289
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257 { |
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258 { "feasibility tolerance", |
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519
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259 { "feasibility", "tolerance", 0, }, |
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289
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260 { 1, 0, 0, }, 1, |
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519
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261 QPSOL_options::set_feasibility_tolerance, 0, |
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262 QPSOL_options::feasibility_tolerance, 0, }, |
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289
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263 |
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264 { "infinite bound", |
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519
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265 { "infinite", "bound", 0, }, |
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289
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266 { 2, 0, 0, }, 1, |
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519
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267 QPSOL_options::set_infinite_bound, 0, |
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268 QPSOL_options::infinite_bound, 0, }, |
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289
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269 |
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270 { "iteration limit", |
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519
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271 { "iteration", "limit", 0, }, |
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289
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272 { 2, 0, 0, }, 1, |
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519
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273 0, QPSOL_options::set_iteration_limit, |
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274 0, QPSOL_options::iteration_limit, }, |
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289
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275 |
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276 { "print level", |
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519
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277 { "print", "level", 0, }, |
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289
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278 { 1, 0, 0, }, 1, |
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519
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279 0, QPSOL_options::set_print_level, |
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280 0, QPSOL_options::print_level, }, |
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289
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281 |
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519
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282 { 0, |
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283 { 0, 0, 0, }, |
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289
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284 { 0, 0, 0, }, 0, |
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519
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285 0, 0, 0, 0, }, |
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289
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286 }; |
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287 |
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288 static void |
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289 print_qpsol_option_list (void) |
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290 { |
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291 ostrstream output_buf; |
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292 |
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293 print_usage ("qpsol_options", 1); |
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294 |
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295 output_buf << "\n" |
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296 << "Options for qpsol include:\n\n" |
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297 << " keyword value\n" |
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298 << " ------- -----\n\n"; |
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299 |
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300 QPSOL_OPTIONS *list = qpsol_option_table; |
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301 |
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540
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302 const char *keyword; |
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519
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303 while ((keyword = list->keyword) != 0) |
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289
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304 { |
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305 output_buf.form (" %-40s ", keyword); |
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306 if (list->d_get_fcn) |
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307 { |
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308 double val = (qpsol_opts.*list->d_get_fcn) (); |
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309 if (val < 0.0) |
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310 output_buf << "computed automatically"; |
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311 else |
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312 output_buf << val; |
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313 } |
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314 else |
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315 { |
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316 int val = (qpsol_opts.*list->i_get_fcn) (); |
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317 if (val < 0) |
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318 output_buf << "depends on problem size"; |
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319 else |
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320 output_buf << val; |
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321 } |
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322 output_buf << "\n"; |
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323 list++; |
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324 } |
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325 |
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326 output_buf << "\n" << ends; |
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327 maybe_page_output (output_buf); |
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328 } |
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329 |
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330 static void |
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1329
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331 set_qpsol_option (char *keyword, double val) |
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289
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332 { |
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333 QPSOL_OPTIONS *list = qpsol_option_table; |
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334 |
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519
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335 while (list->keyword != 0) |
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289
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336 { |
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337 if (keyword_almost_match (list->kw_tok, list->min_len, keyword, |
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338 list->min_toks_to_match, MAX_TOKENS)) |
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339 { |
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340 if (list->d_set_fcn) |
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341 (qpsol_opts.*list->d_set_fcn) (val); |
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342 else |
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1086
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343 { |
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344 if (xisnan (val)) |
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345 { |
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346 error ("qpsol_options: %s: expecting integer, found NaN", |
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347 keyword); |
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348 } |
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349 else |
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350 (qpsol_opts.*list->i_set_fcn) (NINT (val)); |
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351 } |
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289
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352 return; |
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353 } |
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354 list++; |
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355 } |
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356 |
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357 warning ("qpsol_options: no match for `%s'", keyword); |
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358 } |
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359 |
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1329
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360 static Octave_object |
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361 show_qpsol_option (char *keyword) |
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362 { |
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363 Octave_object retval; |
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364 |
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365 QPSOL_OPTIONS *list = qpsol_option_table; |
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366 |
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367 while (list->keyword != 0) |
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368 { |
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369 if (keyword_almost_match (list->kw_tok, list->min_len, keyword, |
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370 list->min_toks_to_match, MAX_TOKENS)) |
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371 { |
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372 if (list->d_get_fcn) |
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373 return (qpsol_opts.*list->d_get_fcn) (); |
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374 else |
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375 return (double) (qpsol_opts.*list->i_get_fcn) (); |
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376 } |
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377 list++; |
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378 } |
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379 |
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380 warning ("qpsol_options: no match for `%s'", keyword); |
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381 |
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382 return retval; |
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383 } |
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384 |
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646
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385 #endif |
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386 |
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519
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387 #if defined (QPSOL_MISSING) |
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701
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388 DEFUN_DLD_BUILTIN ("qpsol_options", Fqpsol_options, Sqpsol_options, -1, 1, |
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519
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389 "This function requires QPSOL, which is not freely\n\ |
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390 redistributable. For more information, read the file\n\ |
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391 libcruft/qpsol/README.MISSING in the source distribution.") |
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392 #else |
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701
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393 DEFUN_DLD_BUILTIN ("qpsol_options", Fqpsol_options, Sqpsol_options, -1, 1, |
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519
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394 "qpsol_options (KEYWORD, VALUE)\n |
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395 \n\ |
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396 Set or show options for qpsol. Keywords may be abbreviated\n\ |
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397 to the shortest match.") |
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398 #endif |
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272
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399 { |
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497
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400 Octave_object retval; |
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272
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401 |
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519
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402 #if defined (QPSOL_MISSING) |
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403 |
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404 print_usage ("qpsol"); |
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405 |
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406 #else |
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407 |
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506
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408 int nargin = args.length (); |
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409 |
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712
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410 if (nargin == 0) |
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289
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411 { |
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412 print_qpsol_option_list (); |
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636
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413 return retval; |
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289
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414 } |
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1329
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415 else if (nargin == 1 || nargin == 2) |
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289
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416 { |
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712
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417 char *keyword = args(0).string_value (); |
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636
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418 |
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419 if (! error_state) |
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289
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420 { |
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1329
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421 if (nargin == 1) |
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422 return show_qpsol_option (keyword); |
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423 else |
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424 { |
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425 double val = args(1).double_value (); |
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636
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426 |
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1329
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427 if (! error_state) |
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428 { |
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429 set_qpsol_option (keyword, val); |
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430 return retval; |
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431 } |
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636
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432 } |
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289
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433 } |
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434 } |
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636
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435 |
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436 print_usage ("qpsol_options"); |
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289
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437 |
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519
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438 #endif |
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439 |
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272
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440 return retval; |
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441 } |
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442 |
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1
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443 /* |
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444 ;;; Local Variables: *** |
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445 ;;; mode: C++ *** |
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446 ;;; page-delimiter: "^/\\*" *** |
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447 ;;; End: *** |
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448 */ |
