diff src/qpsol.cc @ 1:78fd87e624cb

[project @ 1993-08-08 01:13:40 by jwe] Initial revision
author jwe
date Sun, 08 Aug 1993 01:13:40 +0000
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+// tc-qpsol.cc                                           -*- C++ -*-
+/*
+
+Copyright (C) 1993 John W. Eaton
+
+This file is part of Octave.
+
+Octave is free software; you can redistribute it and/or modify it
+under the terms of the GNU General Public License as published by the
+Free Software Foundation; either version 2, or (at your option) any
+later version.
+
+Octave is distributed in the hope that it will be useful, but WITHOUT
+ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
+for more details.
+
+You should have received a copy of the GNU General Public License
+along with Octave; see the file COPYING.  If not, write to the Free
+Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
+
+*/
+
+#ifdef __GNUG__
+#pragma implementation
+#endif
+
+#ifndef QPSOL_MISSING
+
+#include "QPSOL.h"
+
+#include "tree-const.h"
+#include "variables.h"
+#include "gripes.h"
+#include "error.h"
+#include "utils.h"
+
+// This should probably be defined in some shared file and declared in
+// a header file...
+extern int linear_constraints_ok (const ColumnVector& x,
+				  const ColumnVector& llb, const Matrix& c,
+				  const ColumnVector& lub, char *warn_for,
+				  int warn);
+
+#ifdef WITH_DLD
+tree_constant *
+builtin_qpsol_2 (tree_constant *args, int nargin, int nargout)
+{
+  return qpsol (args, nargin, nargout);
+}
+#endif
+
+tree_constant *
+qpsol (tree_constant *args, int nargin, int nargout)
+{
+/*
+
+Handle all of the following:
+
+  1. qpsol (x, H, c)
+  2. qpsol (x, H, c, lb, ub)
+  3. qpsol (x, H, c, lb, ub, llb, A, lub)
+  4. qpsol (x, H, c,         llb, A, lub)
+
+*/
+
+// Assumes that we have been given the correct number of arguments.
+
+  tree_constant *retval = NULL_TREE_CONST;
+
+  ColumnVector x = args[1].to_vector ();
+  if (x.capacity () == 0)
+    {
+      message ("qpsol", "expecting vector as first argument");
+      return retval;
+    }
+
+  Matrix H = args[2].to_matrix ();
+  if (H.rows () != H.columns () || H.rows () != x.capacity ())
+    {
+      message ("qpsol", "H must be a square matrix consistent with the\
+ size of x");
+      return retval;
+    }
+
+  ColumnVector c = args[3].to_vector ();
+  if (c.capacity () != x.capacity ())
+    {
+      message ("qpsol", "c must be a vector the same size as x");
+      return retval;
+    }
+
+  Bounds bounds;
+  if (nargin == 6 || nargin == 9)
+    {
+      ColumnVector lb = args[4].to_vector ();
+      ColumnVector ub = args[5].to_vector ();
+
+      int lb_len = lb.capacity ();
+      int ub_len = ub.capacity ();
+      if (lb_len != ub_len || lb_len != x.capacity ())
+	{
+	  message ("qpsol", "lower and upper bounds and decision variable\n\
+       vector must all have the same number of elements");
+	  return retval;
+	}
+
+      bounds.resize (lb_len);
+      bounds.set_lower_bounds (lb);
+      bounds.set_upper_bounds (ub);
+    }
+
+  ColumnVector soln;
+  double objf;
+  ColumnVector lambda;
+  int inform;
+
+  if (nargin == 4)
+    {
+      // 1. qpsol (x, H, c)
+
+      QPSOL qp (x, H, c);
+      soln = qp.minimize (objf, inform, lambda);
+
+      goto solved;
+    }
+
+  if (nargin == 6)
+    {
+      //  2. qpsol (x, H, c, lb, ub)
+
+      QPSOL qp (x, H, c, bounds);
+      soln = qp.minimize (objf, inform, lambda);
+
+      goto solved;
+    }
+
+  if (nargin == 7 || nargin == 9)
+    {
+      ColumnVector lub = args[nargin-1].to_vector ();
+      Matrix A = args[nargin-2].to_matrix ();
+      ColumnVector llb = args[nargin-3].to_vector ();
+
+      LinConst linear_constraints (llb, A, lub);
+
+      if (! linear_constraints_ok (x, llb, A, lub, "qpsol", 1))
+	return retval;
+
+      if (nargin == 9)
+	{
+	  // 3. qpsol (x, H, c, lb, ub, llb, A, lub)
+
+	  QPSOL qp (x, H, c, bounds, linear_constraints);
+	  soln = qp.minimize (objf, inform, lambda);
+	}
+      else
+	{
+	  // 4. qpsol (x, H, c,         llb, A, lub)
+
+	 QPSOL qp (x, H, c, linear_constraints);
+	 soln = qp.minimize (objf, inform, lambda);
+       }
+      goto solved;
+    }
+
+  return retval;
+
+ solved:
+
+  retval = new tree_constant [nargout+1];
+  retval[0] = tree_constant (soln, 1);
+  if (nargout > 1)
+    retval[1] = tree_constant (objf);
+  if (nargout > 2)
+    retval[2] = tree_constant ((double) inform);
+  if (nargout > 3)
+    retval[3] = tree_constant (lambda);
+
+  return retval;
+}
+
+#endif
+
+/*
+;;; Local Variables: ***
+;;; mode: C++ ***
+;;; page-delimiter: "^/\\*" ***
+;;; End: ***
+*/